realPOsolve(3)
real
Description
realPOsolve
NAME
realPOsolve - real
SYNOPSIS
Functions
subroutine
sposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
SPOSV computes the solution to system of linear equations A
* X = B for PO matrices
subroutine sposvx (FACT, UPLO, N, NRHS, A, LDA, AF,
LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK,
IWORK, INFO)
SPOSVX computes the solution to system of linear equations A
* X = B for PO matrices
subroutine sposvxx (FACT, UPLO, N, NRHS, A, LDA, AF,
LDAF, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR,
N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
WORK, IWORK, INFO)
SPOSVXX computes the solution to system of linear equations
A * X = B for PO matrices
Detailed Description
This is the group of real solve driver functions for PO matrices
Function Documentation
subroutine sposv (character UPLO, integer N, integer NRHS, real, dimension(lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, integerINFO)
SPOSV computes the solution to system of linear equations A * X = B for PO matrices
Purpose:
SPOSV computes
the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and
X and B
are N-by-NRHS matrices.
The Cholesky
decomposition is used to factor A as
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 a lower
triangular
matrix. The factored form of A is then used to solve the
system of
equations A * X = B.
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.
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 REAL
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).
B
B is REAL
array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS 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
> 0: if INFO = i, the leading minor of order i of A is
not
positive definite, so the factorization could not be
completed, and the solution has not been computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine sposvx (character FACT, character UPLO, integer N, integer NRHS,real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF,integer LDAF, character EQUED, real, dimension( * ) S, real, dimension(ldb, * ) B, integer LDB, real, dimension( ldx, * ) X, integer LDX, realRCOND, real, dimension( * ) FERR, real, dimension( * ) BERR, real,dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)
SPOSVX computes the solution to system of linear equations A * X = B for PO matrices
Purpose:
SPOSVX uses the
Cholesky factorization A = U**T*U or A = L*L**T to
compute the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and
X and B
are N-by-NRHS matrices.
Error bounds on
the solution and a condition estimate are also
provided.
Description:
The following steps are performed:
1. If FACT =
’E’, real scaling factors are computed to
equilibrate
the system:
diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
Whether or not the system will be equilibrated depends on
the
scaling of the matrix A, but if equilibration is used, A is
overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
2. If FACT =
’N’ or ’E’, the Cholesky
decomposition is used to
factor the matrix A (after equilibration if FACT =
’E’) as
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 a lower
triangular
matrix.
3. If the
leading i-by-i principal minor is not positive definite,
then the routine returns with INFO = i. Otherwise, the
factored
form of A is used to estimate the condition number of the
matrix
A. If the reciprocal of the condition number is less than
machine
precision, INFO = N+1 is returned as a warning, but the
routine
still goes on to solve for X and compute error bounds as
described below.
4. The system
of equations is solved for X using the factored form
of A.
5. Iterative
refinement is applied to improve the computed solution
matrix and calculate error bounds and backward error
estimates
for it.
6. If
equilibration was used, the matrix X is premultiplied by
diag(S) so that it solves the original system before
equilibration.
Parameters
FACT
FACT is
CHARACTER*1
Specifies whether or not the factored form of the matrix A
is
supplied on entry, and if not, whether the matrix A should
be
equilibrated before it is factored.
= ’F’: On entry, AF contains the factored form
of A.
If EQUED = ’Y’, the matrix A has been
equilibrated
with scaling factors given by S. A and AF will not
be modified.
= ’N’: The matrix A will be copied to AF and
factored.
= ’E’: The matrix A will be equilibrated if
necessary, then
copied to AF and factored.
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 matrices B and X. NRHS >= 0.
A
A is REAL
array, dimension (LDA,N)
On entry, the symmetric matrix A, except if FACT =
’F’ and
EQUED = ’Y’, then A must contain the
equilibrated matrix
diag(S)*A*diag(S). 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. A is not modified if
FACT = ’F’ or ’N’, or if FACT =
’E’ and EQUED = ’N’ on exit.
On exit, if
FACT = ’E’ and EQUED = ’Y’, A is
overwritten by
diag(S)*A*diag(S).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is REAL
array, dimension (LDAF,N)
If FACT = ’F’, then AF is an input argument and
on entry
contains the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T, in the same storage
format as A. If EQUED .ne. ’N’, then AF is the
factored form
of the equilibrated matrix diag(S)*A*diag(S).
If FACT =
’N’, then AF is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the original
matrix A.
If FACT =
’E’, then AF is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the equilibrated
matrix A (see the description of A for the form of the
equilibrated matrix).
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done.
= ’N’: No equilibration (always true if FACT =
’N’).
= ’Y’: Equilibration was done, i.e., A has been
replaced by
diag(S) * A * diag(S).
EQUED is an input argument if FACT = ’F’;
otherwise, it is an
output argument.
S
S is REAL
array, dimension (N)
The scale factors for A; not accessed if EQUED =
’N’. 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.
B
B is REAL
array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if EQUED = ’N’, B is not modified; if
EQUED = ’Y’,
B is overwritten by diag(S) * B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
X
X is REAL
array, dimension (LDX,NRHS)
If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
to
the original system of equations. Note that if EQUED =
’Y’,
A and B are modified on exit, and the solution to the
equilibrated system is inv(diag(S))*X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
RCOND
RCOND is REAL
The estimate of the reciprocal condition number of the
matrix
A after equilibration (if done). If RCOND is less than the
machine precision (in particular, if RCOND = 0), the matrix
is singular to working precision. This condition is
indicated by a return code of INFO > 0.
FERR
FERR 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.
BERR
BERR 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).
WORK
WORK is REAL 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
> 0: if INFO = i, and i is
<= N: the leading minor of order i of A is
not positive definite, so the factorization
could not be completed, and the solution has not
been computed. RCOND = 0 is returned.
= N+1: U is nonsingular, but RCOND is less than machine
precision, meaning that the matrix is singular
to working precision. Nevertheless, the
solution and error bounds are computed because
there are a number of situations where the
computed solution can be more accurate than the
value of RCOND would suggest.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine sposvxx (character FACT, character UPLO, integer N, integer NRHS,real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF,integer LDAF, character EQUED, real, dimension( * ) S, real, dimension(ldb, * ) B, integer LDB, real, dimension( ldx, * ) X, integer LDX, realRCOND, real RPVGRW, real, dimension( * ) BERR, integer N_ERR_BNDS, real,dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * )ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, real,dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)
SPOSVXX computes the solution to system of linear equations A * X = B for PO matrices
Purpose:
SPOSVXX uses
the Cholesky factorization A = U**T*U or A = L*L**T
to compute the solution to a real system of linear equations
A * X = B, where A is an N-by-N symmetric positive definite
matrix
and X and B are N-by-NRHS matrices.
If requested,
both normwise and maximum componentwise error bounds
are returned. SPOSVXX will return a solution with a tiny
guaranteed error (O(eps) where eps is the working machine
precision) unless the matrix is very ill-conditioned, in
which
case a warning is returned. Relevant condition numbers also
are
calculated and returned.
SPOSVXX accepts
user-provided factorizations and equilibration
factors; see the definitions of the FACT and EQUED options.
Solving with refinement and using a factorization from a
previous
SPOSVXX call will also produce a solution with either O(eps)
errors or warnings, but we cannot make that claim for
general
user-provided factorizations and equilibration factors if
they
differ from what SPOSVXX would itself produce.
Description:
The following steps are performed:
1. If FACT =
’E’, real scaling factors are computed to
equilibrate
the system:
diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
Whether or not
the system will be equilibrated depends on the
scaling of the matrix A, but if equilibration is used, A is
overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
2. If FACT =
’N’ or ’E’, the Cholesky
decomposition is used to
factor the matrix A (after equilibration if FACT =
’E’) as
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 a lower
triangular
matrix.
3. If the
leading i-by-i principal minor is not positive definite,
then the routine returns with INFO = i. Otherwise, the
factored
form of A is used to estimate the condition number of the
matrix
A (see argument RCOND). If the reciprocal of the condition
number
is less than machine precision, the routine still goes on to
solve
for X and compute error bounds as described below.
4. The system
of equations is solved for X using the factored form
of A.
5. By default
(unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
the routine will use iterative refinement to try to get a
small
error and error bounds. Refinement calculates the residual
to at
least twice the working precision.
6. If
equilibration was used, the matrix X is premultiplied by
diag(S) so that it solves the original system before
equilibration.
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
FACT
FACT is
CHARACTER*1
Specifies whether or not the factored form of the matrix A
is
supplied on entry, and if not, whether the matrix A should
be
equilibrated before it is factored.
= ’F’: On entry, AF contains the factored form
of A.
If EQUED is not ’N’, the matrix A has been
equilibrated with scaling factors given by S.
A and AF are not modified.
= ’N’: The matrix A will be copied to AF and
factored.
= ’E’: The matrix A will be equilibrated if
necessary, then
copied to AF and factored.
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 matrices B and X. NRHS >= 0.
A
A is REAL
array, dimension (LDA,N)
On entry, the symmetric matrix A, except if FACT =
’F’ and EQUED =
’Y’, then A must contain the equilibrated matrix
diag(S)*A*diag(S). 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. A
is
not modified if FACT = ’F’ or ’N’,
or if FACT = ’E’ and EQUED =
’N’ on exit.
On exit, if
FACT = ’E’ and EQUED = ’Y’, A is
overwritten by
diag(S)*A*diag(S).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is REAL
array, dimension (LDAF,N)
If FACT = ’F’, then AF is an input argument and
on entry
contains the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T, in the same storage
format as A. If EQUED .ne. ’N’, then AF is the
factored
form of the equilibrated matrix diag(S)*A*diag(S).
If FACT =
’N’, then AF is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the original
matrix A.
If FACT =
’E’, then AF is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the equilibrated
matrix A (see the description of A for the form of the
equilibrated matrix).
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done.
= ’N’: No equilibration (always true if FACT =
’N’).
= ’Y’: Both row and column equilibration, i.e.,
A has been
replaced by diag(S) * A * diag(S).
EQUED is an input argument if FACT = ’F’;
otherwise, it is an
output argument.
S
S is REAL
array, dimension (N)
The row 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 REAL
array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit,
if EQUED = ’N’, B is not modified;
if EQUED = ’Y’, B is overwritten by
diag(S)*B;
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
X
X is REAL
array, dimension (LDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X to the original
system of equations. Note that A and B are modified on exit
if
EQUED .ne. ’N’, and the solution to the
equilibrated system is
inv(diag(S))*X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
RCOND
RCOND 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.
RPVGRW
RPVGRW is REAL
Reciprocal pivot growth. On exit, this contains the
reciprocal
pivot growth factor norm(A)/norm(U). The ’max absolute
element’
norm is used. If this is much less than 1, then the
stability of
the LU factorization of the (equilibrated) matrix A could be
poor.
This also means that the solution X, estimated condition
numbers,
and error bounds could be unreliable. If factorization fails
with
0<INFO<=N, then this contains the reciprocal pivot
growth factor
for the leading INFO columns of A.
BERR
BERR 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_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 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(Zˆ{-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 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 < 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(Zˆ{-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 REAL
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: 1.0
= 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 REAL 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.
Author
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