SRC/ssysv_rk.f(3)
π NAME π
SRC/ssysv_rk.f β okay bestie, this is the page for SRC/ssysv_rk.f from the Library Functions Manual, and itβs lowkey iconic because it explains SSYSV_RK and every single parameter. π«Ά
β¨ SYNOPSIS β¨
π§ Functions/Subroutines
subroutine ssysv_rk (uplo, n, nrhs, a, lda, e, ipiv, b, ldb, work,
lwork, info)
SSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices
πΈ Function/Subroutine Documentation πΈ
subroutine ssysv_rk (character uplo, integer n, integer nrhs, real,
dimension( lda, * ) a, integer lda, real, dimension( * ) e, integer,
dimension( * ) ipiv, real, dimension( ldb, * ) b, integer ldb, real,
dimension( * ) work, integer lwork, integer info)
SSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices
π― Purpose
Okay so hereβs the whole vibe, bestie: SSYSV_RK computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices.
The bounded Bunch-Kaufman (rook) diagonal pivoting method is used to factor A as
A = P*U*D*(U**T)*(P**T), if UPLO = 'U', or
A = P*L*D*(L**T)*(P**T), if UPLO = 'L',
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
SSYTRF_RK is called to compute the factorization of a real symmetric matrix. The factored form of A is then used to solve the system of equations A * X = B by calling BLAS3 routine SSYTRS_3. π
π§Ύ Parameters
UPLOβUPLO is CHARACTER*1. It specifies whether the upper or lower triangular part of the symmetric matrixAis stored:= 'U':Upper triangle ofAis stored;= 'L':Lower triangle ofAis stored.
NβN is INTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβNRHS is INTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.AβA is REAL array, dimension (LDA,N). On entry, the symmetric matrixA.- If
UPLO = 'U': the leadingN-by-Nupper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. - If
UPLO = 'L': the leadingN-by-Nlower triangular part ofAcontains the lower triangular part of the matrixA, and the strictly upper triangular part ofAis not referenced. - On exit, if
INFO = 0, diagonal of the block diagonal matrixDand factorsUorLas computed bySSYTRF_RK:- a) ONLY diagonal elements of the symmetric block diagonal matrix
Don the diagonal ofA, i.e.D(k,k) = A(k,k);(superdiagonal (or subdiagonal) elements ofDare stored on exit in arrayE), and - b) If
UPLO = 'U': factorUin the superdiagonal part ofA. IfUPLO = 'L': factorLin the subdiagonal part ofA.
- a) ONLY diagonal elements of the symmetric block diagonal matrix
- For more info see the description of
DSYTRF_RKroutine.
- If
LDAβLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).EβE is REAL array, dimension (N). On exit, contains the output computed by the factorization routineDSYTRF_RK, i.e. the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrixDwith 1-by-1 or 2-by-2 diagonal blocks, where:- If
UPLO = 'U':E(i) = D(i-1,i), i=2:N, E(1) is set to 0; - If
UPLO = 'L':E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0. - NOTE: For 1-by-1 diagonal block
D(k), where1 <= k <= N, the elementE(k)is set to 0 in bothUPLO = 'U'orUPLO = 'L'cases. - For more info see the description of
DSYTRF_RKroutine.
- If
IPIVβIPIV is INTEGER array, dimension (N). Details of the interchanges and the block structure ofD, as determined bySSYTRF_RK.- For more info see the description of
DSYTRF_RKroutine.
- For more info see the description of
BβB is REAL array, dimension (LDB,NRHS). On entry, theN-by-NRHSright hand side matrixB. On exit, ifINFO = 0, theN-by-NRHSsolution matrixX.LDBβLDB is INTEGER. The leading dimension of the arrayB.LDB >= max(1,N).WORKβWORK is REAL array, dimension ( MAX(1,LWORK) ). Work array used in the factorization stage. On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORK is INTEGER. The length ofWORK.LWORK >= 1. For best performance of factorization stageLWORK >= max(1,N*NB), whereNBis the optimal blocksize forDSYTRF_RK.- If
LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray for factorization stage, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.
- If
INFOβINFO is INTEGER.= 0:successful exit< 0:IfINFO = -k, the k-th argument had an illegal value> 0:IfINFO = k, the matrixAis singular, because:- If
UPLO = 'U': columnkin the upper triangular part ofAcontains all zeros. - If
UPLO = 'L': columnkin the lower triangular part ofAcontains all zeros.
- If
- Therefore
D(k,k)is exactly zero, and superdiagonal elements of columnkofU(or subdiagonal elements of columnkofL) are all zeros. The factorization has been completed, but the block diagonal matrixDis exactly singular, and division by zero will occur if it is used to solve a system of equations. - NOTE:
INFOonly stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored inINFOeven though the factorization always completes.
π«Ά Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Contributors
- December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley
- September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
Definition at line 226 of file ssysv_rk.f.
π« Author π«
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