SSYSVX(l) LAPACK driver routine (version 1.1) SSYSVX(l)
NAME
SSYSVX - use the diagonal pivoting factorization to compute the solution to
a real system of linear equations A * X = B,
SYNOPSIS
SUBROUTINE SSYSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X,
LDX, RCOND, FERR, BERR, WORK, LWORK, IWORK, INFO )
CHARACTER FACT, UPLO
INTEGER INFO, LDA, LDAF, LDB, LDX, LWORK, N, NRHS
REAL RCOND
INTEGER IPIV( * ), IWORK( * )
REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ), BERR( * ),
FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
SSYSVX uses the diagonal pivoting factorization to compute the solution to
a real 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. 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, AF and IPIV contain the factored form
of A. AF and IPIV will not be modified. = 'N': The matrix A will
be copied to AF 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.
A (input) REAL 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 refer-
enced. 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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF (input or output) REAL 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 SSYTRF.
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 (input) INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
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 SSYTRF. 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 SSYTRF.
B (input) REAL 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) REAL 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) REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of WORK. LWORK >= 3*N, and for best performance LWORK
>= N*NB, where NB is the optimal blocksize for SSYTRF.
IWORK (workspace) INTEGER 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: D(i,i) is exactly zero. The factorization has has been com-
pleted, 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.
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