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LA_TRIMPROVE

LA_TRIMPROVE

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:

; Define array a:
aupper = [1, 1, 1]
adiag = [-4, -4, -4, -4]
alower = [2, 2, 2]
; Define right-hand side vector b:
b = [6, -8, -5, 8]
 
; Decompose a:
dlower = alower
darray = adiag
dupper = aupper
LA_TRIDC, dlower, darray, dupper, u2, index
 
; Compute and improve the solution:
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


5.6

Introduced

Resources and References


For details see Anderson et al., LAPACK Users' Guide, 3rd ed., SIAM, 1999.

See Also


LA_TRIDC, LA_TRISOL

Notes


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