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double Other Solve Routines(3) LAPACK double Other Solve Routines(3)

NAME

double Other Solve Routines -

Functions


subroutine dgglse (M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO)
 
DGGLSE solves overdetermined or underdetermined systems for OTHER matrices subroutine dpbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO)
 
DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices subroutine dpbsvx (FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)
 
DPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices subroutine dppsv (UPLO, N, NRHS, AP, B, LDB, INFO)
 
DPPSV computes the solution to system of linear equations A * X = B for OTHER matrices subroutine dppsvx (FACT, UPLO, N, NRHS, AP, AFP, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)
 
DPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices subroutine dspsv (UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)
 
DSPSV computes the solution to system of linear equations A * X = B for OTHER matrices subroutine dspsvx (FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)
 
DSPSVX computes the solution to system of linear equations A * X = B for OTHER matrices

Detailed Description

This is the group of double Other Solve routines

Function Documentation

subroutine dgglse (integerM, integerN, integerP, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )C, double precision, dimension( * )D, double precision, dimension( * )X, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DGGLSE solves overdetermined or underdetermined systems for OTHER matrices
Purpose:
 DGGLSE solves the linear equality-constrained least squares (LSE)
 problem:
minimize || c - A*x ||_2 subject to B*x = d
where A is an M-by-N matrix, B is a P-by-N matrix, c is a given M-vector, and d is a given P-vector. It is assumed that P <= N <= M+P, and
rank(B) = P and rank( (A) ) = N. ( (B) )
These conditions ensure that the LSE problem has a unique solution, which is obtained using a generalized RQ factorization of the matrices (B, A) given by
B = (0 R)*Q, A = Z*T*Q.
Parameters:
M
          M is INTEGER
          The number of rows of the matrix A.  M >= 0.
N
          N is INTEGER
          The number of columns of the matrices A and B. N >= 0.
P
          P is INTEGER
          The number of rows of the matrix B. 0 <= P <= N <= M+P.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, the elements on and above the diagonal of the array
          contain the min(M,N)-by-N upper trapezoidal matrix T.
LDA
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,M).
B
          B is DOUBLE PRECISION array, dimension (LDB,N)
          On entry, the P-by-N matrix B.
          On exit, the upper triangle of the subarray B(1:P,N-P+1:N)
          contains the P-by-P upper triangular matrix R.
LDB
          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,P).
C
          C is DOUBLE PRECISION array, dimension (M)
          On entry, C contains the right hand side vector for the
          least squares part of the LSE problem.
          On exit, the residual sum of squares for the solution
          is given by the sum of squares of elements N-P+1 to M of
          vector C.
D
          D is DOUBLE PRECISION array, dimension (P)
          On entry, D contains the right hand side vector for the
          constrained equation.
          On exit, D is destroyed.
X
          X is DOUBLE PRECISION array, dimension (N)
          On exit, X is the solution of the LSE problem.
WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The dimension of the array WORK. LWORK >= max(1,M+N+P).
          For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB,
          where NB is an upper bound for the optimal blocksizes for
          DGEQRF, SGERQF, DORMQR and SORMRQ.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          = 1:  the upper triangular factor R associated with B in the
                generalized RQ factorization of the pair (B, A) is
                singular, so that rank(B) < P; the least squares
                solution could not be computed.
          = 2:  the (N-P) by (N-P) part of the upper trapezoidal factor
                T associated with A in the generalized RQ factorization
                of the pair (B, A) is singular, so that
                rank( (A) ) < N; the least squares solution could not
                    ( (B) )
                be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dpbsv (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
 DPBSV computes the solution to a real system of linear equations
    A * X = B,
 where A is an N-by-N symmetric positive definite band 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 band matrix, and L is a lower triangular band matrix, with the same number of superdiagonals or subdiagonals as A. The factored form of A is then used to solve the system of equations A * X = B.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
KD
          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
AB
          AB is DOUBLE PRECISION array, dimension (LDAB,N)
          On entry, the upper or lower triangle of the symmetric band
          matrix A, stored in the first KD+1 rows of the array.  The
          j-th column of A is stored in the j-th column of the array AB
          as follows:
          if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(N,j+KD).
          See below for further details.
On exit, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, in the same storage format as A.
LDAB
          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.
B
          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.
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 = -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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  The band storage scheme is illustrated by the following example, when
  N = 6, KD = 2, and UPLO = 'U':
On entry: On exit:
* * a13 a24 a35 a46 * * u13 u24 u35 u46 * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
Similarly, if UPLO = 'L' the format of A is as follows:
On entry: On exit:
a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.

subroutine dpbsvx (characterFACT, characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldafb, * )AFB, integerLDAFB, characterEQUED, double precision, dimension( * )S, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precisionRCOND, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
 DPBSVX 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 band matrix and X
 and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided.
Description:
 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 band matrix, and L is a lower triangular band 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.
Parameters:
FACT
          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, AFB contains the factored form of A.
                  If EQUED = 'Y', the matrix A has been equilibrated
                  with scaling factors given by S.  AB and AFB will not
                  be modified.
          = 'N':  The matrix A will be copied to AFB and factored.
          = 'E':  The matrix A will be equilibrated if necessary, then
                  copied to AFB and factored.
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
KD
          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
NRHS
          NRHS is INTEGER
          The number of right-hand sides, i.e., the number of columns
          of the matrices B and X.  NRHS >= 0.
AB
          AB is DOUBLE PRECISION array, dimension (LDAB,N)
          On entry, the upper or lower triangle of the symmetric band
          matrix A, stored in the first KD+1 rows of the array, except
          if FACT = 'F' and EQUED = 'Y', then A must contain the
          equilibrated matrix diag(S)*A*diag(S).  The j-th column of A
          is stored in the j-th column of the array AB as follows:
          if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(N,j+KD).
          See below for further details.
On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by diag(S)*A*diag(S).
LDAB
          LDAB is INTEGER
          The leading dimension of the array A.  LDAB >= KD+1.
AFB
          AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
          If FACT = 'F', then AFB 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 of the band matrix
          A, in the same storage format as A (see AB).  If EQUED = 'Y',
          then AFB is the factored form of the equilibrated matrix A.
If FACT = 'N', then AFB 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.
If FACT = 'E', then AFB 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).
LDAFB
          LDAFB is INTEGER
          The leading dimension of the array AFB.  LDAFB >= KD+1.
EQUED
          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.
S
          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.
B
          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.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
X
          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.
LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
RCOND
          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.
FERR
          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.
BERR
          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).
WORK
          WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
          IWORK is INTEGER array, dimension (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 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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Further Details:
  The band storage scheme is illustrated by the following example, when
  N = 6, KD = 2, and UPLO = 'U':
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13 a22 a23 a24 a33 a34 a35 a44 a45 a46 a55 a56 (aij=conjg(aji)) a66
Band storage of the upper triangle of A:
* * a13 a24 a35 a46 * a12 a23 a34 a45 a56 a11 a22 a33 a44 a55 a66
Similarly, if UPLO = 'L' the format of A is as follows:
a11 a22 a33 a44 a55 a66 a21 a32 a43 a54 a65 * a31 a42 a53 a64 * *
Array elements marked * are not used by the routine.

subroutine dppsv (characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DPPSV computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
 DPPSV computes the solution to a real system of linear equations
    A * X = B,
 where A is an N-by-N symmetric positive definite matrix stored in
 packed format 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.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., 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.
AP
          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, in the same storage format as A.
B
          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.
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 = -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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13 a14 a22 a23 a24 a33 a34 (aij = conjg(aji)) a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

subroutine dppsvx (characterFACT, characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, double precision, dimension( * )AFP, characterEQUED, double precision, dimension( * )S, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precisionRCOND, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
 DPPSVX 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 stored in
 packed format and X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided.
Description:
 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.
Parameters:
FACT
          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, AFP contains the factored form of A.
                  If EQUED = 'Y', the matrix A has been equilibrated
                  with scaling factors given by S.  AP and AFP will not
                  be modified.
          = 'N':  The matrix A will be copied to AFP and factored.
          = 'E':  The matrix A will be equilibrated if necessary, then
                  copied to AFP and factored.
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., 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 matrices B and X.  NRHS >= 0.
AP
          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array, except if FACT = 'F'
          and EQUED = 'Y', then A must contain the equilibrated matrix
          diag(S)*A*diag(S).  The j-th column of A is stored in the
          array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.  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).
AFP
          AFP is DOUBLE PRECISION array, dimension
                            (N*(N+1)/2)
          If FACT = 'F', then AFP 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 AFP is the factored
          form of the equilibrated matrix A.
If FACT = 'N', then AFP 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 AFP 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 AP for the form of the equilibrated matrix).
EQUED
          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.
S
          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.
B
          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.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
X
          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.
LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
RCOND
          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.
FERR
          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.
BERR
          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).
WORK
          WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
          IWORK is INTEGER array, dimension (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 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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Further Details:
  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13 a14 a22 a23 a24 a33 a34 (aij = conjg(aji)) a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

subroutine dspsv (characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DSPSV computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
 DSPSV computes the solution to a real system of linear equations
    A * X = B,
 where A is an N-by-N symmetric matrix stored in packed format and X
 and B are N-by-NRHS matrices.
The diagonal pivoting method is used to factor A as A = U * D * U**T, if UPLO = 'U', or A = L * D * L**T, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., 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.
AP
          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.
On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as a packed triangular matrix in the same storage format as A.
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D, as
          determined by DSPTRF.  If IPIV(k) > 0, then rows and columns
          k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
          diagonal block.  If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
          then rows and columns k-1 and -IPIV(k) were interchanged and
          D(k-1:k,k-1:k) is a 2-by-2 diagonal block.  If UPLO = 'L' and
          IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
          -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
          diagonal block.
B
          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.
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 = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization
                has been completed, but the block diagonal matrix D is
                exactly singular, so the solution could not be
                computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13 a14 a22 a23 a24 a33 a34 (aij = aji) a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

subroutine dspsvx (characterFACT, characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, double precision, dimension( * )AFP, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precisionRCOND, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DSPSVX computes the solution to system of linear equations A * X = B for OTHER matrices
Purpose:
 DSPSVX uses the diagonal pivoting factorization A = U*D*U**T or
 A = L*D*L**T to compute the solution to a real system of linear
 equations A * X = B, where A is an N-by-N symmetric matrix stored
 in packed format and X and B are N-by-NRHS matrices.
Error bounds on the solution and a condition estimate are also provided.
Description:
 The following steps are performed:
1. If FACT = 'N', the diagonal pivoting method is used to factor A as A = U * D * U**T, if UPLO = 'U', or A = L * D * L**T, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
2. If some D(i,i)=0, so that D 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.
Parameters:
FACT
          FACT is CHARACTER*1
          Specifies whether or not the factored form of A has been
          supplied on entry.
          = 'F':  On entry, AFP and IPIV contain the factored form of
                  A.  AP, AFP and IPIV will not be modified.
          = 'N':  The matrix A will be copied to AFP and factored.
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The number of linear equations, i.e., 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 matrices B and X.  NRHS >= 0.
AP
          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          The upper or lower triangle of the symmetric matrix A, packed
          columnwise in a linear array.  The j-th column of A is stored
          in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.
AFP
          AFP is DOUBLE PRECISION array, dimension
                            (N*(N+1)/2)
          If FACT = 'F', then AFP is an input argument and on entry
          contains the block diagonal matrix D and the multipliers used
          to obtain the factor U or L from the factorization
          A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as
          a packed triangular matrix in the same storage format as A.
If FACT = 'N', then AFP is an output argument and on exit contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as a packed triangular matrix in the same storage format as A.
IPIV
          IPIV is INTEGER array, dimension (N)
          If FACT = 'F', then IPIV is an input argument and on entry
          contains details of the interchanges and the block structure
          of D, as determined by DSPTRF.
          If IPIV(k) > 0, then rows and columns k and IPIV(k) were
          interchanged and D(k,k) is a 1-by-1 diagonal block.
          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
          is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =
          IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
          interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
If FACT = 'N', then IPIV is an output argument and on exit contains details of the interchanges and the block structure of D, as determined by DSPTRF.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          The N-by-NRHS right hand side matrix B.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
X
          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
RCOND
          RCOND is DOUBLE PRECISION
          The estimate of 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
          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.
BERR
          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).
WORK
          WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
          IWORK is INTEGER array, dimension (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:  D(i,i) is exactly zero.  The factorization
                       has been completed but the factor D is exactly
                       singular, so the solution and error bounds could
                       not be computed. RCOND = 0 is returned.
                = N+1: D 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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Further Details:
  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13 a14 a22 a23 a24 a33 a34 (aij = aji) a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Author

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