DSGESV(1) LAPACK PROTOTYPE driver routine (version 3.2) DSGESV(1)NAME
DSGESV - computes the solution to a real system of linear equations A
* X = B,
SYNOPSIS
SUBROUTINE DSGESV( N, NRHS, A, LDA, IPIV, B, LDB, X, LDX, WORK,
+ SWORK, ITER, INFO )
INTEGER INFO, ITER, LDA, LDB, LDX, N, NRHS
INTEGER IPIV( * )
REAL SWORK( * )
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( N, * ),
+ X( LDX, * )
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 PRE‐
CISION and use this factorization within an iterative refinement proce‐
dure 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.
ARGUMENTS
N (input) INTEGER
The number of linear equations, i.e., the order of the matrix
A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of
the matrix B. NRHS >= 0.
A (input or input/ouptut) 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.EQ.0 and ITER.GE.0, see description below), then A is
unchanged, if double precision factorization has been used
(INFO.EQ.0 and ITER.LT.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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV (output) 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.EQ.0 and
ITER.GE.0) or the double precision factorization (if INFO.EQ.0
and ITER.LT.0).
B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
The N-by-NRHS right hand side matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X.
LDX (input) INTEGER
The leading dimension of the array X. LDX >= max(1,N).
WORK (workspace) DOUBLE PRECISION array, dimension (N*NRHS)
This array is used to hold the residual vectors.
SWORK (workspace) 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 (output) INTEGER
< 0: iterative refinement has failed, double precision factor‐
ization 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 sucessfully used. Returns the
number of iterations
INFO (output) 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 com‐
puted. =========
LAPACK PROTOTYPE driver routine November 2008 DSGESV(1)
