table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zhpsvx.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zhpsvx.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zhpsvx.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine ZHPSVX (fact, uplo, n, nrhs, ap, afp, ipiv, b,
ldb, x, ldx, rcond, ferr, berr, work, rwork, info)
ZHPSVX computes the solution to system of linear equations A * X = B for
OTHER matrices
Function/Subroutine Documentation¶
subroutine ZHPSVX (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)¶
ZHPSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
!> !> ZHPSVX uses the diagonal pivoting factorization A = U*D*U**H or !> A = L*D*L**H to compute the solution to a complex system of linear !> equations A * X = B, where A is an N-by-N Hermitian 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. !>
Description:
!> !> The following steps are performed: !> !> 1. If FACT = 'N', the diagonal pivoting method is used to factor A as !> A = U * D * U**H, if UPLO = 'U', or !> A = L * D * L**H, if UPLO = 'L', !> where U (or L) is a product of permutation and unit upper (lower) !> triangular matrices and D is Hermitian 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. !>
Parameters
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. AFP and IPIV will not be modified. !> = 'N': The matrix A will be copied to AFP and factored. !>
UPLO
!> UPLO is CHARACTER*1 !> = 'U': Upper triangle of A is stored; !> = 'L': Lower triangle of A is stored. !>
N
!> N is INTEGER !> The number of linear equations, i.e., the order of the !> matrix A. N >= 0. !>
NRHS
!> NRHS is INTEGER !> The number of right hand sides, i.e., the number of columns !> of the matrices B and X. NRHS >= 0. !>
AP
!> AP is COMPLEX*16 array, dimension (N*(N+1)/2) !> The upper or lower triangle of the Hermitian 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. !>
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**H or A = L*D*L**H as computed by ZHPTRF, 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**H or A = L*D*L**H as computed by ZHPTRF, stored as !> a packed triangular matrix in the same storage format as A. !>
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 ZHPTRF. !> 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 ZHPTRF. !>
B
!> B is COMPLEX*16 array, dimension (LDB,NRHS) !> The N-by-NRHS right hand side matrix B. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
X
!> X is COMPLEX*16 array, dimension (LDX,NRHS) !> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. !>
LDX
!> LDX is INTEGER !> The leading dimension of the array X. LDX >= max(1,N). !>
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. !>
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. !>
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). !>
WORK
!> WORK is COMPLEX*16 array, dimension (2*N) !>
RWORK
!> RWORK is DOUBLE PRECISION array, dimension (N) !>
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. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> The packed storage scheme is illustrated by the following example !> when N = 4, UPLO = 'U': !> !> Two-dimensional storage of the Hermitian matrix A: !> !> a11 a12 a13 a14 !> a22 a23 a24 !> a33 a34 (aij = conjg(aji)) !> a44 !> !> Packed storage of the upper triangle of A: !> !> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] !>
Definition at line 275 of file zhpsvx.f.
Author¶
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