sspsv (l) - Linux Manuals

sspsv: computes the solution to a real system of linear equations A * X = B,

NAME

SSPSV - computes the solution to a real system of linear equations A * X = B,

SYNOPSIS

SUBROUTINE SSPSV(

UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, LDB, N, NRHS

    

INTEGER IPIV( * )

    

REAL AP( * ), B( LDB, * )

PURPOSE

SSPSV computes the solution to a real system of linear equations
A * X = B, where A is an N-by-N symmetric matrix stored in packed format and X and B are N-by-NRHS matrices.
The diagonal pivoting method is used to factor A as

A = U * D * U**T,  if UPLO = aqUaq, or

A = L * D * L**T,  if UPLO = aqLaq,
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.

ARGUMENTS

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) REAL 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 SSPTRF, 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 SSPTRF. 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) REAL 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 DETAILS

The 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

 a22 a23 a24

     a33 a34     (aij = aji)

         a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]