 |
LAPACK
3.4.2
LAPACK: Linear Algebra PACKage
|
Functions/Subroutines | |
| REAL function | sla_porcond (UPLO, N, A, LDA, AF, LDAF, CMODE, C, INFO, WORK, IWORK) |
| SLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix. | |
| subroutine | sla_porfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) |
| SLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. | |
| REAL function | sla_porpvgrw (UPLO, NCOLS, A, LDA, AF, LDAF, WORK) |
| SLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix. | |
| subroutine | spocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO) |
| SPOCON | |
| subroutine | spoequ (N, A, LDA, S, SCOND, AMAX, INFO) |
| SPOEQU | |
| subroutine | spoequb (N, A, LDA, S, SCOND, AMAX, INFO) |
| SPOEQUB | |
| subroutine | sporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) |
| SPORFS | |
| subroutine | sporfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) |
| SPORFSX | |
| subroutine | spotf2 (UPLO, N, A, LDA, INFO) |
| SPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm). | |
| subroutine | spotrf (UPLO, N, A, LDA, INFO) |
| SPOTRF | |
| subroutine | spotri (UPLO, N, A, LDA, INFO) |
| SPOTRI | |
| subroutine | spotrs (UPLO, N, NRHS, A, LDA, B, LDB, INFO) |
| SPOTRS | |
This is the group of real computational functions for PO matrices
| REAL function sla_porcond | ( | character | UPLO, |
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldaf, * ) | AF, | ||
| integer | LDAF, | ||
| integer | CMODE, | ||
| real, dimension( * ) | C, | ||
| integer | INFO, | ||
| real, dimension( * ) | WORK, | ||
| integer, dimension( * ) | IWORK | ||
| ) |
SLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
Download SLA_PORCOND + dependencies [TGZ] [ZIP] [TXT]
SLA_PORCOND Estimates the Skeel condition number of op(A) * op2(C)
where op2 is determined by CMODE as follows
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C)
The Skeel condition number cond(A) = norminf( |inv(A)||A| )
is computed by computing scaling factors R such that
diag(R)*A*op2(C) is row equilibrated and computing the standard
infinity-norm condition number. | [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | AF | AF is REAL array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF. |
| [in] | LDAF | LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N). |
| [in] | CMODE | CMODE is INTEGER
Determines op2(C) in the formula op(A) * op2(C) as follows:
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C) |
| [in] | C | C is REAL array, dimension (N)
The vector C in the formula op(A) * op2(C). |
| [out] | INFO | INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid. |
| [in] | WORK | WORK is REAL array, dimension (3*N).
Workspace. |
| [in] | IWORK | IWORK is INTEGER array, dimension (N).
Workspace. |
Definition at line 140 of file sla_porcond.f.
| subroutine sla_porfsx_extended | ( | integer | PREC_TYPE, |
| character | UPLO, | ||
| integer | N, | ||
| integer | NRHS, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldaf, * ) | AF, | ||
| integer | LDAF, | ||
| logical | COLEQU, | ||
| real, dimension( * ) | C, | ||
| real, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| real, dimension( ldy, * ) | Y, | ||
| integer | LDY, | ||
| real, dimension( * ) | BERR_OUT, | ||
| integer | N_NORMS, | ||
| real, dimension( nrhs, * ) | ERR_BNDS_NORM, | ||
| real, dimension( nrhs, * ) | ERR_BNDS_COMP, | ||
| real, dimension( * ) | RES, | ||
| real, dimension(*) | AYB, | ||
| real, dimension( * ) | DY, | ||
| real, dimension( * ) | Y_TAIL, | ||
| real | RCOND, | ||
| integer | ITHRESH, | ||
| real | RTHRESH, | ||
| real | DZ_UB, | ||
| logical | IGNORE_CWISE, | ||
| integer | INFO | ||
| ) |
SLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Download SLA_PORFSX_EXTENDED + dependencies [TGZ] [ZIP] [TXT]SLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. This subroutine is called by SPORFSX to perform iterative refinement. 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. Note that this subroutine is only resonsible for setting the second fields of ERR_BNDS_NORM and ERR_BNDS_COMP.
| [in] | PREC_TYPE | PREC_TYPE is INTEGER
Specifies the intermediate precision to be used in refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER and
P = 'S': Single
= 'D': Double
= 'I': Indigenous
= 'X', 'E': Extra |
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0. |
| [in] | NRHS | NRHS is INTEGER
The number of right-hand-sides, i.e., the number of columns of the
matrix B. |
| [in] | A | A is REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | AF | AF is REAL array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF. |
| [in] | LDAF | LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N). |
| [in] | COLEQU | COLEQU is LOGICAL
If .TRUE. then column equilibration was done to A before calling
this routine. This is needed to compute the solution and error
bounds correctly. |
| [in] | C | C is REAL array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. 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. |
| [in] | B | B is REAL array, dimension (LDB,NRHS)
The right-hand-side matrix B. |
| [in] | LDB | LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N). |
| [in,out] | Y | Y is REAL array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by SPOTRS.
On exit, the improved solution matrix Y. |
| [in] | LDY | LDY is INTEGER
The leading dimension of the array Y. LDY >= max(1,N). |
| [out] | BERR_OUT | BERR_OUT is REAL array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative backward
error for right-hand-side j from the formula
max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
where abs(Z) is the componentwise absolute value of the matrix
or vector Z. This is computed by SLA_LIN_BERR. |
| [in] | N_NORMS | N_NORMS is INTEGER
Determines which error bounds to return (see ERR_BNDS_NORM
and ERR_BNDS_COMP).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds. |
| [in,out] | ERR_BNDS_NORM | ERR_BNDS_NORM is REAL 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) * slamch('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) * slamch('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) * slamch('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.
This subroutine is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions. |
| [in,out] | ERR_BNDS_COMP | ERR_BNDS_COMP is REAL 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 .LT. 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) * slamch('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) * slamch('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) * slamch('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.
This subroutine is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions. |
| [in] | RES | RES is REAL array, dimension (N)
Workspace to hold the intermediate residual. |
| [in] | AYB | AYB is REAL array, dimension (N)
Workspace. This can be the same workspace passed for Y_TAIL. |
| [in] | DY | DY is REAL array, dimension (N)
Workspace to hold the intermediate solution. |
| [in] | Y_TAIL | Y_TAIL is REAL array, dimension (N)
Workspace to hold the trailing bits of the intermediate solution. |
| [in] | RCOND | RCOND is REAL
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. |
| [in] | ITHRESH | ITHRESH is INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For '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. |
| [in] | RTHRESH | RTHRESH is REAL
Determines when to stop refinement if the error estimate stops
decreasing. Refinement will stop when the next solution no longer
satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
default value is 0.5. For 'aggressive' set to 0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN 165
for more details. |
| [in] | DZ_UB | DZ_UB is REAL
Determines when to start considering componentwise convergence.
Componentwise convergence is only considered after each component
of the solution Y is stable, which we definte as the relative
change in each component being less than DZ_UB. The default value
is 0.25, requiring the first bit to be stable. See LAWN 165 for
more details. |
| [in] | IGNORE_CWISE | IGNORE_CWISE is LOGICAL
If .TRUE. then ignore componentwise convergence. Default value
is .FALSE.. |
| [out] | INFO | INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to SPOTRS had an illegal
value |
Definition at line 382 of file sla_porfsx_extended.f.
| REAL function sla_porpvgrw | ( | character*1 | UPLO, |
| integer | NCOLS, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldaf, * ) | AF, | ||
| integer | LDAF, | ||
| real, dimension( * ) | WORK | ||
| ) |
SLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.
Download SLA_PORPVGRW + dependencies [TGZ] [ZIP] [TXT]SLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable.
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | NCOLS | NCOLS is INTEGER
The number of columns of the matrix A. NCOLS >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | AF | AF is REAL array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF. |
| [in] | LDAF | LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N). |
| [in] | WORK | WORK is REAL array, dimension (2*N) |
Definition at line 105 of file sla_porpvgrw.f.
| subroutine spocon | ( | character | UPLO, |
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real | ANORM, | ||
| real | RCOND, | ||
| real, dimension( * ) | WORK, | ||
| integer, dimension( * ) | IWORK, | ||
| integer | INFO | ||
| ) |
SPOCON
Download SPOCON + dependencies [TGZ] [ZIP] [TXT]SPOCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | ANORM | ANORM is REAL
The 1-norm (or infinity-norm) of the symmetric matrix A. |
| [out] | RCOND | RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this routine. |
| [out] | WORK | WORK is REAL array, dimension (3*N) |
| [out] | IWORK | IWORK is INTEGER array, dimension (N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
Definition at line 121 of file spocon.f.
| subroutine spoequ | ( | integer | N, |
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( * ) | S, | ||
| real | SCOND, | ||
| real | AMAX, | ||
| integer | INFO | ||
| ) |
SPOEQU
Download SPOEQU + dependencies [TGZ] [ZIP] [TXT]SPOEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (with respect to the two-norm). S contains the scale factors, S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This choice of S puts the condition number of B within a factor N of the smallest possible condition number over all possible diagonal scalings.
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
The N-by-N symmetric positive definite matrix whose scaling
factors are to be computed. Only the diagonal elements of A
are referenced. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [out] | S | S is REAL array, dimension (N)
If INFO = 0, S contains the scale factors for A. |
| [out] | SCOND | SCOND is REAL
If INFO = 0, S contains the ratio of the smallest S(i) to
the largest S(i). If SCOND >= 0.1 and AMAX is neither too
large nor too small, it is not worth scaling by S. |
| [out] | AMAX | AMAX is REAL
Absolute value of largest matrix element. If AMAX is very
close to overflow or very close to underflow, the matrix
should be scaled. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the i-th diagonal element is nonpositive. |
Definition at line 113 of file spoequ.f.
| subroutine spoequb | ( | integer | N, |
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( * ) | S, | ||
| real | SCOND, | ||
| real | AMAX, | ||
| integer | INFO | ||
| ) |
SPOEQUB
Download SPOEQUB + dependencies [TGZ] [ZIP] [TXT]SPOEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (with respect to the two-norm). S contains the scale factors, S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This choice of S puts the condition number of B within a factor N of the smallest possible condition number over all possible diagonal scalings.
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
The N-by-N symmetric positive definite matrix whose scaling
factors are to be computed. Only the diagonal elements of A
are referenced. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [out] | S | S is REAL array, dimension (N)
If INFO = 0, S contains the scale factors for A. |
| [out] | SCOND | SCOND is REAL
If INFO = 0, S contains the ratio of the smallest S(i) to
the largest S(i). If SCOND >= 0.1 and AMAX is neither too
large nor too small, it is not worth scaling by S. |
| [out] | AMAX | AMAX is REAL
Absolute value of largest matrix element. If AMAX is very
close to overflow or very close to underflow, the matrix
should be scaled. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the i-th diagonal element is nonpositive. |
Definition at line 113 of file spoequb.f.
| subroutine sporfs | ( | character | UPLO, |
| integer | N, | ||
| integer | NRHS, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldaf, * ) | AF, | ||
| integer | LDAF, | ||
| real, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| real, dimension( ldx, * ) | X, | ||
| integer | LDX, | ||
| real, dimension( * ) | FERR, | ||
| real, dimension( * ) | BERR, | ||
| real, dimension( * ) | WORK, | ||
| integer, dimension( * ) | IWORK, | ||
| integer | INFO | ||
| ) |
SPORFS
Download SPORFS + dependencies [TGZ] [ZIP] [TXT]SPORFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite, and provides error bounds and backward error estimates for the solution.
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | NRHS | NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
The symmetric matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of A contains the upper triangular part
of the matrix A, and the strictly lower triangular part of A
is not referenced. If UPLO = 'L', the leading N-by-N lower
triangular part of A contains the lower triangular part of
the matrix A, and the strictly upper triangular part of A is
not referenced. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | AF | AF is REAL array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF. |
| [in] | LDAF | LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N). |
| [in] | B | B is REAL array, dimension (LDB,NRHS)
The right hand side matrix B. |
| [in] | LDB | LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N). |
| [in,out] | X | X is REAL array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SPOTRS.
On exit, the improved solution matrix X. |
| [in] | LDX | LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N). |
| [out] | FERR | FERR is REAL array, dimension (NRHS)
The estimated forward error bound for each solution vector
X(j) (the j-th column of the solution matrix X).
If XTRUE is the true solution corresponding to X(j), FERR(j)
is an estimated upper bound for the magnitude of the largest
element in (X(j) - XTRUE) divided by the magnitude of the
largest element in X(j). The estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error. |
| [out] | BERR | BERR is REAL array, dimension (NRHS)
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). |
| [out] | WORK | WORK is REAL array, dimension (3*N) |
| [out] | IWORK | IWORK is INTEGER array, dimension (N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
ITMAX is the maximum number of steps of iterative refinement.
Definition at line 183 of file sporfs.f.
| subroutine sporfsx | ( | character | UPLO, |
| character | EQUED, | ||
| integer | N, | ||
| integer | NRHS, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldaf, * ) | AF, | ||
| integer | LDAF, | ||
| real, dimension( * ) | S, | ||
| real, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| real, dimension( ldx, * ) | X, | ||
| integer | LDX, | ||
| real | RCOND, | ||
| real, dimension( * ) | BERR, | ||
| integer | N_ERR_BNDS, | ||
| real, dimension( nrhs, * ) | ERR_BNDS_NORM, | ||
| real, dimension( nrhs, * ) | ERR_BNDS_COMP, | ||
| integer | NPARAMS, | ||
| real, dimension( * ) | PARAMS, | ||
| real, dimension( * ) | WORK, | ||
| integer, dimension( * ) | IWORK, | ||
| integer | INFO | ||
| ) |
SPORFSX
Download SPORFSX + dependencies [TGZ] [ZIP] [TXT] SPORFSX improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric positive
definite, 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 and S
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.| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | 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
= 'Y': Both row and column equilibration, i.e., A has been
replaced by diag(S) * A * diag(S).
The right hand side B has been changed accordingly. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | NRHS | NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
The symmetric matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of A contains the upper triangular part
of the matrix A, and the strictly lower triangular part of A
is not referenced. If UPLO = 'L', the leading N-by-N lower
triangular part of A contains the lower triangular part of
the matrix A, and the strictly upper triangular part of A is
not referenced. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | AF | AF is REAL array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF. |
| [in] | LDAF | LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N). |
| [in,out] | S | S is REAL array, dimension (N)
The row scale factors for A. If EQUED = 'Y', A is multiplied on
the left and right by diag(S). S is an input argument if FACT =
'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
= 'Y', each element of S must be positive. If S is output, each
element of S is a power of the radix. If S is input, each element
of S 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. |
| [in] | B | B is REAL array, dimension (LDB,NRHS)
The right hand side matrix B. |
| [in] | LDB | LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N). |
| [in,out] | X | X is REAL array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SGETRS.
On exit, the improved solution matrix X. |
| [in] | LDX | LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N). |
| [out] | RCOND | RCOND is REAL
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. |
| [out] | BERR | BERR is REAL 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). |
| [in] | 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. |
| [out] | ERR_BNDS_NORM | ERR_BNDS_NORM is REAL 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) * slamch('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) * slamch('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) * slamch('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. |
| [out] | ERR_BNDS_COMP | ERR_BNDS_COMP is REAL 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 .LT. 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) * slamch('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) * slamch('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) * slamch('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. |
| [in] | NPARAMS | NPARAMS is INTEGER
Specifies the number of parameters set in PARAMS. If .LE. 0, the
PARAMS array is never referenced and default values are used. |
| [in,out] | PARAMS | PARAMS is REAL array, dimension NPARAMS
Specifies algorithm parameters. If an entry is .LT. 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: 1.0
= 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) |
| [out] | WORK | WORK is REAL array, dimension (4*N) |
| [out] | IWORK | IWORK is INTEGER array, dimension (N) |
| [out] | 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. |
Definition at line 392 of file sporfsx.f.
| subroutine spotf2 | ( | character | UPLO, |
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer | INFO | ||
| ) |
SPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).
Download SPOTF2 + dependencies [TGZ] [ZIP] [TXT] SPOTF2 computes the Cholesky factorization of a real symmetric
positive definite matrix A.
The factorization has the form
A = U**T * U , if UPLO = 'U', or
A = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular.
This is the unblocked version of the algorithm, calling Level 2 BLAS. | [in] | UPLO | UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored.
= 'U': Upper triangular
= 'L': Lower triangular |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in,out] | A | A is REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
n by n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n by n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization A = U**T *U or A = L*L**T. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, the leading minor of order k is not
positive definite, and the factorization could not be
completed. |
Definition at line 110 of file spotf2.f.
| subroutine spotrf | ( | character | UPLO, |
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer | INFO | ||
| ) |
SPOTRF
Download SPOTRF + dependencies [TGZ] [ZIP] [TXT] SPOTRF computes the Cholesky factorization of a real symmetric
positive definite matrix A.
The factorization has the form
A = U**T * U, if UPLO = 'U', or
A = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular.
This is the block version of the algorithm, calling Level 3 BLAS. | [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in,out] | A | A is REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed. |
Definition at line 108 of file spotrf.f.
| subroutine spotri | ( | character | UPLO, |
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer | INFO | ||
| ) |
SPOTRI
Download SPOTRI + dependencies [TGZ] [ZIP] [TXT]SPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF.
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in,out] | A | A is REAL array, dimension (LDA,N)
On entry, the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T, as computed by
SPOTRF.
On exit, the upper or lower triangle of the (symmetric)
inverse of A, overwriting the input factor U or L. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the (i,i) element of the factor U or L is
zero, and the inverse could not be computed. |
Definition at line 96 of file spotri.f.
| subroutine spotrs | ( | character | UPLO, |
| integer | N, | ||
| integer | NRHS, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| integer | INFO | ||
| ) |
SPOTRS
Download SPOTRS + dependencies [TGZ] [ZIP] [TXT]SPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF.
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | NRHS | NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0. |
| [in] | A | A is REAL array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in,out] | B | B is REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X. |
| [in] | LDB | LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N). |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
Definition at line 111 of file spotrs.f.
1.8.1.1