cgtsvx - use the LU factorization to compute the solution to a complex system of linear equations A*X=B, A**T*X=B, or A**H*X=B, where A is a tridiagonal matrix of order N and X and B are N-by-NRHS matrices
SUBROUTINE CGTSVX(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER*1 FACT, TRANSA COMPLEX LOW(*), D(*), UP(*), LOWF(*), DF(*), UPF1(*), UPF2(*), B(LDB,*), X(LDX,*), WORK(*) INTEGER N, NRHS, LDB, LDX, INFO INTEGER IPIVOT(*) REAL RCOND REAL FERR(*), BERR(*), WORK2(*) SUBROUTINE CGTSVX_64(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER*1 FACT, TRANSA COMPLEX LOW(*), D(*), UP(*), LOWF(*), DF(*), UPF1(*), UPF2(*), B(LDB,*), X(LDX,*), WORK(*) INTEGER*8 N, NRHS, LDB, LDX, INFO INTEGER*8 IPIVOT(*) REAL RCOND REAL FERR(*), BERR(*), WORK2(*) F95 INTERFACE SUBROUTINE GTSVX(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER(LEN=1) :: FACT, TRANSA COMPLEX, DIMENSION(:) :: LOW, D, UP, LOWF, DF, UPF1, UPF2, WORK COMPLEX, DIMENSION(:,:) :: B, X INTEGER :: N, NRHS, LDB, LDX, INFO INTEGER, DIMENSION(:) :: IPIVOT REAL :: RCOND REAL, DIMENSION(:) :: FERR, BERR, WORK2 SUBROUTINE GTSVX_64(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER(LEN=1) :: FACT, TRANSA COMPLEX, DIMENSION(:) :: LOW, D, UP, LOWF, DF, UPF1, UPF2, WORK COMPLEX, DIMENSION(:,:) :: B, X INTEGER(8) :: N, NRHS, LDB, LDX, INFO INTEGER(8), DIMENSION(:) :: IPIVOT REAL :: RCOND REAL, DIMENSION(:) :: FERR, BERR, WORK2 C INTERFACE #include <sunperf.h> void cgtsvx(char fact, char transa, int n, int nrhs, complex *low, com- plex *d, complex *up, complex *lowf, complex *df, complex *upf1, complex *upf2, int *ipivot, complex *b, int ldb, com- plex *x, int ldx, float *rcond, float *ferr, float *berr, int *info); void cgtsvx_64(char fact, char transa, long n, long nrhs, complex *low, complex *d, complex *up, complex *lowf, complex *df, complex *upf1, complex *upf2, long *ipivot, complex *b, long ldb, complex *x, long ldx, float *rcond, float *ferr, float *berr, long *info);
Oracle Solaris Studio Performance Library cgtsvx(3P) NAME cgtsvx - use the LU factorization to compute the solution to a complex system of linear equations A*X=B, A**T*X=B, or A**H*X=B, where A is a tridiagonal matrix of order N and X and B are N-by-NRHS matrices SYNOPSIS SUBROUTINE CGTSVX(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER*1 FACT, TRANSA COMPLEX LOW(*), D(*), UP(*), LOWF(*), DF(*), UPF1(*), UPF2(*), B(LDB,*), X(LDX,*), WORK(*) INTEGER N, NRHS, LDB, LDX, INFO INTEGER IPIVOT(*) REAL RCOND REAL FERR(*), BERR(*), WORK2(*) SUBROUTINE CGTSVX_64(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER*1 FACT, TRANSA COMPLEX LOW(*), D(*), UP(*), LOWF(*), DF(*), UPF1(*), UPF2(*), B(LDB,*), X(LDX,*), WORK(*) INTEGER*8 N, NRHS, LDB, LDX, INFO INTEGER*8 IPIVOT(*) REAL RCOND REAL FERR(*), BERR(*), WORK2(*) F95 INTERFACE SUBROUTINE GTSVX(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER(LEN=1) :: FACT, TRANSA COMPLEX, DIMENSION(:) :: LOW, D, UP, LOWF, DF, UPF1, UPF2, WORK COMPLEX, DIMENSION(:,:) :: B, X INTEGER :: N, NRHS, LDB, LDX, INFO INTEGER, DIMENSION(:) :: IPIVOT REAL :: RCOND REAL, DIMENSION(:) :: FERR, BERR, WORK2 SUBROUTINE GTSVX_64(FACT, TRANSA, N, NRHS, LOW, D, UP, LOWF, DF, UPF1, UPF2, IPIVOT, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, WORK2, INFO) CHARACTER(LEN=1) :: FACT, TRANSA COMPLEX, DIMENSION(:) :: LOW, D, UP, LOWF, DF, UPF1, UPF2, WORK COMPLEX, DIMENSION(:,:) :: B, X INTEGER(8) :: N, NRHS, LDB, LDX, INFO INTEGER(8), DIMENSION(:) :: IPIVOT REAL :: RCOND REAL, DIMENSION(:) :: FERR, BERR, WORK2 C INTERFACE #include <sunperf.h> void cgtsvx(char fact, char transa, int n, int nrhs, complex *low, com- plex *d, complex *up, complex *lowf, complex *df, complex *upf1, complex *upf2, int *ipivot, complex *b, int ldb, com- plex *x, int ldx, float *rcond, float *ferr, float *berr, int *info); void cgtsvx_64(char fact, char transa, long n, long nrhs, complex *low, complex *d, complex *up, complex *lowf, complex *df, complex *upf1, complex *upf2, long *ipivot, complex *b, long ldb, complex *x, long ldx, float *rcond, float *ferr, float *berr, long *info); PURPOSE cgtsvx uses the LU factorization to compute the solution to a complex system of linear equations A*X=B, A**T*X=B, or A**H*X=B, where A is a tridiagonal matrix of order N and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also pro- vided. The following steps are performed: 1. If FACT = 'N', the LU decomposition is used to factor the matrix A as A = L * U, where L is a product of permutation and unit lower bidiagonal matrices and U is upper triangular with nonzeros in only the main diagonal and first two superdiagonals. 2. If some U(i,i)=0, so that U 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) Specifies whether or not the factored form of A has been sup- plied on entry. = 'F': LOWF, DF, UPF1, UPF2, and IPIVOT contain the factored form of A; LOW, D, UP, LOWF, DF, UPF1, UPF2 and IPIVOT will not be modified. = 'N': The matrix will be copied to LOWF, DF, and UPF1 and factored. TRANSA (input) Specifies the form of the system of equations: = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose) 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 matrix B. NRHS >= 0. LOW (input) The (n-1) subdiagonal elements of A. D (input) The n diagonal elements of A. UP (input) The (n-1) superdiagonal elements of A. LOWF (input or output) If FACT = 'F', then LOWF is an input argument and on entry contains the (n-1) multipliers that define the matrix L from the LU factorization of A as computed by CGTTRF. If FACT = 'N', then LOWF is an output argument and on exit contains the (n-1) multipliers that define the matrix L from the LU factorization of A. DF (input or output) If FACT = 'F', then DF is an input argument and on entry con- tains the n diagonal elements of the upper triangular matrix U from the LU factorization of A. If FACT = 'N', then DF is an output argument and on exit con- tains the n diagonal elements of the upper triangular matrix U from the LU factorization of A. UPF1 (input or output) If FACT = 'F', then UPF1 is an input argument and on entry contains the (n-1) elements of the first superdiagonal of U. If FACT = 'N', then UPF1 is an output argument and on exit contains the (n-1) elements of the first superdiagonal of U. UPF2 (input or output) If FACT = 'F', then UPF2 is an input argument and on entry contains the (n-2) elements of the second superdiagonal of U. If FACT = 'N', then UPF2 is an output argument and on exit contains the (n-2) elements of the second superdiagonal of U. IPIVOT (input/output) If FACT = 'F', then IPIVOT is an input argument and on entry contains the pivot indices from the LU factorization of A as computed by CGTTRF. If FACT = 'N', then IPIVOT is an output argument and on exit contains the pivot indices from the LU factorization of A; row i of the matrix was interchanged with row IPIVOT(i). IPIVOT(i) will always be either i or i+1; IPIVOT(i) = i indi- cates a row interchange was not required. 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 estimate of the reciprocal condition number of the matrix A. If RCOND is less than the machine precision (in particu- lar, if RCOND = 0), the matrix is singular to working preci- sion. This condition is indicated by a return code of INFO > 0. FERR (output) 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 esti- mated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest ele- ment 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) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any ele- ment of A or B that makes X(j) an exact solution). WORK (workspace) dimension(2*N) WORK2 (workspace) dimension(N) INFO (output) = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is <= N: U(i,i) is exactly zero. The factorization has not been completed unless i = N, but the factor U is exactly sin- gular, so the solution and error bounds could not be com- puted. 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. 7 Nov 2015 cgtsvx(3P)