SIMPLE SOLUTIONS

REALPTCOMPUTATIONAL(3) - Linux man page online | Library functions

Chapter
Tue Nov 28 2017
realPTcomputational(3) LAPACK realPTcomputational(3)

NAME

realPTcomputational

SYNOPSIS

Functions subroutine sptcon (N, D, E, ANORM, RCOND, WORK, INFO) SPTCON subroutine spteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO) SPTEQR subroutine sptrfs (N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, INFO) SPTRFS subroutine spttrs (N, NRHS, D, E, B, LDB, INFO) SPTTRS subroutine sptts2 (N, NRHS, D, E, B, LDB) SPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf. Detailed Description This is the group of real computational functions for PT matrices Function Documentation subroutine sptcon (integer N, real, dimension( * ) D, real, dimension( * ) E, real ANORM, real RCOND, real, dimension( * ) WORK, integer INFO) SPTCON Purpose: SPTCON computes the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L**T or A = U**T*D*U computed by SPTTRF. Norm(inv(A)) is computed by a direct method, and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). Parameters: N N is INTEGER The order of the matrix A. N >= 0. D D is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization of A, as computed by SPTTRF. E E is REAL array, dimension (N-1) The (n-1) off-diagonal elements of the unit bidiagonal factor U or L from the factorization of A, as computed by SPTTRF. ANORM ANORM is REAL The 1-norm of the original matrix A. RCOND RCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the 1-norm of inv(A) computed in this routine. WORK WORK is REAL array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: December 2016 Further Details: The method used is described in Nicholas J. Higham, "Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986. subroutine spteqr (character COMPZ, integer N, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldz, * ) Z, integer LDZ, real, dimension( * ) WORK, integer INFO) SPTEQR Purpose: SPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using SPTTRF, and then calling SBDSQR to compute the singular values of the bidiagonal factor. This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. This means that if the eigenvalues range over many orders of magnitude in size, then the small eigenvalues and corresponding eigenvectors will be computed more accurately than, for example, with the standard QR method. The eigenvectors of a full or band symmetric positive definite matrix can also be found if SSYTRD, SSPTRD, or SSBTRD has been used to reduce this matrix to tridiagonal form. (The reduction to tridiagonal form, however, may preclude the possibility of obtaining high relative accuracy in the small eigenvalues of the original matrix, if these eigenvalues range over many orders of magnitude.) Parameters: COMPZ COMPZ is CHARACTER*1 = 'N': Compute eigenvalues only. = 'V': Compute eigenvectors of original symmetric matrix also. Array Z contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. = 'I': Compute eigenvectors of tridiagonal matrix also. N N is INTEGER The order of the matrix. N >= 0. D D is REAL array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix. On normal exit, D contains the eigenvalues, in descending order. E E is REAL array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z Z is REAL array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original symmetric matrix; if COMPZ = 'I', the orthonormal eigenvectors of the tridiagonal matrix. If INFO > 0 on exit, Z contains the eigenvectors associated with only the stored eigenvalues. If COMPZ = 'N', then Z is not referenced. LDZ LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N). WORK WORK is REAL array, dimension (4*N) INFO INFO is 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 Cholesky factorization of the matrix could not be performed because the i-th principal minor was not positive definite. > N the SVD algorithm failed to converge; if INFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: December 2016 subroutine sptrfs (integer N, integer NRHS, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) DF, real, dimension( * ) EF, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, real, dimension( * ) WORK, integer INFO) SPTRFS Purpose: SPTRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and tridiagonal, and provides error bounds and backward error estimates for the solution. Parameters: N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. D D is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix A. E E is REAL array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix A. DF DF is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization computed by SPTTRF. EF EF is REAL array, dimension (N-1) The (n-1) subdiagonal elements of the unit bidiagonal factor L from the factorization computed by SPTTRF. B B is REAL array, dimension (LDB,NRHS) The right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SPTTRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR FERR is 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 BERR is 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 WORK is REAL array, dimension (2*N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Internal Parameters: ITMAX is the maximum number of steps of iterative refinement. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: December 2016 subroutine spttrs (integer N, integer NRHS, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldb, * ) B, integer LDB, integer INFO) SPTTRS Purpose: SPTTRS solves a tridiagonal system of the form A * X = B using the L*D*L**T factorization of A computed by SPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. Parameters: N N is INTEGER The order of the tridiagonal matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. D D is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A. E E is REAL array, dimension (N-1) The (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the factorization A = U**T*D*U. B B is REAL array, dimension (LDB,NRHS) On entry, the right hand side vectors B for the system of linear equations. On exit, the solution vectors, X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: December 2016 subroutine sptts2 (integer N, integer NRHS, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldb, * ) B, integer LDB) SPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf. Purpose: SPTTS2 solves a tridiagonal system of the form A * X = B using the L*D*L**T factorization of A computed by SPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. Parameters: N N is INTEGER The order of the tridiagonal matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. D D is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A. E E is REAL array, dimension (N-1) The (n-1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the factorization A = U**T*D*U. B B is REAL array, dimension (LDB,NRHS) On entry, the right hand side vectors B for the system of linear equations. On exit, the solution vectors, X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: December 2016 Author Generated automatically by Doxygen for LAPACK from the source code.
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