SRC/sptsvx.f(3)

NAME
SRC/sptsvx.f

SYNOPSIS

  Functions/Subroutines
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

Function/Subroutine Documentation

  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

Purpose:

     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 N-by-N
     symmetric positive definite tridiagonal 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 = '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 principal minor of order i is not positive,
        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, 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.

    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 matrices B and X.  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)
              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.

    EF

              EF is REAL array, dimension (N-1)
              If FACT = 'F', then EF is an input argument and on entry
              contains the (n-1) 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 (n-1) subdiagonal elements of the unit
              bidiagonal factor L from the L*D*L**T factorization of A.

    B

              B is REAL 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 REAL array, dimension (LDX,NRHS)
              If INFO = 0 of 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 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.

    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
              > 0:  if INFO = i, and i is
                    <= N:  the leading principal minor of order i of A
                           is not positive, 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.

Definition at line 226 of file sptsvx.f.

Author

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