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- unstable 3.8.0-1
real(3) | LAPACK | real(3) |
NAME¶
real -Functions¶
subroutine sgtcon (NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
Detailed Description¶
This is the group of real computational functions for GT matricesFunction Documentation¶
subroutine sgtcon (characterNORM, integerN, real, dimension( * )DL, real, dimension( * )D, real, dimension( * )DU, real, dimension( * )DU2, integer, dimension( * )IPIV, realANORM, realRCOND, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
SGTCON Purpose:SGTCON estimates the reciprocal of the condition number of a real tridiagonal matrix A using the LU factorization as computed by SGTTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
NORM
Author:
NORM is CHARACTER*1 Specifies whether the 1-norm condition number or the infinity-norm condition number is required: = '1' or 'O': 1-norm; = 'I': Infinity-norm.N
N is INTEGER The order of the matrix A. N >= 0.DL
DL is REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by SGTTRF.D
D is REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A.DU
DU is REAL array, dimension (N-1) The (n-1) elements of the first superdiagonal of U.DU2
DU2 is REAL array, dimension (N-2) The (n-2) elements of the second superdiagonal of U.IPIV
IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required.ANORM
ANORM is REAL If NORM = '1' or 'O', the 1-norm of the original matrix A. If NORM = 'I', the infinity-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 an estimate of the 1-norm of inv(A) computed in this routine.WORK
WORK is REAL array, dimension (2*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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine sgtrfs (characterTRANS, integerN, integerNRHS, real, dimension( * )DL, real, dimension( * )D, real, dimension( * )DU, real, dimension( * )DLF, real, dimension( * )DF, real, dimension( * )DUF, real, dimension( * )DU2, integer, dimension( * )IPIV, real, dimension( ldb, * )B, integerLDB, real, dimension( ldx, * )X, integerLDX, real, dimension( * )FERR, real, dimension( * )BERR, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
SGTRFS Purpose:SGTRFS improves the computed solution to a system of linear equations when the coefficient matrix is tridiagonal, and provides error bounds and backward error estimates for the solution.
TRANS
Internal Parameters:
TRANS is CHARACTER*1 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 = Transpose)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.DL
DL is REAL array, dimension (N-1) The (n-1) subdiagonal elements of A.D
D is REAL array, dimension (N) The diagonal elements of A.DU
DU is REAL array, dimension (N-1) The (n-1) superdiagonal elements of A.DLF
DLF is REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by SGTTRF.DF
DF is REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A.DUF
DUF is REAL array, dimension (N-1) The (n-1) elements of the first superdiagonal of U.DU2
DU2 is REAL array, dimension (N-2) The (n-2) elements of the second superdiagonal of U.IPIV
IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required.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 SGTTRS. 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 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 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 (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
ITMAX is the maximum number of steps of iterative refinement.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine sgttrf (integerN, real, dimension( * )DL, real, dimension( * )D, real, dimension( * )DU, real, dimension( * )DU2, integer, dimension( * )IPIV, integerINFO)¶
SGTTRF Purpose:SGTTRF computes an LU factorization of a real tridiagonal matrix A using elimination with partial pivoting and row interchanges. The factorization has the form 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.
N
Author:
N is INTEGER The order of the matrix A.DL
DL is REAL array, dimension (N-1) On entry, DL must contain the (n-1) sub-diagonal elements of A. On exit, DL is overwritten by the (n-1) multipliers that define the matrix L from the LU factorization of A.D
D is REAL array, dimension (N) On entry, D must contain the diagonal elements of A. On exit, D is overwritten by the n diagonal elements of the upper triangular matrix U from the LU factorization of A.DU
DU is REAL array, dimension (N-1) On entry, DU must contain the (n-1) super-diagonal elements of A. On exit, DU is overwritten by the (n-1) elements of the first super-diagonal of U.DU2
DU2 is REAL array, dimension (N-2) On exit, DU2 is overwritten by the (n-2) elements of the second super-diagonal of U.IPIV
IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required.INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, U(k,k) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine sgttrs (characterTRANS, integerN, integerNRHS, real, dimension( * )DL, real, dimension( * )D, real, dimension( * )DU, real, dimension( * )DU2, integer, dimension( * )IPIV, real, dimension( ldb, * )B, integerLDB, integerINFO)¶
SGTTRS Purpose:SGTTRS solves one of the systems of equations A*X = B or A**T*X = B, with a tridiagonal matrix A using the LU factorization computed by SGTTRF.
TRANS
Author:
TRANS is CHARACTER*1 Specifies the form of the system of equations. = 'N': A * X = B (No transpose) = 'T': A**T* X = B (Transpose) = 'C': A**T* X = B (Conjugate transpose = Transpose)N
N is INTEGER The order of the matrix A.NRHS
NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.DL
DL is REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A.D
D is REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A.DU
DU is REAL array, dimension (N-1) The (n-1) elements of the first super-diagonal of U.DU2
DU2 is REAL array, dimension (N-2) The (n-2) elements of the second super-diagonal of U.IPIV
IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required.B
B is REAL array, dimension (LDB,NRHS) On entry, the matrix of right hand side vectors B. On exit, B is overwritten by 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 = -i, the i-th argument had an illegal value
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine sgtts2 (integerITRANS, integerN, integerNRHS, real, dimension( * )DL, real, dimension( * )D, real, dimension( * )DU, real, dimension( * )DU2, integer, dimension( * )IPIV, real, dimension( ldb, * )B, integerLDB)¶
SGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf. Purpose:SGTTS2 solves one of the systems of equations A*X = B or A**T*X = B, with a tridiagonal matrix A using the LU factorization computed by SGTTRF.
ITRANS
Author:
ITRANS is INTEGER Specifies the form of the system of equations. = 0: A * X = B (No transpose) = 1: A**T* X = B (Transpose) = 2: A**T* X = B (Conjugate transpose = Transpose)N
N is INTEGER The order of the matrix A.NRHS
NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.DL
DL is REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A.D
D is REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A.DU
DU is REAL array, dimension (N-1) The (n-1) elements of the first super-diagonal of U.DU2
DU2 is REAL array, dimension (N-2) The (n-2) elements of the second super-diagonal of U.IPIV
IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required.B
B is REAL array, dimension (LDB,NRHS) On entry, the matrix of right hand side vectors B. On exit, B is overwritten by the solution vectors X.LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Author¶
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