SPPSVX (3)  Linux Manuals
NAME
sppsvx.f 
SYNOPSIS
Functions/Subroutines
subroutine sppsvx (FACT, UPLO, N, NRHS, AP, AFP, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)
SPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Function/Subroutine Documentation
subroutine sppsvx (characterFACT, characterUPLO, integerN, integerNRHS, real, dimension( * )AP, real, dimension( * )AFP, characterEQUED, real, dimension( * )S, real, dimension( ldb, * )B, integerLDB, real, dimension( ldx, * )X, integerLDX, realRCOND, real, dimension( * )FERR, real, dimension( * )BERR, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)
SPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:

SPPSVX 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 NbyN symmetric positive definite matrix stored in packed format and X and B are NbyNRHS matrices. Error bounds on the solution and a condition estimate are also provided.
Description:

The following steps are performed: 1. If FACT = 'E', 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 = 'N' or 'E', the Cholesky decomposition is used to factor the matrix A (after equilibration if FACT = 'E') 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. 3. If the leading ibyi 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. 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. = 'F': On entry, AFP contains the factored form of A. If EQUED = 'Y', the matrix A has been equilibrated with scaling factors given by S. AP and AFP will not be modified. = 'N': The matrix A will be copied to AFP and factored. = 'E': The matrix A will be equilibrated if necessary, then copied to AFP and factored.
UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
APAP is REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array, except if FACT = 'F' and EQUED = 'Y', then A must contain the equilibrated matrix diag(S)*A*diag(S). The jth column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j1)*(2nj)/2) = A(i,j) for j<=i<=n. See below for further details. A is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).
AFPAFP is REAL array, dimension (N*(N+1)/2) If FACT = 'F', then AFP 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, in the same storage format as A. If EQUED .ne. 'N', then AFP is the factored form of the equilibrated matrix A. If FACT = 'N', then AFP 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 original matrix A. If FACT = 'E', then AFP 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 AP for the form of the equilibrated matrix).
EQUEDEQUED is CHARACTER*1 Specifies the form of equilibration that was done. = 'N': No equilibration (always true if FACT = 'N'). = 'Y': Equilibration was done, 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.
SS is REAL array, dimension (N) The scale factors for A; not accessed if EQUED = 'N'. 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.
BB is REAL array, dimension (LDB,NRHS) On entry, the NbyNRHS right hand side matrix B. On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', B is overwritten by diag(S) * B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is REAL array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the NbyNRHS solution matrix X to the original system of equations. Note that if EQUED = 'Y', A and B are modified on exit, and the solution to the equilibrated system is inv(diag(S))*X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
RCONDRCOND 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.
FERRFERR is REAL array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the jth 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.
BERRBERR 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).
WORKWORK is REAL array, dimension (3*N)
IWORKIWORK is INTEGER array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith 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.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 April 2012
Further Details:

The packed storage scheme is illustrated by the following example when N = 4, UPLO = 'U': Twodimensional 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 312 of file sppsvx.f.
Author
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