.TH "doublePOsolve" 3 "Tue Dec 4 2018" "Version 3.8.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME doublePOsolve .SH SYNOPSIS .br .PP .SS "Functions" .in +1c .ti -1c .RI "subroutine \fBdposv\fP (UPLO, N, NRHS, A, LDA, B, LDB, INFO)" .br .RI "\fB DPOSV computes the solution to system of linear equations A * X = B for PO matrices\fP " .ti -1c .RI "subroutine \fBdposvx\fP (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)" .br .RI "\fB DPOSVX computes the solution to system of linear equations A * X = B for PO matrices\fP " .ti -1c .RI "subroutine \fBdposvxx\fP (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO)" .br .RI "\fB DPOSVXX computes the solution to system of linear equations A * X = B for PO matrices\fP " .ti -1c .RI "subroutine \fBdsposv\fP (UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, SWORK, ITER, INFO)" .br .RI "\fB DSPOSV computes the solution to system of linear equations A * X = B for PO matrices\fP " .in -1c .SH "Detailed Description" .PP This is the group of double solve driver functions for PO matrices .SH "Function Documentation" .PP .SS "subroutine dposv (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)" .PP \fB DPOSV computes the solution to system of linear equations A * X = B for PO matrices\fP .PP \fBPurpose: \fP .RS 4 .PP .nf DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as A = U**T* U, if UPLO = 'U', or A = L * L**T, if UPLO = 'L', where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B. .fi .PP .RE .PP \fBParameters:\fP .RS 4 \fIUPLO\fP .PP .nf UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. .fi .PP .br \fIN\fP .PP .nf N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. .fi .PP .br \fINRHS\fP .PP .nf NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. .fi .PP .br \fIA\fP .PP .nf A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. .fi .PP .br \fILDA\fP .PP .nf LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). .fi .PP .br \fIB\fP .PP .nf B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X. .fi .PP .br \fILDB\fP .PP .nf LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). .fi .PP .br \fIINFO\fP .PP .nf INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, 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. .fi .PP .RE .PP \fBAuthor:\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBDate:\fP .RS 4 December 2016 .RE .PP .SS "subroutine dposvx (character FACT, character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, character EQUED, double precision, dimension( * ) S, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)" .PP \fB DPOSVX computes the solution to system of linear equations A * X = B for PO matrices\fP .PP \fBPurpose: \fP .RS 4 .PP .nf DPOSVX uses the Cholesky factorization A = U**T*U or A = L*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 matrix and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also provided. .fi .PP .RE .PP \fBDescription: \fP .RS 4 .PP .nf The following steps are performed: 1. If FACT = 'E', real scaling factors are computed to equilibrate the system: diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(S)*A*diag(S) and B by diag(S)*B. 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to factor the matrix A (after equilibration if FACT = 'E') as A = U**T* U, if UPLO = 'U', or A = L * L**T, if UPLO = 'L', where U is an upper triangular matrix and L is a lower triangular matrix. 3. 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. 4. The system of equations is solved for X using the factored form of A. 5. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it. 6. If equilibration was used, the matrix X is premultiplied by diag(S) so that it solves the original system before equilibration. .fi .PP .RE .PP \fBParameters:\fP .RS 4 \fIFACT\fP .PP .nf FACT is CHARACTER*1 Specifies whether or not the factored form of the matrix A is supplied on entry, and if not, whether the matrix A should be equilibrated before it is factored. = 'F': On entry, AF contains the factored form of A. If EQUED = 'Y', the matrix A has been equilibrated with scaling factors given by S. A and AF will not be modified. = 'N': The matrix A will be copied to AF and factored. = 'E': The matrix A will be equilibrated if necessary, then copied to AF and factored. .fi .PP .br \fIUPLO\fP .PP .nf UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. .fi .PP .br \fIN\fP .PP .nf N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. .fi .PP .br \fINRHS\fP .PP .nf NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. .fi .PP .br \fIA\fP .PP .nf A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A, except if FACT = 'F' and EQUED = 'Y', then A must contain the equilibrated matrix diag(S)*A*diag(S). If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. A is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S). .fi .PP .br \fILDA\fP .PP .nf LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). .fi .PP .br \fIAF\fP .PP .nf AF is DOUBLE PRECISION array, dimension (LDAF,N) If FACT = 'F', then AF is an input argument and on entry contains the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, in the same storage format as A. If EQUED .ne. 'N', then AF is the factored form of the equilibrated matrix diag(S)*A*diag(S). If FACT = 'N', then AF is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the original matrix A. If FACT = 'E', then AF is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix). .fi .PP .br \fILDAF\fP .PP .nf LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). .fi .PP .br \fIEQUED\fP .PP .nf EQUED is CHARACTER*1 Specifies the form of equilibration that was done. = 'N': No equilibration (always true if FACT = 'N'). = 'Y': Equilibration was done, i.e., A has been replaced by diag(S) * A * diag(S). EQUED is an input argument if FACT = 'F'; otherwise, it is an output argument. .fi .PP .br \fIS\fP .PP .nf S is DOUBLE PRECISION array, dimension (N) The scale factors for A; not accessed if EQUED = 'N'. S is an input argument if FACT = 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED = 'Y', each element of S must be positive. .fi .PP .br \fIB\fP .PP .nf B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', B is overwritten by diag(S) * B. .fi .PP .br \fILDB\fP .PP .nf LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). .fi .PP .br \fIX\fP .PP .nf X is DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to the original system of equations. Note that if EQUED = 'Y', A and B are modified on exit, and the solution to the equilibrated system is inv(diag(S))*X. .fi .PP .br \fILDX\fP .PP .nf LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). .fi .PP .br \fIRCOND\fP .PP .nf RCOND is DOUBLE PRECISION The estimate of the reciprocal condition number of the matrix A after equilibration (if done). 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. .fi .PP .br \fIFERR\fP .PP .nf FERR is DOUBLE PRECISION array, dimension (NRHS) 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 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). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error. .fi .PP .br \fIBERR\fP .PP .nf BERR is DOUBLE PRECISION 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). .fi .PP .br \fIWORK\fP .PP .nf WORK is DOUBLE PRECISION array, dimension (3*N) .fi .PP .br \fIIWORK\fP .PP .nf IWORK is INTEGER array, dimension (N) .fi .PP .br \fIINFO\fP .PP .nf 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 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. .fi .PP .RE .PP \fBAuthor:\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBDate:\fP .RS 4 April 2012 .RE .PP .SS "subroutine dposvxx (character FACT, character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, character EQUED, double precision, dimension( * ) S, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND, double precision RPVGRW, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * ) PARAMS, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)" .PP \fB DPOSVXX computes the solution to system of linear equations A * X = B for PO matrices\fP .PP \fBPurpose: \fP .RS 4 .PP .nf DPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a double precision system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. If requested, both normwise and maximum componentwise error bounds are returned. DPOSVXX will return a solution with a tiny guaranteed error (O(eps) where eps is the working machine precision) unless the matrix is very ill-conditioned, in which case a warning is returned. Relevant condition numbers also are calculated and returned. DPOSVXX accepts user-provided factorizations and equilibration factors; see the definitions of the FACT and EQUED options. Solving with refinement and using a factorization from a previous DPOSVXX call will also produce a solution with either O(eps) errors or warnings, but we cannot make that claim for general user-provided factorizations and equilibration factors if they differ from what DPOSVXX would itself produce. .fi .PP .RE .PP \fBDescription: \fP .RS 4 .PP .nf The following steps are performed: 1. If FACT = 'E', double precision scaling factors are computed to equilibrate the system: diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B Whether or not the system will be equilibrated depends on the scaling of the matrix A, but if equilibration is used, A is overwritten by diag(S)*A*diag(S) and B by diag(S)*B. 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to factor the matrix A (after equilibration if FACT = 'E') as A = U**T* U, if UPLO = 'U', or A = L * L**T, if UPLO = 'L', where U is an upper triangular matrix and L is a lower triangular matrix. 3. 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 (see argument RCOND). If the reciprocal of the condition number is less than machine precision, the routine still goes on to solve for X and compute error bounds as described below. 4. The system of equations is solved for X using the factored form of A. 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero), the routine will use iterative refinement to try to get a small error and error bounds. Refinement calculates the residual to at least twice the working precision. 6. If equilibration was used, the matrix X is premultiplied by diag(S) so that it solves the original system before equilibration. .fi .PP .PP .nf Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. If the defaults are acceptable, users can pass NPARAMS = 0 which prevents the source code from accessing the PARAMS argument. .fi .PP .RE .PP \fBParameters:\fP .RS 4 \fIFACT\fP .PP .nf FACT is CHARACTER*1 Specifies whether or not the factored form of the matrix A is supplied on entry, and if not, whether the matrix A should be equilibrated before it is factored. = 'F': On entry, AF contains the factored form of A. If EQUED is not 'N', the matrix A has been equilibrated with scaling factors given by S. A and AF are not modified. = 'N': The matrix A will be copied to AF and factored. = 'E': The matrix A will be equilibrated if necessary, then copied to AF and factored. .fi .PP .br \fIUPLO\fP .PP .nf UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. .fi .PP .br \fIN\fP .PP .nf N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. .fi .PP .br \fINRHS\fP .PP .nf NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. .fi .PP .br \fIA\fP .PP .nf A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A, except if FACT = 'F' and EQUED = 'Y', then A must contain the equilibrated matrix diag(S)*A*diag(S). If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. A is not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S). .fi .PP .br \fILDA\fP .PP .nf LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). .fi .PP .br \fIAF\fP .PP .nf AF is DOUBLE PRECISION array, dimension (LDAF,N) If FACT = 'F', then AF is an input argument and on entry contains the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, in the same storage format as A. If EQUED .ne. 'N', then AF is the factored form of the equilibrated matrix diag(S)*A*diag(S). If FACT = 'N', then AF is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the original matrix A. If FACT = 'E', then AF is an output argument and on exit returns the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the equilibrated matrix A (see the description of A for the form of the equilibrated matrix). .fi .PP .br \fILDAF\fP .PP .nf LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). .fi .PP .br \fIEQUED\fP .PP .nf EQUED is CHARACTER*1 Specifies the form of equilibration that was done. = 'N': No equilibration (always true if FACT = 'N'). = 'Y': Both row and column equilibration, i.e., A has been replaced by diag(S) * A * diag(S). EQUED is an input argument if FACT = 'F'; otherwise, it is an output argument. .fi .PP .br \fIS\fP .PP .nf S is DOUBLE PRECISION array, dimension (N) The row scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). S is an input argument if FACT = 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED = 'Y', each element of S must be positive. If S is output, each element of S is a power of the radix. If S is input, each element of S should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable. .fi .PP .br \fIB\fP .PP .nf B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', B is overwritten by diag(S)*B; .fi .PP .br \fILDB\fP .PP .nf LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). .fi .PP .br \fIX\fP .PP .nf X is DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X to the original system of equations. Note that A and B are modified on exit if EQUED .ne. 'N', and the solution to the equilibrated system is inv(diag(S))*X. .fi .PP .br \fILDX\fP .PP .nf LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). .fi .PP .br \fIRCOND\fP .PP .nf RCOND is DOUBLE PRECISION Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned. .fi .PP .br \fIRPVGRW\fP .PP .nf RPVGRW is DOUBLE PRECISION Reciprocal pivot growth. On exit, this contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, then the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable. If factorization fails with 0 0 and <= N: U(INFO,INFO) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right- hand sides K with K > J may not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP. .fi .PP .RE .PP \fBAuthor:\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBDate:\fP .RS 4 April 2012 .RE .PP .SS "subroutine dsposv (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision, dimension( n, * ) WORK, real, dimension( * ) SWORK, integer ITER, integer INFO)" .PP \fB DSPOSV computes the solution to system of linear equations A * X = B for PO matrices\fP .PP \fBPurpose: \fP .RS 4 .PP .nf DSPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. DSPOSV first attempts to factorize the matrix in SINGLE PRECISION and use this factorization within an iterative refinement procedure to produce a solution with DOUBLE PRECISION normwise backward error quality (see below). If the approach fails the method switches to a DOUBLE PRECISION factorization and solve. The iterative refinement is not going to be a winning strategy if the ratio SINGLE PRECISION performance over DOUBLE PRECISION performance is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement. The iterative refinement process is stopped if ITER > ITERMAX or for all the RHS we have: RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX where o ITER is the number of the current iteration in the iterative refinement process o RNRM is the infinity-norm of the residual o XNRM is the infinity-norm of the solution o ANRM is the infinity-operator-norm of the matrix A o EPS is the machine epsilon returned by DLAMCH('Epsilon') The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively. .fi .PP .RE .PP \fBParameters:\fP .RS 4 \fIUPLO\fP .PP .nf UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. .fi .PP .br \fIN\fP .PP .nf N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. .fi .PP .br \fINRHS\fP .PP .nf NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. .fi .PP .br \fIA\fP .PP .nf A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if iterative refinement has been successfully used (INFO.EQ.0 and ITER.GE.0, see description below), then A is unchanged, if double precision factorization has been used (INFO.EQ.0 and ITER.LT.0, see description below), then the array A contains the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. .fi .PP .br \fILDA\fP .PP .nf LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). .fi .PP .br \fIB\fP .PP .nf B is DOUBLE PRECISION array, dimension (LDB,NRHS) The N-by-NRHS right hand side matrix B. .fi .PP .br \fILDB\fP .PP .nf LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). .fi .PP .br \fIX\fP .PP .nf X is DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X. .fi .PP .br \fILDX\fP .PP .nf LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). .fi .PP .br \fIWORK\fP .PP .nf WORK is DOUBLE PRECISION array, dimension (N,NRHS) This array is used to hold the residual vectors. .fi .PP .br \fISWORK\fP .PP .nf SWORK is REAL array, dimension (N*(N+NRHS)) This array is used to use the single precision matrix and the right-hand sides or solutions in single precision. .fi .PP .br \fIITER\fP .PP .nf ITER is INTEGER < 0: iterative refinement has failed, double precision factorization has been performed -1 : the routine fell back to full precision for implementation- or machine-specific reasons -2 : narrowing the precision induced an overflow, the routine fell back to full precision -3 : failure of SPOTRF -31: stop the iterative refinement after the 30th iterations > 0: iterative refinement has been successfully used. Returns the number of iterations .fi .PP .br \fIINFO\fP .PP .nf INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i of (DOUBLE PRECISION) A is not positive definite, so the factorization could not be completed, and the solution has not been computed. .fi .PP .RE .PP \fBAuthor:\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBDate:\fP .RS 4 June 2016 .RE .PP .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.