SRC/sppsv.f(3)
πΈ NAME πΈ
SRC/sppsv.f β that's the name, bestie, and also the whole vibe. This is the Library Functions Manual page for SRC/sppsv.f(3), and it's fully about the sppsv subroutine.
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine sppsv (uplo, n, nrhs, ap, b, ldb, info)β SPPSV computes the solution to system of linear equationsA * X = Bfor OTHER matrices.
π Function/Subroutine Documentation π
subroutine sppsv (character uplo, integer n, integer nrhs, real, dimension( * ) ap, real, dimension( ldb, * ) b, integer ldb, integer info)
SPPSV computes the solution to system of linear equations A * X = B for OTHER matrices.
π Purpose:
Okay so SPPSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix stored in packed format, and X and B are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as
A = U**T* U, if UPLO = 'U', or
A = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.
π Parameters π
UPLOβ isCHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
Nβ isINTEGER; the number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβ isINTEGER; the number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.APβ isREAL array, dimension (N*(N+1)/2). On entry, the upper or lower triangle of the symmetric matrixA, packed columnwise in a linear array. Thej-th column ofAis stored in the arrayAPas follows:- if
UPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2n-j)/2) = A(i,j)forj<=i<=n.
- if
See below for further details.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, in the same storage format as A.
Bβ isREAL array, dimension (LDB,NRHS). On entry, theN-by-NRHSright hand side matrixB. On exit, ifINFO = 0, theN-by-NRHSsolution matrixX.LDBβ isINTEGER; the leading dimension of the arrayB.LDB >= max(1,N).INFOβ isINTEGER= 0: successful exit< 0: if INFO = -i, the i-th argument had an illegal value> 0: if INFO = i, 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.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ Further Details:
The packed storage scheme is illustrated by the following example when N = 4, UPLO = 'U':
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13 a14
a22 a23 a24
a33 a34 (aij = conjg(aji))
a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
Definition at line 143 of file sppsv.f.
π«Ά Author π«Ά
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