doublePTcomputational(3)

πŸ“¦
version 3.11.0 Β· 2 versions
, in debian bookworm

πŸ’– doublePTcomputational(3) β€” LAPACK πŸ’–

✨ NAME ✨

doublePTcomputational β€” double

🌸 SYNOPSIS 🌸

✨ Functions ✨

okay bestie, here's the whole squad of functions in this group. πŸ’…

subroutine dptcon (N, D, E, ANORM, RCOND, WORK, INFO)
    DPTCON
subroutine dpteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO)
    DPTEQR
subroutine dptrfs (N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR,
    WORK, INFO)
    DPTRFS
subroutine dpttrf (N, D, E, INFO)
    DPTTRF
subroutine dpttrs (N, NRHS, D, E, B, LDB, INFO)
    DPTTRS
subroutine dptts2 (N, NRHS, D, E, B, LDB)
    DPTTS2 solves a tridiagonal system of the form AX=B using the L D LH
    factorization computed by spttrf.

πŸŽ€ Detailed Description πŸŽ€

This is the group of double computational functions for PT matrices. πŸ’…

πŸ’… Function Documentation πŸ’…

πŸ’– subroutine dptcon β€” DPTCON πŸ’–

subroutine dptcon (integer N, double precision, dimension( * ) D, double
    precision, dimension( * ) E, double precision ANORM, double precision
    RCOND, double precision, dimension( * ) WORK, integer INFO)

✨ Purpose ✨

okay so DPTCON computes the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L**T or A = U**T*D*U computed by DPTTRF.

Norm(inv(A)) is computed by a direct method, and the reciprocal of the condition number is computed as

RCOND = 1 / (ANORM * norm(inv(A))).

No cap, that's the formula. ✨

πŸ’… Parameters πŸ’…

  • N β€” N is INTEGER. The order of the matrix A. N >= 0.
  • D β€” D is DOUBLE PRECISION array, dimension (N). The n diagonal elements of the diagonal matrix D from the factorization of A, as computed by DPTTRF.
  • E β€” E is DOUBLE PRECISION array, dimension (N-1). The (n-1) off-diagonal elements of the unit bidiagonal factor U or L from the factorization of A, as computed by DPTTRF.
  • ANORM β€” ANORM is DOUBLE PRECISION. The 1-norm of the original matrix A.
  • RCOND β€” RCOND is DOUBLE PRECISION. The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the 1-norm of inv(A) computed in this routine.
  • WORK β€” WORK is DOUBLE PRECISION array, dimension (N).
  • INFO β€” INFO is INTEGER
    • = 0: successful exit
    • < 0: if INFO = -i, the i-th argument had an illegal value

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ”₯ Further Details πŸ”₯

The method used is described in Nicholas J. Higham, 'Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix', SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.


πŸ’– subroutine dpteqr β€” DPTEQR πŸ’–

subroutine dpteqr (character COMPZ, integer N, double precision, dimension(
    * ) D, double precision, dimension( * ) E, double precision, dimension(
    ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer
    INFO)

✨ Purpose ✨

DPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using DPTTRF, and then calling DBDSQR to compute the singular values of the bidiagonal factor.

This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. This means that if the eigenvalues range over many orders of magnitude in size, then the small eigenvalues and corresponding eigenvectors will be computed more accurately than, for example, with the standard QR method.

The eigenvectors of a full or band symmetric positive definite matrix can also be found if DSYTRD, DSPTRD, or DSBTRD has been used to reduce this matrix to tridiagonal form. (The reduction to tridiagonal form, however, may preclude the possibility of obtaining high relative accuracy in the small eigenvalues of the original matrix, if these eigenvalues range over many orders of magnitude.)

πŸ’… Parameters πŸ’…

  • COMPZ β€” COMPZ is CHARACTER*1
    • = 'N': Compute eigenvalues only.
    • = 'V': Compute eigenvectors of original symmetric matrix also. Array Z contains the orthogonal matrix used to reduce the original matrix to tridiagonal form.
    • = 'I': Compute eigenvectors of tridiagonal matrix also.
  • N β€” N is INTEGER. The order of the matrix. N >= 0.
  • D β€” D is DOUBLE PRECISION array, dimension (N). On entry, the n diagonal elements of the tridiagonal matrix. On normal exit, D contains the eigenvalues, in descending order.
  • E β€” E is DOUBLE PRECISION array, dimension (N-1). On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed.
  • Z β€” Z is DOUBLE PRECISION array, dimension (LDZ, N). On entry, if COMPZ = 'V', the orthogonal matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original symmetric matrix; if COMPZ = 'I', the orthonormal eigenvectors of the tridiagonal matrix. If INFO > 0 on exit, Z contains the eigenvectors associated with only the stored eigenvalues. If COMPZ = 'N', then Z is not referenced.
  • LDZ β€” LDZ is INTEGER. The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N).
  • WORK β€” WORK is DOUBLE PRECISION array, dimension (4*N).
  • INFO β€” INFO is INTEGER
    • = 0: successful exit.
    • < 0: if INFO = -i, the i-th argument had an illegal value.
    • > 0: if INFO = i, and i is:
      • <= N: the Cholesky factorization of the matrix could not be performed because the i-th principal minor was not positive definite.
      • > N: the SVD algorithm failed to converge; if INFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ’– subroutine dptrfs β€” DPTRFS πŸ’–

subroutine dptrfs (integer N, integer NRHS, double precision, dimension( * )
    D, double precision, dimension( * ) E, double precision, dimension( * )
    DF, double precision, dimension( * ) EF, double precision, dimension(
    ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X,
    integer LDX, double precision, dimension( * ) FERR, double precision,
    dimension( * ) BERR, double precision, dimension( * ) WORK, integer
    INFO)

✨ Purpose ✨

DPTRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and tridiagonal, and provides error bounds and backward error estimates for the solution.

πŸ’… Parameters πŸ’…

  • N β€” N is INTEGER. The order of the matrix A. N >= 0.
  • NRHS β€” NRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
  • D β€” D is DOUBLE PRECISION array, dimension (N). The n diagonal elements of the tridiagonal matrix A.
  • E β€” E is DOUBLE PRECISION array, dimension (N-1). The (n-1) subdiagonal elements of the tridiagonal matrix A.
  • DF β€” DF is DOUBLE PRECISION array, dimension (N). The n diagonal elements of the diagonal matrix D from the factorization computed by DPTTRF.
  • EF β€” EF is DOUBLE PRECISION array, dimension (N-1). The (n-1) subdiagonal elements of the unit bidiagonal factor L from the factorization computed by DPTTRF.
  • B β€” B is DOUBLE PRECISION array, dimension (LDB,NRHS). The right hand side matrix B.
  • LDB β€” LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,N).
  • X β€” X is DOUBLE PRECISION array, dimension (LDX,NRHS). On entry, the solution matrix X, as computed by DPTTRS. On exit, the improved solution matrix X.
  • LDX β€” LDX is INTEGER. The leading dimension of the array X. LDX >= max(1,N).
  • FERR β€” FERR is DOUBLE PRECISION 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).
  • BERR β€” BERR is DOUBLE PRECISION 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).
  • WORK β€” WORK is DOUBLE PRECISION array, dimension (2*N).
  • INFO β€” INFO is INTEGER
    • = 0: successful exit
    • < 0: if INFO = -i, the i-th argument had an illegal value

πŸ”₯ Internal Parameters πŸ”₯

ITMAX is the maximum number of steps of iterative refinement.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ’– subroutine dpttrf β€” DPTTRF πŸ’–

subroutine dpttrf (integer N, double precision, dimension( * ) D, double
    precision, dimension( * ) E, integer INFO)

✨ Purpose ✨

DPTTRF computes the L*D*L**T factorization of a real symmetric positive definite tridiagonal matrix A. The factorization may also be regarded as having the form A = U**T*D*U.

πŸ’… Parameters πŸ’…

  • N β€” N is INTEGER. The order of the matrix A. N >= 0.
  • D
  • D β€” DOUBLE PRECISION array, dimension (N) ✨ bestie this one is doing double duty and honestly? iconic of it. On the way in, it's holding the n diagonal elements of the tridiagonal matrix A. On the way out, it's holding the n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A. glow-up fr πŸ’…
  • E β€” DOUBLE PRECISION array, dimension (N-1) πŸ¦‹ note the N-1, it's one shorter, that's just how subdiagonals are. 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 the L*D*L**T factorization of A. And plot twist β€” E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the U**T*D*U factorization of A. same array, two outfits, we love a versatile queen πŸ‘‘
  • INFO β€” INTEGER πŸ“’ the vibe report, and it has three moods:
    • = 0: successful exit πŸŽ‰ slay, we ate
    • < 0: if INFO = -k, the k-th argument had an illegal value 🚨
    • > 0: if INFO = k, the leading minor of order k is not positive definite 😭 and here's the nuance bestie, listen closely: if k < N, the factorization could not be completed, while if k = N, the factorization was completed, but D(N) <= 0. two very different situations, same INFO, keep them straight fr fr

Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ¦‹ subroutine dpttrs πŸ¦‹

subroutine dpttrs (integer N, integer NRHS, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

DPTTRS πŸ’–

✨ Purpose ✨

DPTTRS solves a tridiagonal system of the form

   A * X = B

using the L*D*L**T factorization of A computed by DPTTRF. So: D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. literally the solve step to DPTTRF's factorize step, they're a duo 🫢

✨ Parameters ✨

  • N β€” INTEGER β€” the order of the tridiagonal matrix A. N >= 0 🌸
  • NRHS β€” INTEGER β€” the number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0 πŸŽ€
  • D β€” DOUBLE PRECISION array, dimension (N) β€” the n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A πŸ’œ
  • E β€” DOUBLE PRECISION array, dimension (N-1) β€” the (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. And again, E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the factorization A = U**T*D*U 🌈
  • B β€” DOUBLE PRECISION array, dimension (LDB,NRHS) β€” On entry, the right hand side vectors B for the system of linear equations. On exit, the solution vectors, X ✨ she went in as a question and came out as the answer, main character energy
  • LDB β€” INTEGER β€” the leading dimension of the array B. LDB >= max(1,N) ⭐
  • INFO β€” INTEGER β€”
    • = 0: successful exit πŸŽ‰
    • < 0: if INFO = -k, the k-th argument had an illegal value 🚨

Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

🌸 subroutine dptts2 🌸

subroutine dptts2 (integer N, integer NRHS, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( ldb, * ) B, integer LDB)

DPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf. (yes bestie the doc literally says spttrf there, lowercase s and all, we are simply relaying the message πŸ’€ no editing, no guessing, that's the rule) πŸ™ˆ

✨ Purpose ✨

DPTTS2 solves a tridiagonal system of the form

   A * X = B

using the L*D*L**T factorization of A computed by DPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. same quest, different side character πŸ’…

✨ Parameters ✨

  • N β€” INTEGER β€” the order of the tridiagonal matrix A. N >= 0 🌸
  • NRHS β€” INTEGER β€” the number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0 πŸŽ€
  • D β€” DOUBLE PRECISION array, dimension (N) β€” the n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A πŸ’œ
  • E β€” DOUBLE PRECISION array, dimension (N-1) β€” the (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the factorization A = U**T*D*U 🌈
  • B β€” DOUBLE PRECISION array, dimension (LDB,NRHS) β€” On entry, the right hand side vectors B for the system of linear equations. On exit, the solution vectors, X ✨
  • LDB β€” INTEGER β€” the leading dimension of the array B. LDB >= max(1,N) ⭐
heads up bestie: notice DPTTS2 has no INFO argument. it's just built different. don't go looking for one, it's not there, that's not a typo πŸ™ˆ

Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Author πŸ‘‘

Generated automatically by Doxygen for LAPACK from the source code. so nobody hand-wrote this, a robot did it, and honestly? she understood the assignment πŸ€–πŸ’–


okay and that's a wrap on part 2, my love πŸ’– this whole page is LAPACK Version 3.11.0, dated Sun Nov 27 2022, and it's filed under doublePTcomputational(3). go forth and factorize responsibly, you absolute legend πŸŽ€βœ¨πŸ¦‹

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