SRC/chpsvx.f(3)
π NAME π
SRC/chpsvx.f
okay so bestie, this page lives in the Library Functions Manual and it is literally all about SRC/chpsvx.f(3) β¨ we are getting into chpsvx and we are keeping every single detail because that's the vibe π
β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine chpsvx (fact, uplo, n, nrhs, ap, afp, ipiv, b, ldb, x, ldx,
rcond, ferr, berr, work, rwork, info)
CHPSVX computes the solution to system of linear equations A * X =
B for OTHER matrices
πΈ Function/Subroutine Documentation πΈ
subroutine chpsvx (character fact, character uplo, integer n, integer nrhs,
complex, dimension( * ) ap, complex, dimension( * ) afp, integer,
dimension( * ) ipiv, complex, dimension( ldb, * ) b, integer ldb,
complex, dimension( ldx, * ) x, integer ldx, real rcond, real,
dimension( * ) ferr, real, dimension( * ) berr, complex, dimension( * )
work, real, dimension( * ) rwork, integer info)
CHPSVX computes the solution to system of linear equations A * X = B
for OTHER matrices
π Purpose π
okay so CHPSVX 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 π«Ά
it also provides error bounds on the solution and a condition estimate, because it's generous like that π
π¦ Description π¦
the following steps are performed:
- if
FACT = 'N', the diagonal pivoting method is used to factorAasA = U * D * U**H, ifUPLO = 'U', orA = L * D * L**H, ifUPLO = 'L', whereU(orL) is a product of permutation and unit upper (lower) triangular matrices andDis Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks β¨ - if some
D(i,i)=0, so thatDis exactly singular, then the routine returns withINFO = i. otherwise, the factored form ofAis used to estimate the condition number of the matrixA. if the reciprocal of the condition number is less than machine precision,INFO = N+1is returned as a warning, but the routine still goes on to solve forXand compute error bounds as described below π - the system of equations is solved for
Xusing the factored form ofAπ₯ - iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it π
π Parameters π
FACTβFACT is CHARACTER*1. specifies whether or not the factored form ofAhas been supplied on entry.= 'F':on entry,AFPandIPIVcontain the factored form ofA.AFPandIPIVwill not be modified.= 'N':the matrixAwill be copied toAFPand factored.
UPLOβUPLO is CHARACTER*1= 'U':upper triangle ofAis stored;= 'L':lower triangle ofAis stored.
NβN is INTEGER. the number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβNRHS is INTEGER. the number of right hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.APβAP is COMPLEX array, dimension (N*(N+1)/2). the upper or lower triangle of the Hermitian matrixA, packed columnwise in a linear array. thej-th column ofAis stored in the arrayAPas 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 π
AFPβAFP is COMPLEX array, dimension (N*(N+1)/2). ifFACT = 'F', thenAFPis an input argument and on entry contains the block diagonal matrixDand the multipliers used to obtain the factorUorLfrom the factorizationA = U*D*U**HorA = L*D*L**Has computed byCHPTRF, stored as a packed triangular matrix in the same storage format asA.
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 CHPTRF, stored as a packed triangular matrix in the same storage format as A.
IPIVβIPIV is INTEGER array, dimension (N). ifFACT = 'F', thenIPIVis an input argument and on entry contains details of the interchanges and the block structure ofD, as determined byCHPTRF.
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 CHPTRF.
BβB is COMPLEX array, dimension (LDB,NRHS). theN-by-NRHSright hand side matrixB.LDBβLDB is INTEGER. the leading dimension of the arrayB.LDB >= max(1,N).XβX is COMPLEX array, dimension (LDX,NRHS). ifINFO = 0orINFO = N+1, theN-by-NRHSsolution matrixX.LDXβLDX is INTEGER. the leading dimension of the arrayX.LDX >= max(1,N).RCONDβRCOND is REAL. the estimate of the reciprocal condition number of the matrixA. ifRCONDis less than the machine precision (in particular, ifRCOND = 0), the matrix is singular to working precision. this condition is indicated by a return code ofINFO > 0.FERRβFERR is REAL array, dimension (NRHS). the estimated forward error bound for each solution vectorX(j)(thej-th column of the solution matrixX). ifXTRUEis the true solution corresponding toX(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 inX(j). the estimate is as reliable as the estimate forRCOND, and is almost always a slight overestimate of the true error.BERRβBERR is REAL array, dimension (NRHS). the componentwise relative backward error of each solution vectorX(j)(i.e., the smallest relative change in any element ofAorBthat makesX(j)an exact solution).WORKβWORK is COMPLEX array, dimension (2*N)RWORKβRWORK is REAL array, dimension (N)INFOβINFO is INTEGER= 0:successful exit< 0:ifINFO = -i, thei-th argument had an illegal value> 0:ifINFO = i, andiis<= N:D(i,i)is exactly zero. the factorization has been completed but the factorDis exactly singular, so the solution and error bounds could not be computed.RCOND = 0is returned.= N+1:Dis nonsingular, butRCONDis 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 ofRCONDwould suggest. π
π Author π
the author squad is literally:
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Further Details π
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 ]
π Definition at line 275 of file chpsvx.f.
π§ Author π§
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β¨
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