 LAPACK 3.11.0 LAPACK: Linear Algebra PACKage
Searching...
No Matches

## ◆ cptsvx()

 subroutine cptsvx ( character FACT, integer N, integer NRHS, real, dimension( * ) D, complex, dimension( * ) E, real, dimension( * ) DF, complex, dimension( * ) EF, 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 )

CPTSVX computes the solution to system of linear equations A * X = B for PT matrices

Purpose:
``` CPTSVX uses the factorization A = L*D*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 tridiagonal 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 matrix A is factored as A = L*D*L**H, where L
is a unit lower bidiagonal matrix and D is diagonal.  The
factorization can also be regarded as having the form
A = U**H*D*U.

2. If the leading i-by-i principal minor is not positive definite,
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
 [in] FACT ``` FACT is CHARACTER*1 Specifies whether or not the factored form of the matrix A is supplied on entry. = 'F': On entry, DF and EF contain the factored form of A. D, E, DF, and EF will not be modified. = 'N': The matrix A will be copied to DF and EF and factored.``` [in] N ``` N is INTEGER 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 matrices B and X. NRHS >= 0.``` [in] D ``` D is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix A.``` [in] E ``` E is COMPLEX array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix A.``` [in,out] DF ``` DF is REAL array, dimension (N) If FACT = 'F', then DF is an input argument and on entry contains the n diagonal elements of the diagonal matrix D from the L*D*L**H factorization of A. If FACT = 'N', then DF is an output argument and on exit contains the n diagonal elements of the diagonal matrix D from the L*D*L**H factorization of A.``` [in,out] EF ``` EF is COMPLEX array, dimension (N-1) If FACT = 'F', then EF is an input argument and on entry contains the (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**H factorization of A. If FACT = 'N', then EF is an output argument and on exit contains the (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**H factorization of A.``` [in] B ``` B is COMPLEX array, dimension (LDB,NRHS) The N-by-NRHS right hand side matrix B.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [out] X ``` X is COMPLEX array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.``` [in] LDX ``` LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).``` [out] RCOND ``` RCOND is REAL 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.``` [out] FERR ``` FERR is REAL array, dimension (NRHS) The 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).``` [out] 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).``` [out] WORK ` WORK is COMPLEX array, dimension (N)` [out] RWORK ` RWORK is REAL array, dimension (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, and i is <= N: the leading minor of order i of A is not positive definite, 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.```

Definition at line 232 of file cptsvx.f.

234*
235* -- LAPACK driver routine --
236* -- LAPACK is a software package provided by Univ. of Tennessee, --
237* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
238*
239* .. Scalar Arguments ..
240 CHARACTER FACT
241 INTEGER INFO, LDB, LDX, N, NRHS
242 REAL RCOND
243* ..
244* .. Array Arguments ..
245 REAL BERR( * ), D( * ), DF( * ), FERR( * ),
246 \$ RWORK( * )
247 COMPLEX B( LDB, * ), E( * ), EF( * ), WORK( * ),
248 \$ X( LDX, * )
249* ..
250*
251* =====================================================================
252*
253* .. Parameters ..
254 REAL ZERO
255 parameter( zero = 0.0e+0 )
256* ..
257* .. Local Scalars ..
258 LOGICAL NOFACT
259 REAL ANORM
260* ..
261* .. External Functions ..
262 LOGICAL LSAME
263 REAL CLANHT, SLAMCH
264 EXTERNAL lsame, clanht, slamch
265* ..
266* .. External Subroutines ..
267 EXTERNAL ccopy, clacpy, cptcon, cptrfs, cpttrf, cpttrs,
268 \$ scopy, xerbla
269* ..
270* .. Intrinsic Functions ..
271 INTRINSIC max
272* ..
273* .. Executable Statements ..
274*
275* Test the input parameters.
276*
277 info = 0
278 nofact = lsame( fact, 'N' )
279 IF( .NOT.nofact .AND. .NOT.lsame( fact, 'F' ) ) THEN
280 info = -1
281 ELSE IF( n.LT.0 ) THEN
282 info = -2
283 ELSE IF( nrhs.LT.0 ) THEN
284 info = -3
285 ELSE IF( ldb.LT.max( 1, n ) ) THEN
286 info = -9
287 ELSE IF( ldx.LT.max( 1, n ) ) THEN
288 info = -11
289 END IF
290 IF( info.NE.0 ) THEN
291 CALL xerbla( 'CPTSVX', -info )
292 RETURN
293 END IF
294*
295 IF( nofact ) THEN
296*
297* Compute the L*D*L**H (or U**H*D*U) factorization of A.
298*
299 CALL scopy( n, d, 1, df, 1 )
300 IF( n.GT.1 )
301 \$ CALL ccopy( n-1, e, 1, ef, 1 )
302 CALL cpttrf( n, df, ef, info )
303*
304* Return if INFO is non-zero.
305*
306 IF( info.GT.0 )THEN
307 rcond = zero
308 RETURN
309 END IF
310 END IF
311*
312* Compute the norm of the matrix A.
313*
314 anorm = clanht( '1', n, d, e )
315*
316* Compute the reciprocal of the condition number of A.
317*
318 CALL cptcon( n, df, ef, anorm, rcond, rwork, info )
319*
320* Compute the solution vectors X.
321*
322 CALL clacpy( 'Full', n, nrhs, b, ldb, x, ldx )
323 CALL cpttrs( 'Lower', n, nrhs, df, ef, x, ldx, info )
324*
325* Use iterative refinement to improve the computed solutions and
326* compute error bounds and backward error estimates for them.
327*
328 CALL cptrfs( 'Lower', n, nrhs, d, e, df, ef, b, ldb, x, ldx, ferr,
329 \$ berr, work, rwork, info )
330*
331* Set INFO = N+1 if the matrix is singular to working precision.
332*
333 IF( rcond.LT.slamch( 'Epsilon' ) )
334 \$ info = n + 1
335*
336 RETURN
337*
338* End of CPTSVX
339*
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:81
real function clanht(NORM, N, D, E)
CLANHT returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: clanht.f:101
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:103
subroutine cptrfs(UPLO, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CPTRFS
Definition: cptrfs.f:183
subroutine cptcon(N, D, E, ANORM, RCOND, RWORK, INFO)
CPTCON
Definition: cptcon.f:119
subroutine cpttrs(UPLO, N, NRHS, D, E, B, LDB, INFO)
CPTTRS
Definition: cpttrs.f:121
subroutine cpttrf(N, D, E, INFO)
CPTTRF
Definition: cpttrf.f:92
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
Here is the call graph for this function:
Here is the caller graph for this function: