DSPOSV(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸ’– DSPOSV(3) β€” LAPACK Library Functions Manual πŸ’–

🌸 NAME 🌸

/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dsposv.f β€” bestie, this is the full source-file path for DSPOSV, the LAPACK routine that solves a real linear system A * X = B for PO matrices. The path is literally giving main-character energy in the NAME section. πŸ’…

✨ SYNOPSIS ✨

🧚 Functions/Subroutines

subroutine DSPOSV (uplo, n, nrhs, a, lda, b, ldb, x, ldx, work, swork, iter, info)

DSPOSV computes the solution to system of linear equations A * X = B for PO matrices

πŸ¦‹ Function/Subroutine Documentation πŸ¦‹

subroutine DSPOSV (character uplo, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldx, * ) x, integer ldx, double precision, dimension( n, * ) work, real, dimension( * ) swork, integer iter, integer info)

DSPOSV computes the solution to system of linear equations A * X = B for PO matrices

🎯 Purpose

Okay so DSPOSV 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. πŸ’–

First it attempts to factorize the matrix in SINGLE PRECISION and use that factorization inside an iterative refinement procedure to produce a solution with DOUBLE PRECISION normwise backward error quality (see below). If the approach fails, the method switches to a DOUBLE PRECISION factorization and solve. ✨

The iterative refinement is not going to be a winning strategy if the ratio of SINGLE PRECISION performance over DOUBLE PRECISION performance is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement. πŸ‘‘

The iterative refinement process is stopped if

ITER > ITERMAX

or for all the RHS we have:

RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX

where

  • ITER is the number of the current iteration in the iterative refinement process
  • RNRM is the infinity-norm of the residual
  • XNRM is the infinity-norm of the solution
  • ANRM is the infinity-operator-norm of the matrix A
  • EPS is the machine epsilon returned by DLAMCH('Epsilon')

The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively. πŸŽ€

🧚 Parameters

  • UPLO β€” UPLO is CHARACTER*1
    • = 'U': Upper triangle of A is stored;
    • = 'L': Lower triangle of A is stored.
  • N β€” N is INTEGER
    • The number of linear equations, i.e., the order of the matrix A. N >= 0. πŸ¦‹
  • NRHS β€” NRHS is INTEGER
    • The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. 🌸
  • A β€” 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 iterative refinement has been successfully used (INFO = 0 and ITER >= 0, see description below), then A is unchanged. If double precision factorization has been used (INFO = 0 and ITER < 0, see description below), then the array A contains the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. πŸ’œ
  • LDA β€” LDA is INTEGER
    • The leading dimension of the array A. LDA >= max(1,N). ✨
  • B β€” B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    • The N-by-NRHS right hand side matrix B. 🫢
  • LDB β€” LDB is INTEGER
    • The leading dimension of the array B. LDB >= max(1,N). πŸŽ€
  • X β€” X is DOUBLE PRECISION array, dimension (LDX,NRHS)
    • If INFO = 0, the N-by-NRHS solution matrix X. 🌈
  • LDX β€” LDX is INTEGER
    • The leading dimension of the array X. LDX >= max(1,N). ⭐
  • WORK β€” WORK is DOUBLE PRECISION array, dimension (N,NRHS)
    • This array is used to hold the residual vectors. 🧚
  • SWORK β€” SWORK is REAL array, dimension (N*(N+NRHS))
    • This array is used to use the single precision matrix and the right-hand sides or solutions in single precision. πŸ’…
  • ITER β€” ITER is INTEGER
    • < 0: iterative refinement has failed, double precision factorization has been performed
      • -1 : the routine fell back to full precision for implementation- or machine-specific reasons
      • -2 : narrowing the precision induced an overflow, the routine fell back to full precision
      • -3 : failure of SPOTRF
      • -31: stop the iterative refinement after the 30th iterations
    • > 0: iterative refinement has been successfully used. Returns the number of iterations πŸ”₯
  • INFO β€” 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 (DOUBLE PRECISION) A is not positive, so the factorization could not be completed, and the solution has not been computed. πŸ’€

🫢 Author

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 197 of file dsposv.f. 🌸

🌈 Author

Generated automatically by Doxygen for LAPACK from the source code. ✨


Okay bestie, that's the whole DSPOSV tea β˜•πŸ’–. Cute sign-off from the footer: LAPACK, Version 3.12.0, and /home/abui...RC/dsposv.f(3) β€” that's the source/version and the footer as printed, no separate date shown. Slay. πŸ’…βœ¨

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