cptsvx.f (3)  Linux Manuals
NAME
cptsvx.f 
SYNOPSIS
Functions/Subroutines
subroutine cptsvx (FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO)
CPTSVX computes the solution to system of linear equations A * X = B for PT matrices
Function/Subroutine Documentation
subroutine cptsvx (characterFACT, integerN, integerNRHS, real, dimension( * )D, complex, dimension( * )E, real, dimension( * )DF, complex, dimension( * )EF, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldx, * )X, integerLDX, realRCOND, real, dimension( * )FERR, real, dimension( * )BERR, complex, dimension( * )WORK, real, dimension( * )RWORK, integerINFO)
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 NbyN Hermitian positive definite tridiagonal matrix 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 = '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 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. 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:

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.
NN is INTEGER 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.
DD is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix A.
EE is COMPLEX array, dimension (N1) The (n1) subdiagonal elements of the tridiagonal matrix A.
DFDF 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.
EFEF is COMPLEX array, dimension (N1) If FACT = 'F', then EF is an input argument and on entry contains the (n1) 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 (n1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**H factorization of A.
BB is COMPLEX array, dimension (LDB,NRHS) The NbyNRHS right hand side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is COMPLEX array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the NbyNRHS solution matrix X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
RCONDRCOND 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.
FERRFERR is REAL array, dimension (NRHS) The 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).
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 COMPLEX array, dimension (N)
RWORKRWORK is REAL 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:
 September 2012
Definition at line 234 of file cptsvx.f.
Author
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