gesv_mixed - gesv: factor and solve, mixed precision
Contents
Detailed Description
Function Documentation
subroutinedsgesv(integern,integernrhs,doubleprecision,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,doubleprecision,dimension(ldb,*)b,integerldb,doubleprecision,dimension(ldx,*)x,integerldx,doubleprecision,dimension(n,*)work,real,dimension(*)swork,integeriter,integerinfo)DSGESVcomputesthesolutiontosystemoflinearequationsA*X=BforGEmatrices (mixed precision
with iterative refinement)
Purpose:
DSGESV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
DSGESV first attempts to factorize the matrix in SINGLE PRECISION
and use this factorization within an iterative refinement procedure
to produce a solution with DOUBLE PRECISION normwise backward error
quality (see below). If the approach fails the method switches to a
DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio SINGLE PRECISION performance over DOUBLE PRECISION
performance is too small. A reasonable strategy should take the
number of right-hand sides and the size of the matrix into account.
This might be done with a call to ILAENV in the future. Up to now, we
always try iterative refinement.
The iterative refinement process is stopped if
ITER > ITERMAX
or for all the RHS we have:
RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
where
o ITER is the number of the current iteration in the iterative
refinement process
o RNRM is the infinity-norm of the residual
o XNRM is the infinity-norm of the solution
o ANRM is the infinity-operator-norm of the matrix A
o EPS is the machine epsilon returned by DLAMCH('Epsilon')
The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
respectively.
ParametersN
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. NRHS >= 0.
A
A is DOUBLE PRECISION array,
dimension (LDA,N)
On entry, the N-by-N coefficient matrix A.
On exit, if iterative refinement has been successfully used
(INFO = 0 and ITER >= 0, see description below), then A is
unchanged, if double precision factorization has been used
(INFO = 0 and ITER < 0, see description below), then the
array A contains the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
The pivot indices that define the permutation matrix P;
row i of the matrix was interchanged with row IPIV(i).
Corresponds either to the single precision factorization
(if INFO = 0 and ITER >= 0) or the double precision
factorization (if INFO = 0 and ITER < 0).
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
The N-by-NRHS 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)
If INFO = 0, the N-by-NRHS solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (N,NRHS)
This array is used to hold the residual vectors.
SWORK
SWORK is REAL array, dimension (N*(N+NRHS))
This array is used to use the single precision matrix and the
right-hand sides or solutions in single precision.
ITER
ITER is INTEGER
< 0: iterative refinement has failed, double precision
factorization has been performed
-1 : the routine fell back to full precision for
implementation- or machine-specific reasons
-2 : narrowing the precision induced an overflow,
the routine fell back to full precision
-3 : failure of SGETRF
-31: stop the iterative refinement after the 30th
iterations
> 0: iterative refinement has been successfully used.
Returns the number of iterations
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, U(i,i) computed in DOUBLE PRECISION is
exactly zero. The factorization has been completed,
but the factor U is exactly singular, so the solution
could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutinezcgesv(integern,integernrhs,complex*16,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,complex*16,dimension(ldb,*)b,integerldb,complex*16,dimension(ldx,*)x,integerldx,complex*16,dimension(n,*)work,complex,dimension(*)swork,doubleprecision,dimension(*)rwork,integeriter,integerinfo)ZCGESVcomputesthesolutiontosystemoflinearequationsA*X=BforGEmatrices (mixed precision
with iterative refinement)
Purpose:
ZCGESV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
ZCGESV first attempts to factorize the matrix in COMPLEX and use this
factorization within an iterative refinement procedure to produce a
solution with COMPLEX*16 normwise backward error quality (see below).
If the approach fails the method switches to a COMPLEX*16
factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio COMPLEX performance over COMPLEX*16 performance is too
small. A reasonable strategy should take the number of right-hand
sides and the size of the matrix into account. This might be done
with a call to ILAENV in the future. Up to now, we always try
iterative refinement.
The iterative refinement process is stopped if
ITER > ITERMAX
or for all the RHS we have:
RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
where
o ITER is the number of the current iteration in the iterative
refinement process
o RNRM is the infinity-norm of the residual
o XNRM is the infinity-norm of the solution
o ANRM is the infinity-operator-norm of the matrix A
o EPS is the machine epsilon returned by DLAMCH('Epsilon')
The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
respectively.
ParametersN
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. NRHS >= 0.
A
A is COMPLEX*16 array,
dimension (LDA,N)
On entry, the N-by-N coefficient matrix A.
On exit, if iterative refinement has been successfully used
(INFO = 0 and ITER >= 0, see description below), then A is
unchanged, if double precision factorization has been used
(INFO = 0 and ITER < 0, see description below), then the
array A contains the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
The pivot indices that define the permutation matrix P;
row i of the matrix was interchanged with row IPIV(i).
Corresponds either to the single precision factorization
(if INFO = 0 and ITER >= 0) or the double precision
factorization (if INFO = 0 and ITER < 0).
B
B is COMPLEX*16 array, dimension (LDB,NRHS)
The N-by-NRHS right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is COMPLEX*16 array, dimension (LDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
WORK
WORK is COMPLEX*16 array, dimension (N,NRHS)
This array is used to hold the residual vectors.
SWORK
SWORK is COMPLEX array, dimension (N*(N+NRHS))
This array is used to use the single precision matrix and the
right-hand sides or solutions in single precision.
RWORK
RWORK is DOUBLE PRECISION array, dimension (N)
ITER
ITER is INTEGER
< 0: iterative refinement has failed, COMPLEX*16
factorization has been performed
-1 : the routine fell back to full precision for
implementation- or machine-specific reasons
-2 : narrowing the precision induced an overflow,
the routine fell back to full precision
-3 : failure of CGETRF
-31: stop the iterative refinement after the 30th
iterations
> 0: iterative refinement has been successfully used.
Returns the number of iterations
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, U(i,i) computed in COMPLEX*16 is exactly
zero. The factorization has been completed, but the
factor U is exactly singular, so the solution
could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Name
gesv_mixed - gesv: factor and solve, mixed precision
Synopsis
Functions
subroutine dsgesv (n, nrhs, a, lda, ipiv, b, ldb, x, ldx, work, swork, iter, info)
DSGESVcomputesthesolutiontosystemoflinearequationsA*X=BforGEmatrices (mixed
precision with iterative refinement)
subroutine zcgesv (n, nrhs, a, lda, ipiv, b, ldb, x, ldx, work, swork, rwork, iter, info)
ZCGESVcomputesthesolutiontosystemoflinearequationsA*X=BforGEmatrices (mixed
precision with iterative refinement)
