LAPACK
3.4.2
LAPACK: Linear Algebra PACKage

Functions/Subroutines  
subroutine  sptsv (N, NRHS, D, E, B, LDB, INFO) 
SPTSV computes the solution to system of linear equations A * X = B for PT matrices  
subroutine  sptsvx (FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, INFO) 
SPTSVX computes the solution to system of linear equations A * X = B for PT matrices 
This is the group of real solve driver functions for PT matrices
subroutine sptsv  (  integer  N, 
integer  NRHS,  
real, dimension( * )  D,  
real, dimension( * )  E,  
real, dimension( ldb, * )  B,  
integer  LDB,  
integer  INFO  
) 
SPTSV computes the solution to system of linear equations A * X = B for PT matrices
Download SPTSV + dependencies [TGZ] [ZIP] [TXT]SPTSV computes the solution to a real system of linear equations A*X = B, where A is an NbyN symmetric positive definite tridiagonal matrix, and X and B are NbyNRHS matrices. A is factored as A = L*D*L**T, and the factored form of A is then used to solve the system of equations.
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in]  NRHS  NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. 
[in,out]  D  D is REAL array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix A. On exit, the n diagonal elements of the diagonal matrix D from the factorization A = L*D*L**T. 
[in,out]  E  E is REAL array, dimension (N1) On entry, the (n1) subdiagonal elements of the tridiagonal matrix A. On exit, the (n1) 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 U**T*D*U factorization of A.) 
[in,out]  B  B is REAL array, dimension (LDB,NRHS) On entry, the NbyNRHS right hand side matrix B. On exit, if INFO = 0, the NbyNRHS solution matrix X. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: if INFO = i, the leading minor of order i is not positive definite, and the solution has not been computed. The factorization has not been completed unless i = N. 
Definition at line 115 of file sptsv.f.
subroutine sptsvx  (  character  FACT, 
integer  N,  
integer  NRHS,  
real, dimension( * )  D,  
real, dimension( * )  E,  
real, dimension( * )  DF,  
real, dimension( * )  EF,  
real, dimension( ldb, * )  B,  
integer  LDB,  
real, dimension( ldx, * )  X,  
integer  LDX,  
real  RCOND,  
real, dimension( * )  FERR,  
real, dimension( * )  BERR,  
real, dimension( * )  WORK,  
integer  INFO  
) 
SPTSVX computes the solution to system of linear equations A * X = B for PT matrices
Download SPTSVX + dependencies [TGZ] [ZIP] [TXT]SPTSVX uses the factorization A = L*D*L**T to compute the solution to a real system of linear equations A*X = B, where A is an NbyN symmetric positive definite tridiagonal matrix and X and B are NbyNRHS matrices. Error bounds on the solution and a condition estimate are also provided.
The following steps are performed: 1. If FACT = 'N', the matrix A is factored as A = L*D*L**T, where L is a unit lower bidiagonal matrix and D is diagonal. The factorization can also be regarded as having the form A = U**T*D*U. 2. If the leading ibyi 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. 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.
[in]  FACT  FACT is CHARACTER*1 Specifies whether or not the factored form of A has been supplied on entry. = 'F': On entry, DF and EF contain the factored form of A. D, E, DF, and EF will not be modified. = 'N': The matrix A will be copied to DF and EF and factored. 
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in]  NRHS  NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. 
[in]  D  D is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix A. 
[in]  E  E is REAL array, dimension (N1) The (n1) subdiagonal elements of the tridiagonal matrix A. 
[in,out]  DF  DF is REAL array, dimension (N) If FACT = 'F', then DF is an input argument and on entry contains the n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A. If FACT = 'N', then DF is an output argument and on exit contains the n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A. 
[in,out]  EF  EF is REAL array, dimension (N1) If FACT = 'F', then EF is an input argument and on entry contains the (n1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. If FACT = 'N', then EF is an output argument and on exit contains the (n1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. 
[in]  B  B is REAL array, dimension (LDB,NRHS) The NbyNRHS right hand side matrix B. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[out]  X  X is REAL array, dimension (LDX,NRHS) If INFO = 0 of INFO = N+1, the NbyNRHS solution matrix X. 
[in]  LDX  LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). 
[out]  RCOND  RCOND is REAL 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. 
[out]  FERR  FERR is REAL array, dimension (NRHS) The forward error bound for each solution vector X(j) (the jth 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). 
[out]  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). 
[out]  WORK  WORK is REAL array, dimension (2*N) 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith 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. 
Definition at line 228 of file sptsvx.f.