Up: General Linear Systems
- If = 'N', the
decomposition is used to factor the matrix as ,
where is a product of permutation and unit lower bidiagonal
matrices and is upper triangular with nonzeros in only the main
diagonal and first two superdiagonals.
- If some , so that is singular, then the routine
. Otherwise, the factored form of
is used to estimate the condition number of . If the
reciprocal of the condition number is less than machine precision,
, where is the order of , is returned as a
warning. However, the routine
still goes on to solve for . Iterative refinement is applied to improve
the computed solution.
- LA_GTSVX also optionally computes, for each solution vector
the estimated forward error bound and the componentwise backward error.