Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 2021.1
  • 12/04/2020
  • Public Content
Contents

?porfs

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

Syntax

lapack_int LAPACKE_sporfs
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const float*
a
,
lapack_int
lda
,
const float*
af
,
lapack_int
ldaf
,
const float*
b
,
lapack_int
ldb
,
float*
x
,
lapack_int
ldx
,
float*
ferr
,
float*
berr
);
lapack_int LAPACKE_dporfs
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const double*
a
,
lapack_int
lda
,
const double*
af
,
lapack_int
ldaf
,
const double*
b
,
lapack_int
ldb
,
double*
x
,
lapack_int
ldx
,
double*
ferr
,
double*
berr
);
lapack_int LAPACKE_cporfs
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const lapack_complex_float*
a
,
lapack_int
lda
,
const lapack_complex_float*
af
,
lapack_int
ldaf
,
const lapack_complex_float*
b
,
lapack_int
ldb
,
lapack_complex_float*
x
,
lapack_int
ldx
,
float*
ferr
,
float*
berr
);
lapack_int LAPACKE_zporfs
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const lapack_complex_double*
a
,
lapack_int
lda
,
const lapack_complex_double*
af
,
lapack_int
ldaf
,
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 matrix
A
, with multiple right-hand sides. For each computed solution vector
x
, the routine computes the component-wise backward error
β
. This error is the smallest relative perturbation in elements of
A
 and
b
 such that
x
 is the exact solution of the perturbed system:
|
δ
a
i
j
|
≤
β
|
a
i
j
|, |
δ
b
i
|
≤
β
|
b
i
|
 such that
(
A
 +
δ
A
)
x
 = (
b
 +
δ
b
)
.
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
    ?potrf
  • call the solver routine
    ?potrs
    .
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'
.
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.
nrhs
The number of right-hand sides;
nrhs
≥
 0.
a
Array
a
 (size max(1,
lda
*
n
)) contains the original matrix
A
, as supplied to
?potrf
.
af
Array
af
 (size max(1,
ldaf
*
n
)) contains the factored matrix
A
, as returned by
?potrf
.
b
Array
b
of size max(1,
ldb
*
nrhs
) for column major layout and max(1,
ldb
*
n
) for row major layout
 contains the right-hand side matrix
B
. The second dimension of
b
 must be at least
max(1,
nrhs
)
.
x
Array
x
 of size max(1,
ldx
*
nrhs
) for column major layout and max(1,
ldx
*
n
) for row major layout contains the solution matrix
X
.
lda
The leading dimension of
a
;
lda
≥
 max(1,
n
)
.
ldaf
The leading dimension of
af
;
ldaf
≥
 max(1,
n
)
.
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
4
n
2
 floating-point operations (for real flavors) or
16
n
2
 operations (for complex flavors). In addition, each step of iterative refinement involves
6
n
2
 operations (for real flavors) or
24
n
2
 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
2
n
2
 floating-point operations for real flavors or
8
n
2
 for complex flavors.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.