complexPTsolve(3)
β¨ complexPTsolve β¨
okay bestie, so this is complexPTsolve, from section 3 of the LAPACK manual (the library-functions girlies π ). We're deep in the LAPACK docs, so grab a strawberry drink π and let's go.
π NAME π
complexPTsolve β complex π¦
πΈ SYNOPSIS πΈ
β¨ Functions β¨
cptsvβ CPTSV computes the solution to system of linear equationsA * X = Bfor PT matrices
subroutine cptsv (N, NRHS, D, E, B, LDB, INFO)
cptsvxβ CPTSVX computes the solution to system of linear equationsA * X = Bfor PT matrices
subroutine cptsvx (FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, RCOND,
FERR, BERR, WORK, RWORK, INFO)
π¦ Detailed Description π¦
This is literally the whole group of complex solve driver functions for PT matrices. It's giving family reunion, it's giving the PT-matrix clique showing up together π
π Function Documentation π
π subroutine cptsv π
subroutine cptsv (integer N, integer NRHS, real, dimension( * ) D, complex,
dimension( * ) E, complex, dimension( ldb, * ) B, integer LDB, integer
INFO)
CPTSV computes the solution to system of linear equations A * X = B for PT matrices. no cap.
π Purpose π
CPTSV computes the solution to a complex system of linear equations
A*X = B
where A is an N-by-N Hermitian positive definite tridiagonal matrix, and X and B are N-by-NRHS matrices. so basically it's the tridiagonal Hermitian positive definite serve π
A is factored as A = L*D*L**H, and the factored form of A is then used to solve the system of equations. she factors, then she solves. main character energy fr fr β¨
πΈ Parameters πΈ
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.DβD is REAL array, dimension (N). On entry, the n diagonal elements of the tridiagonal matrix A. On exit, the n diagonal elements of the diagonal matrix D from the factorizationA = L*D*L**H. she comes in as A's diagonal and leaves as D's diagonal, glow-up moment π¦EβE is COMPLEX array, dimension (N-1). On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A. On exit, the (n-1) subdiagonal elements of the unit bidiagonal factor L from theL*D*L**Hfactorization of A. E can also be regarded as the superdiagonal of the unit bidiagonal factor U from theU**H*D*Ufactorization of A. she's versatile like that, lowkey two jobs at once πBβB is COMPLEX array, dimension (LDB,NRHS). On entry, the N-by-NRHS right hand side matrix B. On exit, ifINFO = 0, the N-by-NRHS solution matrix X. glow-up: goes in as the problem, comes out as the answer πLDBβLDB is INTEGER. The leading dimension of the array B.LDB >= max(1,N).INFOβINFO is INTEGER= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, the leading minor of order i is not positive definite, and the solution has not been computed. The factorization has not been completed unlessi = N.
bestie listen: ifINFO > 0the solution was NOT computed, and the factorization is incomplete unlessi = N. no solution, no vibes, only sadness π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π subroutine cptsvx π
subroutine cptsvx (character FACT, integer N, integer NRHS, real, dimension(
* ) D, complex, dimension( * ) E, real, dimension( * ) DF, complex,
dimension( * ) EF, 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)
CPTSVX computes the solution to system of linear equations A * X = B for PT matrices. the deluxe version, she does error bounds too π
π Purpose π
CPTSVX uses the factorization 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 positive definite tridiagonal matrix and X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided. she's not just solving, she's also doing a vibe check on her own accuracy β¨
π Description π
The following steps are performed, in this exact order, periodt:
- If
FACT = 'N', the matrix A is factored asA = L*D*L**H, where L is a unit lower bidiagonal matrix and D is diagonal. The factorization can also be regarded as having the formA = U**H*D*U. - If the leading i-by-i principal minor is not positive definite, then the routine returns with
INFO = 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 literally warns you and keeps going, iconic behavior 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. step 4 is the glow-up step π¦
πΈ Parameters πΈ
FACTβFACT is CHARACTER*1. Specifies whether or not the factored form of the matrix A is supplied on entry.= 'F': On entry, DF and EF contain the factored form of A. D, E, DF, and EF will not be modified.= 'N': The matrix A will be copied to DF and EF and factored.
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 matrices B and X.NRHS >= 0.DβD is REAL array, dimension (N). The n diagonal elements of the tridiagonal matrix A.EβE is COMPLEX array, dimension (N-1). The (n-1) subdiagonal elements of the tridiagonal matrix A.DFβDF is REAL array, dimension (N). IfFACT = 'F', then DF is an input argument and on entry contains the n diagonal elements of the diagonal matrix D from theL*D*L**Hfactorization of A. IfFACT = 'N', then DF is an output argument and on exit contains the n diagonal elements of the diagonal matrix D from theL*D*L**Hfactorization of A. input or output depending on FACT, she's flexible πEFβEF is COMPLEX array, dimension (N-1). IfFACT = 'F', then EF is an input argument and on entry contains the (n-1) subdiagonal elements of the unit bidiagonal factor L from theL*D*L**Hfactorization of A. IfFACT = 'N', then EF is an output argument and on exit contains the (n-1) subdiagonal elements of the unit bidiagonal factor L from theL*D*L**Hfactorization of A. same energy as DF, no cap.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. yes bestie, even atINFO = N+1she still hands you X πLDXβLDX is INTEGER. The leading dimension of the array X.LDX >= max(1,N).RCONDβRCOND is REAL. 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 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). she's telling you how far off you might be, respectfully π«ΆBERRβBERR 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).WORKβWORK is COMPLEX array, dimension (N).RWORKβRWORK is REAL array, dimension (N).INFOβINFO is INTEGER= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value> 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.= N+1: U 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.
ngl the INFO = N+1 case is wild: she says "this matrix is basically singular to working precision" and then solves it anyway because sometimes the answer is better than RCOND implies. she contains multitudes π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Author π
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aaaand that's the whole page bestie π«Ά this was Version 3.11.0, dated Sun Nov 27 2022, and that's the complexPTsolve(3) manual page, done and dusted. go solve something tridiagonal, i believe in you ππβ
π¦ where this page comes from
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