SPTSVX
Purpose
SPTSVX uses the factorization A = L*D*L**T to compute the solution
to a real system of linear equations A*X = B, where A is an N-by-N
symmetric positive definite tridiagonal matrix and X and B are
N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also
provided.
to a real system of linear equations A*X = B, where A is an N-by-N
symmetric positive definite tridiagonal 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 matrix A is factored as A = L*D*L**T, where L
is a unit lower bidiagonal matrix and D is diagonal. The
factorization can also be regarded as having the form
A = U**T*D*U.
2. If the leading i-by-i principal minor is not positive definite,
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 matrix A is factored as A = L*D*L**T, where L
is a unit lower bidiagonal matrix and D is diagonal. The
factorization can also be regarded as having the form
A = U**T*D*U.
2. If the leading i-by-i principal minor is not positive definite,
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, DF and EF contain the factored form of A. D, E, DF, and EF will not be modified. = 'N': The matrix A will be copied to DF and EF and factored. |
| 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 matrices B and X. NRHS >= 0. |
| D |
(input) REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix A.
|
| E |
(input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the tridiagonal matrix A.
|
| DF |
(input or output) REAL array, dimension (N)
If FACT = 'F', then DF is an input argument and on entry
contains the n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A. If FACT = 'N', then DF is an output argument and on exit contains the n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A. |
| EF |
(input or output) REAL array, dimension (N-1)
If FACT = 'F', then EF is an input argument and on entry
contains the (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. If FACT = 'N', then EF is an output argument and on exit contains the (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. |
| 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 of 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 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 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). |
| 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) REAL array, dimension (2*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: the leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been 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. |