cgbsv (l) - Linux Man Pages

cgbsv: computes the solution to a complex system of linear equations A * X = B, where A is a band matrix of order N with KL subdiagonals and KU superdiagonals, and X and B are N-by-NRHS matrices

NAME

CGBSV - computes the solution to a complex system of linear equations A * X = B, where A is a band matrix of order N with KL subdiagonals and KU superdiagonals, and X and B are N-by-NRHS matrices

SYNOPSIS

SUBROUTINE CGBSV(
N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )

    
INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS

    
INTEGER IPIV( * )

    
COMPLEX AB( LDAB, * ), B( LDB, * )

PURPOSE

CGBSV computes the solution to a complex system of linear equations A * X = B, where A is a band matrix of order N with KL subdiagonals and KU superdiagonals, and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as A = L * U, where L is a product of permutation and unit lower triangular matrices with KL subdiagonals, and U is upper triangular with KL+KU superdiagonals. The factored form of A is then used to solve the system of equations A * X = B.

ARGUMENTS

N (input) INTEGER
The number of linear equations, i.e., the order of the matrix A. N >= 0.
KL (input) INTEGER
The number of subdiagonals within the band of A. KL >= 0.
KU (input) INTEGER
The number of superdiagonals within the band of A. KU >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
AB (input/output) COMPLEX array, dimension (LDAB,N)
On entry, the matrix A in band storage, in rows KL+1 to 2*KL+KU+1; rows 1 to KL of the array need not be set. The j-th column of A is stored in the j-th column of the array AB as follows: AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL) On exit, details of the factorization: U is stored as an upper triangular band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and the multipliers used during the factorization are stored in rows KL+KU+2 to 2*KL+KU+1. See below for further details.
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
IPIV (output) INTEGER array, dimension (N)
The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPIV(i).
B (input/output) COMPLEX 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.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and the solution has not been computed.

FURTHER DETAILS

The band storage scheme is illustrated by the following example, when M = N = 6, KL = 2, KU = 1:
On entry: On exit:

                              u14  u25  u36
                           u13  u24  u35  u46
   a12  a23  a34  a45  a56        u12  u23  u34  u45  u56
a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
a21  a32  a43  a54  a65        m21  m32  m43  m54  m65   *
a31  a42  a53  a64           m31  m42  m53  m64      * Array elements marked * are not used by the routine; elements marked + need not be set on entry, but are required by the routine to store elements of U because of fill-in resulting from the row interchanges.