table of contents
posv(3) | Library Functions Manual | posv(3) |
NAME¶
posv - posv: factor and solve
SYNOPSIS¶
Functions¶
subroutine CPOSV (uplo, n, nrhs, a, lda, b, ldb, info)
CPOSV computes the solution to system of linear equations A * X = B for PO
matrices subroutine DPOSV (uplo, n, nrhs, a, lda, b, ldb, info)
DPOSV computes the solution to system of linear equations A * X = B for PO
matrices subroutine SPOSV (uplo, n, nrhs, a, lda, b, ldb, info)
SPOSV computes the solution to system of linear equations A * X = B for PO
matrices subroutine ZPOSV (uplo, n, nrhs, a, lda, b, ldb, info)
ZPOSV computes the solution to system of linear equations A * X = B for PO
matrices
Detailed Description¶
Function Documentation¶
subroutine CPOSV (character uplo, integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, integer info)¶
CPOSV computes the solution to system of linear equations A * X = B for PO matrices
Purpose:
!> !> CPOSV computes the solution to a complex system of linear equations !> A * X = B, !> where A is an N-by-N Hermitian positive definite matrix and X and B !> are N-by-NRHS matrices. !> !> The Cholesky decomposition is used to factor A as !> A = U**H* U, if UPLO = 'U', or !> A = L * L**H, if UPLO = 'L', !> where U is an upper triangular matrix and L is a lower triangular !> matrix. The factored form of A is then used to solve the system of !> equations A * X = B. !>
Parameters
!> 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 matrix B. NRHS >= 0. !>
A
!> A is COMPLEX array, dimension (LDA,N) !> On entry, the Hermitian matrix A. If UPLO = 'U', the leading !> N-by-N upper triangular part of A contains the upper !> triangular part of the matrix A, and the strictly lower !> triangular part of A is not referenced. If UPLO = 'L', the !> leading N-by-N lower triangular part of A contains the lower !> triangular part of the matrix A, and the strictly upper !> triangular part of A is not referenced. !> !> On exit, if INFO = 0, the factor U or L from the Cholesky !> factorization A = U**H*U or A = L*L**H. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
B
!> B is COMPLEX array, dimension (LDB,NRHS) !> On entry, the N-by-NRHS right hand side matrix B. !> On exit, if INFO = 0, the N-by-NRHS solution matrix X. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the leading principal minor of order i !> of A is not positive, so the factorization could not !> be completed, and the solution has not been computed. !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 129 of file cposv.f.
subroutine DPOSV (character uplo, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, integer info)¶
DPOSV computes the solution to system of linear equations A * X = B for PO matrices
Purpose:
!> !> DPOSV computes the solution to a real system of linear equations !> A * X = B, !> where A is an N-by-N symmetric positive definite matrix and X and B !> are N-by-NRHS matrices. !> !> The Cholesky decomposition is used to factor A as !> A = U**T* U, if UPLO = 'U', or !> A = L * L**T, if UPLO = 'L', !> where U is an upper triangular matrix and L is a lower triangular !> matrix. The factored form of A is then used to solve the system of !> equations A * X = B. !>
Parameters
!> 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 matrix B. NRHS >= 0. !>
A
!> A is DOUBLE PRECISION array, dimension (LDA,N) !> On entry, the symmetric matrix A. If UPLO = 'U', the leading !> N-by-N upper triangular part of A contains the upper !> triangular part of the matrix A, and the strictly lower !> triangular part of A is not referenced. If UPLO = 'L', the !> leading N-by-N lower triangular part of A contains the lower !> triangular part of the matrix A, and the strictly upper !> triangular part of A is not referenced. !> !> On exit, if INFO = 0, the factor U or L from the Cholesky !> factorization A = U**T*U or A = L*L**T. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
B
!> B is DOUBLE PRECISION array, dimension (LDB,NRHS) !> On entry, the N-by-NRHS right hand side matrix B. !> On exit, if INFO = 0, the N-by-NRHS solution matrix X. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the leading principal minor of order i !> of A is not positive, so the factorization could not !> be completed, and the solution has not been computed. !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 129 of file dposv.f.
subroutine SPOSV (character uplo, integer n, integer nrhs, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, integer info)¶
SPOSV computes the solution to system of linear equations A * X = B for PO matrices
Purpose:
!> !> SPOSV computes the solution to a real system of linear equations !> A * X = B, !> where A is an N-by-N symmetric positive definite matrix and X and B !> are N-by-NRHS matrices. !> !> The Cholesky decomposition is used to factor A as !> A = U**T* U, if UPLO = 'U', or !> A = L * L**T, if UPLO = 'L', !> where U is an upper triangular matrix and L is a lower triangular !> matrix. The factored form of A is then used to solve the system of !> equations A * X = B. !>
Parameters
!> 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 matrix B. NRHS >= 0. !>
A
!> A is REAL array, dimension (LDA,N) !> On entry, the symmetric matrix A. If UPLO = 'U', the leading !> N-by-N upper triangular part of A contains the upper !> triangular part of the matrix A, and the strictly lower !> triangular part of A is not referenced. If UPLO = 'L', the !> leading N-by-N lower triangular part of A contains the lower !> triangular part of the matrix A, and the strictly upper !> triangular part of A is not referenced. !> !> On exit, if INFO = 0, the factor U or L from the Cholesky !> factorization A = U**T*U or A = L*L**T. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
B
!> B is REAL array, dimension (LDB,NRHS) !> On entry, the N-by-NRHS right hand side matrix B. !> On exit, if INFO = 0, the N-by-NRHS solution matrix X. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the leading principal minor of order i !> of A is not positive, so the factorization could not !> be completed, and the solution has not been computed. !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 129 of file sposv.f.
subroutine ZPOSV (character uplo, integer n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, integer info)¶
ZPOSV computes the solution to system of linear equations A * X = B for PO matrices
Purpose:
!> !> ZPOSV computes the solution to a complex system of linear equations !> A * X = B, !> where A is an N-by-N Hermitian positive definite matrix and X and B !> are N-by-NRHS matrices. !> !> The Cholesky decomposition is used to factor A as !> A = U**H* U, if UPLO = 'U', or !> A = L * L**H, if UPLO = 'L', !> where U is an upper triangular matrix and L is a lower triangular !> matrix. The factored form of A is then used to solve the system of !> equations A * X = B. !>
Parameters
!> 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 matrix B. NRHS >= 0. !>
A
!> A is COMPLEX*16 array, dimension (LDA,N) !> On entry, the Hermitian matrix A. If UPLO = 'U', the leading !> N-by-N upper triangular part of A contains the upper !> triangular part of the matrix A, and the strictly lower !> triangular part of A is not referenced. If UPLO = 'L', the !> leading N-by-N lower triangular part of A contains the lower !> triangular part of the matrix A, and the strictly upper !> triangular part of A is not referenced. !> !> On exit, if INFO = 0, the factor U or L from the Cholesky !> factorization A = U**H *U or A = L*L**H. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
B
!> B is COMPLEX*16 array, dimension (LDB,NRHS) !> On entry, the N-by-NRHS right hand side matrix B. !> On exit, if INFO = 0, the N-by-NRHS solution matrix X. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the leading principal minor of order i !> of A is not positive, so the factorization could not !> be completed, and the solution has not been computed. !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 129 of file zposv.f.
Author¶
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