dspsv (l) - Linux Manuals
dspsv: computes the solution to a real system of linear equations A * X = B,
NAMEDSPSV - computes the solution to a real system of linear equations A * X = B,
- SUBROUTINE DSPSV(
- UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
- CHARACTER UPLO
- INTEGER INFO, LDB, N, NRHS
- INTEGER IPIV( * )
- DOUBLE PRECISION AP( * ), B( LDB, * )
PURPOSEDSPSV computes the solution to a real system of linear equations
The diagonal pivoting method is used to factor A as
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.
- 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 matrix B. NRHS >= 0.
- AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
- On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = aqUaq, AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = aqLaq, AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. See below for further details. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as a packed triangular matrix in the same storage format as A.
- IPIV (output) INTEGER array, dimension (N)
- Details of the interchanges and the block structure of D, as determined by DSPTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 diagonal block. If UPLO = aqUaq and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 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 2-by-2 diagonal block.
- B (input/output) DOUBLE PRECISION 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, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.
FURTHER DETAILSThe packed storage scheme is illustrated by the following example when N = 4, UPLO = aqUaq:
Two-dimensional storage of the symmetric 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 ]