dgbsvxx - compute the solution to system of linear equations A * X = B for general band matrices
SUBROUTINE DGBSVXX(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) CHARACTER*1 EQUED, FACT, TRANS INTEGER INFO, LDAB, LDAFB, LDB, LDX, N, NRHS, NPARAMS, N_ERR_BNDS, KL, KU DOUBLE PRECISION RCOND, RPVGRW INTEGER IPIV(*), IWORK(*) DOUBLE PRECISION AB(LDAB,*), AFB(LDAFB,*), B(LDB,*), X(LDX,*), WORK(*) DOUBLE PRECISION R(*), C(*), PARAMS(*), BERR(*), ERR_BNDS_NORM(NRHS,*), ERR_BNDS_COMP(NRHS,*) SUBROUTINE DGBSVXX_64(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) CHARACTER*1 EQUED, FACT, TRANS INTEGER*8 INFO, LDAB, LDAFB, LDB, LDX, N, NRHS, NPARAMS, N_ERR_BNDS, KL, KU DOUBLE PRECISION RCOND, RPVGRW INTEGER*8 IPIV(*), IWORK(*) DOUBLE PRECISION AB(LDAB,*), AFB(LDAFB,*), B(LDB,*), X(LDX,*), WORK(*) DOUBLE PRECISION R(*), C(*), PARAMS(*), BERR(*), ERR_BNDS_NORM(NRHS,*), ERR_BNDS_COMP(NRHS,*) F95 INTERFACE SUBROUTINE GBSVXX(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) INTEGER :: N, KL, KU, NRHS, LDAB, LDAFB, LDB, LDX, N_ERR_BNDS, NPARAMS, INFO CHARACTER(LEN=1) :: FACT, TRANS, EQUED INTEGER, DIMENSION(:) :: IPIV, IWORK REAL(8), DIMENSION(:,:) :: AB, AFB, B, X, ERR_BNDS_NORM, ERR_BNDS_COMP REAL(8), DIMENSION(:) :: R, C, BERR, PARAMS, WORK REAL(8) :: RCOND, RPVGRW SUBROUTINE GBSVXX_64(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) INTEGER(8) :: N, KL, KU, NRHS, LDAB, LDAFB, LDB, LDX, N_ERR_BNDS, NPARAMS, INFO CHARACTER(LEN=1) :: FACT, TRANS, EQUED INTEGER(8), DIMENSION(:) :: IPIV, IWORK REAL(8), DIMENSION(:,:) :: AB, AFB, B, X, ERR_BNDS_NORM, ERR_BNDS_COMP REAL(8), DIMENSION(:) :: R, C, BERR, PARAMS, WORK REAL(8) :: RCOND, RPVGRW C INTERFACE #include <sunperf.h> void dgbsvxx (char fact, char trans, int n, int kl, int ku, int nrhs, double *ab, int ldab, double *afb, int ldafb, int *ipiv, char *equed, double *r, double *c, double *b, int ldb, double *x, int ldx, double *rcond, double *rpvgrw, double *berr, int n_err_bnds, double *err_bnds_norm, double *err_bnds_comp, int nparams, double *params, int *info); void dgbsvxx_64 (char fact, char trans, long n, long kl, long ku, long nrhs, double *ab, long ldab, double *afb, long ldafb, long *ipiv, char *equed, double *r, double *c, double *b, long ldb, double *x, long ldx, double *rcond, double *rpvgrw, dou- ble *berr, long n_err_bnds, double *err_bnds_norm, double *err_bnds_comp, long nparams, double *params, long *info);
Oracle Solaris Studio Performance Library dgbsvxx(3P) NAME dgbsvxx - compute the solution to system of linear equations A * X = B for general band matrices SYNOPSIS SUBROUTINE DGBSVXX(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) CHARACTER*1 EQUED, FACT, TRANS INTEGER INFO, LDAB, LDAFB, LDB, LDX, N, NRHS, NPARAMS, N_ERR_BNDS, KL, KU DOUBLE PRECISION RCOND, RPVGRW INTEGER IPIV(*), IWORK(*) DOUBLE PRECISION AB(LDAB,*), AFB(LDAFB,*), B(LDB,*), X(LDX,*), WORK(*) DOUBLE PRECISION R(*), C(*), PARAMS(*), BERR(*), ERR_BNDS_NORM(NRHS,*), ERR_BNDS_COMP(NRHS,*) SUBROUTINE DGBSVXX_64(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) CHARACTER*1 EQUED, FACT, TRANS INTEGER*8 INFO, LDAB, LDAFB, LDB, LDX, N, NRHS, NPARAMS, N_ERR_BNDS, KL, KU DOUBLE PRECISION RCOND, RPVGRW INTEGER*8 IPIV(*), IWORK(*) DOUBLE PRECISION AB(LDAB,*), AFB(LDAFB,*), B(LDB,*), X(LDX,*), WORK(*) DOUBLE PRECISION R(*), C(*), PARAMS(*), BERR(*), ERR_BNDS_NORM(NRHS,*), ERR_BNDS_COMP(NRHS,*) F95 INTERFACE SUBROUTINE GBSVXX(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) INTEGER :: N, KL, KU, NRHS, LDAB, LDAFB, LDB, LDX, N_ERR_BNDS, NPARAMS, INFO CHARACTER(LEN=1) :: FACT, TRANS, EQUED INTEGER, DIMENSION(:) :: IPIV, IWORK REAL(8), DIMENSION(:,:) :: AB, AFB, B, X, ERR_BNDS_NORM, ERR_BNDS_COMP REAL(8), DIMENSION(:) :: R, C, BERR, PARAMS, WORK REAL(8) :: RCOND, RPVGRW SUBROUTINE GBSVXX_64(FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) INTEGER(8) :: N, KL, KU, NRHS, LDAB, LDAFB, LDB, LDX, N_ERR_BNDS, NPARAMS, INFO CHARACTER(LEN=1) :: FACT, TRANS, EQUED INTEGER(8), DIMENSION(:) :: IPIV, IWORK REAL(8), DIMENSION(:,:) :: AB, AFB, B, X, ERR_BNDS_NORM, ERR_BNDS_COMP REAL(8), DIMENSION(:) :: R, C, BERR, PARAMS, WORK REAL(8) :: RCOND, RPVGRW C INTERFACE #include <sunperf.h> void dgbsvxx (char fact, char trans, int n, int kl, int ku, int nrhs, double *ab, int ldab, double *afb, int ldafb, int *ipiv, char *equed, double *r, double *c, double *b, int ldb, double *x, int ldx, double *rcond, double *rpvgrw, double *berr, int n_err_bnds, double *err_bnds_norm, double *err_bnds_comp, int nparams, double *params, int *info); void dgbsvxx_64 (char fact, char trans, long n, long kl, long ku, long nrhs, double *ab, long ldab, double *afb, long ldafb, long *ipiv, char *equed, double *r, double *c, double *b, long ldb, double *x, long ldx, double *rcond, double *rpvgrw, dou- ble *berr, long n_err_bnds, double *err_bnds_norm, double *err_bnds_comp, long nparams, double *params, long *info); PURPOSE dgbsvxx uses the LU factorization to compute the solution to a double precision system of linear equations A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices. If requested, both normwise and maximum componentwise error bounds are returned. DGBSVXX will return a solution with a tiny guaranteed error (O(eps) where eps is the working machine precision) unless the matrix is very ill-conditioned, in which case a warning is returned. Relevant condition numbers also are calculated and returned. DGBSVXX accepts user-provided factorizations and equilibration factors; see the definitions of the FACT and EQUED options. Solving with refinement and using a factorization from a previous DGBSVXX call will also produce a solution with either O(eps) errors or warnings, but we cannot make that claim for general user-provided factorizations and equilibration factors if they differ from what DGBSVXX would itself produce. ARGUMENTS FACT (input) 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, AF 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. A, AF, and IPIV are not modified. = 'N': The matrix A will be copied to AF and factored. = 'E': The matrix A will be equilibrated if necessary, then copied to AF and factored. TRANS (input) 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) N (input) N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. KL (input) KL is INTEGER The number of subdiagonals within the band of A. KL >= 0. KU (input) KU is INTEGER The number of superdiagonals within the band of A. KU >= 0. NRHS (input) NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. AB (input/output) AB is DOUBLE PRECISION 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 AB 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). LDAB (input) LDAB is INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1. AFB (input/output) AFB is DOUBLE PRECISION 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 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. If EQUED .ne. 'N', then AFB is the factored form of the equilibrated matrix A. If FACT = 'N', 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 = 'E', 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). LDAFB (input) LDAFB is INTEGER The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. IPIV (input/output) 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=P*L*U as computed by DGETRF; 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=P*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=P*L*U of the equilibrated matrix A. EQUED (input/output) 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. R (input/output) R is DOUBLE PRECISION array, dimension (N) The row scale factors for A. If EQUED = 'R' or 'B', A is mul- tiplied on the left by diag(R); if EQUED = 'N' or 'C', R is not accessed. R is an input argument if FACT = 'F'; other- wise, 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 (input/output) 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'; oth- erwise, 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 (input/output) B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS 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 overwrit- ten by diag(C)*B. LDB (input) LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X (output) X is DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0, 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 sys- tem 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'. LDX (input) LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). RCOND (output) 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 sin- gular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned. RPVGRW (output) RPVGRW is DOUBLE PRECISION Reciprocal pivot growth. On exit, this contains the recipro- cal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this 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, estimated condition numbers, and error bounds could be unre- liable. If factorization fails with 0<INFO<=N, then this con- tains the reciprocal pivot growth factor for the leading INFO columns of A. In DGESVX, this quantity is returned in WORK(1). BERR (output) BERR is DOUBLE PRECISION array, dimension (NRHS) Componentwise relative backward error. This is the component- wise 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 (input) 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 (output) 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 correspond- ing to the normwise relative error, which is defined as fol- lows: 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 follow- ing 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 esti- mate 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 (output) 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 correspond- ing 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 follow- ing 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 esti- mate 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 cur- rent 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 approxi- mately 1. See Lapack Working Note 165 for further details and extra cautions. NPARAMS (input) 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. PARAMS (input/output) PARAMS is DOUBLE PRECISION 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: 1.0D+0 = 0.0 : No refinement is performed, and no error bounds are computed. = 1.0 : Use the extra-precise refinement algorithm. (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 approxi- mate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimina- tion, 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 rel- ative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence) WORK (output) WORK is DOUBLE PRECISION array, dimension (4*N) IWORK (output) IWORK is INTEGER array, dimension (N) INFO (output) 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 factoriza- tion has been completed, but the factor U is exactly singu- lar, 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 small- est 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 informa- tion about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP. 7 Nov 2015 dgbsvxx(3P)