The LA_TRIMPROVE function improves the solution to a system of linear equations with a tridiagonal array, AX = B, and provides optional error bounds and backward error estimates.
The LA_TRIMPROVE function may also be used to improve the solutions for multiple systems of linear equations, with each column of B representing a different set of equations. In this case, the result is a k-by-n array where each of the k columns represents the improved solution vector for that set of equations.
LA_TRIMPROVE is based on the following LAPACK routines:
|
Output Type |
LAPACK Routine |
|
Float |
sgtrfs |
|
Double |
dgtrfs |
|
Complex |
cgtrfs |
|
Double complex |
zgtrfs |
Examples
Given the tridiagonal system of equations:
-4t + u = 6
2t - 4u + v = -8
2u - 4v + w = -5
2v -4w = 8
the solution can be found and improved by using the following program:
aupper = [1, 1, 1]
adiag = [-4, -4, -4, -4]
alower = [2, 2, 2]
b = [6, -8, -5, 8]
dlower = alower
darray = adiag
dupper = aupper
LA_TRIDC, dlower, darray, dupper, u2, index
x = LA_TRISOL(dlower, darray, dupper, u2, index, b)
xnew = LA_TRIMPROVE(Alower, Adiag, Aupper, $
dlower, darray, dupper, u2, index, b, x)
PRINT, 'LA_TRISOL improved solution:'
PRINT, xnew
IDL prints:
LA_TRISOL improved solution:
-1.00000 2.00000 2.00000 -1.00000
Syntax
Result = LA_TRIMPROVE( AL, A, AU, DAL, DA, DAU, DU2, Index, B, X [, BACKWARD_ERROR=variable] [, /DOUBLE] [, FORWARD_ERROR=variable] )
Return Value
The result is an n-element vector or k-by-n array.
Arguments
AL
A vector of length (n - 1) containing the subdiagonal elements of the original array.
A
A vector of length n containing the main diagonal elements of the original array.
AU
A vector of length (n - 1) containing the superdiagonal elements of the original array.
DAL
The (n - 1) elements of the lower bidiagonal array, created by the LA_TRIDC procedure.
DA
The n diagonal elements of the upper triangular array, created by the LA_TRIDC procedure.
DAU
The (n - 1) superdiagonal elements of the upper triangular array, created by the LA_TRIDC procedure.
DU2
The (n - 2) elements of the second superdiagonal of the upper triangular array, created by the LA_TRIDC procedure.
Index
An input vector, created by the LA_TRIDC procedure, containing the row permutations which occurred as a result of partial pivoting.
B
An n-element input vector containing the right-hand side of the linear system, or a k-by-n array, where each of the k columns represents a different linear system.
X
An n-element input vector, or a k-by-n array, containing the approximate solutions to the linear system, created by the LA_TRISOL function.
Keywords
BACKWARD_ERROR
Set this keyword to a named variable that will contain the relative backward error estimate for each linear system. If B is a vector containing a single linear system, then BACKWARD_ERROR will be a scalar. If B is an array containing k linear systems, then BACKWARD_ERROR will be a k-element vector. The backward error is the smallest relative change in any element of A or B that makes X an exact solution.
DOUBLE
Set this keyword to use double-precision for computations and to return a double-precision (real or complex) result. Set DOUBLE = 0 to use single-precision for computations and to return a single-precision (real or complex) result. The default is /DOUBLE if AL is double precision, otherwise the default is DOUBLE = 0.
FORWARD_ERROR
Set this keyword to a named variable that will contain the estimated forward error bound for each linear system. If B is a vector containing a single linear system, then FORWARD_ERROR will be a scalar. If B is an array containing k linear systems, then FORWARD_ERROR will be a k-element vector. For each linear system, if Xtrue is the true solution corresponding to X, then the forward error is an estimated upper bound for the magnitude of the largest element in (X - Xtrue) divided by the magnitude of the largest element in X.
Version History
Resources and References
For details see Anderson et al., LAPACK Users' Guide, 3rd ed., SIAM, 1999.
See Also
LA_TRIDC, LA_TRISOL