GESVX - 5.2 English - 68552

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

Purpose:

    GESVX uses the LU factorization to compute 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.

    Error bounds on the solution and a condition estimate are also
    provided.

Parameters:

• FACT – [in]

  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 and IPIV contain the factored form of A. If EQUED is not ‘N’, the matrix A has been equilibrated with scaling factors given by R and C. A, AF, and IPIV 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.

• TRANS – [in]

  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 (Transpose)

• N – [in]

  N is INTEGER

  The number of linear equations, i.e., the order of the matrix A. N >= 0.

• NRHS – [in]

  NRHS is INTEGER

  The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

• A – [inout]

  A is REAL array, dimension (LDA,N)

  On entry, the N-by-N matrix A. If FACT = ‘F’ and EQUED is not ‘N’, then A must have been equilibrated by the scaling factors in R and/or C. A is not modified if FACT = ‘F’ or ‘N’, or if FACT = ‘E’ and EQUED = ‘N’ on exit.

  On exit, if EQUED .ne. ‘N’, A is scaled as follows:

  EQUED = ‘R’: A := diag(R) * A

  EQUED = ‘C’: A := A * diag(C)

  EQUED = ‘B’: A := diag(R) * A * diag(C).

• LDA – [in]

  LDA is INTEGER

  The leading dimension of the array A. LDA >= fla_max(1,N).

• AF – [inout]

  AF is REAL array, dimension (LDAF,N)

  If FACT = ‘F’, then AF is an input argument and on entry contains the factors L and U from the factorization A = P*L*U as computed by GETRF. If EQUED .ne. ‘N’, then AF is the factored form of the equilibrated matrix A.

  If FACT = ‘N’, then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the original matrix A.

  If FACT = ‘E’, then AF is an output argument and on exit returns the factors L and U from the factorization A = P*L*U of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix).

• LDAF – [in]

  LDAF is INTEGER

  The leading dimension of the array AF. LDAF >= fla_max(1,N).

• IPIV – [inout]

  IPIV is INTEGER array, dimension (N)

  If FACT = ‘F’, then IPIV is an input argument and on entry contains the pivot indices from the factorization A = P*L*U as computed by GETRF; row i of the matrix was interchanged with row IPIV(i).

  If FACT = ‘N’, then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the original matrix A.

  If FACT = ‘E’, then IPIV is an output argument and on exit contains the pivot indices from the factorization A = P*L*U of the equilibrated matrix A.

• EQUED – [inout]

  EQUED is CHARACTER*1

  Specifies the form of equilibration that was done.

  = ‘N’: No equilibration (always true if FACT = ‘N’).

  = ‘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).

  EQUED is an input argument if FACT = ‘F’; otherwise, it is an output argument.

• R – [inout]

  R 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.

• C – [inout]

  C 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.

• B – [inout]

  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 TRANS = ‘N’ and EQUED = ‘R’ or ‘B’, B is overwritten by diag(R)*B;

  if TRANS = ‘T’ or ‘C’ and EQUED = ‘C’ or ‘B’, B is overwritten by diag(C)*B.

• LDB – [in]

  LDB is INTEGER

  The leading dimension of the array B. LDB >= fla_max(1,N).

• X – [out]

  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 A and B are modified on exit if EQUED .ne. ‘N’, and the solution to the equilibrated system is inv(diag(C))*X if TRANS = ‘N’ and EQUED = ‘C’ or ‘B’, or inv(diag(R))*X if TRANS = ‘T’ or ‘C’ and EQUED = ‘R’ or ‘B’.

• LDX – [in]

  LDX is INTEGER

  The leading dimension of the array X. LDX >= fla_max(1,N).

• RCOND – [out]

  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 – [out]

  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 – [out]

  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 – [out] WORK is COMPLEX array, dimension (2*N)

• RWORK – [out]

  RWORK is REAL array, dimension (2*N)

  On exit, RWORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The “max absolute element” norm is used. If RWORK(1) 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, condition estimator RCOND, and forward error bound FERR could be unreliable. If factorization fails with 0<INFO<=N, then RWORK(1) contains the reciprocal pivot growth factor for the leading INFO columns of A.

• INFO – [out]

  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: U(i,i) 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+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.