sgesvx (l) - Linux Manuals

sgesvx: uses the LU factorization to compute the solution to a real system of linear equations A * X = B,

Command to display sgesvx manual in Linux: $ man l sgesvx

NAME

SGESVX - uses the LU factorization to compute the solution to a real system of linear equations A * X = B,

SYNOPSIS

SUBROUTINE SGESVX(: FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
: CHARACTER EQUED, FACT, TRANS
: INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
: REAL RCOND
: INTEGER IPIV( * ), IWORK( * )
: REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ), BERR( * ), C( * ), FERR( * ), R( * ), WORK( * ), X( LDX, * )

PURPOSE

SGESVX uses the LU factorization to compute the solution to a real system of linear equations
A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also provided.

DESCRIPTION

The following steps are performed:
1. If FACT = aqEaq, real scaling factors are computed to equilibrate
the system:

TRANS = aqNaq: diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
TRANS = aqTaq: (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
TRANS = aqCaq: (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=aqNaq)
or diag(C)*B (if TRANS = aqTaq or aqCaq).
2. If FACT = aqNaq or aqEaq, the LU decomposition is used to factor the
matrix A (after equilibration if FACT = aqEaq) as

A = P * L * U,

where P is a permutation matrix, L is a unit lower triangular
matrix, and U is upper triangular.
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 = aqNaq) or diag(R) (if TRANS = aqTaq or aqCaq) so
that it solves the original system before equilibration.

ARGUMENTS

FACT (input) 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. = aqFaq: On entry, AF and IPIV contain the factored form of A. If EQUED is not aqNaq, the matrix A has been equilibrated with scaling factors given by R and C. A, AF, and IPIV are not modified. = aqNaq: The matrix A will be copied to AF and factored.
= aqEaq: The matrix A will be equilibrated if necessary, then copied to AF and factored.
TRANS (input) CHARACTER*1: Specifies the form of the system of equations:
= aqNaq: A * X = B (No transpose)
= aqTaq: A**T * X = B (Transpose)
= aqCaq: A**H * X = B (Transpose)
N (input) INTEGER: The number of linear equations, i.e., the order of the matrix A. N >= 0.
NRHS (input) INTEGER: The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
A (input/output) REAL array, dimension (LDA,N): On entry, the N-by-N matrix A. If FACT = aqFaq and EQUED is not aqNaq, then A must have been equilibrated by the scaling factors in R and/or C. A is not modified if FACT = aqFaq or aqNaq, or if FACT = aqEaq and EQUED = aqNaq on exit. On exit, if EQUED .ne. aqNaq, A is scaled as follows: EQUED = aqRaq: A := diag(R) * A
EQUED = aqCaq: A := A * diag(C)
EQUED = aqBaq: A := diag(R) * A * diag(C).
LDA (input) INTEGER: The leading dimension of the array A. LDA >= max(1,N).
AF (input or output) REAL array, dimension (LDAF,N): If FACT = aqFaq, then AF is an input argument and on entry contains the factors L and U from the factorization A = P*L*U as computed by SGETRF. If EQUED .ne. aqNaq, then AF is the factored form of the equilibrated matrix A. If FACT = aqNaq, then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the original matrix A. If FACT = aqEaq, then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix).
LDAF (input) INTEGER: The leading dimension of the array AF. LDAF >= max(1,N).
IPIV (input or output) INTEGER array, dimension (N): If FACT = aqFaq, then IPIV is an input argument and on entry contains the pivot indices from the factorization A = P*L*U as computed by SGETRF; row i of the matrix was interchanged with row IPIV(i). If FACT = aqNaq, then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the original matrix A. If FACT = aqEaq, then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the equilibrated matrix A.
EQUED (input or output) CHARACTER*1: Specifies the form of equilibration that was done. = aqNaq: No equilibration (always true if FACT = aqNaq).
= aqRaq: Row equilibration, i.e., A has been premultiplied by diag(R). = aqCaq: Column equilibration, i.e., A has been postmultiplied by diag(C). = aqBaq: Both row and column equilibration, i.e., A has been replaced by diag(R) * A * diag(C). EQUED is an input argument if FACT = aqFaq; otherwise, it is an output argument.
R (input or output) REAL array, dimension (N): The row scale factors for A. If EQUED = aqRaq or aqBaq, A is multiplied on the left by diag(R); if EQUED = aqNaq or aqCaq, R is not accessed. R is an input argument if FACT = aqFaq; otherwise, R is an output argument. If FACT = aqFaq and EQUED = aqRaq or aqBaq, each element of R must be positive.
C (input or output) REAL array, dimension (N): The column scale factors for A. If EQUED = aqCaq or aqBaq, A is multiplied on the right by diag(C); if EQUED = aqNaq or aqRaq, C is not accessed. C is an input argument if FACT = aqFaq; otherwise, C is an output argument. If FACT = aqFaq and EQUED = aqCaq or aqBaq, each element of C must be positive.
B (input/output) REAL array, dimension (LDB,NRHS): On entry, the N-by-NRHS right hand side matrix B. On exit, if EQUED = aqNaq, B is not modified; if TRANS = aqNaq and EQUED = aqRaq or aqBaq, B is overwritten by diag(R)*B; if TRANS = aqTaq or aqCaq and EQUED = aqCaq or aqBaq, B is overwritten by diag(C)*B.
LDB (input) INTEGER: The leading dimension of the array B. LDB >= max(1,N).
X (output) 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. aqNaq, and the solution to the equilibrated system is inv(diag(C))*X if TRANS = aqNaq and EQUED = aqCaq or aqBaq, or inv(diag(R))*X if TRANS = aqTaq or aqCaq and EQUED = aqRaq or aqBaq.
LDX (input) INTEGER: The leading dimension of the array X. LDX >= max(1,N).
RCOND (output) 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.
FERR (output) 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.
BERR (output) 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).
WORK (workspace/output) REAL array, dimension (4*N): On exit, WORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" 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.
IWORK (workspace) INTEGER array, dimension (N)
INFO (output) 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 value of RCOND would suggest.