|
NAMEdoubleSYsolve - doubleSYNOPSISFunctionssubroutine dsysv (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO) DSYSV computes the solution to system of linear equations A * X = B for SY matrices subroutine dsysv_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO) DSYSV_AA computes the solution to system of linear equations A * X = B for SY matrices subroutine dsysv_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, WORK, LWORK, INFO) DSYSV_AA_2STAGE computes the solution to system of linear equations A * X = B for SY matrices subroutine dsysv_rk (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, LWORK, INFO) DSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices subroutine dsysv_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO) DSYSV_ROOK computes the solution to system of linear equations A * X = B for SY matrices subroutine dsysvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, IWORK, INFO) DSYSVX computes the solution to system of linear equations A * X = B for SY matrices subroutine dsysvxx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO) DSYSVXX Detailed DescriptionThis is the group of double solve driver functions for SY matricesFunction Documentationsubroutine dsysv (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer LWORK, integer INFO)DSYSV computes the solution to system of linear equations A * X = B for SY matricesPurpose: DSYSV 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 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. The factored form of A is then used to solve the system of equations A * X = B. Parameters 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. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSYTRF. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by DSYTRF. 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. B B is DOUBLE PRECISION 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 LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The length of WORK. LWORK >= 1, and for best performance LWORK >= max(1,N*NB), where NB is the optimal blocksize for DSYTRF. for LWORK < N, TRS will be done with Level BLAS 2 for LWORK >= N, TRS will be done with Level BLAS 3 If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 169 of file dsysv.f. subroutine dsysv_aa (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer LWORK, integer INFO)DSYSV_AA computes the solution to system of linear equations A * X = B for SY matricesPurpose: DSYSV 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. Aasen's algorithm is used to factor A as A = U**T * T * U, if UPLO = 'U', or A = L * T * L**T, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is symmetric tridiagonal. The factored form of A is then used to solve the system of equations A * X = B. Parameters 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. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the tridiagonal matrix T and the multipliers used to obtain the factor U or L from the factorization A = U**T*T*U or A = L*T*L**T as computed by DSYTRF. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k). B B is DOUBLE PRECISION 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 LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The length of WORK. LWORK >= MAX(1,2*N,3*N-2), and for the best performance, LWORK >= MAX(1,N*NB), where NB is the optimal blocksize for DSYTRF_AA. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 160 of file dsysv_aa.f. subroutine dsysv_aa_2stage (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer LWORK, integer INFO)DSYSV_AA_2STAGE computes the solution to system of linear equations A * X = B for SY matricesPurpose: DSYSV_AA_2STAGE 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. Aasen's 2-stage algorithm is used to factor A as A = U**T * T * U, if UPLO = 'U', or A = L * T * L**T, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is symmetric and band. The matrix T is then LU-factored with partial pivoting. The factored form of A is then used to solve the system of equations A * X = B. This is the blocked version of the algorithm, calling Level 3 BLAS. Parameters UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, L is stored below (or above) the subdiaonal blocks, when UPLO is 'L' (or 'U'). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TB TB is DOUBLE PRECISION array, dimension (LTB) On exit, details of the LU factorization of the band matrix. LTB LTB is INTEGER The size of the array TB. LTB >= 4*N, internally used to select NB such that LTB >= (3*NB+1)*N. If LTB = -1, then a workspace query is assumed; the routine only calculates the optimal size of LTB, returns this value as the first entry of TB, and no error message related to LTB is issued by XERBLA. IPIV IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k). IPIV2 IPIV2 is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of T were interchanged with the row and column IPIV(k). B B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is DOUBLE PRECISION workspace of size LWORK LWORK LWORK is INTEGER The size of WORK. LWORK >= N, internally used to select NB such that LWORK >= N*NB. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, band LU factorization failed on i-th column Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 185 of file dsysv_aa_2stage.f. subroutine dsysv_rk (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) E, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer LWORK, integer INFO)DSYSV_RK computes the solution to system of linear equations A * X = B for SY matricesPurpose: DSYSV_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. DSYTRF_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 DSYTRS_3. Parameters UPLO
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = '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. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U': the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L': the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, diagonal of the block diagonal matrix D and factors U or L as computed by DSYTRF_RK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A. For more info see the description of DSYTRF_RK routine. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). E E is DOUBLE PRECISION array, dimension (N) On exit, contains the output computed by the factorization routine DSYTRF_RK, i.e. the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrix D with 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), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases. For more info see the description of DSYTRF_RK routine. IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by DSYTRF_RK. For more info see the description of DSYTRF_RK routine. B B is DOUBLE PRECISION 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 LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is DOUBLE PRECISION array, dimension ( MAX(1,LWORK) ). Work array used in the factorization stage. On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The length of WORK. LWORK >= 1. For best performance of factorization stage LWORK >= max(1,N*NB), where NB is the optimal blocksize for DSYTRF_RK. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array for factorization stage, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO INFO is INTEGER = 0: successful exit < 0: If INFO = -k, the k-th argument had an illegal value > 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros. Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations. NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. 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 dsysv_rk.f. subroutine dsysv_rook (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer LWORK, integer INFO)DSYSV_ROOK computes the solution to system of linear equations A * X = B for SY matricesPurpose: DSYSV_ROOK 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 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. DSYTRF_ROOK is called to compute the factorization of a real symmetric matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting method. The factored form of A is then used to solve the system of equations A * X = B by calling DSYTRS_ROOK. Parameters 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. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSYTRF_ROOK. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by DSYTRF_ROOK. If UPLO = 'U': 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block. B B is DOUBLE PRECISION 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 LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The length of WORK. LWORK >= 1, and for best performance LWORK >= max(1,N*NB), where NB is the optimal blocksize for DSYTRF_ROOK. TRS will be done with Level 2 BLAS If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: April 2012, 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 202 of file dsysv_rook.f. subroutine dsysvx (character FACT, character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO)DSYSVX computes the solution to system of linear equations A * X = B for SY matricesPurpose: DSYSVX uses the diagonal pivoting factorization to compute 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. Error bounds on the solution and a condition estimate are also provided. Description: The following steps are performed: 1. If FACT = 'N', the diagonal pivoting method is used to factor A. The form of the factorization is 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. Parameters FACT
FACT is CHARACTER*1 Specifies whether or not the factored form of A has been supplied on entry. = 'F': On entry, AF and IPIV contain the factored form of A. AF and IPIV will not be modified. = 'N': The matrix A will be copied to AF 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. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) The symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is DOUBLE PRECISION array, dimension (LDAF,N) If FACT = 'F', then AF is an input argument and on entry contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSYTRF. If FACT = 'N', then AF is an output argument and on exit returns the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is 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 DSYTRF. 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 DSYTRF. B B is DOUBLE PRECISION array, dimension (LDB,NRHS) The N-by-NRHS right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). RCOND RCOND is DOUBLE PRECISION 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 FERR is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The length of WORK. LWORK >= max(1,3*N), and for best performance, when FACT = 'N', LWORK >= max(1,3*N,N*NB), where NB is the optimal blocksize for DSYTRF. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. IWORK IWORK is INTEGER array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, 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 factor 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. 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. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 281 of file dsysvx.f. subroutine dsysvxx (character FACT, character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, character EQUED, double precision, dimension( * ) S, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND, double precision RPVGRW, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * ) PARAMS, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DSYSVXXPurpose: DSYSVXX uses the diagonal pivoting factorization to compute the solution to a double precision 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. If requested, both normwise and maximum componentwise error bounds are returned. DSYSVXX will return a solution with a tiny guaranteed error (O(eps) where eps is the working machine precision) unless the matrix is very ill-conditioned, in which case a warning is returned. Relevant condition numbers also are calculated and returned. DSYSVXX accepts user-provided factorizations and equilibration factors; see the definitions of the FACT and EQUED options. Solving with refinement and using a factorization from a previous DSYSVXX call will also produce a solution with either O(eps) errors or warnings, but we cannot make that claim for general user-provided factorizations and equilibration factors if they differ from what DSYSVXX would itself produce. Description: The following steps are performed: 1. If FACT = 'E', double precision 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. 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the matrix A (after equilibration if FACT = 'E') 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. 3. 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 (see argument RCOND). If the reciprocal of the condition number is less than machine precision, the routine still goes on to solve for X and compute error bounds as described below. 4. The system of equations is solved for X using the factored form of A. 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero), the routine will use iterative refinement to try to get a small error and error bounds. Refinement calculates the residual to at least twice the working precision. 6. If equilibration was used, the matrix X is premultiplied by diag(R) so that it solves the original system before equilibration. Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. If the defaults are acceptable, users can pass NPARAMS = 0 which prevents the source code from accessing the PARAMS argument. 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, AF and IPIV contain the factored form of A. If EQUED is not 'N', the matrix A has been equilibrated with scaling factors given by S. A, AF, and IPIV are not modified. = 'N': The matrix A will be copied to AF and factored. = 'E': The matrix A will be equilibrated if necessary, then copied to AF 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. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) The symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is DOUBLE PRECISION array, dimension (LDAF,N) If FACT = 'F', then AF is an input argument and on entry contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSYTRF. If FACT = 'N', then AF is an output argument and on exit returns the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is 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 DSYTRF. 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 DSYTRF. EQUED EQUED is CHARACTER*1 Specifies the form of equilibration that was done. = 'N': No equilibration (always true if FACT = 'N'). = 'Y': Both row and column equilibration, 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 DOUBLE PRECISION array, dimension (N) The scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). 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. If S is output, each element of S is a power of the radix. If S is input, each element of S should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable. B B is DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X to the original system of equations. Note that A and B are modified on exit if EQUED .ne. 'N', 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 DOUBLE PRECISION Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned. RPVGRW RPVGRW is DOUBLE PRECISION Reciprocal pivot growth. On exit, this contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable. If factorization fails with 0<INFO<=N, then this contains the reciprocal pivot growth factor for the leading INFO columns of A. BERR BERR is DOUBLE PRECISION array, dimension (NRHS) Componentwise relative backward error. This is 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). N_ERR_BNDS N_ERR_BNDS is INTEGER Number of error bounds to return for each right hand side and each type (normwise or componentwise). See ERR_BNDS_NORM and ERR_BNDS_COMP below. ERR_BNDS_NORM ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions. ERR_BNDS_COMP ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions. NPARAMS NPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used. PARAMS PARAMS is DOUBLE PRECISION array, dimension (NPARAMS) Specifies algorithm parameters. If an entry is < 0.0, then that entry will be filled with default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters. PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0D+0 = 0.0: No refinement is performed, and no error bounds are computed. = 1.0: Use the extra-precise refinement algorithm. (other values are reserved for future use) PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy. PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence) WORK WORK is DOUBLE PRECISION array, dimension (4*N) IWORK IWORK is INTEGER array, dimension (N) INFO INFO is INTEGER = 0: Successful exit. The solution to every right-hand side is guaranteed. < 0: If INFO = -i, the i-th argument had an illegal value > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right- hand sides K with K > J may not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 501 of file dsysvxx.f. AuthorGenerated automatically by Doxygen for LAPACK from the source code.
Visit the GSP FreeBSD Man Page Interface. |