CSPSVX(l) LAPACK driver routine (version 1.1) CSPSVX(l)
NAME
CSPSVX - use the diagonal pivoting factorization A = U*D*U**T or A =
L*D*L**T to compute the solution to a complex 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
SYNOPSIS
SUBROUTINE CSPSVX( 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
CSPSVX uses the diagonal pivoting factorization A = U*D*U**T or A =
L*D*L**T to compute the solution to a complex 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.
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 as
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. 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': On entry, AFP and IPIV contain the factored form
of A. AP, AFP and IPIV will not be modified. = 'N': The matrix A
will be copied to AFP and factored.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': 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 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 = 'U', AP(i + (j-1)*j/2) = A(i,j)
for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/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 = 'F', 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**T or A = L*D*L**T
as computed by CSPTRF, stored as a packed triangular matrix in the
same storage format as A.
If FACT = 'N', 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**T or A = L*D*L**T
as computed by CSPTRF, stored as a packed triangular matrix in the
same storage format as A.
IPIV (input or output) 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 deter-
mined by CSPTRF. 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 deter-
mined by CSPTRF.
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
condition is indicated by a return code of INFO > 0, and the solu-
tion 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 and <= N: if INFO = i, D(i,i) is exactly zero. The factoriza-
tion has been completed, but the block diagonal matrix D is exactly
singular, so the solution and error bounds could not be computed.
= N+1: the block diagonal matrix D is nonsingular, but RCOND is
less than machine precision. The factorization has been completed,
but the matrix is singular to working precision, so the solution
and error bounds have not been computed.
FURTHER DETAILS
The packed storage scheme is illustrated by the following example when N =
4, UPLO = 'U':
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 ]
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