complexOTHERsolve(3)
π¦ okay so, welcome to complexOTHERsolve(3) π¦
LAPACK girlies rise up β this is the complex Other Solve page, and it's a whole saga (six parts, no skips). Buckle in bestie, we're doing linear algebra and we're doing it cutely. π
β¨ NAME β¨
complexOTHERsolve β complex Other Solve Routines. That's the whole vibe. It's giving "we solve systems, we're complex, we're Other." π
πΈ SYNOPSIS πΈ
Functions π
Here's the whole friend group, no cap β every single one of these is a subroutine, and yes I'm listing all of them, all the args, exactly as they are:
subroutine cgglse (M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO)βCGGLSEsolves overdetermined or underdetermined systems for OTHER matrices π¦subroutine chpsv (UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)βCHPSVcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices β¨subroutine chpsvx (FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)βCHPSVXcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices πsubroutine cpbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO)βCPBSVcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices πsubroutine cpbsvx (FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)βCPBSVXcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices πsubroutine cppsv (UPLO, N, NRHS, AP, B, LDB, INFO)βCPPSVcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices βsubroutine cppsvx (FACT, UPLO, N, NRHS, AP, AFP, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)βCPPSVXcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices πsubroutine cspsv (UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)βCSPSVcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices π§subroutine cspsvx (FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)βCSPSVXcomputes the solution to system of linear equationsA * X = Bfor OTHER matrices π
iykyk: it's the same energy nine times and honestly? iconic. the args change, the mission doesn't. π
π Detailed Description π
This is the group of complex Other Solve routines. Periodt. That's the description, that's the assignment, that's the whole thing. π«Ά
π₯ Function Documentation π₯
π
subroutine cgglse π
subroutine cgglse (integer M, integer N, integer P, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) C, complex, dimension( * ) D, complex, dimension( * ) X, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CGGLSE solves overdetermined or underdetermined systems for OTHER matrices. bestie this one is the constrained-least-squares main character. π
π Purpose π
CGGLSE 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.
likeβ¦ the math is mathing and we love that for us. π
πΈ Parameters πΈ
MMisINTEGERThe number of rows of the matrixA.M >= 0.NNisINTEGERThe number of columns of the matricesAandB.N >= 0.PPisINTEGERThe number of rows of the matrixB.0 <= P <= N <= M+P.AAisCOMPLEXarray, dimension(LDA,N)On entry, the M-by-N matrixA. On exit, the elements on and above the diagonal of the array contain themin(M,N)-by-N upper trapezoidal matrixT.LDALDAisINTEGERThe leading dimension of the arrayA.LDA >= max(1,M).BBisCOMPLEXarray, dimension(LDB,N)On entry, the P-by-N matrixB. On exit, the upper triangle of the subarrayB(1:P,N-P+1:N)contains the P-by-P upper triangular matrixR.LDBLDBisINTEGERThe leading dimension of the arrayB.LDB >= max(1,P).CCisCOMPLEXarray, 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.DDisCOMPLEXarray, dimension(P)On entry,Dcontains the right hand side vector for the constrained equation. On exit,Dis destroyed. π (fr fr, gone, she's not coming back)XXisCOMPLEXarray, dimension(N)On exit,Xis the solution of the LSE problem. πWORKWORKisCOMPLEXarray, dimension(MAX(1,LWORK))On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKLWORKisINTEGERThe 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 forCGEQRF,CGERQF,CUNMQRandCUNMRQ.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. (yes bestie, -1 is the β¨just tell me how much room I needβ¨ mode)
INFOINFOisINTEGER= 0: successful exit. π«Ά< 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.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ subroutine chpsv π¦
subroutine chpsv (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CHPSV computes the solution to system of linear equations A * X = B for OTHER matrices. packed storage girlies, this one's for you. π
π Purpose π
CHPSV 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. it's giving factorize-then-solve, and honestly? efficient. β¨
πΈ Parameters πΈ
UPLOUPLOisCHARACTER*1= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NNisINTEGERThe number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSNRHSisINTEGERThe number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.APAPisCOMPLEXarray, 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.
- if
See below for further details.
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 CHPTRF, stored as a packed triangular matrix in the same storage format as A.
IPIVIPIVisINTEGERarray, dimension(N)Details of the interchanges and the block structure ofD, as determined byCHPTRF. 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. (negativeIPIV= 2-by-2 block era, lowkey obsessed π)BBisCOMPLEXarray, dimension(LDB,NRHS)On entry, the N-by-NRHS right hand side matrixB. On exit, ifINFO = 0, the N-by-NRHS solution matrixX. πLDBLDBisINTEGERThe leading dimension of the arrayB.LDB >= max(1,N).INFOINFOisINTEGER= 0: successful exit π«Ά< 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. π (singular, bestie, it's over)
π Author π
- 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 ]
look at her. squished. compressed. still her. no cap. π§
ok that's part 1 bestie, the saga continues β more routines incoming and I am not done talking π
π¦ subroutine chpsvx π¦
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 bestie, here's the tea: 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.
Error bounds on the solution and a condition estimate are also provided. β¨ she does the whole thing, no crumbs.
Description π
the way she has a whole little routine, a little self-care sequence, and it goes like this:
- If
FACT = 'N', 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 and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. iconic behavior tbh.
- If some
D(i,i)=0, so that D 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. she's polite about it, she still finishes the job π - 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. glow-up round two, fr fr. π¦
Parameters π
FACTβFACT is CHARACTER*1, specifies whether or not the factored form of A has been supplied on entry.= 'F': On entry,AFPandIPIVcontain the factored form of A.AFPandIPIVwill not be modified. hands off, she's just looking π«Ά= 'N': The matrix A will be copied toAFPand factored.
UPLOβUPLO is CHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
NβN is INTEGER. The number of linear equations, i.e., 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 matrices B and X.NRHS >= 0.APβAP is COMPLEX array, dimension (N*(N+1)/2). The upper or lower triangle of the Hermitian 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)*(2*n-j)/2) = A(i,j)forj<=i<=n. - See below for further details. π
- if
AFPβAFP is COMPLEX array, dimension (N*(N+1)/2).- If
FACT = 'F', then AFP is 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**HorA = L*D*L**Has computed byCHPTRF, stored as a packed triangular matrix in the same storage format as A. - 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 factorizationA = U*D*U**HorA = L*D*L**Has computed byCHPTRF, stored as a packed triangular matrix in the same storage format as A.
- If
IPIVβIPIV is INTEGER array, dimension (N).- If
FACT = 'F', then IPIV is an input argument and on entry contains details of the interchanges and the block structure of D, as determined byCHPTRF.- 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 columns k-1 and-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 columns k+1 and-IPIV(k)were interchanged andD(k:k+1,k:k+1)is a 2-by-2 diagonal block.
- If
- 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 byCHPTRF.
- If
BβB is COMPLEX array, dimension (LDB,NRHS). The N-by-NRHS right 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, the N-by-NRHS solution matrix X. πLDXβLDX 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)(the j-th column of the solution matrix X). If XTRUE is 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. she's a lil dramatic, she rounds up πBERRβBERR 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)INFOβINFO is INTEGER= 0: successful exit β¨< 0: ifINFO = -i, the i-th argument had an illegal value> 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. π= N+1: D is nonsingular, but RCOND is 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 of RCOND would suggest.
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
the icons who wrote her, honestly π«Ά
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 ]
like she just folds it up all cute and tucks it into one lil linear array. no cap. π
π subroutine cpbsv π
subroutine cpbsv (character UPLO, integer N, integer KD, integer NRHS,
complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldb,
* ) B, integer LDB, integer INFO)
CPBSV computes the solution to system of linear equations A * X = B for OTHER matrices π
Purpose π
CPBSV 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. β¨
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. she factors, she solves, she serves π
Parameters π
UPLOβUPLO is CHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
NβN is INTEGER. The number of linear equations, i.e., the order of the matrix A.N >= 0.KDβKD is INTEGER. The number of superdiagonals of the matrix A ifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.NRHSβNRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B.NRHS >= 0.ABβAB is COMPLEX array, dimension (LDAB,N).- On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first
KD+1rows of the array. The j-th column of A is stored in the j-th column of the array AB as 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).
- if
- See below for further details. π
- On exit, if
INFO = 0, the triangular factor U or L from the Cholesky factorizationA = U**H*UorA = L*L**Hof the band matrix A, in the same storage format as A. π¦
- On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first
LDABLDABβ it's anINTEGER, bestie. The leading dimension of the arrayAB. So like,LDAB >= KD+1. Don't skip this, fr fr. πBβBis aCOMPLEXarray, dimension(LDB,NRHS). On entry, it's theN-by-NRHSright hand side matrixB. On exit, ifINFO = 0, it becomes theN-by-NRHSsolution matrixX. Slay. β¨LDBβLDBisINTEGER. The leading dimension of the arrayB. So you needLDB >= max(1,N). Periodt. πINFOβINFOisINTEGER.= 0: successful exit π< 0: ifINFO = -i, thei-th argument had an illegal value π> 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. π
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
These are the legends who wrote this, okay? Respect. π
Further Details:
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. So don't trip about them, they're just chillin'. π
subroutine cpbsvx π¦
subroutine cpbsvx (character FACT, character UPLO, integer N, integer KD,
integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex,
dimension( ldafb, * ) AFB, integer LDAFB, character EQUED, real,
dimension( * ) S, 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)
CPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices. No cap, it's giving solver energy. π
Purpose
CPBSVX 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. So you get extra receipts, bestie. π§Ύβ¨
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-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. β οΈ Warning: it's not gonna stop just because of a little condition number drama. π€ - The system of equations is solved for
Xusing the factored form ofA. π - Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it. Glow-up for your solution, periodt. β¨
- If equilibration was used, the matrix
Xis premultiplied bydiag(S)so that it solves the original system before equilibration. So it's like, un-equilibrated for the final answer. π¦
Parameters
FACTβFACTisCHARACTER*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.
UPLOβUPLOisCHARACTER*1.= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
NβNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.KDβKDisINTEGER. The number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.NRHSβNRHSisINTEGER. The number of right-hand sides, i.e., the number of columns of the matricesBandX.NRHS >= 0.ABβABisCOMPLEXarray, 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). 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 FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).
LDABβLDABisINTEGER. The leading dimension of the arrayA.LDAB >= KD+1.AFBβAFBisCOMPLEXarray, dimension(LDAFB,N).- If
FACT = '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. - If
FACT = 'N', thenAFBis an output argument and on exit returns the triangular factorUorLfrom the Cholesky factorizationA = U**H*UorA = L*L**H. - If
FACT = '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).
- If
LDAFBβLDAFBisINTEGER. The leading dimension of the arrayAFB.LDAFB >= KD+1.EQUEDβEQUEDisCHARACTER*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.
SβSisREALarray, 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. Positive vibes only, literally. β¨BβBisCOMPLEXarray, dimension(LDB,NRHS). On entry, theN-by-NRHSright hand side matrixB. On exit, ifEQUED = 'N',Bis not modified; ifEQUED = 'Y',Bis overwritten bydiag(S) * B.LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XβXisCOMPLEXarray, dimension(LDX,NRHS). IfINFO = 0orINFO = N+1, theN-by-NRHSsolution 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.LDXβLDXisINTEGER. The leading dimension of the arrayX.LDX >= max(1,N).RCONDβRCONDisREAL. 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. β οΈ So if you seeINFO > 0, it's giving singular, bestie. πFERRβFERRisREALarray, 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. So it's like, a little dramatic but honest. πBERRβBERRisREALarray, 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). Basically, how close are we to perfect? Spoiler: close enough. πWORKβWORKisCOMPLEXarray, dimension(2*N).RWORKβRWORKisREALarray, dimension(N).INFOβINFOisINTEGER.
okay so INFO is an INTEGER, and here's the breakdown bestie:
= 0: successful exit, we love that for us π< 0: ifINFO = -i, thei-th argument had an illegal value, so not the vibe π«> 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. π= 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. π«Ά
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details:
so the band storage scheme is giving this 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. π
β¨ subroutine cppsv (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP, complex, dimension( ldb, * ) B, integer LDB, integer INFO) β¨
CPPSV computes the solution to system of linear equations A * X = B for OTHER matrices. π¦
Purpose:
CPPSV 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. no cap. π₯
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.
NRHS
NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the Hermitian 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) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. See below for further details.
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.
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: 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.
Author π
- 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 ]
β¨ subroutine cppsvx (character FACT, character UPLO, integer N, integer NRHS, complex, dimension( * ) AP, complex, dimension( * ) AFP, character EQUED, real, dimension( * ) S, 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) β¨
CPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices. π
Purpose:
CPPSVX 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. π«Ά
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) * BWhether or not the system will be equilibrated depends on the scaling of the matrixA, but if equilibration is used,Ais overwritten bydiag(S)*A*diag(S)andBbydiag(S)*B. - If
FACT = 'N'or'E', the Cholesky decomposition is used to factor the matrixA(after equilibration ifFACT = 'E') asA = U**H * U , if UPLO = 'U', orA = L * L**H, if UPLO = 'L', whereUis an upper triangular matrix,Lis a lower triangular matrix, and**Hindicates 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.
Parameters
FACT
FACT is CHARACTER*1 Specifies whether or not the factored form of the matrix A is supplied on entry, and if not, whether the matrix A should 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.
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.
NRHS
NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array, except if FACT = 'F' and EQUED = 'Y', then A must contain the equilibrated matrix diag(S)*A*diag(S). 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) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. See below for further details. A is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).
AFP
AFP is COMPLEX array, dimension (N*(N+1)/2) If FACT = 'F', then AFP is an input argument and on entry contains the triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, in the same storage format as A. If EQUED .ne. 'N', then AFP is the factored form of the equilibrated matrix A.
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 returns the triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H of the equilibrated matrix A (see the description of AP for the form of the equilibrated matrix).
EQUED
EQUED π
EQUED is CHARACTER*1. It says what kind of equilibration got done, bestie.
= 'N': No equilibration (always true ifFACT = 'N').= 'Y': Equilibration was done, i.e., A has been replaced bydiag(S) * A * diag(S).
EQUED is an input argument if FACT = 'F'; otherwise, it is an output argument. π
S π«Ά
S is REAL array, dimension (N). The scale factors for A; not accessed if EQUED = 'N'. S is an input argument if FACT = 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED = 'Y', each element of S must be positive. β¨
B π¦
B is COMPLEX array, dimension (LDB,NRHS). On entry, the N-by-NRHS right hand side matrix B. On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', B is overwritten by diag(S) * B. π
LDB π
LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N). No cap.
X πΈ
X is COMPLEX array, dimension (LDX,NRHS). If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to the original system of equations. Note that if EQUED = 'Y', A and B are modified on exit, and the solution to the equilibrated system is inv(diag(S))*X. Periodt.
LDX π
LDX is INTEGER. The leading dimension of the array X. LDX >= max(1,N).
RCOND π₯
RCOND is REAL. The estimate of the reciprocal condition number of the matrix A after equilibration (if done). If RCOND is less than the machine precision (in particular, if RCOND = 0), the matrix is singular to working precision. This condition is indicated by a return code of INFO > 0. π¨
FERR π
FERR is REAL 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), 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). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error. It's giving careful.
BERR π
BERR is REAL array, dimension (NRHS). The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution). Slay.
WORK π§
WORK is COMPLEX array, dimension (2*N). That's it.
RWORK π
RWORK is REAL array, dimension (N). Yep.
INFO π
INFO is INTEGER.
= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value π> 0: ifINFO = i, and i is<= N: the leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed.RCOND = 0is returned. π¬= N+1: U 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. π€―
Author β¨
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
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 ]
subroutine cspsv π
subroutine cspsv (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CSPSV computes the solution to system of linear equations A * X = B for OTHER matrices.
Purpose: β¨
CSPSV 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. π
Parameters π«Ά
UPLO
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.
AP
AP is COMPLEX 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) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. See below for further details.
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 CSPTRF, stored as a packed triangular matrix in the same storage format as A. π₯
IPIV
IPIV is INTEGER array, dimension (N). Details of the interchanges and the block structure of D, as determined by CSPTRF. 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. π
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. π
LDB
LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER.
= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value π> 0: ifINFO = i,D(i,i)is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed. π
Author β¨
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details: π
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 cspsvx πΈ
subroutine cspsvx (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)
CSPSVX computes the solution to system of linear equations A * X = B for OTHER matrices.
Purpose: β¨
CSPSVX 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. π«Ά
Description: π
The following steps are performed:
- If
FACT = 'N', 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 and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
- If some
D(i,i)=0, so that D 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.
Parameters π«Ά
FACT
okay bestie, we're still in the argument zone and this is the part where every single one gets its moment. no skimming, i see you ππ
FACTβFACT is CHARACTER*1. It tells us whether the factored form ofAhas already been handed over on entry, or not.= 'F': On entry,AFPandIPIVcontain the factored form ofA.AP,AFPandIPIVwill not be modified. (iconic, they're just chilling π§)= 'N': The matrixAwill be copied toAFPand factored. (fresh start energy β¨)
UPLOβUPLO is CHARACTER*1= 'U': Upper triangle ofAis stored; (upper girlie π )= 'L': Lower triangle ofAis stored. (lower bestie π¦)
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 symmetric 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)*(2*n-j)/2) = A(i,j)forj<=i<=n. See below for further details. (and yes, βbelowβ means the Further Details section, we'll get there π«Ά)
- if
AFPβAFP is COMPLEX array, 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**TorA = L*D*L**Tas computed byCSPTRF, 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**TorA = L*D*L**Tas computed byCSPTRF, stored as a packed triangular matrix in the same storage format asA.
- If
IPIVβIPIV is INTEGER array, dimension (N)- If
FACT = 'F', thenIPIVis an input argument and on entry contains details of the interchanges and the block structure ofD, as determined byCSPTRF. - 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
FACT = 'N', thenIPIVis an output argument and on exit contains details of the interchanges and the block structure ofD, as determined byCSPTRF.
- If
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)(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. (so like, it's giving cautious queen π)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. (we love a zero π)< 0: ifINFO = -i, the i-th argument had an illegal value. (not the vibe, fix ur args π)> 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 Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
πΈ Further Details: πΈ
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 ]
π Author π
Generated automatically by Doxygen for LAPACK from the source code.
and that's a wrap, bestie. this was complexOTHERsolve(3) β auto-generated for LAPACK from the source code, version 3.11.0, dated Sun Nov 27 2022. go off π
β¨
π¦ where this page comes from
- debian bookworm: liblapack-doc 3.11.0-2 Β· BSD-3-Clause
- π girlified by deepseek-ai/DeepSeek-V4.1-Flash on : a language model's rewrite of the original, under its terms