doublePTsolve(3)
π doublePTsolve π β bestie's guide to the LAPACK PT solve squad
okay so. you're in section 3 of the LAPACK manual, and this is doublePTsolve β the whole friend group of double precision solve driver routines for PT matrices. two functions, one vibe, infinite slay. let's get into it π«Ά
β¨ SYNOPSIS β¨
πΈ Functions πΈ
subroutine dptsv (N, NRHS, D, E, B, LDB, INFO)β DPTSV computes the solution to system of linear equations A * X = B for PT matricessubroutine dptsvx (FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, INFO)β DPTSVX computes the solution to system of linear equations A * X = B for PT matrices
π¦ Detailed Description π¦
This is the group of double solve driver functions for PT matrices. that's it, that's the whole vibe. two icons, one mission: get you an X. π
π Function Documentation π
β subroutine dptsv β
subroutine dptsv (integer N, integer NRHS, double precision, dimension( * )
D, double precision, dimension( * ) E, double precision, dimension( ldb,
* ) B, integer LDB, integer INFO)
DPTSV computes the solution to system of linear equations A * X = B for PT matrices.
π Purpose:
DPTSV computes the solution to a real system of linear equations A*X = B, where A is an N-by-N symmetric positive definite tridiagonal matrix, and X and B are N-by-NRHS matrices.
A is factored as A = L*D*L**T, and the factored form of A is then used to solve the system of equations. no cap, that's the whole trick. β¨
π Parameters π
Nβ N is INTEGER. The order of the matrix A.N >= 0.NRHSβ NRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrix B.NRHS >= 0.Dβ D is DOUBLE PRECISION 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**T.Eβ E is DOUBLE PRECISION 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**Tfactorization of A. (E can also be regarded as the superdiagonal of the unit bidiagonal factor U from theU**T*D*Ufactorization of A.) okay she's versatile πBβ B is DOUBLE PRECISION 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.LDBβ LDB is INTEGER. The leading dimension of the array B.LDB >= max(1,N).INFOβ INFO 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.
ngl if you get a positive INFO, the matrix said "not today bestie" β the leading minor of order i is not positive definite. no solution for you. π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π« subroutine dptsvx π«
subroutine dptsvx (character FACT, 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 RCOND, double
precision, dimension( * ) FERR, double precision, dimension( * ) BERR,
double precision, dimension( * ) WORK, integer INFO)
DPTSVX computes the solution to system of linear equations A * X = B for PT matrices.
π Purpose:
DPTSVX uses the factorization A = L*D*L**T to compute the solution to a real system of linear equations A*X = B, where A is an N-by-N symmetric 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 does the extra credit too, main character energy fr fr π
π§ Description:
The following steps are performed:
- If
FACT = 'N', the matrix A is factored asA = L*D*L**T, where L is a unit lower bidiagonal matrix and D is diagonal. The factorization can also be regarded as having the formA = U**T*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 warns you but she keeps going, that's growth 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.
π Parameters π
FACTβ FACT isCHARACTER*1. Specifies whether or not the factored form of A has been 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.
Nβ N is INTEGER. The order of the matrix A.N >= 0.NRHSβ NRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrices B and X.NRHS >= 0.Dβ D is DOUBLE PRECISION array, dimension(N). The n diagonal elements of the tridiagonal matrix A.Eβ E is DOUBLE PRECISION array, dimension(N-1). The (n-1) subdiagonal elements of the tridiagonal matrix A.DFβ DF is DOUBLE PRECISION 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**Tfactorization 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**Tfactorization of A.EFβ EF is DOUBLE PRECISION 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**Tfactorization 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**Tfactorization of A.Bβ B is DOUBLE PRECISION array, dimension(LDB,NRHS). The N-by-NRHS right hand side matrix B.LDBβ LDB is INTEGER. The leading dimension of the array B.LDB >= max(1,N).Xβ X is DOUBLE PRECISION array, dimension(LDX,NRHS). IfINFO = 0ofINFO = N+1, the N-by-NRHS solution matrix X.LDXβ LDX is INTEGER. The leading dimension of the array X.LDX >= max(1,N).RCONDβ RCOND is DOUBLE PRECISION. 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.FERRβ FERR is DOUBLE PRECISION array, dimension(NRHS). The 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).BERRβ BERR is DOUBLE PRECISION 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).WORKβ WORK is DOUBLE PRECISION array, dimension(2*N).INFOβ INFO 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.
lowkey the INFO = N+1 case is the plot twist: the matrix is singular to working precision but she still hands you the solution AND the error bounds, because sometimes the computed solution eats harder than RCOND would have you believe. iconic behavior honestly π₯
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
πΈ Author πΈ
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