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LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
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subroutine zspsvx | ( | character | FACT, |
character | UPLO, | ||
integer | N, | ||
integer | NRHS, | ||
complex*16, dimension( * ) | AP, | ||
complex*16, dimension( * ) | AFP, | ||
integer, dimension( * ) | IPIV, | ||
complex*16, dimension( ldb, * ) | B, | ||
integer | LDB, | ||
complex*16, dimension( ldx, * ) | X, | ||
integer | LDX, | ||
double precision | RCOND, | ||
double precision, dimension( * ) | FERR, | ||
double precision, dimension( * ) | BERR, | ||
complex*16, dimension( * ) | WORK, | ||
double precision, dimension( * ) | RWORK, | ||
integer | INFO | ||
) |
ZSPSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Download ZSPSVX + dependencies [TGZ] [ZIP] [TXT]
ZSPSVX uses the diagonal pivoting factorization A = U*D*U**T or A = L*D*L**T to compute the solution to a complex system of linear equations A * X = B, where A is an N-by-N symmetric matrix stored in packed format and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also provided.
The following steps are performed: 1. If FACT = 'N', the diagonal pivoting method is used to factor A as A = U * D * U**T, if UPLO = 'U', or A = L * D * L**T, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. 2. If some D(i,i)=0, so that D 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. 3. The system of equations is solved for X using the factored form of A. 4. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
[in] | FACT | FACT is CHARACTER*1 Specifies whether or not the factored form of A has been supplied on entry. = 'F': On entry, AFP and IPIV contain the factored form of A. AP, AFP and IPIV will not be modified. = 'N': The matrix A will be copied to AFP and factored. |
[in] | UPLO | UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. |
[in] | N | N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. |
[in] | NRHS | NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. |
[in] | AP | AP is COMPLEX*16 array, dimension (N*(N+1)/2) The upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. See below for further details. |
[in,out] | AFP | AFP is COMPLEX*16 array, dimension (N*(N+1)/2) If FACT = 'F', then AFP is an input argument and on entry contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by ZSPTRF, stored as a packed triangular matrix in the same storage format as A. If FACT = 'N', then AFP is an output argument and on exit contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by ZSPTRF, stored as a packed triangular matrix in the same storage format as A. |
[in,out] | IPIV | IPIV is INTEGER array, dimension (N) If FACT = 'F', then IPIV is an input argument and on entry contains details of the interchanges and the block structure of D, as determined by ZSPTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. If FACT = 'N', then IPIV is an output argument and on exit contains details of the interchanges and the block structure of D, as determined by ZSPTRF. |
[in] | B | B is COMPLEX*16 array, dimension (LDB,NRHS) The N-by-NRHS right hand side matrix B. |
[in] | LDB | LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). |
[out] | X | X is COMPLEX*16 array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. |
[in] | LDX | LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). |
[out] | RCOND | RCOND is DOUBLE PRECISION The estimate of the reciprocal condition number of the matrix A. If RCOND is less than the machine precision (in particular, if RCOND = 0), the matrix is singular to working precision. This condition is indicated by a return code of INFO > 0. |
[out] | FERR | FERR is DOUBLE PRECISION array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error. |
[out] | BERR | BERR is DOUBLE PRECISION array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution). |
[out] | WORK | WORK is COMPLEX*16 array, dimension (2*N) |
[out] | RWORK | RWORK is DOUBLE PRECISION array, dimension (N) |
[out] | INFO | INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is <= N: D(i,i) is exactly zero. The factorization has been completed but the factor D is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+1: D is nonsingular, but RCOND is less than machine precision, meaning that the matrix is singular to working precision. Nevertheless, the solution and error bounds are computed because there are a number of situations where the computed solution can be more accurate than the value of RCOND would suggest. |
The packed storage scheme is illustrated by the following example when N = 4, UPLO = 'U': Two-dimensional storage of the symmetric matrix A: a11 a12 a13 a14 a22 a23 a24 a33 a34 (aij = aji) a44 Packed storage of the upper triangle of A: AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
Definition at line 279 of file zspsvx.f.