Functions
subroutine cgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO)
CGBBRD
subroutine cgbcon (NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, RWORK, INFO)
CGBCON
subroutine cgbequ (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO)
CGBEQU
subroutine cgbequb (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO)
CGBEQUB
subroutine cgbrfs (TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CGBRFS
subroutine cgbrfsx (TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
CGBRFSX
subroutine cgbtf2 (M, N, KL, KU, AB, LDAB, IPIV, INFO)
CGBTF2 computes the LU factorization of a general band matrix using the unblocked version of the algorithm.
subroutine cgbtrf (M, N, KL, KU, AB, LDAB, IPIV, INFO)
CGBTRF
subroutine cgbtrs (TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO)
CGBTRS
subroutine cggbak (JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V, LDV, INFO)
CGGBAK
subroutine cggbal (JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK, INFO)
CGGBAL
subroutine cla_gbamv (TRANS, M, N, KL, KU, ALPHA, AB, LDAB, X, INCX, BETA, Y, INCY)
CLA_GBAMV performs a matrix-vector operation to calculate error bounds.
real function cla_gbrcond_c (TRANS, N, KL, KU, AB, LDAB, AFB, LDAFB, IPIV, C, CAPPLY, INFO, WORK, RWORK)
CLA_GBRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for general banded matrices.
real function cla_gbrcond_x (TRANS, N, KL, KU, AB, LDAB, AFB, LDAFB, IPIV, X, INFO, WORK, RWORK)
CLA_GBRCOND_X computes the infinity norm condition number of op(A)*diag(x) for general banded matrices.
subroutine cla_gbrfsx_extended (PREC_TYPE, TRANS_TYPE, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, 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)
CLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
real function cla_gbrpvgrw (N, KL, KU, NCOLS, AB, LDAB, AFB, LDAFB)
CLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix.
subroutine cungbr (VECT, M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
CUNGBR
Detailed Description
This is the group of complex computational functions for GB matrices
Function Documentation
subroutine cgbbrd (character VECT, integer M, integer N, integer NCC, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldpt, * ) PT, integer LDPT, complex, dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CGBBRD
Purpose:
-
CGBBRD reduces a complex general m-by-n band matrix A to real upper bidiagonal form B by a unitary transformation: Q**H * A * P = B. The routine computes B, and optionally forms Q or P**H, or computes Q**H*C for a given matrix C.
Parameters:
-
VECT
VECT is CHARACTER*1 Specifies whether or not the matrices Q and P**H are to be formed. = 'N': do not form Q or P**H; = 'Q': form Q only; = 'P': form P**H only; = 'B': form both.
MM is INTEGER The number of rows of the matrix A. M >= 0.
NN is INTEGER The number of columns of the matrix A. N >= 0.
NCCNCC is INTEGER The number of columns of the matrix C. NCC >= 0.
KLKL is INTEGER The number of subdiagonals of the matrix A. KL >= 0.
KUKU is INTEGER The number of superdiagonals of the matrix A. KU >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) On entry, the m-by-n band matrix A, stored 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(m,j+kl). On exit, A is overwritten by values generated during the reduction.
LDABLDAB is INTEGER The leading dimension of the array A. LDAB >= KL+KU+1.
DD is REAL array, dimension (min(M,N)) The diagonal elements of the bidiagonal matrix B.
EE is REAL array, dimension (min(M,N)-1) The superdiagonal elements of the bidiagonal matrix B.
QQ is COMPLEX array, dimension (LDQ,M) If VECT = 'Q' or 'B', the m-by-m unitary matrix Q. If VECT = 'N' or 'P', the array Q is not referenced.
LDQLDQ is INTEGER The leading dimension of the array Q. LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
PTPT is COMPLEX array, dimension (LDPT,N) If VECT = 'P' or 'B', the n-by-n unitary matrix P'. If VECT = 'N' or 'Q', the array PT is not referenced.
LDPTLDPT is INTEGER The leading dimension of the array PT. LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
CC is COMPLEX array, dimension (LDC,NCC) On entry, an m-by-ncc matrix C. On exit, C is overwritten by Q**H*C. C is not referenced if NCC = 0.
LDCLDC is INTEGER The leading dimension of the array C. LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
WORKWORK is COMPLEX array, dimension (max(M,N))
RWORKRWORK is REAL array, dimension (max(M,N))
INFOINFO 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.
Date:
- November 2011
subroutine cgbcon (character NORM, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CGBCON
Purpose:
-
CGBCON estimates the reciprocal of the condition number of a complex general band matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by CGBTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / ( norm(A) * norm(inv(A)) ).
Parameters:
-
NORM
NORM is CHARACTER*1 Specifies whether the 1-norm condition number or the infinity-norm condition number is required: = '1' or 'O': 1-norm; = 'I': Infinity-norm.
NN is INTEGER The order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) Details of the LU factorization of the band matrix A, as computed by CGBTRF. 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.
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
IPIVIPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= N, row i of the matrix was interchanged with row IPIV(i).
ANORMANORM is REAL If NORM = '1' or 'O', the 1-norm of the original matrix A. If NORM = 'I', the infinity-norm of the original matrix A.
RCONDRCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))).
WORKWORK is COMPLEX array, dimension (2*N)
RWORKRWORK is REAL array, dimension (N)
INFOINFO 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.
Date:
- November 2011
subroutine cgbequ (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) R, real, dimension( * ) C, real ROWCND, real COLCND, real AMAX, integer INFO)
CGBEQU
Purpose:
-
CGBEQU computes row and column scalings intended to equilibrate an M-by-N band matrix A and reduce its condition number. R returns the row scale factors and C the column scale factors, chosen to try to make the largest element in each row and column of the matrix B with elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1. R(i) and C(j) are restricted to be between SMLNUM = smallest safe number and BIGNUM = largest safe number. Use of these scaling factors is not guaranteed to reduce the condition number of A but works well in practice.
Parameters:
-
M
M is INTEGER The number of rows of the matrix A. M >= 0.
NN is INTEGER The number of columns of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) The band matrix A, stored 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(m,j+kl).
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1.
RR is REAL array, dimension (M) If INFO = 0, or INFO > M, R contains the row scale factors for A.
CC is REAL array, dimension (N) If INFO = 0, C contains the column scale factors for A.
ROWCNDROWCND is REAL If INFO = 0 or INFO > M, ROWCND contains the ratio of the smallest R(i) to the largest R(i). If ROWCND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by R.
COLCNDCOLCND is REAL If INFO = 0, COLCND contains the ratio of the smallest C(i) to the largest C(i). If COLCND >= 0.1, it is not worth scaling by C.
AMAXAMAX is REAL Absolute value of largest matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is <= M: the i-th row of A is exactly zero > M: the (i-M)-th column of A is exactly zero
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine cgbequb (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) R, real, dimension( * ) C, real ROWCND, real COLCND, real AMAX, integer INFO)
CGBEQUB
Purpose:
-
CGBEQUB computes row and column scalings intended to equilibrate an M-by-N matrix A and reduce its condition number. R returns the row scale factors and C the column scale factors, chosen to try to make the largest element in each row and column of the matrix B with elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most the radix. R(i) and C(j) are restricted to be a power of the radix between SMLNUM = smallest safe number and BIGNUM = largest safe number. Use of these scaling factors is not guaranteed to reduce the condition number of A but works well in practice. This routine differs from CGEEQU by restricting the scaling factors to a power of the radix. Baring over- and underflow, scaling by these factors introduces no additional rounding errors. However, the scaled entries' magnitured are no longer approximately 1 but lie between sqrt(radix) and 1/sqrt(radix).
Parameters:
-
M
M is INTEGER The number of rows of the matrix A. M >= 0.
NN is INTEGER The number of columns of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ABAB is COMPLEX 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)
LDABLDAB is INTEGER The leading dimension of the array A. LDAB >= max(1,M).
RR is REAL array, dimension (M) If INFO = 0 or INFO > M, R contains the row scale factors for A.
CC is REAL array, dimension (N) If INFO = 0, C contains the column scale factors for A.
ROWCNDROWCND is REAL If INFO = 0 or INFO > M, ROWCND contains the ratio of the smallest R(i) to the largest R(i). If ROWCND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by R.
COLCNDCOLCND is REAL If INFO = 0, COLCND contains the ratio of the smallest C(i) to the largest C(i). If COLCND >= 0.1, it is not worth scaling by C.
AMAXAMAX is REAL Absolute value of largest matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is <= M: the i-th row of A is exactly zero > M: the (i-M)-th column of A is exactly zero
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
subroutine cgbrfs (character TRANS, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CGBRFS
Purpose:
-
CGBRFS improves the computed solution to a system of linear equations when the coefficient matrix is banded, and provides error bounds and backward error estimates for the solution.
Parameters:
-
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 (Conjugate transpose)
NN is INTEGER The order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) The original band matrix A, stored 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).
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1.
AFBAFB is COMPLEX array, dimension (LDAFB,N) Details of the LU factorization of the band matrix A, as computed by CGBTRF. 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.
LDAFBLDAFB is INTEGER The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
IPIVIPIV is INTEGER array, dimension (N) The pivot indices from CGBTRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i).
BB is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CGBTRS. On exit, the improved solution matrix X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
FERRFERR 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.
BERRBERR 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).
WORKWORK is COMPLEX array, dimension (2*N)
RWORKRWORK is REAL array, dimension (N)
INFOINFO 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.
Date:
- November 2011
subroutine cgbrfsx (character TRANS, character EQUED, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, real, dimension( * ) R, real, dimension( * ) C, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx , * ) X, integer LDX, real RCOND, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CGBRFSX
Purpose:
-
CGBRFSX improves the computed solution to a system of linear equations 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, R and C 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:
-
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 (Conjugate transpose = Transpose)
EQUEDEQUED 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 = '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). The right hand side B has been changed accordingly.
NN is INTEGER The order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) The original band matrix A, stored 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).
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1.
AFBAFB is COMPLEX array, dimension (LDAFB,N) 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.
LDAFBLDAFB is INTEGER The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
IPIVIPIV is INTEGER array, dimension (N) The pivot indices from SGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i).
RR 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. 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.
CC 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. 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.
BB is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SGETRS. On exit, the improved solution matrix X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
RCONDRCOND is 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.
BERRBERR is REAL 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_BNDSN_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_NORMERR_BNDS_NORM is 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. See Lapack Working Note 165 for further details and extra cautions.
ERR_BNDS_COMPERR_BNDS_COMP is 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. See Lapack Working Note 165 for further details and extra cautions.
NPARAMSNPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If .LE. 0, the PARAMS array is never referenced and default values are used.
PARAMSPARAMS is REAL 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: 1.0 = 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)
WORKWORK is COMPLEX array, dimension (2*N)
RWORKRWORK is REAL array, dimension (2*N)
INFOINFO 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.
Date:
- April 2012
subroutine cgbtf2 (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, integer INFO)
CGBTF2 computes the LU factorization of a general band matrix using the unblocked version of the algorithm.
Purpose:
-
CGBTF2 computes an LU factorization of a complex m-by-n band matrix A using partial pivoting with row interchanges. This is the unblocked version of the algorithm, calling Level 2 BLAS.
Parameters:
-
M
M is INTEGER The number of rows of the matrix A. M >= 0.
NN is INTEGER The number of columns of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) On entry, the matrix A in band storage, in rows KL+1 to 2*KL+KU+1; rows 1 to KL of the array need not be set. The j-th column of A is stored in the j-th column of the array AB as follows: AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) On exit, details of the factorization: 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. See below for further details.
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
IPIVIPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i).
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = +i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
Further Details:
-
The band storage scheme is illustrated by the following example, when M = N = 6, KL = 2, KU = 1: On entry: On exit: * * * + + + * * * u14 u25 u36 * * + + + + * * u13 u24 u35 u46 * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * a31 a42 a53 a64 * * m31 m42 m53 m64 * * Array elements marked * are not used by the routine; elements marked + need not be set on entry, but are required by the routine to store elements of U, because of fill-in resulting from the row interchanges.
subroutine cgbtrf (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, integer INFO)
CGBTRF
Purpose:
-
CGBTRF computes an LU factorization of a complex m-by-n band matrix A using partial pivoting with row interchanges. This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
-
M
M is INTEGER The number of rows of the matrix A. M >= 0.
NN is INTEGER The number of columns of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) On entry, the matrix A in band storage, in rows KL+1 to 2*KL+KU+1; rows 1 to KL of the array need not be set. The j-th column of A is stored in the j-th column of the array AB as follows: AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) On exit, details of the factorization: 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. See below for further details.
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
IPIVIPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i).
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = +i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Further Details:
-
The band storage scheme is illustrated by the following example, when M = N = 6, KL = 2, KU = 1: On entry: On exit: * * * + + + * * * u14 u25 u36 * * + + + + * * u13 u24 u35 u46 * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * a31 a42 a53 a64 * * m31 m42 m53 m64 * * Array elements marked * are not used by the routine; elements marked + need not be set on entry, but are required by the routine to store elements of U because of fill-in resulting from the row interchanges.
subroutine cgbtrs (character TRANS, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CGBTRS
Purpose:
-
CGBTRS solves a system of linear equations A * X = B, A**T * X = B, or A**H * X = B with a general band matrix A using the LU factorization computed by CGBTRF.
Parameters:
-
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 (Conjugate transpose)
NN is INTEGER The order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
ABAB is COMPLEX array, dimension (LDAB,N) Details of the LU factorization of the band matrix A, as computed by CGBTRF. 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.
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
IPIVIPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= N, row i of the matrix was interchanged with row IPIV(i).
BB is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
INFOINFO 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.
Date:
- November 2011
subroutine cggbak (character JOB, character SIDE, integer N, integer ILO, integer IHI, real, dimension( * ) LSCALE, real, dimension( * ) RSCALE, integer M, complex, dimension( ldv, * ) V, integer LDV, integer INFO)
CGGBAK
Purpose:
-
CGGBAK forms the right or left eigenvectors of a complex generalized eigenvalue problem A*x = lambda*B*x, by backward transformation on the computed eigenvectors of the balanced pair of matrices output by CGGBAL.
Parameters:
-
JOB
JOB is CHARACTER*1 Specifies the type of backward transformation required: = 'N': do nothing, return immediately; = 'P': do backward transformation for permutation only; = 'S': do backward transformation for scaling only; = 'B': do backward transformations for both permutation and scaling. JOB must be the same as the argument JOB supplied to CGGBAL.
SIDESIDE is CHARACTER*1 = 'R': V contains right eigenvectors; = 'L': V contains left eigenvectors.
NN is INTEGER The number of rows of the matrix V. N >= 0.
ILOILO is INTEGER
IHIIHI is INTEGER The integers ILO and IHI determined by CGGBAL. 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
LSCALELSCALE is REAL array, dimension (N) Details of the permutations and/or scaling factors applied to the left side of A and B, as returned by CGGBAL.
RSCALERSCALE is REAL array, dimension (N) Details of the permutations and/or scaling factors applied to the right side of A and B, as returned by CGGBAL.
MM is INTEGER The number of columns of the matrix V. M >= 0.
VV is COMPLEX array, dimension (LDV,M) On entry, the matrix of right or left eigenvectors to be transformed, as returned by CTGEVC. On exit, V is overwritten by the transformed eigenvectors.
LDVLDV is INTEGER The leading dimension of the matrix V. LDV >= max(1,N).
INFOINFO 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.
Date:
- November 2011
Further Details:
-
See R.C. Ward, Balancing the generalized eigenvalue problem, SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
subroutine cggbal (character JOB, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, integer ILO, integer IHI, real, dimension( * ) LSCALE, real, dimension( * ) RSCALE, real, dimension( * ) WORK, integer INFO)
CGGBAL
Purpose:
-
CGGBAL balances a pair of general complex matrices (A,B). This involves, first, permuting A and B by similarity transformations to isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N elements on the diagonal; and second, applying a diagonal similarity transformation to rows and columns ILO to IHI to make the rows and columns as close in norm as possible. Both steps are optional. Balancing may reduce the 1-norm of the matrices, and improve the accuracy of the computed eigenvalues and/or eigenvectors in the generalized eigenvalue problem A*x = lambda*B*x.
Parameters:
-
JOB
JOB is CHARACTER*1 Specifies the operations to be performed on A and B: = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0 and RSCALE(I) = 1.0 for i=1,...,N; = 'P': permute only; = 'S': scale only; = 'B': both permute and scale.
NN is INTEGER The order of the matrices A and B. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the input matrix A. On exit, A is overwritten by the balanced matrix. If JOB = 'N', A is not referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
BB is COMPLEX array, dimension (LDB,N) On entry, the input matrix B. On exit, B is overwritten by the balanced matrix. If JOB = 'N', B is not referenced.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
ILOILO is INTEGER
IHIIHI is INTEGER ILO and IHI are set to integers such that on exit A(i,j) = 0 and B(i,j) = 0 if i > j and j = 1,...,ILO-1 or i = IHI+1,...,N. If JOB = 'N' or 'S', ILO = 1 and IHI = N.
LSCALELSCALE is REAL array, dimension (N) Details of the permutations and scaling factors applied to the left side of A and B. If P(j) is the index of the row interchanged with row j, and D(j) is the scaling factor applied to row j, then LSCALE(j) = P(j) for J = 1,...,ILO-1 = D(j) for J = ILO,...,IHI = P(j) for J = IHI+1,...,N. The order in which the interchanges are made is N to IHI+1, then 1 to ILO-1.
RSCALERSCALE is REAL array, dimension (N) Details of the permutations and scaling factors applied to the right side of A and B. If P(j) is the index of the column interchanged with column j, and D(j) is the scaling factor applied to column j, then RSCALE(j) = P(j) for J = 1,...,ILO-1 = D(j) for J = ILO,...,IHI = P(j) for J = IHI+1,...,N. The order in which the interchanges are made is N to IHI+1, then 1 to ILO-1.
WORKWORK is REAL array, dimension (lwork) lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and at least 1 when JOB = 'N' or 'P'.
INFOINFO 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.
Date:
- November 2011
Further Details:
-
See R.C. WARD, Balancing the generalized eigenvalue problem, SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.
subroutine cla_gbamv (integer TRANS, integer M, integer N, integer KL, integer KU, real ALPHA, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( * ) X, integer INCX, real BETA, real, dimension( * ) Y, integer INCY)
CLA_GBAMV performs a matrix-vector operation to calculate error bounds.
Purpose:
-
CLA_GBAMV performs one of the matrix-vector operations y := alpha*abs(A)*abs(x) + beta*abs(y), or y := alpha*abs(A)**T*abs(x) + beta*abs(y), where alpha and beta are scalars, x and y are vectors and A is an m by n matrix. This function is primarily used in calculating error bounds. To protect against underflow during evaluation, components in the resulting vector are perturbed away from zero by (N+1) times the underflow threshold. To prevent unnecessarily large errors for block-structure embedded in general matrices, "symbolically" zero components are not perturbed. A zero entry is considered "symbolic" if all multiplications involved in computing that entry have at least one zero multiplicand.
Parameters:
-
TRANS
TRANS is INTEGER On entry, TRANS specifies the operation to be performed as follows: BLAS_NO_TRANS y := alpha*abs(A)*abs(x) + beta*abs(y) BLAS_TRANS y := alpha*abs(A**T)*abs(x) + beta*abs(y) BLAS_CONJ_TRANS y := alpha*abs(A**T)*abs(x) + beta*abs(y) Unchanged on exit.
MM is INTEGER On entry, M specifies the number of rows of the matrix A. M must be at least zero. Unchanged on exit.
NN is INTEGER On entry, N specifies the number of columns of the matrix A. N must be at least zero. Unchanged on exit.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ALPHAALPHA is REAL On entry, ALPHA specifies the scalar alpha. Unchanged on exit.
ABAB is COMPLEX array, dimension (LDAB,n) Before entry, the leading m by n part of the array AB must contain the matrix of coefficients. Unchanged on exit.
LDABLDAB is INTEGER On entry, LDAB specifies the first dimension of AB as declared in the calling (sub) program. LDAB must be at least max( 1, m ). Unchanged on exit.
XX is COMPLEX array, dimension ( 1 + ( n - 1 )*abs( INCX ) ) when TRANS = 'N' or 'n' and at least ( 1 + ( m - 1 )*abs( INCX ) ) otherwise. Before entry, the incremented array X must contain the vector x. Unchanged on exit.
INCXINCX is INTEGER On entry, INCX specifies the increment for the elements of X. INCX must not be zero. Unchanged on exit.
BETABETA is REAL On entry, BETA specifies the scalar beta. When BETA is supplied as zero then Y need not be set on input. Unchanged on exit.
YY is REAL array, dimension ( 1 + ( m - 1 )*abs( INCY ) ) when TRANS = 'N' or 'n' and at least ( 1 + ( n - 1 )*abs( INCY ) ) otherwise. Before entry with BETA non-zero, the incremented array Y must contain the vector y. On exit, Y is overwritten by the updated vector y.
INCYINCY is INTEGER On entry, INCY specifies the increment for the elements of Y. INCY must not be zero. Unchanged on exit. Level 2 Blas routine.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
real function cla_gbrcond_c (character TRANS, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, real, dimension( * ) C, logical CAPPLY, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)
CLA_GBRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for general banded matrices.
Purpose:
-
CLA_GBRCOND_C Computes the infinity norm condition number of op(A) * inv(diag(C)) where C is a REAL vector.
Parameters:
-
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 (Conjugate Transpose = Transpose)
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ABAB is COMPLEX 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)
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1.
AFBAFB is COMPLEX array, dimension (LDAFB,N) Details of the LU factorization of the band matrix A, as computed by CGBTRF. 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.
LDAFBLDAFB is INTEGER The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
IPIVIPIV is INTEGER array, dimension (N) The pivot indices from the factorization A = P*L*U as computed by CGBTRF; row i of the matrix was interchanged with row IPIV(i).
CC is REAL array, dimension (N) The vector C in the formula op(A) * inv(diag(C)).
CAPPLYCAPPLY is LOGICAL If .TRUE. then access the vector C in the formula above.
INFOINFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid.
WORKWORK is COMPLEX array, dimension (2*N). Workspace.
RWORKRWORK is REAL array, dimension (N). Workspace.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
real function cla_gbrcond_x (character TRANS, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, complex, dimension( * ) X, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)
CLA_GBRCOND_X computes the infinity norm condition number of op(A)*diag(x) for general banded matrices.
Purpose:
-
CLA_GBRCOND_X Computes the infinity norm condition number of op(A) * diag(X) where X is a COMPLEX vector.
Parameters:
-
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 (Conjugate Transpose = Transpose)
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
ABAB is COMPLEX 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)
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1.
AFBAFB is COMPLEX array, dimension (LDAFB,N) Details of the LU factorization of the band matrix A, as computed by CGBTRF. 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.
LDAFBLDAFB is INTEGER The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
IPIVIPIV is INTEGER array, dimension (N) The pivot indices from the factorization A = P*L*U as computed by CGBTRF; row i of the matrix was interchanged with row IPIV(i).
XX is COMPLEX array, dimension (N) The vector X in the formula op(A) * diag(X).
INFOINFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid.
WORKWORK is COMPLEX array, dimension (2*N). Workspace.
RWORKRWORK is REAL array, dimension (N). Workspace.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
subroutine cla_gbrfsx_extended (integer PREC_TYPE, integer TRANS_TYPE, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, logical COLEQU, real, dimension( * ) C, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldy, * ) Y, integer LDY, real, dimension( * ) BERR_OUT, integer N_NORMS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, complex, dimension( * ) RES, real, dimension(*) AYB, complex, dimension( * ) DY, complex, dimension( * ) Y_TAIL, real RCOND, integer ITHRESH, real RTHRESH, real DZ_UB, logical IGNORE_CWISE, integer INFO)
CLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:
-
CLA_GBRFSX_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 CGBRFSX 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.
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', 'E': Extra
TRANS_TYPETRANS_TYPE is 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
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0
NRHSNRHS is INTEGER The number of right-hand-sides, i.e., the number of columns of the matrix B.
ABAB is COMPLEX array, dimension (LDAB,N) On entry, the N-by-N matrix AB.
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= max(1,N).
AFBAFB is COMPLEX array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by CGBTRF.
LDAFBLDAFB is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) The pivot indices from the factorization A = P*L*U as computed by CGBTRF; row i of the matrix was interchanged with row IPIV(i).
COLEQUCOLEQU 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.
CC is 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.
BB is COMPLEX array, dimension (LDB,NRHS) The right-hand-side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
YY is COMPLEX array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by CGBTRS. On exit, the improved solution matrix Y.
LDYLDY is INTEGER The leading dimension of the array Y. LDY >= max(1,N).
BERR_OUTBERR_OUT is 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 CLA_LIN_BERR.
N_NORMSN_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_NORMERR_BNDS_NORM is 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_COMPERR_BNDS_COMP is 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.
RESRES is COMPLEX array, dimension (N) Workspace to hold the intermediate residual.
AYBAYB is REAL array, dimension (N) Workspace.
DYDY is COMPLEX array, dimension (N) Workspace to hold the intermediate solution.
Y_TAILY_TAIL is COMPLEX array, dimension (N) Workspace to hold the trailing bits of the intermediate solution.
RCONDRCOND is 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.
ITHRESHITHRESH 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.
RTHRESHRTHRESH is 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_UBDZ_UB is 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_CWISEIGNORE_CWISE is LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE..
INFOINFO is INTEGER = 0: Successful exit. < 0: if INFO = -i, the ith argument to CGBTRS had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
real function cla_gbrpvgrw (integer N, integer KL, integer KU, integer NCOLS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB)
CLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix.
Purpose:
-
CLA_GBRPVGRW 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:
-
N
N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
KLKL is INTEGER The number of subdiagonals within the band of A. KL >= 0.
KUKU is INTEGER The number of superdiagonals within the band of A. KU >= 0.
NCOLSNCOLS is INTEGER The number of columns of the matrix A. NCOLS >= 0.
ABAB is COMPLEX 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)
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1.
AFBAFB is COMPLEX array, dimension (LDAFB,N) Details of the LU factorization of the band matrix A, as computed by CGBTRF. 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.
LDAFBLDAFB is INTEGER The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
subroutine cungbr (character VECT, integer M, integer N, integer K, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNGBR
Purpose:
-
CUNGBR generates one of the complex unitary matrices Q or P**H determined by CGEBRD when reducing a complex matrix A to bidiagonal form: A = Q * B * P**H. Q and P**H are defined as products of elementary reflectors H(i) or G(i) respectively. If VECT = 'Q', A is assumed to have been an M-by-K matrix, and Q is of order M: if m >= k, Q = H(1) H(2) . . . H(k) and CUNGBR returns the first n columns of Q, where m >= n >= k; if m < k, Q = H(1) H(2) . . . H(m-1) and CUNGBR returns Q as an M-by-M matrix. If VECT = 'P', A is assumed to have been a K-by-N matrix, and P**H is of order N: if k < n, P**H = G(k) . . . G(2) G(1) and CUNGBR returns the first m rows of P**H, where n >= m >= k; if k >= n, P**H = G(n-1) . . . G(2) G(1) and CUNGBR returns P**H as an N-by-N matrix.
Parameters:
-
VECT
VECT is CHARACTER*1 Specifies whether the matrix Q or the matrix P**H is required, as defined in the transformation applied by CGEBRD: = 'Q': generate Q; = 'P': generate P**H.
MM is INTEGER The number of rows of the matrix Q or P**H to be returned. M >= 0.
NN is INTEGER The number of columns of the matrix Q or P**H to be returned. N >= 0. If VECT = 'Q', M >= N >= min(M,K); if VECT = 'P', N >= M >= min(N,K).
KK is INTEGER If VECT = 'Q', the number of columns in the original M-by-K matrix reduced by CGEBRD. If VECT = 'P', the number of rows in the original K-by-N matrix reduced by CGEBRD. K >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the vectors which define the elementary reflectors, as returned by CGEBRD. On exit, the M-by-N matrix Q or P**H.
LDALDA is INTEGER The leading dimension of the array A. LDA >= M.
TAUTAU is COMPLEX array, dimension (min(M,K)) if VECT = 'Q' (min(N,K)) if VECT = 'P' TAU(i) must contain the scalar factor of the elementary reflector H(i) or G(i), which determines Q or P**H, as returned by CGEBRD in its array argument TAUQ or TAUP.
WORKWORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,min(M,N)). For optimum performance LWORK >= min(M,N)*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFOINFO 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.
Date:
- April 2012
Author
Generated automatically by Doxygen for LAPACK from the source code.