Up: Symmetric/Hermitian Positive Definite Linear
- If FACT = 'N', the matrix is factored as
is a unit lower bidiagonal matrix and is a diagonal matrix. The
factorization can also be regarded as having the form
, where .
- If the leading minor of order of is not positive definite,
then the routine returns with
. Otherwise, the factored
form of is used to estimate the condition number of
. If the reciprocal of the condition number is less than machine
, where is the order of , is returned as a warning.
However, the routine still goes on to solve for . Iterative refinement
is applied to improve the computed solution.
- LA_PTSVX also optionally computes, for each solution vector ,
the estimated forward error bound and the componentwise relative backward error.