cptsvx
cptsvx - use the factorization 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 positive definite tridiagonal matrix and X and B are N-by-NRHS matrices
SUBROUTINE CPTSVX( FACT, N, NRHS, DIAG, SUB, DIAGF, SUBF, B, LDB, X,
* LDX, RCOND, FERR, BERR, WORK, WORK2, INFO)
CHARACTER * 1 FACT
COMPLEX SUB(*), SUBF(*), B(LDB,*), X(LDX,*), WORK(*)
INTEGER N, NRHS, LDB, LDX, INFO
REAL RCOND
REAL DIAG(*), DIAGF(*), FERR(*), BERR(*), WORK2(*)
SUBROUTINE CPTSVX_64( FACT, N, NRHS, DIAG, SUB, DIAGF, SUBF, B, LDB,
* X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO)
CHARACTER * 1 FACT
COMPLEX SUB(*), SUBF(*), B(LDB,*), X(LDX,*), WORK(*)
INTEGER*8 N, NRHS, LDB, LDX, INFO
REAL RCOND
REAL DIAG(*), DIAGF(*), FERR(*), BERR(*), WORK2(*)
SUBROUTINE PTSVX( FACT, [N], [NRHS], DIAG, SUB, DIAGF, SUBF, B, [LDB],
* X, [LDX], RCOND, FERR, BERR, [WORK], [WORK2], [INFO])
CHARACTER(LEN=1) :: FACT
COMPLEX, DIMENSION(:) :: SUB, SUBF, WORK
COMPLEX, DIMENSION(:,:) :: B, X
INTEGER :: N, NRHS, LDB, LDX, INFO
REAL :: RCOND
REAL, DIMENSION(:) :: DIAG, DIAGF, FERR, BERR, WORK2
SUBROUTINE PTSVX_64( FACT, [N], [NRHS], DIAG, SUB, DIAGF, SUBF, B,
* [LDB], X, [LDX], RCOND, FERR, BERR, [WORK], [WORK2], [INFO])
CHARACTER(LEN=1) :: FACT
COMPLEX, DIMENSION(:) :: SUB, SUBF, WORK
COMPLEX, DIMENSION(:,:) :: B, X
INTEGER(8) :: N, NRHS, LDB, LDX, INFO
REAL :: RCOND
REAL, DIMENSION(:) :: DIAG, DIAGF, FERR, BERR, WORK2
#include <sunperf.h>
void cptsvx(char fact, int n, int nrhs, float *diag, complex *sub, float *diagf, complex *subf, complex *b, int ldb, complex *x, int ldx, float *rcond, float *ferr, float *berr, int *info);
void cptsvx_64(char fact, long n, long nrhs, float *diag, complex *sub, float *diagf, complex *subf, complex *b, long ldb, complex *x, long ldx, float *rcond, float *ferr, float *berr, long *info);
cptsvx uses the factorization 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 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.
The following steps are performed:
1. If FACT = 'N', the matrix A is factored as A = L*D*L**H, where L
is a unit lower bidiagonal matrix and D is diagonal. The
factorization can also be regarded as having the form
A = U**H*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.
-
* FACT (input)
-
Specifies whether or not the factored form of the matrix
A is supplied on entry.
-
* N (input)
-
The order of the matrix A. N >= 0.
-
* NRHS (input)
-
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
-
* DIAG (input)
-
The n diagonal elements of the tridiagonal matrix A.
-
* SUB (input)
-
The (n-1) subdiagonal elements of the tridiagonal matrix A.
-
* DIAGF (input/output)
-
If FACT = 'F', then DIAGF is an input argument and on entry
contains the n diagonal elements of the diagonal matrix DIAG
from the L*DIAG*L**H factorization of A.
If FACT = 'N', then DIAGF is an output argument and on exit
contains the n diagonal elements of the diagonal matrix DIAG
from the L*DIAG*L**H factorization of A.
-
* SUBF (input/output)
-
If FACT = 'F', then SUBF is an input argument and on entry
contains the (n-1) subdiagonal elements of the unit
bidiagonal factor L from the L*DIAG*L**H factorization of A.
If FACT = 'N', then SUBF is an output argument and on exit
contains the (n-1) subdiagonal elements of the unit
bidiagonal factor L from the L*DIAG*L**H factorization of A.
-
* B (input)
-
The N-by-NRHS right hand side matrix B.
-
* LDB (input)
-
The leading dimension of the array B. LDB >= max(1,N).
-
* X (output)
-
If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
-
* LDX (input)
-
The leading dimension of the array X. LDX >= max(1,N).
-
* RCOND (output)
-
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)
-
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)
-
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)
-
dimension(N)
-
* WORK2 (workspace)
-
dimension(N)
-
* INFO (output)
-