CGTSVX
November 2006
Purpose
CGTSVX uses the LU factorization to compute the solution to a complex
system 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.
system 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. If some U(i,i)=0, so that U 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.
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. If some U(i,i)=0, so that U 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.
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 factorization 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 factorization 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 or output) 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 or INFO = N+1, 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. |
| FERR |
(output) 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 |
(output) 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 |
(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 completed unless i = N, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+1: U 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. |