csysvx.f3
Usage
Functions/Subroutines
CSYSVX computes
the
solution
to
system
of
linear
equations
A
*
X
=
B
for
SY
matrices
Function/Subroutine Documentation
subroutine csysvx (character fact, character uplo, integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldaf, * ) af, integer ldaf, integer, dimension( * ) ipiv, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldx, * ) x, integer ldx, real rcond, real, dimension( * ) ferr, real, dimension( * ) berr, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer info)
CSYSVX computes the solution to system of linear equations A * X = B for SY matrices
Purpose:
!> !> CSYSVX uses the diagonal pivoting factorization to compute the !> solution to a complex system of linear equations A * X = B, !> where A is an N-by-N symmetric matrix and X and B are N-by-NRHS !> matrices. !> !> Error bounds on the solution and a condition estimate are also !> provided. !>
Description:
!> !> The following steps are performed: !> !> 1. If FACT = 'N', the diagonal pivoting method is used to factor A. !> The form of the factorization is !> A = U * D * U**T, if UPLO = 'U', or !> A = L * D * L**T, if UPLO = 'L', !> where U (or L) is a product of permutation and unit upper (lower) !> triangular matrices, and D is symmetric and block diagonal with !> 1-by-1 and 2-by-2 diagonal blocks. !> !> 2. If some D(i,i)=0, so that D is exactly singular, 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 A has been !> supplied on entry. !> = 'F': On entry, AF and IPIV contain the factored form !> of A. A, AF and IPIV will not be modified. !> = 'N': The matrix A will be copied to AF and factored. !>
UPLO
!> UPLO is CHARACTER*1 !> = 'U': Upper triangle of A is stored; !> = 'L': Lower triangle of A is stored. !>
N
!> N is INTEGER !> The number of linear equations, i.e., the order of the !> matrix A. N >= 0. !>
NRHS
!> NRHS is INTEGER !> The number of right hand sides, i.e., the number of columns !> of the matrices B and X. NRHS >= 0. !>
A
!> A is COMPLEX array, dimension (LDA,N) !> The symmetric matrix A. If UPLO = 'U', the leading N-by-N !> upper triangular part of A contains the upper triangular part !> of the matrix A, and the strictly lower triangular part of A !> is not referenced. If UPLO = 'L', the leading N-by-N lower !> triangular part of A contains the lower triangular part of !> the matrix A, and the strictly upper triangular part of A is !> not referenced. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
AF
!> AF is COMPLEX array, dimension (LDAF,N) !> If FACT = 'F', then AF 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**T or A = L*D*L**T as computed by CSYTRF. !> !> If FACT = 'N', then AF is an output argument and on exit !> returns 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. !>
LDAF
!> LDAF is INTEGER !> The leading dimension of the array AF. LDAF >= max(1,N). !>
IPIV
!> IPIV is INTEGER array, dimension (N) !> If FACT = 'F', then IPIV is an input argument and on entry !> contains details of the interchanges and the block structure !> of D, as determined by CSYTRF. !> 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 = 'U' 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 = 'L' 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. !> !> If FACT = 'N', then IPIV is an output argument and on exit !> contains details of the interchanges and the block structure !> of D, as determined by CSYTRF. !>
B
!> B is COMPLEX array, dimension (LDB,NRHS) !> The N-by-NRHS right hand side matrix B. !>
LDB
!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
X
!> X is COMPLEX array, dimension (LDX,NRHS) !> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. !>
LDX
!> LDX is INTEGER !> The leading dimension of the array X. LDX >= max(1,N). !>
RCOND
!> RCOND is 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
!> FERR is REAL array, dimension (NRHS) !> The estimated forward error bound for each solution vector !> X(j) (the j-th 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
!> BERR 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). !>
WORK
!> WORK is COMPLEX array, dimension (MAX(1,LWORK))
!> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
!>
LWORK
!> LWORK is INTEGER !> The length of WORK. LWORK >= max(1,2*N), and for best !> performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where !> NB is the optimal blocksize for CSYTRF. !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA. !>
RWORK
!> RWORK is REAL array, dimension (N) !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th 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. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 282 of file csysvx.f.
History
- Arch Linux 2026-11-01: the text shown here
- Debian 9 (Stretch)
- Debian 8 (Jessie)
- Debian 7 (Wheezy)