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CSPSVX(l)) CSPSVX(l)NAMECSPSVX - use the diagonal pivoting factorization A = U*D*U**T or A = L*D*L**T to compute the solution to a complex system of linear equations A * X = B, where A is an N-by-N sym- metric matrix stored in packed format and X and B are N-by-NRHS matricesSYNOPSISSUBROUTINE CSPSVX( FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO ) CHARACTER FACT, UPLO INTEGER INFO, LDB, LDX, N, NRHS REAL RCOND INTEGER IPIV( * ) REAL BERR( * ), FERR( * ), RWORK( * ) COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ), X( LDX, * )PURPOSECSPSVX uses the diagonal pivoting factorization A = U*D*U**T or A = L*D*L**T to compute the solution to a complex system of linear equations A * X = B, where A is an N-by-N sym- metric matrix stored in packed format and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also provided.DESCRIPTIONThe following steps are performed: 1. If FACT = 'N', the diagonal pivoting method is used to factor A as A = U * D * U**T, if UPLO = 'U', or A = L * D * L**T, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. 2. If some D(i,i)=0, so that D is exactly singular, 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. 3. The system of equations is solved for X using the factored form of A. 4. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.ARGUMENTSFACT (input) CHARACTER*1 Specifies whether or not the factored form of A has been supplied on entry. = 'F': On entry, AFP and IPIV contain the factored form of A. AP, AFP and IPIV will not be modified. = 'N': The matrix A will be copied to AFP and factored. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N (input) INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. NRHS (input) INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. AP (input) COMPLEX array, dimension (N*(N+1)/2) The upper or lower triangle of the symmetric matrix A, packed columnwise in a lin- ear 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)*(2*n- j)/2) = A(i,j) for j<=i<=n. See below for further details. AFP (input or output) COMPLEX array, dimension (N*(N+1)/2) If FACT = 'F', then AFP is an input argument and on entry contains the block diag- onal matrix D and the multipliers used to obtain the factor U or L from the fac- torization A = U*D*U**T or A = L*D*L**T as computed by CSPTRF, stored as a packed triangular matrix in the same storage format as A. If FACT = 'N', then AFP is an output argument and on exit contains the block diag- onal matrix D and the multipliers used to obtain the factor U or L from the fac- torization A = U*D*U**T or A = L*D*L**T as computed by CSPTRF, stored as a packed triangular matrix in the same storage format as A. IPIV (input or output) INTEGER array, dimension (N) If FACT = 'F', then IPIV is an input argument and on entry contains details of the interchanges and the block structure of D, as determined by CSPTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. If FACT = 'N', then IPIV is an output argument and on exit contains details of the interchanges and the block structure of D, as determined by CSPTRF. B (input) COMPLEX array, dimension (LDB,NRHS) The N-by-NRHS right hand side matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). X (output) COMPLEX array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). RCOND (output) REAL The estimate of the reciprocal condition number of the matrix A. 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 (output) 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 esti- mate is as reliable as the estimate for RCOND, and is almost always a slight over- estimate of the true error. BERR (output) 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 solu- tion). WORK (workspace) COMPLEX array, dimension (2*N) RWORK (workspace) REAL array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO =, the i-th argument had an illegal value > 0: if INFO = i, and i is <= N: D(i,i) is exactly zero. The factorization has been completed but the fac- tor D is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+1: D is nonsingular, but RCOND is less than machine precision, meaning that the matrix is singular to working precision. Neverthe- less, 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.-iFURTHER DETAILSThe 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 = aji) a44 Packed storage of the upper triangle of A: AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]LAPACK version 3.015 June 2000 CSPSVX(l)

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