Provided by: liblapack-doc_3.3.1-1_all

**NAME**

LAPACK-3 - 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

**SYNOPSIS**

SUBROUTINE SLA_GERFSX_EXTENDED( PREC_TYPE, TRANS_TYPE, N, NRHS, A, LDA, AF, LDAF, IPIV, 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 ) IMPLICIT NONE INTEGER INFO, LDA, LDAF, LDB, LDY, N, NRHS, PREC_TYPE, TRANS_TYPE, N_NORMS, ITHRESH LOGICAL COLEQU, IGNORE_CWISE REAL RTHRESH, DZ_UB INTEGER IPIV( * ) REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ), Y( LDY, * ), RES( * ), DY( * ), Y_TAIL( * ) REAL C( * ), AYB( * ), RCOND, BERR_OUT( * ), ERR_BNDS_NORM( NRHS, * ), ERR_BNDS_COMP( NRHS, * )

**PURPOSE**

SLA_GERFSX_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 SGERFSX 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.

**ARGUMENTS**

PREC_TYPE (input) 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 TRANS_TYPE (input) INTEGER Specifies the transposition operation on A. The value is defined by ILATRANS(T) where T is a CHARACTER and T = 'N': No transpose = 'T': Transpose = 'C': Conjugate 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 matrix B. A (input) REAL array, dimension (LDA,N) On entry, the N-by-N matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). AF (input) REAL array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by SGETRF. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV (input) INTEGER array, dimension (N) 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). COLEQU (input) 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. C (input) 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. B (input) REAL array, dimension (LDB,NRHS) The right-hand-side matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). Y (input/output) REAL array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by SGETRS. On exit, the improved solution matrix Y. LDY (input) INTEGER The leading dimension of the array Y. LDY >= max(1,N). BERR_OUT (output) 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. N_NORMS (input) 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. ERR_BNDS_NORM (input/output) 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. ERR_BNDS_COMP (input/output) 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. RES (input) REAL array, dimension (N) Workspace to hold the intermediate residual. AYB (input) REAL array, dimension (N) Workspace. This can be the same workspace passed for Y_TAIL. DY (input) REAL array, dimension (N) Workspace to hold the intermediate solution. Y_TAIL (input) REAL array, dimension (N) Workspace to hold the trailing bits of the intermediate solution. RCOND (input) 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. ITHRESH (input) 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. RTHRESH (input) 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. DZ_UB (input) 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. IGNORE_CWISE (input) LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE.. INFO (output) INTEGER = 0: Successful exit. < 0: if INFO = -i, the ith argument to SGETRS had an illegal value LAPACK routine (version 3.2.1) April 2011 SLA_GERFSX_EXTENDED(3lapack)