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cposvx-f(3)

cposvx.f –

Synopsis

Functions/Subroutines

subroutine cposvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
CPOSVX computes the solution to system of linear equations A * X = B for PO matrices

Function/Subroutine Documentation

subroutine cposvx (characterFACT, characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, characterEQUED, real, dimension( * )S, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldx, * )X, integerLDX, realRCOND, real, dimension( * )FERR, real, dimension( * )BERR, complex, dimension( * )WORK, real, dimension( * )RWORK, integerINFO)

CPOSVX computes the solution to system of linear equations A * X = B for PO matrices

Purpose:

 CPOSVX 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 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 = '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**H* U, if UPLO = 'U', or
 A = L * L**H, if UPLO = 'L',
 where U is an upper triangular matrix and L is a lower triangular
 matrix.
 3. 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.
 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, AF contains the factored form of A.
 If EQUED = 'Y', the matrix A has been equilibrated
 with scaling factors given by S. A and AF will not
 be 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 COMPLEX array, dimension (LDA,N)
 On entry, the Hermitian matrix A, except if FACT = 'F' and
 EQUED = 'Y', then A must contain the equilibrated matrix
 diag(S)*A*diag(S). 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. 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).

LDA

 LDA is INTEGER
 The leading dimension of the array A. LDA >= max(1,N).

AF

 AF is COMPLEX array, dimension (LDAF,N)
 If FACT = 'F', then AF 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, in the same storage
 format as A. If EQUED .ne. 'N', then AF is the factored form
 of the equilibrated matrix diag(S)*A*diag(S).
 If FACT = 'N', then AF 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 original
 matrix A.
 If FACT = 'E', then AF 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).

LDAF

 LDAF is INTEGER
 The leading dimension of the array AF. LDAF >= max(1,N).

EQUED

 EQUED 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.

S

 S 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.

B

 B is COMPLEX array, dimension (LDB,NRHS)
 On entry, the N-by-NRHS righthand 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 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 = 'Y',
 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 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

Definition at line 305 of file cposvx.f.

Author

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