complex16OTHERsolve(3)
๐ complex16OTHERsolve(3) ๐
okay bestie, welcome to complex16OTHERsolve(3) โ the LAPACK manual for the complex16 OTHER solve routines. This page is long, so it comes in 6 parts. This is part 1, and more parts are coming, so don't go anywhere ๐
.
โจ NAME โจ
complex16OTHERsolve โ complex16 Other Solve Routines
๐ SYNOPSIS ๐
Functions
Here's the whole function lineup, no cap. Every signature is exactly as written:
subroutine zgglse (M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO)
ZGGLSE solves overdetermined or underdetermined systems for OTHER
matrices
subroutine zhpsv (UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)
ZHPSV computes the solution to system of linear equations A * X = B
for OTHER matrices
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
subroutine zpbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO)
ZPBSV computes the solution to system of linear equations A * X = B
for OTHER matrices
subroutine zpbsvx (FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED,
S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
ZPBSVX computes the solution to system of linear equations A * X =
B for OTHER matrices
subroutine zppsv (UPLO, N, NRHS, AP, B, LDB, INFO)
ZPPSV computes the solution to system of linear equations A * X = B
for OTHER matrices
subroutine zppsvx (FACT, UPLO, N, NRHS, AP, AFP, EQUED, S, B, LDB, X,
LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
ZPPSVX computes the solution to system of linear equations A * X =
B for OTHER matrices
subroutine zspsv (UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)
ZSPSV computes the solution to system of linear equations A * X = B
for OTHER matrices
subroutine zspsvx (FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX,
RCOND, FERR, BERR, WORK, RWORK, INFO)
ZSPSVX computes the solution to system of linear equations A * X =
B for OTHER matrices
๐ Detailed Description ๐
This is the group of complex16 Other Solve routines. periodt.
๐ฅ Function Documentation ๐ฅ
๐
subroutine zgglse ๐
subroutine zgglse (integer M, integer N, integer P, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer LDB,
complex*16, dimension( * ) C, complex*16, dimension( * ) D, complex*16,
dimension( * ) X, complex*16, dimension( * ) WORK, integer LWORK,
integer INFO)
ZGGLSE solves overdetermined or underdetermined systems for OTHER
matrices
Purpose
ZGGLSE solves the linear equality-constrained least squares (LSE) problem:
minimize || c - A*x ||_2 subject to B*x = d
where A is an M-by-N matrix, B is a P-by-N matrix, c is a given M-vector, and d is a given P-vector. It is assumed that P <= N <= M+P, and
rank(B) = P and rank( (A) ) = N.
( (B) )
These conditions ensure that the LSE problem has a unique solution, which is obtained using a generalized RQ factorization of the matrices (B, A) given by
B = (0 R)*Q, A = Z*T*Q.
Parameters
MโMisINTEGER. The number of rows of the matrixA.M >= 0.NโNisINTEGER. The number of columns of the matricesAandB.N >= 0.PโPisINTEGER. The number of rows of the matrixB.0 <= P <= N <= M+P.AโAisCOMPLEX*16array, dimension(LDA,N). On entry, theM-by-NmatrixA. On exit, the elements on and above the diagonal of the array contain themin(M,N)-by-Nupper trapezoidal matrixT.LDAโLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,M).BโBisCOMPLEX*16array, dimension(LDB,N). On entry, theP-by-NmatrixB. On exit, the upper triangle of the subarrayB(1:P,N-P+1:N)contains theP-by-Pupper triangular matrixR.LDBโLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,P).CโCisCOMPLEX*16array, dimension(M). On entry,Ccontains the right hand side vector for the least squares part of the LSE problem. On exit, the residual sum of squares for the solution is given by the sum of squares of elementsN-P+1toMof vectorC.DโDisCOMPLEX*16array, dimension(P). On entry,Dcontains the right hand side vector for the constrained equation. On exit,Dis destroyed.XโXisCOMPLEX*16array, dimension(N). On exit,Xis the solution of the LSE problem.WORKโWORKisCOMPLEX*16array, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKโLWORKisINTEGER. The dimension of the arrayWORK.LWORK >= max(1,M+N+P). For optimum performanceLWORK >= P+min(M,N)+max(M,N)*NB, whereNBis an upper bound for the optimal blocksizes forZGEQRF,CGERQF,ZUNMQRandCUNMRQ. IfLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.INFOโINFOisINTEGER= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.= 1: the upper triangular factorRassociated withBin the generalized RQ factorization of the pair(B, A)is singular, so thatrank(B) < P; the least squares solution could not be computed.= 2: the(N-P)by(N-P)part of the upper trapezoidal factorTassociated withAin the generalized RQ factorization of the pair(B, A)is singular, so that
rank( (A) ) < N; the least squares solution could not
( (B) )
be computed.
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
๐ subroutine zhpsv ๐
subroutine zhpsv (character UPLO, integer N, integer NRHS, complex*16,
dimension( * ) AP, integer, dimension( * ) IPIV, complex*16, dimension(
ldb, * ) B, integer LDB, integer INFO)
ZHPSV computes the solution to system of linear equations A * X = B for
OTHER matrices
Purpose
ZHPSV computes 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.
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, D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.
Parameters
UPLOโUPLOisCHARACTER*1= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NโNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSโNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.APโAPisCOMPLEX*16array, dimension(N*(N+1)/2). On entry, the upper or lower triangle of the Hermitian matrixA, packed columnwise in a linear array. The j-th column ofAis stored in the arrayAPas follows:- if
UPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2n-j)/2) = A(i,j)forj<=i<=n. See below for further details.
- if
On exit, 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.
IPIVโIPIVisINTEGERarray, dimension(N). Details of the interchanges and the block structure ofD, as determined byZHPTRF. IfIPIV(k) > 0, then rows and columnskandIPIV(k)were interchanged, andD(k,k)is a 1-by-1 diagonal block. IfUPLO = 'U'andIPIV(k) = IPIV(k-1) < 0, then rows and columnsk-1and-IPIV(k)were interchanged andD(k-1:k,k-1:k)is a 2-by-2 diagonal block. IfUPLO = 'L'andIPIV(k) = IPIV(k+1) < 0, then rows and columnsk+1and-IPIV(k)were interchanged andD(k:k+1,k:k+1)is a 2-by-2 diagonal block.BโBisCOMPLEX*16array, dimension(LDB,NRHS). On entry, theN-by-NRHSright hand side matrixB. On exit, ifINFO = 0, theN-by-NRHSsolution matrixX.LDBโLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).INFOโINFOisINTEGER= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i,D(i,i)is exactly zero. The factorization has been completed, but the block diagonal matrixDis exactly singular, so the solution could not be computed.
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 ]
and bestie, that's just part 1 โ there's more where that came from, so stay tuned ๐โจ
zhpsvx ๐
bestie, okay so ZHPSVX is the main character for solving A * X = B when your matrix is OTHER-coded. The one-liner is: ZHPSVX computes the solution to system of linear equations A * X = B for OTHER matrices.
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)
Purpose โจ
Okay so 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. ๐ซถ
Description ๐ง
The following steps are performed, no cap:
- If
FACT = 'N', the diagonal pivoting method is used to factorAas
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. ๐
- 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. ๐ญ - The system of equations is solved for
Xusing the factored form ofA. โจ - Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it. ๐ฅ
Parameters ๐
FACTโFACTisCHARACTER*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.
UPLOโUPLOisCHARACTER*1.= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NโNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSโNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.APโAPisCOMPLEX*16array, 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)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2*n-j)/2) = A(i,j)forj<=i<=n. See below for further details. ๐
- if
AFPโAFPisCOMPLEX*16array, dimension(N*(N+1)/2).- If
FACT = '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 byZHPTRF, stored as a packed triangular matrix in the same storage format asA. - If
FACT = 'N', thenAFPis an output argument and on exit contains the block diagonal matrixDand the multipliers used to obtain the factorUorLfrom the factorizationA = U*D*U**HorA = L*D*L**Has computed byZHPTRF, stored as a packed triangular matrix in the same storage format asA.
- If
IPIVโIPIVisINTEGERarray, dimension(N).- If
FACT = 'F', thenIPIVis an input argument and on entry contains details of the interchanges and the block structure ofD, as determined byZHPTRF.- If
IPIV(k) > 0, then rows and columnskandIPIV(k)were interchanged andD(k,k)is a 1-by-1 diagonal block. - If
UPLO = 'U'andIPIV(k) = IPIV(k-1) < 0, then rows and columnsk-1and-IPIV(k)were interchanged andD(k-1:k,k-1:k)is a 2-by-2 diagonal block. - If
UPLO = 'L'andIPIV(k) = IPIV(k+1) < 0, then rows and columnsk+1and-IPIV(k)were interchanged andD(k:k+1,k:k+1)is a 2-by-2 diagonal block.
- If
- If
FACT = 'N', thenIPIVis an output argument and on exit contains details of the interchanges and the block structure ofD, as determined byZHPTRF.
- If
BโBisCOMPLEX*16array, dimension(LDB,NRHS). TheN-by-NRHSright hand side matrixB.LDBโLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XโXisCOMPLEX*16array, dimension(LDX,NRHS). IfINFO = 0orINFO = N+1, theN-by-NRHSsolution matrixX.LDXโLDXisINTEGER. The leading dimension of the arrayX.LDX >= max(1,N).RCONDโRCONDisDOUBLE PRECISION. 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.FERRโFERRisDOUBLE PRECISIONarray, 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.BERRโBERRisDOUBLE PRECISIONarray, 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).WORKโWORKisCOMPLEX*16array, dimension(2*N).RWORKโRWORKisDOUBLE PRECISIONarray, dimension(N).INFOโINFOisINTEGER.= 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.
Author ๐
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details ๐
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 ]
zpbsv ๐
subroutine zpbsv (character UPLO, integer N, integer KD, integer NRHS,
complex*16, dimension( ldab, * ) AB, integer LDAB, complex*16,
dimension( ldb, * ) B, integer LDB, integer INFO)
ZPBSV computes the solution to system of linear equations A * X = B for OTHER matrices.
Purpose โจ
ZPBSV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite band matrix and X and B are N-by-NRHS matrices. ๐ฆ
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 band matrix, and L is a lower triangular band matrix, with the same number of superdiagonals or subdiagonals as A. The factored form of A is then used to solve the system of equations A * X = B. ๐
Parameters ๐
UPLOโUPLOisCHARACTER*1.= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NโNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.KDโKDisINTEGER. The number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.NRHSโNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.ABโABisCOMPLEX*16array, dimension(LDAB,N). On entry, the upper or lower triangle of the Hermitian band matrixA, stored in the firstKD+1rows of the array. Thej-th column ofAis stored in thej-th column of the arrayABas follows:- if
UPLO = 'U',AB(KD+1+i-j,j) = A(i,j)formax(1,j-KD)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(N,j+KD). See below for further details.
- if
On exit, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**H *U or A = L*L**H of the band matrix A, in the same storage format as A. ๐
LDABโLDABis INTEGER. The leading dimension of the arrayAB.LDAB >= KD+1. โจBโBis COMPLEX*16 array, dimension(LDB,NRHS). On entry, the N-by-NRHS right hand side matrixB. On exit, ifINFO = 0, the N-by-NRHS solution matrixX. ๐LDBโLDBis INTEGER. The leading dimension of the arrayB.LDB >= max(1,N). ๐ธINFOโINFOis INTEGER.= 0: successful exit ๐ฅณ< 0: ifINFO = -i, the i-th argument had an illegal value ๐ญ> 0: ifINFO = i, the leading minor of order i ofAis not positive definite, so the factorization could not be completed, and the solution has not been computed. ๐
bestie if you see INFO > 0 it's giving singular vibes, no cap.
โจ Author โจ
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
๐ Further Details ๐
The band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = 'U':
On entry: On exit:
* * a13 a24 a35 a46 * * u13 u24 u35 u46
* a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
Similarly, if UPLO = 'L' the format of A is as follows:
On entry: On exit:
a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
a31 a42 a53 a64 * * l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
subroutine zpbsvx ๐ฆ
subroutine zpbsvx (character FACT, character UPLO, integer N, integer KD,
integer NRHS, complex*16, dimension( ldab, * ) AB, integer LDAB,
complex*16, dimension( ldafb, * ) AFB, integer LDAFB, character EQUED,
double precision, dimension( * ) S, 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)
ZPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices. ๐
Purpose:
ZPBSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to compute the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite band matrix and X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided. โจ
Description:
The following steps are performed:
- If
FACT = 'E', real scaling factors are computed to equilibrate the system:
diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
- If
FACT = 'N'or'E', the Cholesky decomposition is used to factor the matrixA(after equilibration ifFACT = 'E') as
A = U**H * U, if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular band matrix, and L is a lower triangular band matrix.
- If the leading i-by-i principal minor is not positive definite, then the routine returns with
INFO = 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. ๐ญ - The system of equations is solved for
Xusing the factored form ofA. - Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it. ๐
- If equilibration was used, the matrix
Xis premultiplied bydiag(S)so that it solves the original system before equilibration.
Parameters
FACTโFACTis CHARACTER*1. Specifies whether or not the factored form of the matrixAis supplied on entry, and if not, whether the matrixAshould be equilibrated before it is factored.= 'F': On entry,AFBcontains the factored form ofA. IfEQUED = 'Y', the matrixAhas been equilibrated with scaling factors given byS.ABandAFBwill not be modified.= 'N': The matrixAwill be copied toAFBand factored.= 'E': The matrixAwill be equilibrated if necessary, then copied toAFBand factored.
UPLOโUPLOis CHARACTER*1.= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NโNis INTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.KDโKDis INTEGER. The number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.NRHSโNRHSis INTEGER. The number of right-hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.ABโABis COMPLEX*16 array, dimension(LDAB,N). On entry, the upper or lower triangle of the Hermitian band matrixA, stored in the firstKD+1rows of the array, except ifFACT = 'F'andEQUED = 'Y', thenAmust contain the equilibrated matrixdiag(S)*A*diag(S). The j-th column ofAis stored in the j-th column of the arrayABas follows: ifUPLO = 'U',AB(KD+1+i-j,j) = A(i,j)formax(1,j-KD)<=i<=j; ifUPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(N,j+KD). See below for further details. On exit, ifFACT = 'E'andEQUED = 'Y',Ais overwritten bydiag(S)*A*diag(S).LDABโLDABis INTEGER. The leading dimension of the arrayA.LDAB >= KD+1.AFBโAFBis COMPLEX*16 array, dimension(LDAFB,N). IfFACT = 'F', thenAFBis an input argument and on entry contains the triangular factorUorLfrom the Cholesky factorizationA = U**H *UorA = L*L**Hof the band matrixA, in the same storage format asA(seeAB). IfEQUED = 'Y', thenAFBis the factored form of the equilibrated matrixA. IfFACT = 'N', thenAFBis an output argument and on exit returns the triangular factorUorLfrom the Cholesky factorizationA = U**H *UorA = L*L**H. IfFACT = 'E', thenAFBis an output argument and on exit returns the triangular factorUorLfrom the Cholesky factorizationA = U**H *UorA = L*L**Hof the equilibrated matrixA(see the description ofAfor the form of the equilibrated matrix).LDAFBโLDAFBis INTEGER. The leading dimension of the arrayAFB.LDAFB >= KD+1.EQUEDโEQUEDis CHARACTER*1. Specifies the form of equilibration that was done.= 'N': No equilibration (always true ifFACT = 'N').= 'Y': Equilibration was done, i.e.,Ahas been replaced bydiag(S) * A * diag(S).EQUEDis an input argument ifFACT = 'F'; otherwise, it is an output argument.
SโSis DOUBLE PRECISION array, dimension(N). The scale factors forA; not accessed ifEQUED = 'N'.Sis an input argument ifFACT = 'F'; otherwise,Sis an output argument. IfFACT = 'F'andEQUED = 'Y', each element ofSmust be positive.BโBis COMPLEX*16 array, dimension(LDB,NRHS). On entry, the N-by-NRHS right hand side matrixB. On exit, ifEQUED = 'N',Bis not modified; ifEQUED = 'Y',Bis overwritten bydiag(S) * B.LDBโLDBis INTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XโXis COMPLEX*16 array, dimension(LDX,NRHS). IfINFO = 0orINFO = N+1, the N-by-NRHS solution matrixXto the original system of equations. Note that ifEQUED = 'Y',AandBare modified on exit, and the solution to the equilibrated system isinv(diag(S))*X.LDXโLDXis INTEGER. The leading dimension of the arrayX.LDX >= max(1,N).RCONDโRCONDis DOUBLE PRECISION. The estimate of the reciprocal condition number of the matrixAafter equilibration (if done). 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.FERRโFERRis DOUBLE PRECISION array, dimension(NRHS). The estimated forward error bound for each solution vectorX(j)(the j-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.BERRโBERRis DOUBLE PRECISION 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).WORKโWORKโ bestie,WORKis aCOMPLEX*16array, dimension(2*N). It's giving workspace energy. ๐RWORKโRWORKis aDOUBLE PRECISIONarray, dimension(N). Real ones only, no cap. โจINFOโINFOis anINTEGER, and okay listen:= 0: successful exit, we ate. ๐< 0: ifINFO = -i, thei-th argument had an illegal value. Not iconic. ๐> 0: ifINFO = i, andiis<= N: the leading minor of orderiofAis not positive definite, so the factorization could not be completed, and the solution has not been computed.RCOND = 0is returned. ๐ซ= N+1:Uis 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. ๐ซ
๐ Author ๐
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
๐ Further Details:
The band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = 'U':
Two-dimensional storage of the Hermitian matrix A:
a11 a12 a13
a22 a23 a24
a33 a34 a35
a44 a45 a46
a55 a56
(aij=conjg(aji)) a66
Band storage of the upper triangle of A:
* * a13 a24 a35 a46
* a12 a23 a34 a45 a56
a11 a22 a33 a44 a55 a66
Similarly, if UPLO = 'L' the format of A is as follows:
a11 a22 a33 a44 a55 a66
a21 a32 a43 a54 a65 *
a31 a42 a53 a64 * *
Array elements marked * are not used by the routine. Periodt. ๐
๐งฎ subroutine zppsv ๐งฎ
subroutine zppsv (character UPLO, integer N, integer NRHS, complex*16,
dimension( * ) AP, complex*16, dimension( ldb, * ) B, integer LDB,
integer INFO)
ZPPSV computes the solution to system of linear equations A * X = B for OTHER matrices. Slay. โจ
๐ฏ Purpose:
ZPPSV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite matrix stored in packed format 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.
๐ Parameters
UPLOโUPLOisCHARACTER*1. It's giving triangle choice:= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NโNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0. No negatives, bestie.NRHSโNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.APโAPisCOMPLEX*16array, dimension(N*(N+1)/2). On entry, 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)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2n-j)/2) = A(i,j)forj<=i<=n. See below for further details.
- if
On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, in the same storage format as A.
BโBisCOMPLEX*16array, dimension(LDB,NRHS). On entry, theN-by-NRHSright hand side matrixB. On exit, ifINFO = 0, theN-by-NRHSsolution matrixX. Glow up. โจLDBโLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).INFOโINFOisINTEGER.= 0: successful exit. ๐< 0: ifINFO = -i, thei-th argument had an illegal value.> 0: ifINFO = i, the leading minor of orderiofAis not positive definite, so the factorization could not be completed, and the solution has not been computed. ๐
๐ Author ๐
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
๐ 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 ]
๐งฎ subroutine zppsvx ๐งฎ
subroutine zppsvx (character FACT, character UPLO, integer N, integer NRHS,
complex*16, dimension( * ) AP, complex*16, dimension( * ) AFP, character
EQUED, double precision, dimension( * ) S, 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)
ZPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices. Main character energy. ๐
๐ฏ Purpose:
ZPPSVX uses the Cholesky factorization A = U**H * U or A = L * L**H to compute the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite 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. We love an overachiever. โจ
๐ Description:
The following steps are performed:
- If
FACT = 'E', real scaling factors are computed to equilibrate the system:
diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
- If
FACT = 'N'or'E', the Cholesky decomposition is used to factor the matrixA(after equilibration ifFACT = 'E') as
A = U**H * U , if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix, L is a lower triangular matrix, and **H indicates conjugate transpose.
- If the leading
i-by-iprincipal minor is not positive definite, 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. - The system of equations is solved for
Xusing the factored form ofA. - Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
- If equilibration was used, the matrix
Xis premultiplied bydiag(S)so that it solves the original system before equilibration.
๐ Parameters
FACTโFACTisCHARACTER*1. Specifies whether or not the factored form of the matrixAis supplied on entry, and if not, whether the matrixAshould be equilibrated before it is factored.= 'F': On entry,AFPcontains the factored form ofA. IfEQUED = 'Y', the matrixAhas been equilibrated with scaling factors given byS.APandAFPwill not be modified.= 'N': The matrixAwill be copied toAFPand factored.= 'E': The matrixAwill be equilibrated if necessary, then copied toAFPand factored.
UPLOโUPLOisCHARACTER*1.= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NโNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSโNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.APโAPisCOMPLEX*16array, dimension(N*(N+1)/2). On entry, the upper or lower triangle of the Hermitian matrixA, packed columnwise in a linear array, except ifFACT = 'F'andEQUED = 'Y', thenAmust contain the equilibrated matrixdiag(S)*A*diag(S). Thej-th column ofAis stored in the arrayAPas follows:- if
UPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2n-j)/2) = A(i,j)forj<=i<=n. See below for further details.Ais not modified ifFACT = 'F'or'N', or ifFACT = 'E'andEQUED = 'N'on exit.
- if
On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).
AFPโAFPisCOMPLEX*16array, dimension(N*(N+1)/2). IfFACT = 'F', thenAFPis an input argument and on entry contains the triangular factorUorLfrom the Cholesky factorizationA = U**H*UorA = L*L**H, in the same storage format asA. IfEQUED .ne. 'N', thenAFPis the factored form of the equilibrated matrixA.
If FACT = 'N', then AFP is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**H * U or A = L * L**H of the original matrix A.
If FACT = 'E', then AFP is an output argument and on exit it hands you back the triangular factor U or L from the Cholesky factorization A = U**H * U or A = L * L**H of the equilibrated matrix A (peep the description of AP for what the equilibrated matrix looks like ๐
).
EQUED
EQUED is CHARACTER*1. It tells you which flavor of equilibration happened:
= 'N': No equilibration (this is always true ifFACT = 'N').= 'Y': Equilibration was done, i.e.,Ahas been replaced bydiag(S) * A * diag(S).
EQUED is an input argument if FACT = 'F'; otherwise it's an output argument. no cap ๐ซถ
S
S is DOUBLE PRECISION array, dimension (N).
These are the scale factors for A; not accessed if EQUED = 'N'. S is an input argument if FACT = 'F'; otherwise, S is an output argument. And if FACT = 'F' and EQUED = 'Y', every single element of S must be positive โ fr fr, no zeroes, no negatives โจ
B
B is COMPLEX*16 array, dimension (LDB,NRHS).
On entry, it's the N-by-NRHS right hand side matrix B. On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', B gets overwritten by diag(S) * B. she's getting a glow-up bestie ๐
LDB
LDB is INTEGER.
The leading dimension of the array B. Requirement: LDB >= max(1,N). that's the vibe check ๐ธ
X
X is COMPLEX*16 array, dimension (LDX,NRHS).
If INFO = 0 or INFO = N+1, this is the N-by-NRHS solution matrix X to the original system of equations. Big heads up though: if EQUED = 'Y', then A and B are modified on exit, and the solution to the equilibrated system is inv(diag(S))*X. it's giving "read the fine print" energy ๐ญ
LDX
LDX is INTEGER.
The leading dimension of the array X. Requirement: LDX >= max(1,N). ๐
RCOND
RCOND is DOUBLE PRECISION.
It's the estimate of the reciprocal condition number of the matrix A after equilibration (if equilibration was done). If RCOND is less than machine precision (and especially if RCOND = 0), the matrix is singular to working precision โ that situation gets flagged by a return code of INFO > 0. ๐
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), then 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). This estimate is as reliable as the estimate for RCOND, and it's almost always a slight overestimate of the true error. lowkey humble of it ๐
BERR
BERR is DOUBLE PRECISION array, dimension (NRHS).
The componentwise relative backward error of each solution vector X(j) โ i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution. iconic behavior โจ
WORK
WORK is COMPLEX*16 array, dimension (2*N).
RWORK
RWORK is DOUBLE PRECISION array, dimension (N).
INFO
INFO is INTEGER:
= 0: successful exit ๐< 0: ifINFO = -i, thei-th argument had an illegal value> 0: ifINFO = i, andiis<= N: the leading minor of orderiofAis not positive definite, so the factorization could not be completed, and the solution has not been computed.RCOND = 0is returned. ๐= N+1:Uis 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. main character energy honestly ๐
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 ]
subroutine zspsv (character UPLO, integer N, integer NRHS, complex*16, dimension( * ) AP, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer LDB, integer INFO)
subroutine zspsv (character UPLO, integer N, integer NRHS, complex*16,
dimension( * ) AP, integer, dimension( * ) IPIV, complex*16, dimension(
ldb, * ) B, integer LDB, integer INFO)
ZSPSV computes the solution to system of linear equations A * X = B for OTHER matrices. yes bestie, OTHER. we contain multitudes ๐
Purpose
ZSPSV computes 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.
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, D is symmetric and block diagonal with 1-by-1
and 2-by-2 diagonal blocks. The factored form of A is then used to
solve the system of equations A * X = B.
Parameters
UPLO
UPLO is CHARACTER*1:
= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
N
N is INTEGER.
The number of linear equations, i.e., the order of the matrix A. N >= 0. ๐ฆ
NRHS
NRHS is INTEGER.
The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. ๐
AP
AP is COMPLEX*16 array, dimension (N*(N+1)/2).
On entry, 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)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2n-j)/2) = A(i,j)forj<=i<=n.
See below for further details ๐
On exit, 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. slay โจ
IPIV
IPIV is INTEGER array, dimension (N).
Details of the interchanges and the block structure of D, as determined by ZSPTRF. Here's the tea:
- If
IPIV(k) > 0, then rows and columnskandIPIV(k)were interchanged, andD(k,k)is a 1-by-1 diagonal block. - If
UPLO = 'U'andIPIV(k) = IPIV(k-1) < 0, then rows and columnsk-1and-IPIV(k)were interchanged andD(k-1:k,k-1:k)is a 2-by-2 diagonal block. - If
UPLO = 'L'andIPIV(k) = IPIV(k+1) < 0, then rows and columnsk+1and-IPIV(k)were interchanged andD(k:k+1,k:k+1)is a 2-by-2 diagonal block.
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. ๐
LDB
LDB is INTEGER.
The leading dimension of the array B. LDB >= max(1,N). periodt ๐
INFO
INFO is INTEGER:
= 0: successful exit ๐< 0: ifINFO = -i, thei-th argument had an illegal value> 0: ifINFO = i,D(i,i)is exactly zero. The factorization has been completed, but the block diagonal matrixDis exactly singular, so the solution could not be computed. ๐
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 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 ]
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)
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 ๐ธ
Purpose
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.
Description
The following steps are performed:
- If
FACT = 'N', the diagonal pivoting method is used to factorAas
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.
- 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. - The system of equations is solved for X using the factored form of A. slay โจ
- Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it. obsessed ๐
Parameters ๐
FACTโ it's aCHARACTER*1and it's giving "did you already factor A or not?" energy. Specifies whether or not the factored form of A has been supplied on entry.= 'F': On entry,AFPandIPIVcontain the factored form of A.AP,AFPandIPIVwill not be modified.= 'N': The matrix A will be copied toAFPand factored. no cap
UPLOโCHARACTER*1, picks which triangle of A we're storing, bestie.= 'U': Upper triangle of A is stored; iconic= 'L': Lower triangle of A is stored.
NโINTEGER. The number of linear equations, i.e., the order of the matrix A.N >= 0. periodtNRHSโINTEGER. The number of right hand sides, i.e., the number of columns of the matrices B and X.NRHS >= 0. ๐APโCOMPLEX*16array, 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 arrayAPas follows:- if
UPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2*n-j)/2) = A(i,j)forj<=i<=n. - See below for further details. iykyk
- if
AFPโCOMPLEX*16array, dimension(N*(N+1)/2).- If
FACT = 'F', thenAFPis 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 factorizationA = U*D*U**TorA = L*D*L**Tas computed byZSPTRF, stored as a packed triangular matrix in the same storage format as A. - If
FACT = 'N', thenAFPis 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 factorizationA = U*D*U**TorA = L*D*L**Tas computed byZSPTRF, stored as a packed triangular matrix in the same storage format as A.
- If
IPIVโINTEGERarray, dimension(N).- If
FACT = 'F', thenIPIVis an input argument and on entry contains details of the interchanges and the block structure of D, as determined byZSPTRF.- If
IPIV(k) > 0, then rows and columns k andIPIV(k)were interchanged andD(k,k)is a 1-by-1 diagonal block. - If
UPLO = 'U'andIPIV(k) = IPIV(k-1) < 0, then rows and columnsk-1and-IPIV(k)were interchanged andD(k-1:k,k-1:k)is a 2-by-2 diagonal block. - If
UPLO = 'L'andIPIV(k) = IPIV(k+1) < 0, then rows and columnsk+1and-IPIV(k)were interchanged andD(k:k+1,k:k+1)is a 2-by-2 diagonal block.
- If
- If
FACT = 'N', thenIPIVis an output argument and on exit contains details of the interchanges and the block structure of D, as determined byZSPTRF.
- If
BโCOMPLEX*16array, dimension(LDB,NRHS). TheN-by-NRHSright hand side matrix B. main characterLDBโINTEGER. The leading dimension of the array B.LDB >= max(1,N). โจXโCOMPLEX*16array, dimension(LDX,NRHS). IfINFO = 0orINFO = N+1, theN-by-NRHSsolution matrix X. the momentLDXโINTEGER. The leading dimension of the array X.LDX >= max(1,N). ๐RCONDโDOUBLE PRECISION. The estimate of the reciprocal condition number of the matrix A. 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. danger bestieFERRโDOUBLE PRECISIONarray, dimension(NRHS). The estimated forward error bound for each solution vectorX(j)(the j-th column of the solution matrix X). 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. we love a good overestimateBERRโDOUBLE PRECISIONarray, dimension(NRHS). The componentwise relative backward error of each solution vectorX(j)(i.e., the smallest relative change in any element of A or B that makesX(j)an exact solution). slayWORKโCOMPLEX*16array, dimension(2*N). just vibesRWORKโDOUBLE PRECISIONarray, dimension(N). real ones onlyINFOโINTEGER.= 0: successful exit we ate< 0: ifINFO = -i, the i-th argument had an illegal value not the vibe> 0: ifINFO = 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 = 0is returned. singularity moment= N+1: D is 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. trust the process
Author ๐ซถ
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details: ๐
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 ]
Author ๐ค
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