SRC/spbsvx.f(3)

📦
version 3.12.1 · 7 versions
, in arch rolling

💅 NAME 💅

SRC/spbsvx.f

okay bestie, this is the SRC/spbsvx.f page from the Library Functions Manual (section 3), and it's literally all about the spbsvx subroutine. slay.

✨ SYNOPSIS ✨

🧚 Functions/Subroutines

subroutine spbsvx (fact, uplo, n, kd, nrhs, ab, ldab, afb, ldafb, equed,
    s, b, ldb, x, ldx, rcond, ferr, berr, work, iwork, info)

SPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices.

🫶 Function/Subroutine Documentation 🫶

subroutine spbsvx (character fact, character uplo, integer n, integer kd,
    integer nrhs, real, dimension( ldab, * ) ab, integer ldab, real,
    dimension( ldafb, * ) afb, integer ldafb, character equed, real,
    dimension( * ) s, real, dimension( ldb, * ) b, integer ldb, real,
    dimension( ldx, * ) x, integer ldx, real rcond, real, dimension( * )
    ferr, real, dimension( * ) berr, real, dimension( * ) work, integer,
    dimension( * ) iwork, integer info)

SPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices.

🌟 Purpose

okay so, SPBSVX uses the Cholesky factorization A = U**T*U or A = L*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 band matrix and X and B are N-by-NRHS matrices.

Error bounds on the solution and a condition estimate are also provided.

🦋 Description

The following steps are performed:

  1. 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.

  1. If FACT = 'N' or 'E', the Cholesky decomposition is used to factor the matrix A (after equilibration if FACT = 'E') as
      A = U**T * U,  if UPLO = 'U', or
      A = L * L**T,  if UPLO = 'L',

where U is an upper triangular band matrix, and L is a lower triangular band matrix.

  1. If the leading principal minor of order i is not positive, 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+1 is returned as a warning, but the routine still goes on to solve for X and compute error bounds as described below.
  2. The system of equations is solved for X using the factored form of A.
  3. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
  4. If equilibration was used, the matrix X is premultiplied by diag(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, AFB contains the factored form of A. If EQUED = 'Y', the matrix A has been equilibrated with scaling factors given by S. AB and AFB will not be modified.
  • = 'N': The matrix A will be copied to AFB and factored.
  • = 'E': The matrix A will be equilibrated if necessary, then copied to AFB and factored.

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.

KD

KD is INTEGER

The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 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.

AB

AB is REAL array, dimension (LDAB,N)

On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first KD+1 rows of the 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 j-th column of the array AB as follows:

if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(N,j+KD).

See below for further details.

On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).

LDAB

LDAB is INTEGER

The leading dimension of the array A. LDAB >= KD+1.

AFB

AFB is REAL array, dimension (LDAFB,N)

If FACT = 'F', then AFB is an input argument and on entry contains the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, in the same storage format as A (see AB). If EQUED = 'Y', then AFB is the factored form of the equilibrated matrix A.

If FACT = 'N', then AFB is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T.

If FACT = 'E', then AFB is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix).

LDAFB

LDAFB is INTEGER

The leading dimension of the array AFB. LDAFB >= KD+1.

EQUED

EQUED is CHARACTER*1

Specifies the form of equilibration that was done.

  • = 'N': No equilibration (always true if FACT = 'N').
  • = 'Y': Equilibration was done, i.e., A has been replaced by diag(S) * A * diag(S).

EQUED is an input argument if FACT = 'F'; otherwise, it is an output argument.

S

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.

B

B is REAL 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.

LDB

LDB is INTEGER

The leading dimension of the array B. LDB >= max(1,N).

X

X is REAL 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.

LDX

LDX is INTEGER

The leading dimension of the array X. LDX >= max(1,N).

RCOND

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.

FERR

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.

BERR

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).

WORK

WORK is REAL array, dimension (3*N)

IWORK

IWORK is INTEGER array, dimension (N)

INFO

(the original page cuts off here at the INFO heading in this part — the next chunk has the rest, bestie.)

  • INFO — an INTEGER, bestie, and this is the receipt for whatever just happened 🧾
    • = 0: successful exit, we love to see it ✨
    • < 0: if INFO = -i, the i-th argument had an illegal value — someone fumbled the input, not the routine's fault, no cap 🙈
    • > 0: if INFO = i, and i is
      • <= N: the leading principal minor of order i of A is not positive, so the factorization could not be completed, and the solution has not been computed. RCOND = 0 is returned. It's giving "we tried and we could not" 😭
      • = 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. Plot twist, honestly 🔥

🌸 Author 🌸

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Like, four whole institutions collaborated on this. Teamwork ate 💅

💜 Further Details: 💜

Okay so this is the part where the band storage actually clicks, fr fr. The band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = 'U':

Two-dimensional storage of the symmetric 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. Literally just vibes and empty space, they're not invited to the function 🫶

Not me staring at this diagram until it finally made sense — but it does make sense, bestie, the columns are the matrix, the rows are the diagonals. Iykyk 🦋

🎀 Definition 🎀

Definition at line 340 of file spbsvx.f.

👑 Author 👑

Generated automatically by Doxygen for LAPACK from the source code. Not a human, just a very diligent little documentation gremlin 🧚

That's the whole page, bestie — you made it to the end, iconic behavior, genuinely 🌈⭐

This little beauty came to you from LAPACK Version 3.12.0, living in SRC/spbsvx.f — go forth and factor some symmetric band matrices, mwah 💖💅

📦 where this page comes from