The function may be called by the names: f07acc, nag_lapacklin_dsgesv or nag_dsgesv.
3Description
f07acc first attempts to factorize the matrix in single precision and use this factorization within an iterative refinement procedure to produce a solution with full double precision accuracy. If the approach fails the method switches to a double precision factorization and solve.
The iterative refinement process is stopped if
where iter is the number of iterations carried out thus far and is the maximum number of iterations allowed, which is fixed at iterations. The process is also stopped if for all right-hand sides we have
where is the -norm of the residual, is the -norm of the solution, is the -operator-norm of the matrix and is the machine precision returned by X02AJC.
The iterative refinement strategy used by f07acc can be more efficient than the corresponding direct full precision algorithm. Since this strategy must perform iterative refinement on each right-hand side, any efficiency gains will reduce as the number of right-hand sides increases. Conversely, as the matrix size increases the cost of these iterative refinements become less significant relative to the cost of factorization. Thus, any efficiency gains will be greatest for a very small number of right-hand sides and for large matrix sizes. The cut-off values for the number of right-hand sides and matrix size, for which the iterative refinement strategy performs better, depends on the relative performance of the reduced and full precision factorization and back-substitution. For now, f07acc always attempts the iterative refinement strategy first; you are advised to compare the performance of f07acc with that of its full precision counterpart f07aac to determine whether this strategy is worthwhile for your particular problem dimensions.
4References
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia https://www.netlib.org/lapack/lug
Buttari A, Dongarra J, Langou J, Langou J, Luszczek P and Kurzak J (2007) Mixed precision iterative refinement techniques for the solution of dense linear systems International Journal of High Performance Computing Applications
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5Arguments
1: – Nag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by . See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint:
or .
2: – IntegerInput
On entry: , the number of linear equations, i.e., the order of the matrix .
Constraint:
.
3: – IntegerInput
On entry: , the number of right-hand sides, i.e., the number of columns of the matrix .
Constraint:
.
4: – doubleInput/Output
Note: the dimension, dim, of the array a
must be at least
.
The th element of the matrix is stored in
when ;
when .
On entry: the coefficient matrix .
On exit: if iterative refinement has been successfully used (i.e., if NE_NOERROR and ), then is unchanged. If double precision factorization has been used (when NE_NOERROR and ), contains the factors and from the factorization ; the unit diagonal elements of are not stored.
5: – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint:
.
6: – IntegerOutput
On exit: if no constraints are violated, the pivot indices that define the permutation matrix ; at the th step row of the matrix was interchanged with row . indicates a row interchange was not required. corresponds either to the single precision factorization (if NE_NOERROR and ) or to the double precision factorization (if NE_NOERROR and ).
7: – const doubleInput
Note: the dimension, dim, of the array b
must be at least
when
;
when
.
The th element of the matrix is stored in
when ;
when .
On entry: the right-hand side matrix .
8: – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraints:
if ,
;
if , .
9: – doubleOutput
Note: the dimension, dim, of the array x
must be at least
when
;
when
.
The th element of the matrix is stored in
when ;
when .
On exit: if NE_NOERROR, the solution matrix .
10: – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array x.
Constraints:
if ,
;
if , .
11: – Integer *Output
On exit: if , iterative refinement has been successfully used and iter is the number of iterations carried out.
If , iterative refinement has failed for one of the reasons given below and double precision factorization has been carried out instead.
Taking into account machine parameters, and the values of n and nrhs, it is not worth working in single precision.
Overflow of an entry occurred when moving from double to single precision.
An intermediate single precision factorization failed.
The maximum permitted number of iterations was exceeded.
12: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument had an illegal value.
NE_INT
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, . Constraint: .
On entry, . Constraint: .
On entry, . Constraint: .
NE_INT_2
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_SINGULAR
Element of the diagonal is exactly zero.
The factorization has been completed, but the factor
is exactly singular, so the solution could not be computed.
7Accuracy
The computed solution for a single right-hand side, , satisfies the equation of the form
where
and is the machine precision. An approximate error bound for the computed solution is given by
where , the condition number of with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) for further details.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f07acc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07acc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.