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real(3) LAPACK real(3)

NAME

real -

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 (integerN, real, dimension( * )D, real, dimension( * )E, realANORM, realRCOND, real, dimension( * )WORK, integerINFO)

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 (characterCOMPZ, integerN, real, dimension( * )D, real, dimension( * )E, real, dimension( ldz, * )Z, integerLDZ, real, dimension( * )WORK, integerINFO)

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 (integerN, integerNRHS, real, dimension( * )D, real, dimension( * )E, real, dimension( * )DF, real, dimension( * )EF, real, dimension( ldb, * )B, integerLDB, real, dimension( ldx, * )X, integerLDX, real, dimension( * )FERR, real, dimension( * )BERR, real, dimension( * )WORK, integerINFO)

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 (integerN, integerNRHS, real, dimension( * )D, real, dimension( * )E, real, dimension( ldb, * )B, integerLDB, integerINFO)

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 (integerN, integerNRHS, real, dimension( * )D, real, dimension( * )E, real, dimension( ldb, * )B, integerLDB)

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

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