CHPSVX
Purpose
CHPSVX uses the diagonal pivoting factorization A = U*D*U**H or
A = L*D*L**H to compute the solution to a complex system of linear
equations A * X = B, where A is an N-by-N Hermitian 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.
A = L*D*L**H to compute the solution to a complex system of linear
equations A * X = B, where A is an N-by-N Hermitian 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**H, if UPLO = 'U', or
A = L * D * L**H, if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices and D is Hermitian 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.
1. If FACT = 'N', the diagonal pivoting method is used to factor A as
A = U * D * U**H, if UPLO = 'U', or
A = L * D * L**H, if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices and D is Hermitian 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.
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. 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 Hermitian 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)*(2*n-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**H or A = L*D*L**H as computed by CHPTRF, 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**H or A = L*D*L**H as computed by CHPTRF, 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 determined by CHPTRF. 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 CHPTRF. |
| 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: 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. |
Further Details
The packed storage scheme is illustrated by the following example
when N = 4, UPLO = 'U':
Two-dimensional storage of the Hermitian matrix A:
a11 a12 a13 a14
a22 a23 a24
a33 a34 (aij = conjg(aji))
a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
when N = 4, UPLO = 'U':
Two-dimensional storage of the Hermitian matrix A:
a11 a12 a13 a14
a22 a23 a24
a33 a34 (aij = conjg(aji))
a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]