realPTcomputational(3)
realPTcomputational(3) β the LAPACK PT girlies π
okay so bestie, welcome to realPTcomputational β this is a LAPACK manual page, and it's literally the whole group chat of real computational functions for PT matrices. yes, the name is a mouthful. no, we are not shortening it. it's iconic like that. π
β¨ NAME β¨
realPTcomputational β real
(yes bestie that's the whole name section. the man page said "real" and we're respecting it. short king behavior. π)
πΈ SYNOPSIS πΈ
Functions
subroutine sptcon (N, D, E, ANORM, RCOND, WORK, INFO)
SPTCON
subroutine spteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO)
SPTEQR
subroutine sptrfs (N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, INFO)
SPTRFS
subroutine spttrs (N, NRHS, D, E, B, LDB, INFO)
SPTTRS
subroutine sptts2 (N, NRHS, D, E, B, LDB)
SPTTS2 solves a tridiagonal system of the form AX=B using the L D LH
factorization computed by spttrf.
five little subroutines. a whole friend group. let's meet them π«Ά
π¦ Detailed Description π¦
This is the group of real computational functions for PT matrices. that's it, that's the vibe. they all hang out together. periodt.
π Function Documentation π
subroutine sptcon
subroutine sptcon (integer N, real, dimension( * ) D, real, dimension( * ) E,
real ANORM, real RCOND, real, dimension( * ) WORK, integer INFO)
SPTCON
Purpose
SPTCON 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 SPTTRF.
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))).
so likeβ¦ it's checking how ~shaky~ your matrix is. lowkey a vibe check for linear algebra. π
Parameters
NβNisINTEGER. The order of the matrixA.N >= 0.DβDisREALarray, dimension(N). Thendiagonal elements of the diagonal matrixDfrom the factorization ofA, as computed bySPTTRF.EβEisREALarray, dimension(N-1). The(n-1)off-diagonal elements of the unit bidiagonal factorUorLfrom the factorization ofA, as computed bySPTTRF.ANORMβANORMisREAL. The 1-norm of the original matrixA.RCONDβRCONDisREAL. The reciprocal of the condition number of the matrixA, computed asRCOND = 1/(ANORM * AINVNM), whereAINVNMis the 1-norm ofinv(A)computed in this routine.WORKβWORKisREALarray, dimension(N).INFOβINFOisINTEGER.= 0: successful exit β¨< 0: ifINFO = -i, thei-th argument had an illegal value π
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details
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.
sir Higham really said "let me cook" and cooked. π₯
subroutine spteqr
subroutine spteqr (character COMPZ, integer N, real, dimension( * ) D, real,
dimension( * ) E, real, dimension( ldz, * ) Z, integer LDZ,
real, dimension( * ) WORK, integer INFO)
SPTEQR
Purpose
SPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using SPTTRF, and then calling SBDSQR to compute the singular values of the bidiagonal factor.
This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. What that means: 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. tiny eigenvalues getting their moment. we love to see it. π§
The eigenvectors of a full or band symmetric positive definite matrix can also be found if SSYTRD, SSPTRD, or SSBTRD 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.) so like, the glow-up comes with a tiny asterisk bestie. read the fine print. π
Parameters
COMPZβCOMPZisCHARACTER*1.= 'N': Compute eigenvalues only.= 'V': Compute eigenvectors of original symmetric matrix also. ArrayZcontains the orthogonal matrix used to reduce the original matrix to tridiagonal form.= 'I': Compute eigenvectors of tridiagonal matrix also.
NβNisINTEGER. The order of the matrix.N >= 0.DβDisREALarray, dimension(N). On entry, thendiagonal elements of the tridiagonal matrix. On normal exit,Dcontains the eigenvalues, in descending order.EβEisREALarray, dimension(N-1). On entry, the(n-1)subdiagonal elements of the tridiagonal matrix. On exit,Ehas been destroyed. ripE, you served well π«‘ZβZisREALarray, dimension(LDZ, N). On entry, ifCOMPZ = 'V', the orthogonal matrix used in the reduction to tridiagonal form. On exit, ifCOMPZ = 'V', the orthonormal eigenvectors of the original symmetric matrix; ifCOMPZ = 'I', the orthonormal eigenvectors of the tridiagonal matrix. IfINFO > 0on exit,Zcontains the eigenvectors associated with only the stored eigenvalues. IfCOMPZ = 'N', thenZis not referenced. (she's off the clock. not invited. π«)LDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= 1, and ifCOMPZ = 'V'or'I',LDZ >= max(1,N).WORKβWORKisREALarray, dimension(4*N).INFOβINFOisINTEGER.= 0: successful exit. β¨< 0: ifINFO = -i, thei-th argument had an illegal value.> 0: ifINFO = i, andiis:<= Nthe Cholesky factorization of the matrix could not be performed because thei-th principal minor was not positive definite.> Nthe SVD algorithm failed to converge; ifINFO = N+i,ioff-diagonal elements of the bidiagonal factor did not converge to zero.
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
subroutine sptrfs
subroutine sptrfs (integer N, integer NRHS, real, dimension( * ) D, real,
dimension( * ) E, real, dimension( * ) DF, real,
dimension( * ) EF, real, dimension( ldb, * ) B, integer LDB,
real, dimension( ldx, * ) X, integer LDX, real,
dimension( * ) FERR, real, dimension( * ) BERR, real,
dimension( * ) WORK, integer INFO)
SPTRFS
Purpose
SPTRFS 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.
basically it's the friend who looks at your answer and goes "okay but we can make it better" and then actually does. π
Parameters
NβNisINTEGER. The order of the matrixA.N >= 0.NRHSβNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.DβDisREALarray, dimension(N). Thendiagonal elements of the tridiagonal matrixA.EβEisREALarray, dimension(N-1). The(n-1)subdiagonal elements of the tridiagonal matrixA.DFβDFisREALarray, dimension(N). Thendiagonal elements of the diagonal matrixDfrom the factorization computed bySPTTRF.EFβEFisREALarray, dimension(N-1). The(n-1)subdiagonal elements of the unit bidiagonal factorLfrom the factorization computed bySPTTRF.BβBisREALarray, dimension(LDB,NRHS). The right hand side matrixB.LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XβXisREALarray, dimension(LDX,NRHS). On entry, the solution matrixX, as computed bySPTTRS. On exit, the improved solution matrixX. glow-up complete β¨LDXβLDXisINTEGER. The leading dimension of the arrayX.LDX >= max(1,N).FERRβFERRisREALarray, dimension(NRHS). The 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).BERRβBERRisREALarray, 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).WORKβWORKisREALarray, dimension(2*N).INFOβINFOisINTEGER.= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value
Internal Parameters
ITMAX is the maximum number of steps of iterative refinement. (yes it's giving "she keeps going until she's satisfied". relatable. π)
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
subroutine spttrs
subroutine spttrs (integer N, integer NRHS, real, dimension( * ) D, real,
dimension( * ) E, real, dimension( ldb, * ) B, integer LDB,
integer INFO)
SPTTRS
Purpose
SPTTRS solves a tridiagonal system of the form
A * X = B
using the L*D*L**T factorization of A computed by SPTTRF. 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.
she solves. she factors. she serves. periodt. π
Parameters
NβNisINTEGER. The order of the tridiagonal matrixA.N >= 0.NRHSβNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.DβDisREALarray, dimension(N). Thendiagonal elements of the diagonal matrixDfrom theL*D*L**Tfactorization ofA.Eβ
okay bestie we are literally mid-sentence on E's description for spttrs, which means part 2 is coming with the rest of this parameter, the rest of spttrs, and the whole sptts2 situation. don't go anywhere, we're not done, iykyk ππ¦β¨
Eβ okay bestie,Eis a REAL array with dimension(N-1). It holds the(n-1)subdiagonal elements of the unit bidiagonal factorLfrom theL*D*L**Tfactorization ofA. And plot twist:Ecan also be regarded as the superdiagonal of the unit bidiagonal factorUfrom the factorizationA = U**T*D*U. β¨BβBis a REAL array, dimension(LDB,NRHS). On entry, it's the right hand side vectorsBfor the system of linear equations. On exit, it's the solution vectors,X. It's giving main character energy π .LDBβLDBis INTEGER. It's the leading dimension of the arrayB. Constraint:LDB >= max(1,N). No cap, fr fr.INFOβINFOis INTEGER.= 0: successful exit, we love to see it.< 0: ifINFO = -k, the k-th argument had an illegal value. Not the vibe, but okay.
Author π«Ά
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
subroutine sptts2 β¨
subroutine sptts2 (integer N, integer NRHS, real, dimension( * ) D, real,
dimension( * ) E, real, dimension( ldb, * ) B, integer LDB)
SPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf.
Purpose π―
So SPTTS2 solves a tridiagonal system that looks like A * X = B, using the L*D*L**T factorization of A that SPTTRF computed. 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. Periodt.
Parameters π
NβNis INTEGER. It's the order of the tridiagonal matrixA. Constraint:N >= 0. Slay.NRHSβNRHSis INTEGER. The number of right hand sides, i.e., the number of columns of the matrixB. Constraint:NRHS >= 0. Iconic.DβDis a REAL array, dimension(N). It holds the n diagonal elements of the diagonal matrixDfrom theL*D*L**Tfactorization ofA. πEβEis a REAL array, dimension(N-1). It holds the(n-1)subdiagonal elements of the unit bidiagonal factorLfrom theL*D*L**Tfactorization ofA. And yes,Ecan also be regarded as the superdiagonal of the unit bidiagonal factorUfrom the factorizationA = U**T*D*U. β¨BβBis a REAL array, dimension(LDB,NRHS). On entry, it's the right hand side vectorsBfor the system of linear equations. On exit, it's the solution vectors,X. Glow-up moment π .LDBβLDBis INTEGER. The leading dimension of the arrayB. Constraint:LDB >= max(1,N). No cap.
Author π«Ά
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Author π
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And that's the tea, bestie. This was LAPACK version3.11.0, datedSun Nov 27 2022, and the page isrealPTcomputational(3). Stay slay. π β¨
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