LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dppsv()

subroutine dppsv ( character  uplo,
integer  n,
integer  nrhs,
double precision, dimension( * )  ap,
double precision, dimension( ldb, * )  b,
integer  ldb,
integer  info 
)

DPPSV computes the solution to system of linear equations A * X = B for OTHER matrices

Download DPPSV + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DPPSV computes the solution to a real system of linear equations
    A * X = B,
 where A is an N-by-N symmetric positive definite matrix stored in
 packed format and X and B are N-by-NRHS matrices.

 The Cholesky decomposition is used to factor A as
    A = U**T* U,  if UPLO = 'U', or
    A = L * L**T,  if UPLO = 'L',
 where U is an upper triangular matrix and L is a lower triangular
 matrix.  The factored form of A is then used to solve the system of
 equations A * X = B.
Parameters
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
[in]N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
[in]NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
[in,out]AP
          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.

          On exit, if INFO = 0, the factor U or L from the Cholesky
          factorization A = U**T*U or A = L*L**T, in the same storage
          format as A.
[in,out]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.
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, the leading principal minor of order i
                of A is not positive, so the factorization could not
                be completed, and the solution has not been computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':

  Two-dimensional storage of the symmetric matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = conjg(aji))
                 a44

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Definition at line 143 of file dppsv.f.

144*
145* -- LAPACK driver routine --
146* -- LAPACK is a software package provided by Univ. of Tennessee, --
147* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
148*
149* .. Scalar Arguments ..
150 CHARACTER UPLO
151 INTEGER INFO, LDB, N, NRHS
152* ..
153* .. Array Arguments ..
154 DOUBLE PRECISION AP( * ), B( LDB, * )
155* ..
156*
157* =====================================================================
158*
159* .. External Functions ..
160 LOGICAL LSAME
161 EXTERNAL lsame
162* ..
163* .. External Subroutines ..
164 EXTERNAL dpptrf, dpptrs, xerbla
165* ..
166* .. Intrinsic Functions ..
167 INTRINSIC max
168* ..
169* .. Executable Statements ..
170*
171* Test the input parameters.
172*
173 info = 0
174 IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) ) THEN
175 info = -1
176 ELSE IF( n.LT.0 ) THEN
177 info = -2
178 ELSE IF( nrhs.LT.0 ) THEN
179 info = -3
180 ELSE IF( ldb.LT.max( 1, n ) ) THEN
181 info = -6
182 END IF
183 IF( info.NE.0 ) THEN
184 CALL xerbla( 'DPPSV ', -info )
185 RETURN
186 END IF
187*
188* Compute the Cholesky factorization A = U**T*U or A = L*L**T.
189*
190 CALL dpptrf( uplo, n, ap, info )
191 IF( info.EQ.0 ) THEN
192*
193* Solve the system A*X = B, overwriting B with X.
194*
195 CALL dpptrs( uplo, n, nrhs, ap, b, ldb, info )
196*
197 END IF
198 RETURN
199*
200* End of DPPSV
201*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine dpptrf(uplo, n, ap, info)
DPPTRF
Definition dpptrf.f:119
subroutine dpptrs(uplo, n, nrhs, ap, b, ldb, info)
DPPTRS
Definition dpptrs.f:108
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