chpsvx (l)  Linux Manuals
chpsvx: uses the diagonal pivoting factorization A = U*D*U**H or 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 matrix stored in packed format and X and B are NbyNRHS matrices
NAME
CHPSVX  uses the diagonal pivoting factorization A = U*D*U**H or 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 matrix stored in packed format and X and B are NbyNRHS matricesSYNOPSIS
 SUBROUTINE CHPSVX(
 FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
 CHARACTER FACT, UPLO
 INTEGER INFO, LDB, LDX, N, NRHS
 REAL RCOND
 INTEGER IPIV( * )
 REAL BERR( * ), FERR( * ), RWORK( * )
 COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ), X( LDX, * )
PURPOSE
CHPSVX uses the diagonal pivoting factorization A = U*D*U**H or 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 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 = aqNaq, the diagonal pivoting method is used to factor A as
A
A
where U
triangular matrices and D is Hermitian and block diagonal with
1by1 and 2by2 diagonal blocks.
2. If some D(i,i)=0, so that D is exactly singular, then the routine
returns with INFO
to estimate the condition number of the matrix A.
reciprocal of the condition number is less than machine precision,
INFO
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.
ARGUMENTS
 FACT (input) CHARACTER*1
 Specifies whether or not the factored form of A has been supplied on entry. = aqFaq: On entry, AFP and IPIV contain the factored form of A. AFP and IPIV will not be modified. = aqNaq: The matrix A will be copied to AFP and factored.
 UPLO (input) CHARACTER*1

= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.  N (input) INTEGER
 The number of linear equations, i.e., the order of the matrix A. N >= 0.
 NRHS (input) INTEGER
 The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
 AP (input) COMPLEX array, dimension (N*(N+1)/2)
 The upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The jth column of A is stored in the array AP as follows: if UPLO = aqUaq, AP(i + (j1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = aqLaq, AP(i + (j1)*(2*nj)/2) = A(i,j) for j<=i<=n. See below for further details.
 AFP (input or output) COMPLEX array, dimension (N*(N+1)/2)
 If FACT = aqFaq, then AFP is an input argument and on entry contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as a packed triangular matrix in the same storage format as A. If FACT = aqNaq, then AFP is an output argument and on exit contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as a packed triangular matrix in the same storage format as A.
 IPIV (input or output) INTEGER array, dimension (N)
 If FACT = aqFaq, then IPIV is an input argument and on entry contains details of the interchanges and the block structure of D, as determined by CHPTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1by1 diagonal block. If UPLO = aqUaq and IPIV(k) = IPIV(k1) < 0, then rows and columns k1 and IPIV(k) were interchanged and D(k1:k,k1:k) is a 2by2 diagonal block. If UPLO = aqLaq and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2by2 diagonal block. If FACT = aqNaq, then IPIV is an output argument and on exit contains details of the interchanges and the block structure of D, as determined by CHPTRF.
 B (input) COMPLEX array, dimension (LDB,NRHS)
 The NbyNRHS right hand side matrix B.
 LDB (input) INTEGER
 The leading dimension of the array B. LDB >= max(1,N).
 X (output) COMPLEX array, dimension (LDX,NRHS)
 If INFO = 0 or INFO = N+1, the NbyNRHS solution matrix X.
 LDX (input) INTEGER
 The leading dimension of the array X. LDX >= max(1,N).
 RCOND (output) REAL
 The estimate of 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.
 FERR (output) 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.
 BERR (output) 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 (workspace) COMPLEX array, dimension (2*N)
 RWORK (workspace) REAL array, dimension (N)
 INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = i, the ith argument had an illegal value
> 0: if INFO = i, and i is
<= N: D(i,i) is exactly zero. The factorization has been completed but the factor D is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+1: D 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.
FURTHER DETAILS
The packed storage scheme is illustrated by the following example when N = 4, UPLO = aqUaq:Twodimensional storage of the Hermitian matrix A:
a11 a12 a13 a14
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]