Contents

# ?gesvx

Computes the solution to the system of linear equations with a square coefficient matrix A and multiple right-hand sides, and provides error bounds on the solution.

## Syntax

Include Files
• mkl.h
Description
The routine uses the
LU
factorization to compute the solution to a real or complex system of linear equations
A*X
=
B
, where
A
is an
n
-by-
n
matrix, the columns of matrix
B
are individual right-hand sides, and the columns of
X
are the corresponding solutions.
Error bounds on the solution and a condition estimate are also provided.
The routine
?gesvx
performs the following steps:
1. If
fact
=
'E'
, real scaling factors
r
and
c
are computed to equilibrate the system:
trans
=
'N'
:
diag
(
r
)*
A
*
diag
(
c
)*inv(
diag
(
c
))*
X
=
diag
(
r
)*
B
trans
=
'T'
:
(
diag
(
r
)*
A
*
diag
(
c
))
T
*inv(
diag
(
r
))*
X
=
diag
(
c
)*
B
trans
=
'C'
:
(
diag
(
r
)*
A
*
diag
(
c
))
H
*inv(
diag
(
r
))*
X
=
diag
(
c
)*
B
Whether or not the system will be equilibrated depends on the scaling of the matrix
A
, but if equilibration is used,
A
is overwritten by
diag
(
r
)*
A
*
diag
(
c
)
and
B
by
diag
(
r
)*
B
(if
trans
=
'N'
)
or
diag
(
c
)*
B
(if
trans
=
'T'
or
'C'
).
2. If
fact
=
'N'
or
'E'
, the
LU
decomposition is used to factor the matrix
A
(after equilibration if
fact
=
'E'
) as
A
=
P*L*U
, where
P
is a permutation matrix,
L
is a unit lower triangular matrix, and
U
is upper triangular.
3. If some
U
i
,
i
= 0, so that
U
is exactly singular, then the routine returns with
info
=
i
. Otherwise, the factored form of
A
is used to estimate the condition number of the matrix
A
. If the reciprocal of the condition number is less than machine precision,
info
=
n
+ 1
is returned as a warning, but the routine still goes on to solve for
X
and compute error bounds as described below.
4. The system of equations is solved for
X
using the factored form of
A
.
5. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
6. If equilibration was used, the matrix
X
is premultiplied by
diag
(
c
)
(if
trans
=
'N'
) or
diag
(
r
)
(if
trans
=
'T'
or
'C'
) so that it solves the original system before equilibration.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
fact
Must be
'F'
,
'N'
, or
'E'
.
Specifies whether or not the factored form of the matrix
A
is supplied on entry, and if not, whether the matrix
A
should be equilibrated before it is factored.
If
fact
=
'F'
: on entry,
af
and
ipiv
contain the factored form of
A
. If
equed
is not
'N'
, the matrix
A
has been equilibrated with scaling factors given by
r
and
c
.
a
,
af
, and
ipiv
are not modified.
If
fact
=
'N'
, the matrix
A
will be copied to
af
and factored.
If
fact
=
'E'
, the matrix
A
will be equilibrated if necessary, then copied to
af
and factored.
trans
Must be
'N'
,
'T'
, or
'C'
.
Specifies the form of the system of equations:
If
trans
=
'N'
, the system has the form
A
*X
=
B
(No transpose).
If
trans
=
'T'
, the system has the form
A
T
*X
=
B
(Transpose).
If
trans
=
'C'
, the system has the form
A
H
*X
=
B
(Transpose for real flavors, conjugate transpose for complex flavors).
n
The number of linear equations; the order of the matrix
A
;
n
0.
nrhs
The number of right hand sides; the number of columns of the matrices
B
and
X
;
nrhs
0.
a
The array
a
(size max(1,
lda
*
n
))
contains the matrix
A
. If
fact
=
'F'
and
equed
is not
'N'
, then
A
must have been equilibrated by the scaling factors in
r
and/or
c
.
af
The array
af
af
(size max(1,
ldaf
*
n
))
is an input argument if
fact
=
'F'
. It contains the factored form of the matrix
A
, that is, the factors
L
and
U
from the factorization
A
=
P*L*U
as computed by
?getrf
. If
equed
is not
'N'
, then
af
is the factored form of the equilibrated matrix
A
.
b
The array
b
b
of size max(1,
ldb
*
nrhs
) for column major layout and max(1,
ldb
*
n
) for row major layout
contains the matrix
B
whose columns are the right-hand sides for the systems of equations.
lda
a
;
lda
max(1,
n
)
.
ldaf
af
;
ldaf
max(1,
n
)
.
ldb
b
;
ldb
max(1,
n
) for column major layout and
ldb
nrhs
for row major layout
.
ipiv
Array, size at least
max(1,
n
)
. The array
ipiv
is an input argument if
fact
=
'F'
. It contains the pivot indices from the factorization
A
=
P*L*U
as computed by
?getrf
; row
i
of the matrix was interchanged with row
ipiv
[
i
-1]
.
equed
Must be
'N'
,
'R'
,
'C'
, or
'B'
.
equed
is an input argument if
fact
=
'F'
. It specifies the form of equilibration that was done:
If
equed
=
'N'
, no equilibration was done (always true if
fact
=
'N'
).
If
equed
=
'R'
, row equilibration was done, that is,
A
has been premultiplied by
diag
(
r
).
If
equed
=
'C'
, column equilibration was done, that is,
A
has been postmultiplied by
diag
(
c
).
If
equed
=
'B'
, both row and column equilibration was done, that is,
A
has been replaced by
diag
(
r
)*
A
*
diag
(
c
)
.
r
,
c
Arrays:
r
(size
n
)
,
c
(size
n
)
. The array
r
contains the row scale factors for
A
, and the array
c
contains the column scale factors for
A
. These arrays are input arguments if
fact
=
'F'
only; otherwise they are output arguments.
If
equed
=
'R'
or
'B'
,
A
is multiplied on the left by
diag
(
r
); if
equed
=
'N'
or
'C'
,
r
is not accessed.
If
fact
=
'F'
and
equed
=
'R'
or
'B'
, each element of
r
must be positive.
If
equed
=
'C'
or
'B'
,
A
is multiplied on the right by
diag
(
c
); if
equed
=
'N'
or
'R'
,
c
is not accessed.
If
fact
=
'F'
and
equed
=
'C'
or
'B'
, each element of
c
must be positive.
ldx
The leading dimension of the output array
x
;
ldx
max(1,
n
) for column major layout and
ldx
nrhs
for row major layout
.
Output Parameters
x
Array, size
max(1,
ldx
*
nrhs
) for column major layout and max(1,
ldx
*
n
) for row major layout
.