CGTSVX(l) LAPACK routine (version 1.1) CGTSVX(l)
NAME
CGTSVX - use the LU factorization to compute the solution to a complex sys-
tem of linear equations A * X = B, A**T * X = B, or A**H * X = B,
SYNOPSIS
SUBROUTINE CGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2,
IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK,
INFO )
CHARACTER FACT, TRANS
INTEGER INFO, LDB, LDX, N, NRHS
REAL RCOND
INTEGER IPIV( * )
REAL BERR( * ), FERR( * ), RWORK( * )
COMPLEX B( LDB, * ), D( * ), DF( * ), DL( * ), DLF( * ), DU( *
), DU2( * ), DUF( * ), WORK( * ), X( LDX, * )
PURPOSE
CGTSVX uses the LU factorization to compute the solution to a complex sys-
tem of linear equations A * X = B, A**T * X = B, or A**H * X = B, where A
is a tridiagonal matrix of order N 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 LU decomposition is used to factor the matrix A
as A = L * U, where L is a product of permutation and unit lower
bidiagonal matrices and U is upper triangular with nonzeros in
only the main diagonal and first two superdiagonals.
2. 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, steps 3 and 4 are skipped.
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. = 'F': DLF, DF, DUF, DU2, and IPIV contain the factored
form of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV will not be
modified. = 'N': The matrix will be copied to DLF, DF, and DUF
and factored.
TRANS (input) CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose)
N (input) INTEGER
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.
DL (input) COMPLEX array, dimension (N-1)
The (n-1) subdiagonal elements of A.
D (input) COMPLEX array, dimension (N)
The n diagonal elements of A.
DU (input) COMPLEX array, dimension (N-1)
The (n-1) superdiagonal elements of A.
DLF (input or output) COMPLEX array, dimension (N-1)
If FACT = 'F', then DLF is an input argument and on entry contains
the (n-1) multipliers that define the matrix L from the LU factori-
zation of A as computed by CGTTRF.
If FACT = 'N', then DLF is an output argument and on exit contains
the (n-1) multipliers that define the matrix L from the LU factori-
zation of A.
DF (input or output) COMPLEX array, dimension (N)
If FACT = 'F', then DF is an input argument and on entry contains
the n diagonal elements of the upper triangular matrix U from the
LU factorization of A.
If FACT = 'N', then DF is an output argument and on exit contains
the n diagonal elements of the upper triangular matrix U from the
LU factorization of A.
DUF (input or output) COMPLEX array, dimension (N-1)
If FACT = 'F', then DUF is an input argument and on entry contains
the (n-1) elements of the first superdiagonal of U.
If FACT = 'N', then DUF is an output argument and on exit contains
the (n-1) elements of the first superdiagonal of U.
DU2 (input or output) COMPLEX array, dimension (N-2)
If FACT = 'F', then DU2 is an input argument and on entry contains
the (n-2) elements of the second superdiagonal of U.
If FACT = 'N', then DU2 is an output argument and on exit contains
the (n-2) elements of the second superdiagonal of U.
IPIV (input) INTEGER array, dimension (N)
If FACT = 'F', then IPIV is an input argument and on entry contains
the pivot indices from the LU factorization of A as computed by
CGTTRF.
If FACT = 'N', then IPIV is an output argument and on exit contains
the pivot indices from the LU factorization of A; row i of the
matrix was interchanged with row IPIV(i). IPIV(i) will always be
either i or i+1; IPIV(i) = i indicates a row interchange was not
required.
B (input) COMPLEX array, dimension (LDB,NRHS)
The N-by-NRHS 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, the N-by-NRHS 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 con-
dition is indicated by a return code of INFO > 0, and the solution
and error bounds are not computed.
FERR (output) REAL array, dimension (NRHS)
The estimated forward error bounds for each solution vector X(j)
(the j-th column of the solution matrix X). If XTRUE is the true
solution, FERR(j) bounds the magnitude of the largest entry in
(X(j) - XTRUE) divided by the magnitude of the largest entry in
X(j). The quality of the error bound depends on the quality of the
estimate of norm(inv(A)) computed in the code; if the estimate of
norm(inv(A)) is accurate, the error bound is guaranteed.
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 entry 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 i-th argument had an illegal value
> 0: if INFO = i, and i is
<= N: U(i,i) is exactly zero. The factorization has not been com-
pleted unless i = N, but the factor U is exactly singular, so the
solution and error bounds could not be computed. = N+1: RCOND is
less than machine precision. The factorization has been completed,
but the matrix is singular to working precision, and the solution
and error bounds have not been computed.
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