LAPACK

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)
DSGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement) subroutine zcgesv (n, nrhs, a, lda, ipiv, b, ldb, x, ldx, work, swork, rwork, iter, info)
ZCGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement)

Detailed Description¶

Function Documentation¶

subroutine dsgesv (integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, integer, dimension( * ) ipiv, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldx, * ) x, integer ldx, double precision, dimension( n, * ) work, real, dimension( * ) swork, integer iter, integer info)¶

DSGESV computes the solution to system of linear equations A * X = B for GE matrices (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.

Parameters



          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 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 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 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.

subroutine zcgesv (integer n, integer nrhs, complex16, dimension( lda, ) a, integer lda, integer, dimension( * ) ipiv, complex16, dimension( ldb, ) b, integer ldb, complex16, dimension( ldx, ) x, integer ldx, complex16, dimension( n, ) work, complex, dimension( * ) swork, double precision, dimension( * ) rwork, integer iter, integer info)¶

ZCGESV computes the solution to system of linear equations A * X = B for GE matrices (mixed precision with iterative refinement)