Provided by: liblapack-doc_3.11.0-2build1_all 
NAME
doublePOcomputational - double
SYNOPSIS
Functions
double precision function dla_porcond (UPLO, N, A, LDA, AF, LDAF, CMODE, C, INFO, WORK,
IWORK)
DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite
matrix.
subroutine dla_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)
DLA_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.
double precision function dla_porpvgrw (UPLO, NCOLS, A, LDA, AF, LDAF, WORK)
DLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a
symmetric or Hermitian positive-definite matrix.
subroutine dpocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO)
DPOCON
subroutine dpoequ (N, A, LDA, S, SCOND, AMAX, INFO)
DPOEQU
subroutine dpoequb (N, A, LDA, S, SCOND, AMAX, INFO)
DPOEQUB
subroutine dporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK,
IWORK, INFO)
DPORFS
subroutine dporfsx (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)
DPORFSX
subroutine dpotf2 (UPLO, N, A, LDA, INFO)
DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite
matrix (unblocked algorithm).
subroutine dpotrf (UPLO, N, A, LDA, INFO)
DPOTRF
recursive subroutine dpotrf2 (UPLO, N, A, LDA, INFO)
DPOTRF2
subroutine dpotri (UPLO, N, A, LDA, INFO)
DPOTRI
subroutine dpotrs (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
DPOTRS
Detailed Description
This is the group of double computational functions for PO matrices
Function Documentation
double precision function dla_porcond (character UPLO, integer N, double precision, dimension(
lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer
CMODE, double precision, dimension( * ) C, integer INFO, double precision, dimension( * )
WORK, integer, dimension( * ) IWORK)
DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
Purpose:
DLA_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.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is DOUBLE PRECISION 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 DPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
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)
C
C is DOUBLE PRECISION array, dimension (N)
The vector C in the formula op(A) * op2(C).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is DOUBLE PRECISION array, dimension (3*N).
Workspace.
IWORK
IWORK is INTEGER array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dla_porfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS,
double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, *
) AF, integer LDAF, logical COLEQU, double precision, dimension( * ) C, double precision,
dimension( ldb, * ) B, integer LDB, double precision, dimension( ldy, * ) Y, integer LDY,
double precision, dimension( * ) BERR_OUT, integer N_NORMS, double precision, dimension(
nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, double
precision, dimension( * ) RES, double precision, dimension(*) AYB, double precision,
dimension( * ) DY, double precision, dimension( * ) Y_TAIL, double precision RCOND,
integer ITHRESH, double precision RTHRESH, double precision DZ_UB, logical IGNORE_CWISE,
integer INFO)
DLA_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.
Purpose:
DLA_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 DPORFSX 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 responsible for setting the second fields of
ERR_BNDS_NORM and ERR_BNDS_COMP.
Parameters
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' or 'E': Extra
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right-hand-sides, i.e., the number of columns of the
matrix B.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is DOUBLE PRECISION 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 DPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
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.
C
C is DOUBLE PRECISION 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
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Y
Y is DOUBLE PRECISION array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by DPOTRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >= max(1,N).
BERR_OUT
BERR_OUT is DOUBLE PRECISION 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 DLA_LIN_BERR.
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.
ERR_BNDS_NORM
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 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
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 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 < 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
RES is DOUBLE PRECISION array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is DOUBLE PRECISION array, dimension (N)
Workspace. This can be the same workspace passed for Y_TAIL.
DY
DY is DOUBLE PRECISION array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is DOUBLE PRECISION array, dimension (N)
Workspace to hold the trailing bits of the intermediate solution.
RCOND
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 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
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.
RTHRESH
RTHRESH is DOUBLE PRECISION
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
DZ_UB is DOUBLE PRECISION
Determines when to start considering componentwise convergence.
Componentwise convergence is only considered after each component
of the solution Y is stable, which we define 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
IGNORE_CWISE is LOGICAL
If .TRUE. then ignore componentwise convergence. Default value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to DPOTRS had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
double precision function dla_porpvgrw (character*1 UPLO, integer NCOLS, double precision,
dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer
LDAF, double precision, dimension( * ) WORK)
DLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric
or Hermitian positive-definite matrix.
Purpose:
DLA_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.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
NCOLS
NCOLS is INTEGER
The number of columns of the matrix A. NCOLS >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is DOUBLE PRECISION 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 DPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (2*N)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dpocon (character UPLO, integer N, double precision, dimension( lda, * ) A, integer
LDA, double precision ANORM, double precision RCOND, double precision, dimension( * )
WORK, integer, dimension( * ) IWORK, integer INFO)
DPOCON
Purpose:
DPOCON 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 DPOTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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 DPOTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM
ANORM is DOUBLE PRECISION
The 1-norm (or infinity-norm) of the symmetric matrix A.
RCOND
RCOND is DOUBLE PRECISION
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.
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dpoequ (integer N, double precision, dimension( lda, * ) A, integer LDA, double
precision, dimension( * ) S, double precision SCOND, double precision AMAX, integer INFO)
DPOEQU
Purpose:
DPOEQU 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.
Parameters
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
S
S is DOUBLE PRECISION array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND
SCOND is DOUBLE PRECISION
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.
AMAX
AMAX is DOUBLE PRECISION
Absolute value of largest matrix element. If AMAX is very
close to overflow or very close to underflow, the matrix
should be scaled.
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dpoequb (integer N, double precision, dimension( lda, * ) A, integer LDA, double
precision, dimension( * ) S, double precision SCOND, double precision AMAX, integer INFO)
DPOEQUB
Purpose:
DPOEQUB 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.
This routine differs from DPOEQU by restricting the scaling factors
to a power of the radix. Barring over- and underflow, scaling by
these factors introduces no additional rounding errors. However, the
scaled diagonal entries are no longer approximately 1 but lie
between sqrt(radix) and 1/sqrt(radix).
Parameters
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
S
S is DOUBLE PRECISION array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND
SCOND is DOUBLE PRECISION
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.
AMAX
AMAX is DOUBLE PRECISION
Absolute value of largest matrix element. If AMAX is very
close to overflow or very close to underflow, the matrix
should be scaled.
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dporfs (character UPLO, integer N, integer NRHS, double precision, dimension( lda,
* ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, double
precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X,
integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR,
double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)
DPORFS
Purpose:
DPORFS 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.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is DOUBLE PRECISION 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 DPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is DOUBLE PRECISION array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by DPOTRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
FERR
FERR is DOUBLE PRECISION 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
BERR is DOUBLE PRECISION 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
WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
ITMAX is the maximum number of steps of iterative refinement.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dporfsx (character UPLO, character EQUED, integer N, integer NRHS, double
precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF,
integer LDAF, double precision, dimension( * ) S, double precision, dimension( ldb, * ) B,
integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND,
double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension(
nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer
NPARAMS, double precision, dimension( * ) PARAMS, double precision, dimension( * ) WORK,
integer, dimension( * ) IWORK, integer INFO)
DPORFSX
Purpose:
DPORFSX 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.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
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.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is DOUBLE PRECISION 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 DPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
S
S is DOUBLE PRECISION array, dimension (N)
The 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.
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is DOUBLE PRECISION array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by DGETRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
RCOND
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 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.
BERR
BERR is DOUBLE PRECISION 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).
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.
ERR_BNDS_NORM
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 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) * 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
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.
ERR_BNDS_COMP
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 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 < 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) * 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
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.
NPARAMS
NPARAMS is INTEGER
Specifies the number of parameters set in PARAMS. If <= 0, the
PARAMS array is never referenced and default values are used.
PARAMS
PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
Specifies algorithm parameters. If an entry is < 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 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)
WORK
WORK is DOUBLE PRECISION array, dimension (4*N)
IWORK
IWORK is INTEGER array, dimension (N)
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dpotf2 (character UPLO, integer N, double precision, dimension( lda, * ) A, integer
LDA, integer INFO)
DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite
matrix (unblocked algorithm).
Purpose:
DPOTF2 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.
Parameters
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
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dpotrf (character UPLO, integer N, double precision, dimension( lda, * ) A, integer
LDA, integer INFO)
DPOTRF DPOTRF VARIANT: top-looking block version of the algorithm, calling Level 3 BLAS.
Purpose:
DPOTRF 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.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Purpose:
DPOTRF 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 top-looking block version of the algorithm, calling Level 3 BLAS.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
December 2016
recursive subroutine dpotrf2 (character UPLO, integer N, double precision, dimension( lda, * )
A, integer LDA, integer INFO)
DPOTRF2
Purpose:
DPOTRF2 computes the Cholesky factorization of a real symmetric
positive definite matrix A using the recursive algorithm.
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 recursive version of the algorithm. It divides
the matrix into four submatrices:
[ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2
A = [ -----|----- ] with n1 = n/2
[ A21 | A22 ] n2 = n-n1
The subroutine calls itself to factor A11. Update and scale A21
or A12, update A22 then calls itself to factor A22.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dpotri (character UPLO, integer N, double precision, dimension( lda, * ) A, integer
LDA, integer INFO)
DPOTRI
Purpose:
DPOTRI 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 DPOTRF.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION 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
DPOTRF.
On exit, the upper or lower triangle of the (symmetric)
inverse of A, overwriting the input factor U or L.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dpotrs (character UPLO, integer N, integer NRHS, double precision, dimension( lda,
* ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)
DPOTRS
Purpose:
DPOTRS 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 DPOTRF.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is DOUBLE PRECISION 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 DPOTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author
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