DSPOSV
Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..
Purpose
DSPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
DSPOSV first attempts to factorize the matrix in SINGLE PRECISION
and use this factorization within an iterative refinement procedure
to produce a solution with DOUBLE PRECISION normwise backward error
quality (see below). If the approach fails the method switches to a
DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio SINGLE PRECISION performance over DOUBLE PRECISION
performance is too small. A reasonable strategy should take the
number of right-hand sides and the size of the matrix into account.
This might be done with a call to ILAENV in the future. Up to now, we
always try iterative refinement.
The iterative refinement process is stopped if
ITER > ITERMAX
or for all the RHS we have:
RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
where
o ITER is the number of the current iteration in the iterative
refinement process
o RNRM is the infinity-norm of the residual
o XNRM is the infinity-norm of the solution
o ANRM is the infinity-operator-norm of the matrix A
o EPS is the machine epsilon returned by DLAMCH('Epsilon')
The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
respectively.
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
DSPOSV first attempts to factorize the matrix in SINGLE PRECISION
and use this factorization within an iterative refinement procedure
to produce a solution with DOUBLE PRECISION normwise backward error
quality (see below). If the approach fails the method switches to a
DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio SINGLE PRECISION performance over DOUBLE PRECISION
performance is too small. A reasonable strategy should take the
number of right-hand sides and the size of the matrix into account.
This might be done with a call to ILAENV in the future. Up to now, we
always try iterative refinement.
The iterative refinement process is stopped if
ITER > ITERMAX
or for all the RHS we have:
RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
where
o ITER is the number of the current iteration in the iterative
refinement process
o RNRM is the infinity-norm of the residual
o XNRM is the infinity-norm of the solution
o ANRM is the infinity-operator-norm of the matrix A
o EPS is the machine epsilon returned by DLAMCH('Epsilon')
The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
respectively.
Arguments
| 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 matrix B. NRHS >= 0. |
| A |
(input/output) DOUBLE PRECISION array,
dimension (LDA,N)
On entry, 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 referenced. 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. On exit, if iterative refinement has been successfully used (INFO.EQ.0 and ITER.GE.0, see description below), then A is unchanged, if double precision factorization has been used (INFO.EQ.0 and ITER.LT.0, see description below), then the array A contains the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. |
| LDA |
(input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
|
| B |
(input) DOUBLE PRECISION 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) DOUBLE PRECISION 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).
|
| WORK |
(workspace) DOUBLE PRECISION array, dimension (N,NRHS)
This array is used to hold the residual vectors.
|
| SWORK |
(workspace) REAL array, dimension (N*(N+NRHS))
This array is used to use the single precision matrix and the
right-hand sides or solutions in single precision. |
| ITER |
(output) INTEGER
< 0: iterative refinement has failed, double precision
factorization has been performed -1 : the routine fell back to full precision for implementation- or machine-specific reasons -2 : narrowing the precision induced an overflow, the routine fell back to full precision -3 : failure of SPOTRF -31: stop the iterative refinement after the 30th iterations > 0: iterative refinement has been sucessfully used. Returns the number of iterations |
| INFO |
(output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i of (DOUBLE PRECISION) A is not positive definite, so the factorization could not be completed, and the solution has not been computed. |