SRC/sppsv.f(3)

🌸 NAME 🌸

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.


✨ SYNOPSIS ✨

Functions/Subroutines

  • subroutine sppsv (uplo, n, nrhs, ap, b, ldb, info) β€” SPPSV computes the solution to system of linear equations A * X = B for OTHER matrices.

πŸ‘‘ Function/Subroutine Documentation πŸ‘‘

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.

πŸŽ€ 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.

🌈 Parameters 🌈

  • UPLO β€” is CHARACTER*1
    • = 'U': Upper triangle of A is stored;
    • = 'L': Lower triangle of A is stored.
  • N β€” is INTEGER; the number of linear equations, i.e., the order of the matrix A. N >= 0.
  • NRHS β€” is INTEGER; the number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
  • AP β€” is REAL array, dimension (N*(N+1)/2). On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows:
    • if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
    • if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.

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.

  • B β€” is REAL array, dimension (LDB,NRHS). On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.
  • LDB β€” is INTEGER; the leading dimension of the array B. LDB >= max(1,N).
  • INFO β€” is INTEGER
    • = 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.

πŸ’– Author

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

πŸ¦‹ 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.

🫢 Author 🫢

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