IMSL_SP_BDFAC

The IMSL_SP_BDSOL procedure computes the LU factorization of a matrix stored in band storage mode.

This routine requires an IDL Advanced Math and Stats license. For more information, contact your sales or technical support representative.

The IMSL_SP_BDFAC function computes the LU factorization of A with based on the blocked LU factorization algorithm given in Du Croz, et al, (1990). Level-3 BLAS invocations were replaced by in-line loops. The blocking factor BLK_FACTOR has the default value of 1, but can be reset to any positive value not exceeding 32.

An estimate of the L₁ condition number of A is computed using Higham’s modifications to Hager’s method, as given in Higham (1988). If the estimated condition number is greater than 1/ε (where ε is the machine precision), a warning message is issued. This indicates that very small changes in A may produce large changes in the solution x.

Example

Consider the 1000 x 1000 banded matrix below:

This example computes the solution to Ax₁ = b₁ and Ax₂ = b₂, where b₁ and b₂ are random vectors. The factorization is computed just once, using IMSL_SP_BDFAC, and the solutions are computed using IMSL_SP_BDSOL.

n_rows = 1000L

nlca = 1L

nuca = 1L

a = DBLARR(n_rows*(nlca+nuca+1))

a(1:n_rows-1) = 4

a(n_rows:2*n_rows-1) = -1

a(2*n_rows:*) = 4

; Fill A with the values of the bands.

seed = 123L

b1 = RANDOMU(seed, n_rows)

b2 = RANDOMU(seed, n_rows)

; Fill random vectors

IMSL_SP_BDFAC, nlca, nuca, n_rows, a, pivot, factor

; Compute the factorization using IMSL_SP_BDFAC.

x1 = IMSL_SP_BDSOL(b1, nlca, nuca, Factor = factor, Pivot = pivot)

; Compute solution of Ax1 = b1 above, and output residual below.

PM, TOTAL(ABS(IMSL_SP_MVMUL(n_rows, n_rows, nlca, nuca, $

  a, x1)-b1))

  1.2367884e-13

x2 = IMSL_SP_BDSOL(b2, nlca, nuca, Factor = factor, Pivot = pivot)

; Compute the solution of Ax2 = b2 above, and output residual.

PM, TOTAL(ABS(IMSL_SP_MVMUL(n_rows, n_rows, nlca, nuca, $

  a, x2)-b2))

  9.1537888e-14

Syntax

IMSL_SP_BDFAC, Nlca, Nuca, N_rows, A, Pivot, Factor [, BLK_FACTOR=value] [, CONDITION=variable] [, /DOUBLE]

Return Value

None

Arguments

A

Array of size (Nlca + Nuca + 1) x n containing the n x n banded coefficient matrix in band storage mode A(i, j). See “Band Storage Format” for a description of band storage mode.

Factor

A named variable that will contain an array of size (2*nlca + nuca + 1) x n_rows containing the LU factorization of A with column pivoting. The keywords FACTOR and CONDITION cannot be used together.

Nlca

Number of lower codiagonals in a.

Nuca

Number of upper codiagonals in a.

N_rows

Number of rows in a.

Pivot

A named variable that will contain a one-dimensional array containing the pivot sequence. The keywords PIVOT and CONDITION cannot be used together.

Keywords

BLK_FACTOR (optional)

The blocking factor. This keyword must be set no larger than 32. Default: BLK_FACTOR = 1.

CONDITION (optional)

Named variable into which an estimate of the L₁ condition number is stored. This keyword cannot be used with PIVOT and FACTOR.

DOUBLE (optional)

If present and nonzero, double precision is used.

Version History

6.4	Introduced