complexGTsolve(3)
π NAME π
complexGTsolve(3) β LAPACK, bestie. The NAME line says complexGTsolve - complex, and we're keeping it exactly like that. It's giving complex GT solve driver energy, no cap. π
β¨ SYNOPSIS β¨
πΈ Functions πΈ
subroutine cgtsv (N, NRHS, DL, D, DU, B, LDB, INFO)
CGTSV computes the solution to system of linear equations A * X = B for GT matrices
subroutine cgtsvx (FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
CGTSVX computes the solution to system of linear equations A * X = B for GT matrices
π Detailed Description π
This is the group of complex solve driver functions for GT matrices. That's the whole vibe. β¨
π Function Documentation π
π¦ subroutine cgtsv
subroutine cgtsv (integer N, integer NRHS, complex, dimension( * ) DL,
complex, dimension( * ) D, complex, dimension( * ) DU, complex,
dimension( ldb, * ) B, integer LDB, integer INFO)
CGTSV computes the solution to system of linear equations A * X = B for GT matrices
β¨ Purpose β¨
CGTSV solves the equation
A*X = B,
where A is an N-by-N tridiagonal matrix, by Gaussian elimination with partial pivoting.
Note that the equation A**T *X = B may be solved by interchanging the order of the arguments DU and DL.
π Parameters π
NβN is INTEGER. The order of the matrix A.N >= 0.NRHSβNRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B.NRHS >= 0.DLβDL is COMPLEX array, dimension (N-1). On entry, DL must contain the(n-1)subdiagonal elements of A. On exit, DL is overwritten by the(n-2)elements of the second superdiagonal of the upper triangular matrix U from the LU factorization of A, inDL(1), ..., DL(n-2).DβD is COMPLEX array, dimension (N). On entry, D must contain the diagonal elements of A. On exit, D is overwritten by thendiagonal elements of U.DUβDU is COMPLEX array, dimension (N-1). On entry, DU must contain the(n-1)superdiagonal elements of A. On exit, DU is overwritten by the(n-1)elements of the first superdiagonal of U.BβB is COMPLEX array, dimension (LDB,NRHS). On entry, theN-by-NRHSright hand side matrix B. On exit, ifINFO = 0, theN-by-NRHSsolution matrix X.LDBβLDB is INTEGER. The leading dimension of the array B.LDB >= max(1,N).INFOβINFO is INTEGER= 0: successful exit< 0: ifINFO = -i, thei-thargument had an illegal value> 0: ifINFO = i,U(i,i)is exactly zero, and the solution has not been computed. The factorization has not been completed unlessi = N.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ subroutine cgtsvx
subroutine cgtsvx (character FACT, character TRANS, integer N, integer NRHS,
complex, dimension( * ) DL, complex, dimension( * ) D, complex,
dimension( * ) DU, complex, dimension( * ) DLF, complex, dimension( * )
DF, complex, dimension( * ) DUF, complex, dimension( * ) DU2, 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)
CGTSVX computes the solution to system of linear equations A * X = B for GT matrices
β¨ Purpose β¨
CGTSVX uses the LU factorization to compute the solution to a complex system of linear equations A * X = B, A**T * X = B, or A**H * X = B, where A is a tridiagonal matrix of order N and X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided.
π« Description π«
The following steps are performed:
- If
FACT = 'N', the LU decomposition is used to factor the matrix A asA = L * U, where L is a product of permutation and unit lower bidiagonal matrices and U is upper triangular with nonzeros in only the main diagonal and first two superdiagonals. - If some
U(i,i)=0, so that U is exactly singular, then the routine returns withINFO = 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+1is returned as a warning, but the routine still goes on to solve for X and compute error bounds as described below. - The system of equations is solved for X using the factored form of A.
- Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
π Parameters π
FACTβFACT is CHARACTER*1. Specifies whether or not the factored form of A has been supplied on entry.= 'F': DLF, DF, DUF, DU2, and IPIV contain the factored form of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV will not be modified.= 'N': The matrix will be copied to DLF, DF, and DUF and factored.
TRANSβTRANS is CHARACTER*1. Specifies the form of the system of equations:= 'N':A * X = B(No transpose)= 'T':A**T * X = B(Transpose)= 'C':A**H * X = B(Conjugate transpose)
NβN is INTEGER. The order of the matrix A.N >= 0.NRHSβNRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B.NRHS >= 0.DLβDL is COMPLEX array, dimension (N-1). The(n-1)subdiagonal elements of A.DβD is COMPLEX array, dimension (N). Thendiagonal elements of A.DUβDU is COMPLEX array, dimension (N-1). The(n-1)superdiagonal elements of A.DLFβDLF is COMPLEX array, dimension (N-1). IfFACT = 'F', then DLF is an input argument and on entry contains the(n-1)multipliers that define the matrix L from the LU factorization of A as computed by CGTTRF. IfFACT = 'N', then DLF is an output argument and on exit contains the(n-1)multipliers that define the matrix L from the LU factorization of A.DFβDF is COMPLEX array, dimension (N). IfFACT = 'F', then DF is an input argument and on entry contains thendiagonal elements of the upper triangular matrix U from the LU factorization of A. IfFACT = 'N', then DF is an output argument and on exit contains thendiagonal elements of the upper triangular matrix U from the LU factorization of A.DUFβDUF is COMPLEX array, dimension (N-1). IfFACT = 'F', then DUF is an input argument and on entry contains the(n-1)elements of the first superdiagonal of U. IfFACT = 'N', then DUF is an output argument and on exit contains the(n-1)elements of the first superdiagonal of U.DU2βDU2 is COMPLEX array, dimension (N-2). IfFACT = 'F', then DU2 is an input argument and on entry contains the(n-2)elements of the second superdiagonal of U. IfFACT = 'N', then DU2 is an output argument and on exit contains the(n-2)elements of the second superdiagonal of U.IPIVβIPIV is INTEGER array, dimension (N). IfFACT = 'F', then IPIV is an input argument and on entry contains the pivot indices from the LU factorization of A as computed by CGTTRF. IfFACT = 'N', then IPIV is an output argument and on exit contains the pivot indices from the LU factorization of A; rowiof the matrix was interchanged with rowIPIV(i).IPIV(i)will always be eitheriori+1;IPIV(i) = iindicates a row interchange was not required.BβB is COMPLEX array, dimension (LDB,NRHS). TheN-by-NRHSright hand side matrix B.LDBβLDB is INTEGER. The leading dimension of the array B.LDB >= max(1,N).XβX is COMPLEX array, dimension (LDX,NRHS). IfINFO = 0orINFO = N+1, theN-by-NRHSsolution matrix X.LDXβLDX is INTEGER. The leading dimension of the array X.LDX >= max(1,N).RCONDβRCOND is REAL. The estimate of the reciprocal condition number of the matrix A. If RCOND is 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-thcolumn 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 for RCOND, 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 of A or B that makesX(j)an exact solution).WORKβWORK is COMPLEX array, dimension (2*N)RWORKβRWORK is REAL array, dimension (N)INFOINFOis anINTEGERβ she's the receipts girl, the one who tells you what actually went down π= 0β successful exit. We ate. π β¨< 0β ifINFO = -i, then the i-th argument had an illegal value. bestie you passed her something cursed π> 0β ifINFO = i, andiis:<= NβU(i,i)is exactly zero. The factorization has not been completed unlessi = N, but the factorUis exactly singular, so the solution and error bounds could not be computed.RCOND = 0is returned. it's giving "we tried, she's singular, we're going home" π= N+1βUis 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. so likeβ¦ she's technically singular but the math said "let her cook" π
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
β¨ Author
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