LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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subroutine sgbsvx | ( | character | fact, |
character | trans, | ||
integer | n, | ||
integer | kl, | ||
integer | ku, | ||
integer | nrhs, | ||
real, dimension( ldab, * ) | ab, | ||
integer | ldab, | ||
real, dimension( ldafb, * ) | afb, | ||
integer | ldafb, | ||
integer, dimension( * ) | ipiv, | ||
character | equed, | ||
real, dimension( * ) | r, | ||
real, dimension( * ) | c, | ||
real, dimension( ldb, * ) | b, | ||
integer | ldb, | ||
real, dimension( ldx, * ) | x, | ||
integer | ldx, | ||
real | rcond, | ||
real, dimension( * ) | ferr, | ||
real, dimension( * ) | berr, | ||
real, dimension( * ) | work, | ||
integer, dimension( * ) | iwork, | ||
integer | info ) |
SGBSVX computes the solution to system of linear equations A * X = B for GB matrices
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!> !> SGBSVX uses the LU factorization to compute the solution to a real !> system of linear equations A * X = B, A**T * X = B, or A**H * X = B, !> where A is a band matrix of order N with KL subdiagonals and KU !> superdiagonals, and X and B are N-by-NRHS matrices. !> !> Error bounds on the solution and a condition estimate are also !> provided. !>
!> !> The following steps are performed by this subroutine: !> !> 1. If FACT = 'E', real scaling factors are computed to equilibrate !> the system: !> TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B !> TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B !> TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B !> Whether or not the system will be equilibrated depends on the !> scaling of the matrix A, but if equilibration is used, A is !> overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') !> or diag(C)*B (if TRANS = 'T' or 'C'). !> !> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the !> matrix A (after equilibration if FACT = 'E') as !> A = L * U, !> where L is a product of permutation and unit lower triangular !> matrices with KL subdiagonals, and U is upper triangular with !> KL+KU superdiagonals. !> !> 3. If some U(i,i)=0, so that U is exactly singular, then the routine !> returns with INFO = i. Otherwise, the factored form of A is used !> to estimate the condition number of the matrix A. If the !> reciprocal of the condition number is less than machine precision, !> INFO = N+1 is returned as a warning, but the routine still goes on !> to solve for X and compute error bounds as described below. !> !> 4. The system of equations is solved for X using the factored form !> of A. !> !> 5. Iterative refinement is applied to improve the computed solution !> matrix and calculate error bounds and backward error estimates !> for it. !> !> 6. If equilibration was used, the matrix X is premultiplied by !> diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so !> that it solves the original system before equilibration. !>
[in] | FACT | !> FACT is CHARACTER*1 !> Specifies whether or not the factored form of the matrix A is !> supplied on entry, and if not, whether the matrix A should be !> equilibrated before it is factored. !> = 'F': On entry, AFB and IPIV contain the factored form of !> A. If EQUED is not 'N', the matrix A has been !> equilibrated with scaling factors given by R and C. !> AB, AFB, and IPIV are not modified. !> = 'N': The matrix A will be copied to AFB and factored. !> = 'E': The matrix A will be equilibrated if necessary, then !> copied to AFB and factored. !> |
[in] | 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 (Transpose) !> |
[in] | N | !> N is INTEGER !> The number of linear equations, i.e., the order of the !> matrix A. N >= 0. !> |
[in] | KL | !> KL is INTEGER !> The number of subdiagonals within the band of A. KL >= 0. !> |
[in] | KU | !> KU is INTEGER !> The number of superdiagonals within the band of A. KU >= 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,out] | AB | !> AB is REAL array, dimension (LDAB,N) !> On entry, the matrix A in band storage, 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) !> !> If FACT = 'F' and EQUED is not 'N', then A must have been !> equilibrated by the scaling factors in R and/or C. AB is not !> modified if FACT = 'F' or 'N', or if FACT = 'E' and !> EQUED = 'N' on exit. !> !> On exit, if EQUED .ne. 'N', A is scaled as follows: !> EQUED = 'R': A := diag(R) * A !> EQUED = 'C': A := A * diag(C) !> EQUED = 'B': A := diag(R) * A * diag(C). !> |
[in] | LDAB | !> LDAB is INTEGER !> The leading dimension of the array AB. LDAB >= KL+KU+1. !> |
[in,out] | AFB | !> AFB is REAL array, dimension (LDAFB,N) !> If FACT = 'F', then AFB is an input argument and on entry !> contains details of the LU factorization of the band matrix !> A, as computed by SGBTRF. 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. If EQUED .ne. 'N', then AFB is !> the factored form of the equilibrated matrix A. !> !> If FACT = 'N', then AFB is an output argument and on exit !> returns details of the LU factorization of A. !> !> If FACT = 'E', then AFB is an output argument and on exit !> returns details of the LU factorization of the equilibrated !> matrix A (see the description of AB for the form of the !> equilibrated matrix). !> |
[in] | LDAFB | !> LDAFB is INTEGER !> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. !> |
[in,out] | IPIV | !> IPIV is INTEGER array, dimension (N) !> If FACT = 'F', then IPIV is an input argument and on entry !> contains the pivot indices from the factorization A = L*U !> as computed by SGBTRF; row i of the matrix was interchanged !> with row IPIV(i). !> !> If FACT = 'N', then IPIV is an output argument and on exit !> contains the pivot indices from the factorization A = L*U !> of the original matrix A. !> !> If FACT = 'E', then IPIV is an output argument and on exit !> contains the pivot indices from the factorization A = L*U !> of the equilibrated matrix A. !> |
[in,out] | EQUED | !> EQUED is CHARACTER*1 !> Specifies the form of equilibration that was done. !> = 'N': No equilibration (always true if FACT = 'N'). !> = '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). !> EQUED is an input argument if FACT = 'F'; otherwise, it is an !> output argument. !> |
[in,out] | R | !> R is REAL 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. !> |
[in,out] | C | !> C is REAL 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. !> |
[in,out] | B | !> B is REAL array, dimension (LDB,NRHS) !> On entry, the right hand side matrix B. !> On exit, !> if EQUED = 'N', B is not modified; !> if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by !> diag(R)*B; !> if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is !> overwritten by diag(C)*B. !> |
[in] | LDB | !> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !> |
[out] | X | !> X is REAL array, dimension (LDX,NRHS) !> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X !> to the original system of equations. Note that A and B are !> modified on exit if EQUED .ne. 'N', and the solution to the !> equilibrated system is inv(diag(C))*X if TRANS = 'N' and !> EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' !> and EQUED = 'R' or 'B'. !> |
[in] | LDX | !> LDX is INTEGER !> The leading dimension of the array X. LDX >= max(1,N). !> |
[out] | RCOND | !> RCOND is REAL !> The estimate of the reciprocal condition number of the matrix !> A after equilibration (if done). If RCOND is less than the !> machine precision (in particular, if RCOND = 0), the matrix !> is singular to working precision. This condition is !> indicated by a return code of INFO > 0. !> |
[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 (MAX(1,3*N)) !> On exit, WORK(1) contains the reciprocal pivot growth !> factor norm(A)/norm(U). The norm is !> used. If WORK(1) is much less than 1, then the stability !> of the LU factorization of the (equilibrated) matrix A !> could be poor. This also means that the solution X, condition !> estimator RCOND, and forward error bound FERR could be !> unreliable. If factorization fails with 0<INFO<=N, then !> WORK(1) contains the reciprocal pivot growth factor for the !> leading INFO columns of A. !> |
[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 !> > 0: if INFO = i, and i is !> <= N: U(i,i) 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+1: U is nonsingular, but RCOND is less than machine !> precision, meaning that the matrix is singular !> to working precision. Nevertheless, the !> solution and error bounds are computed because !> there are a number of situations where the !> computed solution can be more accurate than the !> |
Definition at line 363 of file sgbsvx.f.