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.
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).
X(j)
(i.e., the smallest relative change in any
element of A or B that makes X(j)
an exact solution).
dimension(N)
dimension(N)
= 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.