Uses extra precise iterative refinement to compute the solution to the system of linear equations with a square coefficient matrix A and multiple right-hand sides
The routine uses the LU factorization to compute the solution to a real or complex system of linear equations
nmatrix, the columns of the matrix
Bare individual right-hand sides, and the columns of
Xare the corresponding solutions.
Both normwise and maximum componentwise error bounds are also provided on request. The routine returns a solution with a small guaranteed error (
epsis the working machine precision) unless the matrix is very ill-conditioned, in which case a warning is returned. Relevant condition numbers are also calculated and returned.
The routine accepts user-provided factorizations and equilibration factors; see definitions of the
equedoptions. Solving with refinement and using a factorization from a previous call of the routine also produces a solution with