?pbrfs

Developer Reference for Intel® oneAPI Math Kernel Library for C

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ID 766684

Date 12/16/2022

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?pbrfs

Refines the solution of a system of linear equations with a band symmetric (Hermitian) positive-definite coefficient matrix and estimates its error.

Syntax

lapack_int LAPACKE_spbrfs( int matrix_layout, char uplo, lapack_int n, lapack_int kd, lapack_int nrhs, const float* ab, lapack_int ldab, const float* afb, lapack_int ldafb, const float* b, lapack_int ldb, float* x, lapack_int ldx, float* ferr, float* berr );

lapack_int LAPACKE_dpbrfs( int matrix_layout, char uplo, lapack_int n, lapack_int kd, lapack_int nrhs, const double* ab, lapack_int ldab, const double* afb, lapack_int ldafb, const double* b, lapack_int ldb, double* x, lapack_int ldx, double* ferr, double* berr );

lapack_int LAPACKE_cpbrfs( int matrix_layout, char uplo, lapack_int n, lapack_int kd, lapack_int nrhs, const lapack_complex_float* ab, lapack_int ldab, const lapack_complex_float* afb, lapack_int ldafb, const lapack_complex_float* b, lapack_int ldb, lapack_complex_float* x, lapack_int ldx, float* ferr, float* berr );

lapack_int LAPACKE_zpbrfs( int matrix_layout, char uplo, lapack_int n, lapack_int kd, lapack_int nrhs, const lapack_complex_double* ab, lapack_int ldab, const lapack_complex_double* afb, lapack_int ldafb, const lapack_complex_double* b, lapack_int ldb, lapack_complex_double* x, lapack_int ldx, double* ferr, double* berr );

Include Files

mkl.h

Description

The routine performs an iterative refinement of the solution to a system of linear equations A*X = B with a symmetric (Hermitian) positive definite band matrix A, with multiple right-hand sides. For each computed solution vector x, the routine computes the component-wise backward errorβ. This error is the smallest relative perturbation in elements of A and b such that x is the exact solution of the perturbed system:

|δa_ij| ≤β|a_ij|, |δb_i| ≤β|b_i| such that (A + δA)x = (b + δb).

Finally, the routine estimates the component-wise forward error in the computed solution ||x - x_e||_∞/||x||_∞ (here x_e is the exact solution).

Before calling this routine:

call the factorization routine ?pbtrf
call the solver routine ?pbtrs.

Input Parameters

matrix_layout	Specifies whether matrix storage layout is row major (LAPACK_ROW_MAJOR) or column major (LAPACK_COL_MAJOR).
uplo	Must be 'U' or 'L'. Indicates how the input matrix `A` has been factored: If `uplo = 'U'`, the upper triangle of `A` is stored. If `uplo = 'L'`, the lower triangle of `A` is stored.
n	The order of the matrix `A`; `n`≥ 0.
kd	The number of superdiagonals or subdiagonals in the matrix `A`; `kd`≥ 0.
nrhs	The number of right-hand sides; `nrhs`≥ 0.
ab	Array `ab` (size max(ldab*n)) contains the original band matrix `A`, as supplied to ?pbtrf.
afb	Array `afb` (size max(ldafb*n)) contains the factored band matrix `A`, as returned by ?pbtrf.
b	Array `b` of size max(1, ldbnrhs) for column major layout and max(1, ldbn) for row major layout contains the right-hand side matrix `B`.
x	Array `x` of size max(1, ldxnrhs) for column major layout and max(1, ldxn) for row major layout contains the solution matrix `X`.
ldab	The leading dimension of `ab`; `ldab`≥`kd` + 1.
ldafb	The leading dimension of `afb`; `ldafb`≥`kd` + 1.
ldb	The leading dimension of `b`; `ldb`≥ max(1, n) for column major layout and `ldb`≥nrhs for row major layout.
ldx	The leading dimension of `x`; `ldx`≥ max(1, n) for column major layout and `ldx`≥nrhs for row major layout.

Output Parameters

x	The refined solution matrix `X`.
ferr, berr	Arrays, size at least `max(1, nrhs)`. Contain the component-wise forward and backward errors, respectively, for each solution vector.

Return Values

This function returns a value info.

If info = 0, the execution is successful.

If info = -i, parameter i had an illegal value.

Application Notes

The bounds returned in ferr are not rigorous, but in practice they almost always overestimate the actual error.

For each right-hand side, computation of the backward error involves a minimum of 8n*kd floating-point operations (for real flavors) or 32n*kd operations (for complex flavors). In addition, each step of iterative refinement involves 12n*kd operations (for real flavors) or 48n*kd operations (for complex flavors); the number of iterations may range from 1 to 5.

Estimating the forward error involves solving a number of systems of linear equations A*x = b; the number is usually 4 or 5 and never more than 11. Each solution requires approximately 4n*kd floating-point operations for real flavors or 16n*kd for complex flavors.

Parent topic: Refining the Solution and Estimating Its Error: LAPACK Computational Routines

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