Man page - pbsvx(3)
Packages contains this manual
- hptrd(3)
- potri(3)
- xerbla_array(3)
- ggsvd_driver_grp(3)
- hfrk(3)
- getsqr_comp_grp(3)
- laed6(3)
- gtrfs(3)
- lasdq(3)
- gglse(3)
- la_xisnan_la_isnan(3)
- unmr2(3)
- hetrs_aa(3)
- tpttr(3)
- gerz_comp_grp(3)
- potrf(3)
- hegv_driver(3)
- laqps(3)
- ggqr_comp_grp(3)
- ilalc(3)
- ung2r(3)
- heevd(3)
- pstf2(3)
- lacn2(3)
- ptrfs(3)
- ungrq(3)
- gelqf(3)
- ppsv_comp(3)
- blas2_full(3)
- gemlqt(3)
- unml2(3)
- tplqt(3)
- tpcon(3)
- getf2(3)
- ggbak(3)
- bdsvd_driver(3)
- lamch(3)
- gelq(3)
- gebal(3)
- laqr1(3)
- ptsvx(3)
- lahr2(3)
- larscl2(3)
- geqrt(3)
- larfb(3)
- gtsv_comp(3)
- gesvd_aux(3)
- hbevx_2stage(3)
- hbgvx(3)
- tprfs(3)
- params_grp(3)
- lahef(3)
- laqr_group(3)
- unmqr(3)
- tgsy2(3)
- tfsv_comp(3)
- ggls_driver_grp(3)
- geev(3)
- latrd(3)
- unbdb4(3)
- bbcsd(3)
- lange(3)
- gelq_comp3(3)
- gttrs(3)
- lasy2(3)
- hetf2_rook(3)
- gtsv(3)
- lalsd(3)
- lanhb(3)
- laqhb(3)
- hgeqz(3)
- gesvj(3)
- gsvj0(3)
- ungtsqr_row(3)
- gelq_comp1(3)
- gemmtr(3)
- pbequ(3)
- heev_driver(3)
- unhr_col(3)
- syconvf_rook(3)
- getc2(3)
- syconv(3)
- norm_grp(3)
- larrc(3)
- laqr4(3)
- posv_comp(3)
- geev_driver_grp(3)
- heev_comp(3)
- pfsv(3)
- trevc3(3)
- gesv_driver_grp(3)
- reflector_aux_grp(3)
- langt(3)
- lacrt(3)
- latdf(3)
- hetrs_aa_2stage(3)
- lamc1(3)
- hpev_driver(3)
- hegvd(3)
- pptri(3)
- geqrt3(3)
- gelqt3(3)
- lasd5(3)
- laeda(3)
- geqr(3)
- lamtsqr(3)
- heev(3)
- hpev_comp(3)
- larfg(3)
- blas2_grp(3)
- hesv_rook(3)
- laexc(3)
- hetrd(3)
- geesx(3)
- ppsvx(3)
- blas_top(3)
- gtts2(3)
- la_herpvgrw(3)
- hpevx(3)
- ggevx(3)
- lahqr(3)
- gelq_comp_grp(3)
- hesv_comp_v3(3)
- tplqt2(3)
- hpev(3)
- hbtrd(3)
- getrs(3)
- hecon_3(3)
- lasrt(3)
- lanhe(3)
- gesv_comp(3)
- gbequ(3)
- hetrf_rk(3)
- laqr3(3)
- heev_comp_grp(3)
- ungtsqr(3)
- ppcon(3)
- ggrq_comp_grp(3)
- larmm(3)
- ieeeck(3)
- geqrf(3)
- solve_aux_grp(3)
- herfs(3)
- posvx(3)
- posvxx(3)
- gges3(3)
- hbgvd(3)
- lantb(3)
- lasd_comp_grp(3)
- hpgvx(3)
- lapy2(3)
- lauu2(3)
- copy(3)
- getsqrhrt(3)
- stev_comp_grp(3)
- laev2(3)
- larfb_gett(3)
- trti2(3)
- laqz4(3)
- hegv_driver_grp(3)
- la_porfsx_extended(3)
- laruv(3)
- ggsvd_comp_grp(3)
- dot(3)
- gehd2(3)
- lanhf(3)
- hetri_rook(3)
- pfsv_comp(3)
- gbtrf(3)
- hpgst(3)
- getri(3)
- trevc(3)
- unmrz(3)
- hsein(3)
- lsamen(3)
- lasd6(3)
- trtri(3)
- ggglm(3)
- las2(3)
- latrs(3)
- lapll(3)
- gemlq(3)
- geqpf_comp_grp(3)
- stemr(3)
- rotm(3)
- disna(3)
- ggrqf(3)
- pptrf(3)
- lasd0(3)
- lals0(3)
- laqz2(3)
- hbev_driver2(3)
- geswlq_comp_grp(3)
- laqr0(3)
- trttp(3)
- stedc(3)
- lasq4(3)
- geev_comp_grp(3)
- ungbr(3)
- lanv2(3)
- hpsv(3)
- pprfs(3)
- gehrd(3)
- ppsv(3)
- lagtm(3)
- hpgv(3)
- trsv_comp(3)
- larfx(3)
- gesv_driver(3)
- gerfsx(3)
- la_geamv(3)
- laed9(3)
- tpqrt2(3)
- uncsd(3)
- gecs_comp_grp(3)
- bdsqr(3)
- hegv_comp_grp(3)
- labad(3)
- geqp3(3)
- gesvdq(3)
- tfttp(3)
- laln2(3)
- uncsd2by1(3)
- blas2_like_grp(3)
- latbs(3)
- hbgst(3)
- larrv(3)
- ilaenv2stage(3)
- bdsvdx(3)
- hegs2(3)
- lasq_comp_grp(3)
- hpr2(3)
- laqhe(3)
- larra(3)
- gemqrt(3)
- hbmv(3)
- hpsv_driver(3)
- lacp2(3)
- lapmt(3)
- gecon(3)
- unbdb5(3)
- la_gerpvgrw(3)
- tgex2(3)
- laqhp(3)
- tftri(3)
- getrf2(3)
- porfs(3)
- lartg(3)
- lagts(3)
- ggev_comp_grp(3)
- lasd3(3)
- geqr_comp2(3)
- laqz_group(3)
- pftri(3)
- hetri2x(3)
- lahef_aa(3)
- svd_driver_grp(3)
- gbsv_driver(3)
- hesv_comp_aasen2(3)
- laqtr(3)
- lag2(3)
- la_porcond(3)
- hbev(3)
- pbtrf(3)
- lascl(3)
- larr_comp_grp(3)
- hecon(3)
- pttrs(3)
- lasd8(3)
- lsame(3)
- unm2l(3)
- potrs(3)
- tptrs(3)
- lartv(3)
- trtrs(3)
- gsvj1(3)
- sum1(3)
- larrj(3)
- gbmv(3)
- posv(3)
- gghd3(3)
- geev_top(3)
- geqr_comp_grp(3)
- laset(3)
- hesvxx(3)
- posv_comp_grp(3)
- lahef_rk(3)
- lasd1(3)
- tprfb(3)
- potf2(3)
- laein(3)
- lamc4(3)
- stevd(3)
- gtsv_driver(3)
- gesvd_comp_grp(3)
- la_constants(3)
- gesvx(3)
- hseqr(3)
- launhr_col_getrfnp2(3)
- trcon(3)
- larre(3)
- gelsy(3)
- ptsv(3)
- lacon(3)
- laed_comp_grp(3)
- hpsvx(3)
- gemm(3)
- poequ(3)
- laesy(3)
- lagtf(3)
- trrfs(3)
- ggev3(3)
- pbstf(3)
- poequb(3)
- heevr(3)
- lanhp(3)
- unbdb3(3)
- tgsyl(3)
- lamc5(3)
- geqr2p(3)
- ungqr(3)
- laqz3(3)
- imax1(3)
- gels_top(3)
- hesv(3)
- gelqt(3)
- pfsv_driver(3)
- stegr(3)
- gerqf(3)
- laisnan(3)
- ilatrans(3)
- gbsv_comp(3)
- pbrfs(3)
- lascl2(3)
- larz(3)
- la_hercond(3)
- tgexc(3)
- ggesx(3)
- unbdb6(3)
- ungl2(3)
- laed_comp2(3)
- rscl(3)
- hegv(3)
- gelst(3)
- gbtrs(3)
- pftrf(3)
- langb(3)
- lantr(3)
- laqgb(3)
- ggsvp3(3)
- bdsdc(3)
- ladiv(3)
- laqge(3)
- iparmq(3)
- ggbal(3)
- hb2st_kernels(3)
- lartgs(3)
- lartgp(3)
- rot(3)
- ppequ(3)
- laed3(3)
- her(3)
- hptri(3)
- stevx(3)
- upgtr(3)
- lar2v(3)
- hbev_2stage(3)
- gejsv(3)
- ppsv_driver(3)
- unm22(3)
- gesvxx(3)
- laqz0(3)
- unmtr(3)
- laed5(3)
- tptri(3)
- laed0(3)
- heev_driver2(3)
- hpcon(3)
- lasd4(3)
- hetrf_aa(3)
- geqr_comp3(3)
- rot_aux_grp(3)
- aux_grp(3)
- laebz(3)
- trsyl3(3)
- gges(3)
- gesdd(3)
- trexc(3)
- ung2l(3)
- gesv(3)
- laed4(3)
- md__r_e_a_d_m_e(3)
- blas3_like_grp(3)
- laed1(3)
- larcm(3)
- hbevx(3)
- hesv_driver_grp(3)
- hetrs(3)
- hbevd_2stage(3)
- blas1_grp(3)
- laic1(3)
- geql_comp_grp(3)
- heev_2stage(3)
- hpmv(3)
- pbtf2(3)
- hetrf_aa_2stage(3)
- hbgv(3)
- pptrs(3)
- lapmr(3)
- tpqr_comp_grp(3)
- larfy(3)
- gedmd(3)
- lasr(3)
- hetrd_2stage(3)
- gerfs(3)
- ungtr(3)
- porfsx(3)
- tpmv(3)
- lasd_comp2(3)
- unmbr(3)
- tbtrs(3)
- hetd2(3)
- trsv_comp_grp(3)
- lapy3(3)
- ptts2(3)
- unmhr(3)
- hbev_driver(3)
- lalsa(3)
- tbsv_comp(3)
- hesv_comp_v1(3)
- geql2(3)
- sterf(3)
- larrd(3)
- larft(3)
- lagv2(3)
- gttrf(3)
- tpqrt(3)
- la_lin_berr(3)
- rotg(3)
- solve_top(3)
- lacgv(3)
- larrf(3)
- tbmv(3)
- trsyl(3)
- geequ(3)
- upmtr(3)
- hpgv_driver(3)
- tbsv(3)
- hesvx(3)
- latrz(3)
- tfttr(3)
- gesv_comp_grp(3)
- xerbla_grp(3)
- tpsv(3)
- blas3_grp(3)
- gesvd_driver(3)
- geqr_comp1(3)
- ggev_driver_grp(3)
- la_gbamv(3)
- tpmlqt(3)
- trttf(3)
- larzb(3)
- unmr3(3)
- hecon_rook(3)
- stebz(3)
- lantp(3)
- laqz1(3)
- hesv_rk(3)
- tbcon(3)
- xerbla(3)
- posv_mixed(3)
- latps(3)
- hesv_aa_driver(3)
- gemqr(3)
- larrr(3)
- gebrd(3)
- tgsna(3)
- la_gercond(3)
- gbsv(3)
- hesv_comp_grp(3)
- gesv_mixed(3)
- gghrd(3)
- gbrfs(3)
- tpmqrt(3)
- lasq3(3)
- tpsv_comp(3)
- largv(3)
- gelsd(3)
- pftrs(3)
- asum(3)
- launhr_col_getrfnp(3)
- hptrf(3)
- lacpy(3)
- gesc2(3)
- lasda(3)
- second(3)
- hprfs(3)
- hpsv_comp(3)
- lamrg(3)
- pbsv_comp(3)
- hegv_2stage(3)
- gerq2(3)
- lasdt(3)
- abs1(3)
- hbevd(3)
- hbev_comp(3)
- trsv(3)
- la_porpvgrw(3)
- la_gbrpvgrw(3)
- hbgv_driver(3)
- tgsja(3)
- gebd2(3)
- geqr2(3)
- unm2r(3)
- unmql(3)
- la_gbrfsx_extended(3)
- gelq_comp2(3)
- iparam2stage(3)
- ger(3)
- larf(3)
- ilaprec(3)
- labrd(3)
- unbdb1(3)
- unmlq(3)
- geequb(3)
- la_herfsx_extended(3)
- unbdb2(3)
- lapack_top(3)
- ptsv_driver(3)
- hetrs2(3)
- geqr_comp4(3)
- pbsv(3)
- posv_driver(3)
- steqr(3)
- gels(3)
- lar1v(3)
- hemv(3)
- la_transtype(3)
- hesv_aa(3)
- lacrm(3)
- stevr(3)
- hetf2_rk(3)
- blas2_banded(3)
- stein(3)
- unmrq(3)
- larrk(3)
- hetri2(3)
- hesv_aa_2stage(3)
- pttrf(3)
- gelss(3)
- pbsv_driver(3)
- lasq5(3)
- heevx_2stage(3)
- hetri(3)
- lasd2(3)
- laed2(3)
- pbcon(3)
- ptcon(3)
- laed7(3)
- gels_aux_grp(3)
- hpgvd(3)
- hetf2(3)
- tzrzf(3)
- hpr(3)
- unitary_top(3)
- latsqr(3)
- ungql(3)
- her2(3)
- hetri_3x(3)
- hetrd_hb2st(3)
- tgsen(3)
- ggsvd3(3)
- lasq6(3)
- set_grp(3)
- larfgp(3)
- gels_driver_grp(3)
- pbtrs(3)
- lamswlq(3)
- lanht(3)
- gbsvxx(3)
- tgevc(3)
- ilaenv(3)
- swap(3)
- lae2(3)
- iladiag(3)
- lasq2(3)
- la_heamv(3)
- blas_like_top(3)
- la_gerfsx_extended(3)
- hegst(3)
- tfsm(3)
- gesvd(3)
- ungr2(3)
- ggev(3)
- aux_top(3)
- blas2_packed(3)
- geqlf(3)
- hetrs_rook(3)
- gelq2(3)
- geqrfp(3)
- gbequb(3)
- stev(3)
- lauum(3)
- potrf2(3)
- lamc3(3)
- gbrfsx(3)
- gerq_comp_grp(3)
- pocon(3)
- tbrfs(3)
- heswapr(3)
- lamc2(3)
- hpevd(3)
- hesv_comp_aasen(3)
- scalar_grp(3)
- gemv(3)
- lasv2(3)
- lanhs(3)
- svd_top(3)
- gbsvx(3)
- gesvdx(3)
- tplq_comp_grp(3)
- hesv_driver(3)
- hesv_comp_v2(3)
- trsen(3)
- syconvf(3)
- lasd7(3)
- gbcon(3)
- unbdb(3)
- heev_driver_grp(3)
- ggqrf(3)
- heevx(3)
- gtsvx(3)
- lahef_rook(3)
- hetrf_rook(3)
- hetrf(3)
- trsna(3)
- gebak(3)
- larnv(3)
- ptsv_comp(3)
- laswlq(3)
- lags2(3)
- laed8(3)
- laswp(3)
- hptrs(3)
- unglq(3)
- la_wwaddw(3)
- getrf(3)
- gees(3)
- gbtf2(3)
- hegvx(3)
- latrs3(3)
- roundup_lwork(3)
- unghr(3)
- iamax(3)
- larzt(3)
- pteqr(3)
- ilaver(3)
- trmv(3)
- la_gbrcond(3)
- blas0_like_grp(3)
- nrm2(3)
- heev_top(3)
- gtcon(3)
- heevr_2stage(3)
- pstrf(3)
- rot_comp(3)
- laqr5(3)
- heevd_2stage(3)
- getsls(3)
- hetrd_he2hb(3)
- heequb(3)
- laqp2(3)
- axpy(3)
- blast_aux(3)
- rotmg(3)
- pbsvx(3)
- ilauplo(3)
- herfsx(3)
- laqr2(3)
- blas1_like_grp(3)
- lassq(3)
- larrb(3)
- stev_driver(3)
- geevx(3)
- tpttf(3)
- scal(3)
- laneg(3)
- posv_driver_grp(3)
- lasq1(3)
- hetrs_3(3)
- geqrt2(3)
- gbbrd(3)
- ilalr(3)
- hetri_3(3)
apt-get install liblapack-doc
Manual
pbsvx
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine cpbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, complex, dimension( ldab, * ) ab, integer ldab, complex,dimension( ldafb, * ) afb, integer ldafb, character equed, real,dimension( * ) s, complex, dimension( ldb, * ) b, integer ldb, complex,dimension( ldx, * ) x, integer ldx, real rcond, real, dimension( * )ferr, real, dimension( * ) berr, complex, dimension( * ) work, real,dimension( * ) rwork, integer info)
subroutine dpbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, double precision, dimension( ldab, * ) ab, integer ldab,double precision, dimension( ldafb, * ) afb, integer ldafb, characterequed, double precision, dimension( * ) s, 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, dimension( * ) iwork, integer info)
subroutine spbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, real, dimension( ldab, * ) ab, integer ldab, real,dimension( ldafb, * ) afb, integer ldafb, character equed, real,dimension( * ) s, real, dimension( ldb, * ) b, integer ldb, real,dimension( ldx, * ) x, integer ldx, real rcond, real, dimension( * )ferr, real, dimension( * ) berr, real, dimension( * ) work, integer,dimension( * ) iwork, integer info)
subroutine zpbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, complex*16, dimension( ldab, * ) ab, integer ldab,complex*16, dimension( ldafb, * ) afb, integer ldafb, character equed,double precision, dimension( * ) s, complex*16, dimension( ldb, * ) b,integer ldb, complex*16, dimension( ldx, * ) x, integer ldx, doubleprecision rcond, double precision, dimension( * ) ferr, doubleprecision, dimension( * ) berr, complex*16, dimension( * ) work, doubleprecision, dimension( * ) rwork, integer info)
Author
NAME
pbsvx - pbsvx: factor and solve, expert
SYNOPSIS
Functions
subroutine
cpbsvx
(fact, uplo, n, kd, nrhs, ab, ldab, afb,
ldafb, equed, s, b, ldb, x, ldx, rcond, ferr, berr, work,
rwork, info)
CPBSVX computes the solution to system of linear equations A
* X = B for OTHER matrices
subroutine
dpbsvx
(fact, uplo, n, kd, nrhs, ab, ldab,
afb, ldafb, equed, s, b, ldb, x, ldx, rcond, ferr, berr,
work, iwork, info)
DPBSVX computes the solution to system of linear equations A
* X = B for OTHER matrices
subroutine
spbsvx
(fact, uplo, n, kd, nrhs, ab, ldab,
afb, ldafb, equed, s, b, ldb, x, ldx, rcond, ferr, berr,
work, iwork, info)
SPBSVX computes the solution to system of linear equations A
* X = B for OTHER matrices
subroutine
zpbsvx
(fact, uplo, n, kd, nrhs, ab, ldab,
afb, ldafb, equed, s, b, ldb, x, ldx, rcond, ferr, berr,
work, rwork, info)
ZPBSVX computes the solution to system of linear equations A
* X = B for OTHER matrices
Detailed Description
Function Documentation
subroutine cpbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, complex, dimension( ldab, * ) ab, integer ldab, complex,dimension( ldafb, * ) afb, integer ldafb, character equed, real,dimension( * ) s, complex, dimension( ldb, * ) b, integer ldb, complex,dimension( ldx, * ) x, integer ldx, real rcond, real, dimension( * )ferr, real, dimension( * ) berr, complex, dimension( * ) work, real,dimension( * ) rwork, integer info)
CPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
CPBSVX uses the
Cholesky factorization A = U**H*U or A = L*L**H to
compute the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite band 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 =
āEā, real 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 =
āNā or āEā, the Cholesky
decomposition is used to
factor the matrix A (after equilibration if FACT =
āEā) as
A = U**H * U, if UPLO = āUā, or
A = L * L**H, if UPLO = āLā,
where U is an upper triangular band matrix, and L is a lower
triangular band matrix.
3. If the
leading principal minor of order i is not positive,
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.
4. The system
of equations is solved for X using the factored form
of A.
5. Iterative
refinement is applied to improve the computed solution
matrix and calculate error bounds and backward error
estimates
for it.
6. If
equilibration was used, the matrix X is premultiplied by
diag(S) so that it solves the original system before
equilibration.
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.
= āFā: On entry, AFB contains the factored form
of A.
If EQUED = āYā, the matrix A has been
equilibrated
with scaling factors given by S. AB and AFB will not
be modified.
= āNā: The matrix A will be copied to AFB and
factored.
= āEā: The matrix A will be equilibrated if
necessary, then
copied to AFB and factored.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangle of A is stored;
= āLā: 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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO =
āUā,
or the number of subdiagonals if UPLO = āLā. KD
>= 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.
AB
AB is COMPLEX
array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+1 rows of the array, except
if FACT = āFā and EQUED = āYā, then
A must contain the
equilibrated matrix diag(S)*A*diag(S). The j-th column of A
is stored in the j-th column of the array AB as follows:
if UPLO = āUā, AB(KD+1+i-j,j) = A(i,j) for
max(1,j-KD)<=i<=j;
if UPLO = āLā, AB(1+i-j,j) = A(i,j) for
j<=i<=min(N,j+KD).
See below for further details.
On exit, if
FACT = āEā and EQUED = āYā, A is
overwritten by
diag(S)*A*diag(S).
LDAB
LDAB is INTEGER
The leading dimension of the array A. LDAB >= KD+1.
AFB
AFB is COMPLEX
array, dimension (LDAFB,N)
If FACT = āFā, then AFB is an input argument and
on entry
contains the triangular factor U or L from the Cholesky
factorization A = U**H*U or A = L*L**H of the band matrix
A, in the same storage format as A (see AB). If EQUED =
āYā,
then AFB is the factored form of the equilibrated matrix
A.
If FACT =
āNā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**H*U or A = L*L**H.
If FACT =
āEā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**H*U or A = L*L**H of the equilibrated
matrix A (see the description of A for the form of the
equilibrated matrix).
LDAFB
LDAFB is
INTEGER
The leading dimension of the array AFB. LDAFB >=
KD+1.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done.
= āNā: No equilibration (always true if FACT =
āNā).
= āYā: Equilibration was done, i.e., A has been
replaced by
diag(S) * A * diag(S).
EQUED is an input argument if FACT = āFā;
otherwise, it is an
output argument.
S
S is REAL
array, dimension (N)
The scale factors for A; not accessed if EQUED =
āNā. S is
an input argument if FACT = āFā; otherwise, S is
an output
argument. If FACT = āFā and EQUED =
āYā, each element of S
must be positive.
B
B is COMPLEX
array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if EQUED = āNā, B is not modified; if
EQUED = āYā,
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 COMPLEX
array, dimension (LDX,NRHS)
If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
to
the original system of equations. Note that if EQUED =
āYā,
A and B are modified on exit, 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 REAL
The estimate of the reciprocal condition number of the
matrix
A after equilibration (if done). 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 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 estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error.
BERR
BERR is 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
solution).
WORK
WORK is COMPLEX array, dimension (2*N)
RWORK
RWORK is REAL 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: 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. RCOND = 0 is returned.
= N+1: U 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.
Further Details:
The band
storage scheme is illustrated by the following example, when
N = 6, KD = 2, and UPLO = āUā:
Two-dimensional storage of the Hermitian matrix A:
a11 a12 a13
a22 a23 a24
a33 a34 a35
a44 a45 a46
a55 a56
(aij=conjg(aji)) a66
Band storage of the upper triangle of A:
* * a13 a24 a35
a46
* a12 a23 a34 a45 a56
a11 a22 a33 a44 a55 a66
Similarly, if UPLO = āLā the format of A is as follows:
a11 a22 a33 a44
a55 a66
a21 a32 a43 a54 a65 *
a31 a42 a53 a64 * *
Array elements marked * are not used by the routine.
subroutine dpbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, double precision, dimension( ldab, * ) ab, integer ldab,double precision, dimension( ldafb, * ) afb, integer ldafb, characterequed, double precision, dimension( * ) s, 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, dimension( * ) iwork, integer info)
DPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
DPBSVX uses the
Cholesky factorization A = U**T*U or A = L*L**T to
compute the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite band 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 =
āEā, real 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 =
āNā or āEā, the Cholesky
decomposition is used to
factor the matrix A (after equilibration if FACT =
āEā) as
A = U**T * U, if UPLO = āUā, or
A = L * L**T, if UPLO = āLā,
where U is an upper triangular band matrix, and L is a lower
triangular band matrix.
3. If the
leading principal minor of order i is not positive,
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.
4. The system
of equations is solved for X using the factored form
of A.
5. Iterative
refinement is applied to improve the computed solution
matrix and calculate error bounds and backward error
estimates
for it.
6. If
equilibration was used, the matrix X is premultiplied by
diag(S) so that it solves the original system before
equilibration.
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.
= āFā: On entry, AFB contains the factored form
of A.
If EQUED = āYā, the matrix A has been
equilibrated
with scaling factors given by S. AB and AFB will not
be modified.
= āNā: The matrix A will be copied to AFB and
factored.
= āEā: The matrix A will be equilibrated if
necessary, then
copied to AFB and factored.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangle of A is stored;
= āLā: 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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO =
āUā,
or the number of subdiagonals if UPLO = āLā. KD
>= 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.
AB
AB is DOUBLE
PRECISION array, dimension (LDAB,N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array, except
if FACT = āFā and EQUED = āYā, then
A must contain the
equilibrated matrix diag(S)*A*diag(S). The j-th column of A
is stored in the j-th column of the array AB as follows:
if UPLO = āUā, AB(KD+1+i-j,j) = A(i,j) for
max(1,j-KD)<=i<=j;
if UPLO = āLā, AB(1+i-j,j) = A(i,j) for
j<=i<=min(N,j+KD).
See below for further details.
On exit, if
FACT = āEā and EQUED = āYā, A is
overwritten by
diag(S)*A*diag(S).
LDAB
LDAB is INTEGER
The leading dimension of the array A. LDAB >= KD+1.
AFB
AFB is DOUBLE
PRECISION array, dimension (LDAFB,N)
If FACT = āFā, then AFB is an input argument and
on entry
contains the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the band matrix
A, in the same storage format as A (see AB). If EQUED =
āYā,
then AFB is the factored form of the equilibrated matrix
A.
If FACT =
āNā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T.
If FACT =
āEā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the equilibrated
matrix A (see the description of A for the form of the
equilibrated matrix).
LDAFB
LDAFB is
INTEGER
The leading dimension of the array AFB. LDAFB >=
KD+1.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done.
= āNā: No equilibration (always true if FACT =
āNā).
= āYā: Equilibration was done, i.e., A has been
replaced by
diag(S) * A * diag(S).
EQUED is an input argument if FACT = āFā;
otherwise, it is an
output argument.
S
S is DOUBLE
PRECISION array, dimension (N)
The scale factors for A; not accessed if EQUED =
āNā. S is
an input argument if FACT = āFā; otherwise, S is
an output
argument. If FACT = āFā and EQUED =
āYā, each element of S
must be positive.
B
B is DOUBLE
PRECISION array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if EQUED = āNā, B is not modified; if
EQUED = āYā,
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 or INFO = N+1, the N-by-NRHS solution matrix X
to
the original system of equations. Note that if EQUED =
āYā,
A and B are modified on exit, 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
The estimate of the reciprocal condition number of the
matrix
A after equilibration (if done). 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 (3*N)
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: 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. RCOND = 0 is returned.
= N+1: U 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.
Further Details:
The band
storage scheme is illustrated by the following example, when
N = 6, KD = 2, and UPLO = āUā:
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13
a22 a23 a24
a33 a34 a35
a44 a45 a46
a55 a56
(aij=conjg(aji)) a66
Band storage of the upper triangle of A:
* * a13 a24 a35
a46
* a12 a23 a34 a45 a56
a11 a22 a33 a44 a55 a66
Similarly, if UPLO = āLā the format of A is as follows:
a11 a22 a33 a44
a55 a66
a21 a32 a43 a54 a65 *
a31 a42 a53 a64 * *
Array elements marked * are not used by the routine.
subroutine spbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, real, dimension( ldab, * ) ab, integer ldab, real,dimension( ldafb, * ) afb, integer ldafb, character equed, real,dimension( * ) s, real, dimension( ldb, * ) b, integer ldb, real,dimension( ldx, * ) x, integer ldx, real rcond, real, dimension( * )ferr, real, dimension( * ) berr, real, dimension( * ) work, integer,dimension( * ) iwork, integer info)
SPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
SPBSVX uses the
Cholesky factorization A = U**T*U or A = L*L**T to
compute the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite band 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 =
āEā, real 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 =
āNā or āEā, the Cholesky
decomposition is used to
factor the matrix A (after equilibration if FACT =
āEā) as
A = U**T * U, if UPLO = āUā, or
A = L * L**T, if UPLO = āLā,
where U is an upper triangular band matrix, and L is a lower
triangular band matrix.
3. If the
leading principal minor of order i is not positive,
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.
4. The system
of equations is solved for X using the factored form
of A.
5. Iterative
refinement is applied to improve the computed solution
matrix and calculate error bounds and backward error
estimates
for it.
6. If
equilibration was used, the matrix X is premultiplied by
diag(S) so that it solves the original system before
equilibration.
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.
= āFā: On entry, AFB contains the factored form
of A.
If EQUED = āYā, the matrix A has been
equilibrated
with scaling factors given by S. AB and AFB will not
be modified.
= āNā: The matrix A will be copied to AFB and
factored.
= āEā: The matrix A will be equilibrated if
necessary, then
copied to AFB and factored.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangle of A is stored;
= āLā: 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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO =
āUā,
or the number of subdiagonals if UPLO = āLā. KD
>= 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.
AB
AB is REAL
array, dimension (LDAB,N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array, except
if FACT = āFā and EQUED = āYā, then
A must contain the
equilibrated matrix diag(S)*A*diag(S). The j-th column of A
is stored in the j-th column of the array AB as follows:
if UPLO = āUā, AB(KD+1+i-j,j) = A(i,j) for
max(1,j-KD)<=i<=j;
if UPLO = āLā, AB(1+i-j,j) = A(i,j) for
j<=i<=min(N,j+KD).
See below for further details.
On exit, if
FACT = āEā and EQUED = āYā, A is
overwritten by
diag(S)*A*diag(S).
LDAB
LDAB is INTEGER
The leading dimension of the array A. LDAB >= KD+1.
AFB
AFB is REAL
array, dimension (LDAFB,N)
If FACT = āFā, then AFB is an input argument and
on entry
contains the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the band matrix
A, in the same storage format as A (see AB). If EQUED =
āYā,
then AFB is the factored form of the equilibrated matrix
A.
If FACT =
āNā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T.
If FACT =
āEā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T of the equilibrated
matrix A (see the description of A for the form of the
equilibrated matrix).
LDAFB
LDAFB is
INTEGER
The leading dimension of the array AFB. LDAFB >=
KD+1.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done.
= āNā: No equilibration (always true if FACT =
āNā).
= āYā: Equilibration was done, i.e., A has been
replaced by
diag(S) * A * diag(S).
EQUED is an input argument if FACT = āFā;
otherwise, it is an
output argument.
S
S is REAL
array, dimension (N)
The scale factors for A; not accessed if EQUED =
āNā. S is
an input argument if FACT = āFā; otherwise, S is
an output
argument. If FACT = āFā and EQUED =
āYā, each element of S
must be positive.
B
B is REAL
array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if EQUED = āNā, B is not modified; if
EQUED = āYā,
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 REAL
array, dimension (LDX,NRHS)
If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
to
the original system of equations. Note that if EQUED =
āYā,
A and B are modified on exit, 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 REAL
The estimate of the reciprocal condition number of the
matrix
A after equilibration (if done). 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 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 estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error.
BERR
BERR is 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
solution).
WORK
WORK is REAL array, dimension (3*N)
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: 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. RCOND = 0 is returned.
= N+1: U 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.
Further Details:
The band
storage scheme is illustrated by the following example, when
N = 6, KD = 2, and UPLO = āUā:
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13
a22 a23 a24
a33 a34 a35
a44 a45 a46
a55 a56
(aij=conjg(aji)) a66
Band storage of the upper triangle of A:
* * a13 a24 a35
a46
* a12 a23 a34 a45 a56
a11 a22 a33 a44 a55 a66
Similarly, if UPLO = āLā the format of A is as follows:
a11 a22 a33 a44
a55 a66
a21 a32 a43 a54 a65 *
a31 a42 a53 a64 * *
Array elements marked * are not used by the routine.
subroutine zpbsvx (character fact, character uplo, integer n, integer kd,integer nrhs, complex*16, dimension( ldab, * ) ab, integer ldab,complex*16, dimension( ldafb, * ) afb, integer ldafb, character equed,double precision, dimension( * ) s, complex*16, dimension( ldb, * ) b,integer ldb, complex*16, dimension( ldx, * ) x, integer ldx, doubleprecision rcond, double precision, dimension( * ) ferr, doubleprecision, dimension( * ) berr, complex*16, dimension( * ) work, doubleprecision, dimension( * ) rwork, integer info)
ZPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
ZPBSVX uses the
Cholesky factorization A = U**H*U or A = L*L**H to
compute the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite band 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 =
āEā, real 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 =
āNā or āEā, the Cholesky
decomposition is used to
factor the matrix A (after equilibration if FACT =
āEā) as
A = U**H * U, if UPLO = āUā, or
A = L * L**H, if UPLO = āLā,
where U is an upper triangular band matrix, and L is a lower
triangular band matrix.
3. If the
leading principal minor of order i is not positive,
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.
4. The system
of equations is solved for X using the factored form
of A.
5. Iterative
refinement is applied to improve the computed solution
matrix and calculate error bounds and backward error
estimates
for it.
6. If
equilibration was used, the matrix X is premultiplied by
diag(S) so that it solves the original system before
equilibration.
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.
= āFā: On entry, AFB contains the factored form
of A.
If EQUED = āYā, the matrix A has been
equilibrated
with scaling factors given by S. AB and AFB will not
be modified.
= āNā: The matrix A will be copied to AFB and
factored.
= āEā: The matrix A will be equilibrated if
necessary, then
copied to AFB and factored.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangle of A is stored;
= āLā: 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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO =
āUā,
or the number of subdiagonals if UPLO = āLā. KD
>= 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.
AB
AB is
COMPLEX*16 array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+1 rows of the array, except
if FACT = āFā and EQUED = āYā, then
A must contain the
equilibrated matrix diag(S)*A*diag(S). The j-th column of A
is stored in the j-th column of the array AB as follows:
if UPLO = āUā, AB(KD+1+i-j,j) = A(i,j) for
max(1,j-KD)<=i<=j;
if UPLO = āLā, AB(1+i-j,j) = A(i,j) for
j<=i<=min(N,j+KD).
See below for further details.
On exit, if
FACT = āEā and EQUED = āYā, A is
overwritten by
diag(S)*A*diag(S).
LDAB
LDAB is INTEGER
The leading dimension of the array A. LDAB >= KD+1.
AFB
AFB is
COMPLEX*16 array, dimension (LDAFB,N)
If FACT = āFā, then AFB is an input argument and
on entry
contains the triangular factor U or L from the Cholesky
factorization A = U**H *U or A = L*L**H of the band matrix
A, in the same storage format as A (see AB). If EQUED =
āYā,
then AFB is the factored form of the equilibrated matrix
A.
If FACT =
āNā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**H *U or A = L*L**H.
If FACT =
āEā, then AFB is an output argument and on exit
returns the triangular factor U or L from the Cholesky
factorization A = U**H *U or A = L*L**H of the equilibrated
matrix A (see the description of A for the form of the
equilibrated matrix).
LDAFB
LDAFB is
INTEGER
The leading dimension of the array AFB. LDAFB >=
KD+1.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done.
= āNā: No equilibration (always true if FACT =
āNā).
= āYā: Equilibration was done, i.e., A has been
replaced by
diag(S) * A * diag(S).
EQUED is an input argument if FACT = āFā;
otherwise, it is an
output argument.
S
S is DOUBLE
PRECISION array, dimension (N)
The scale factors for A; not accessed if EQUED =
āNā. S is
an input argument if FACT = āFā; otherwise, S is
an output
argument. If FACT = āFā and EQUED =
āYā, each element of S
must be positive.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if EQUED = āNā, B is not modified; if
EQUED = āYā,
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 COMPLEX*16
array, dimension (LDX,NRHS)
If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
to
the original system of equations. Note that if EQUED =
āYā,
A and B are modified on exit, 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
The estimate of the reciprocal condition number of the
matrix
A after equilibration (if done). 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 COMPLEX*16 array, dimension (2*N)
RWORK
RWORK is DOUBLE PRECISION 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: 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. RCOND = 0 is returned.
= N+1: U 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.
Further Details:
The band
storage scheme is illustrated by the following example, when
N = 6, KD = 2, and UPLO = āUā:
Two-dimensional storage of the Hermitian matrix A:
a11 a12 a13
a22 a23 a24
a33 a34 a35
a44 a45 a46
a55 a56
(aij=conjg(aji)) a66
Band storage of the upper triangle of A:
* * a13 a24 a35
a46
* a12 a23 a34 a45 a56
a11 a22 a33 a44 a55 a66
Similarly, if UPLO = āLā the format of A is as follows:
a11 a22 a33 a44
a55 a66
a21 a32 a43 a54 a65 *
a31 a42 a53 a64 * *
Array elements marked * are not used by the routine.
Author
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