dgbrfsx.f(3)

NAME
dgbrfsx.f

SYNOPSIS

  Functions/Subroutines
subroutine dgbrfsx (TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO)
DGBRFSX

Function/Subroutine Documentation

  subroutine dgbrfsx (character TRANS, character EQUED, integer N, integer KL, integer KU, integer NRHS, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, double precision, dimension( * ) R, double precision, dimension( * ) C, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx , * ) X, integer LDX, double precision RCOND, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * ) PARAMS, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

Purpose:

        DGBRFSX improves the computed solution to a system of linear
        equations and provides error bounds and backward error estimates
        for the solution.  In addition to normwise error bound, the code
        provides maximum componentwise error bound if possible.  See
        comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
        error bounds.
        The original system of linear equations may have been equilibrated
        before calling this routine, as described by arguments EQUED, R
        and C below. In this case, the solution and error bounds returned
        are for the original unequilibrated system.

         Some optional parameters are bundled in the PARAMS array.  These
         settings determine how refinement is performed, but often the
         defaults are acceptable.  If the defaults are acceptable, users
         can pass NPARAMS = 0 which prevents the source code from accessing
         the PARAMS argument.

Parameters
    TRANS

              TRANS is CHARACTER*1
         Specifies the form of the system of equations:
           = 'N':  A * X = B     (No transpose)
           = 'T':  A**T * X = B  (Transpose)
           = 'C':  A**H * X = B  (Conjugate transpose = Transpose)

    EQUED

              EQUED is CHARACTER*1
         Specifies the form of equilibration that was done to A
         before calling this routine. This is needed to compute
         the solution and error bounds correctly.
           = 'N':  No equilibration
           = 'R':  Row equilibration, i.e., A has been premultiplied by
                   diag(R).
           = 'C':  Column equilibration, i.e., A has been postmultiplied
                   by diag(C).
           = 'B':  Both row and column equilibration, i.e., A has been
                   replaced by diag(R) * A * diag(C).
                   The right hand side B has been changed accordingly.

    N

              N is INTEGER
         The order of the matrix A.  N >= 0.

    KL

              KL is INTEGER
         The number of subdiagonals within the band of A.  KL >= 0.

    KU

              KU is INTEGER
         The number of superdiagonals within the band of A.  KU >= 0.

    NRHS

              NRHS is INTEGER
         The number of right hand sides, i.e., the number of columns
         of the matrices B and X.  NRHS >= 0.

    AB

              AB is DOUBLE PRECISION array, dimension (LDAB,N)
         The original band matrix A, stored in rows 1 to KL+KU+1.
         The j-th column of A is stored in the j-th column of the
         array AB as follows:
         AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).

    LDAB

              LDAB is INTEGER
         The leading dimension of the array AB.  LDAB >= KL+KU+1.

    AFB

              AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
         Details of the LU factorization of the band matrix A, as
         computed by DGBTRF.  U is stored as an upper triangular band
         matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
         the multipliers used during the factorization are stored in
         rows KL+KU+2 to 2*KL+KU+1.

    LDAFB

              LDAFB is INTEGER
         The leading dimension of the array AFB.  LDAFB >= 2*KL*KU+1.

    IPIV

              IPIV is INTEGER array, dimension (N)
         The pivot indices from DGETRF; for 1<=i<=N, row i of the
         matrix was interchanged with row IPIV(i).

    R

              R is DOUBLE PRECISION array, dimension (N)
         The row scale factors for A.  If EQUED = 'R' or 'B', A is
         multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
         is not accessed.  R is an input argument if FACT = 'F';
         otherwise, R is an output argument.  If FACT = 'F' and
         EQUED = 'R' or 'B', each element of R must be positive.
         If R is output, each element of R is a power of the radix.
         If R is input, each element of R should be a power of the radix
         to ensure a reliable solution and error estimates. Scaling by
         powers of the radix does not cause rounding errors unless the
         result underflows or overflows. Rounding errors during scaling
         lead to refining with a matrix that is not equivalent to the
         input matrix, producing error estimates that may not be
         reliable.

    C

              C is DOUBLE PRECISION array, dimension (N)
         The column scale factors for A.  If EQUED = 'C' or 'B', A is
         multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
         is not accessed.  C is an input argument if FACT = 'F';
         otherwise, C is an output argument.  If FACT = 'F' and
         EQUED = 'C' or 'B', each element of C must be positive.
         If C is output, each element of C is a power of the radix.
         If C is input, each element of C should be a power of the radix
         to ensure a reliable solution and error estimates. Scaling by
         powers of the radix does not cause rounding errors unless the
         result underflows or overflows. Rounding errors during scaling
         lead to refining with a matrix that is not equivalent to the
         input matrix, producing error estimates that may not be
         reliable.

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
         The right hand side matrix B.

    LDB

              LDB is INTEGER
         The leading dimension of the array B.  LDB >= max(1,N).

    X

              X is DOUBLE PRECISION array, dimension (LDX,NRHS)
         On entry, the solution matrix X, as computed by DGETRS.
         On exit, the improved solution matrix X.

    LDX

              LDX is INTEGER
         The leading dimension of the array X.  LDX >= max(1,N).

    RCOND

              RCOND is DOUBLE PRECISION
         Reciprocal scaled condition number.  This is an estimate of the
         reciprocal Skeel condition number of the matrix A after
         equilibration (if done).  If this is less than the machine
         precision (in particular, if it is zero), the matrix is singular
         to working precision.  Note that the error may still be small even
         if this number is very small and the matrix appears ill-
         conditioned.

    BERR

              BERR is DOUBLE PRECISION array, dimension (NRHS)
         Componentwise relative backward error.  This is the
         componentwise relative backward error of each solution vector X(j)
         (i.e., the smallest relative change in any element of A or B that
         makes X(j) an exact solution).

    N_ERR_BNDS

              N_ERR_BNDS is INTEGER
         Number of error bounds to return for each right hand side
         and each type (normwise or componentwise).  See ERR_BNDS_NORM and
         ERR_BNDS_COMP below.

    ERR_BNDS_NORM

              ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
         For each right-hand side, this array contains information about
         various error bounds and condition numbers corresponding to the
         normwise relative error, which is defined as follows:
         Normwise relative error in the ith solution vector:
                 max_j (abs(XTRUE(j,i) - X(j,i)))
                ------------------------------
                      max_j abs(X(j,i))
         The array is indexed by the type of error information as described
         below. There currently are up to three pieces of information
         returned.
         The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
         right-hand side.
         The second index in ERR_BNDS_NORM(:,err) contains the following
         three fields:
         err = 1 'Trust/don't trust' boolean. Trust the answer if the
                  reciprocal condition number is less than the threshold
                  sqrt(n) * dlamch('Epsilon').
         err = 2 'Guaranteed' error bound: The estimated forward error,
                  almost certainly within a factor of 10 of the true error
                  so long as the next entry is greater than the threshold
                  sqrt(n) * dlamch('Epsilon'). This error bound should only
                  be trusted if the previous boolean is true.
         err = 3  Reciprocal condition number: Estimated normwise
                  reciprocal condition number.  Compared with the threshold
                  sqrt(n) * dlamch('Epsilon') to determine if the error
                  estimate is 'guaranteed'. These reciprocal condition
                  numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                  appropriately scaled matrix Z.
                  Let Z = S*A, where S scales each row by a power of the
                  radix so all absolute row sums of Z are approximately 1.
         See Lapack Working Note 165 for further details and extra
         cautions.

    ERR_BNDS_COMP

              ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
         For each right-hand side, this array contains information about
         various error bounds and condition numbers corresponding to the
         componentwise relative error, which is defined as follows:
         Componentwise relative error in the ith solution vector:
                        abs(XTRUE(j,i) - X(j,i))
                 max_j ----------------------
                             abs(X(j,i))
         The array is indexed by the right-hand side i (on which the
         componentwise relative error depends), and the type of error
         information as described below. There currently are up to three
         pieces of information returned for each right-hand side. If
         componentwise accuracy is not requested (PARAMS(3) = 0.0), then
         ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS < 3, then at most
         the first (:,N_ERR_BNDS) entries are returned.
         The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
         right-hand side.
         The second index in ERR_BNDS_COMP(:,err) contains the following
         three fields:
         err = 1 'Trust/don't trust' boolean. Trust the answer if the
                  reciprocal condition number is less than the threshold
                  sqrt(n) * dlamch('Epsilon').
         err = 2 'Guaranteed' error bound: The estimated forward error,
                  almost certainly within a factor of 10 of the true error
                  so long as the next entry is greater than the threshold
                  sqrt(n) * dlamch('Epsilon'). This error bound should only
                  be trusted if the previous boolean is true.
         err = 3  Reciprocal condition number: Estimated componentwise
                  reciprocal condition number.  Compared with the threshold
                  sqrt(n) * dlamch('Epsilon') to determine if the error
                  estimate is 'guaranteed'. These reciprocal condition
                  numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                  appropriately scaled matrix Z.
                  Let Z = S*(A*diag(x)), where x is the solution for the
                  current right-hand side and S scales each row of
                  A*diag(x) by a power of the radix so all absolute row
                  sums of Z are approximately 1.
         See Lapack Working Note 165 for further details and extra
         cautions.

    NPARAMS

              NPARAMS is INTEGER
         Specifies the number of parameters set in PARAMS.  If <= 0, the
         PARAMS array is never referenced and default values are used.

    PARAMS

              PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
         Specifies algorithm parameters.  If an entry is < 0.0, then
         that entry will be filled with default value used for that
         parameter.  Only positions up to NPARAMS are accessed; defaults
         are used for higher-numbered parameters.
           PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
                refinement or not.
             Default: 1.0D+0
                = 0.0:  No refinement is performed, and no error bounds are
                        computed.
                = 1.0:  Use the double-precision refinement algorithm,
                        possibly with doubled-single computations if the
                        compilation environment does not support DOUBLE
                        PRECISION.
                  (other values are reserved for future use)
           PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
                computations allowed for refinement.
             Default: 10
             Aggressive: Set to 100 to permit convergence using approximate
                         factorizations or factorizations other than LU. If
                         the factorization uses a technique other than
                         Gaussian elimination, the guarantees in
                         err_bnds_norm and err_bnds_comp may no longer be
                         trustworthy.
           PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
                will attempt to find a solution with small componentwise
                relative error in the double-precision algorithm.  Positive
                is true, 0.0 is false.
             Default: 1.0 (attempt componentwise convergence)

    WORK

              WORK is DOUBLE PRECISION array, dimension (4*N)

    IWORK

              IWORK is INTEGER array, dimension (N)

    INFO

              INFO is INTEGER
           = 0:  Successful exit. The solution to every right-hand side is
             guaranteed.
           < 0:  If INFO = -i, the i-th argument had an illegal value
           > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization
             has been completed, but the factor U is exactly singular, so
             the solution and error bounds could not be computed. RCOND = 0
             is returned.
           = N+J: The solution corresponding to the Jth right-hand side is
             not guaranteed. The solutions corresponding to other right-
             hand sides K with K > J may not be guaranteed as well, but
             only the first such right-hand side is reported. If a small
             componentwise error is not requested (PARAMS(3) = 0.0) then
             the Jth right-hand side is the first with a normwise error
             bound that is not guaranteed (the smallest J such
             that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
             the Jth right-hand side is the first with either a normwise or
             componentwise error bound that is not guaranteed (the smallest
             J such that either ERR_BNDS_NORM(J,1) = 0.0 or
             ERR_BNDS_COMP(J,1) = 0.0). See the definition of
             ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
             about all of the right-hand sides check ERR_BNDS_NORM or
             ERR_BNDS_COMP.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 435 of file dgbrfsx.f.

Author

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