posv_mixed - Man Page

posv: factor and solve, mixed precision

subroutine dsposv (uplo, n, nrhs, a, lda, b, ldb, x, ldx, work, swork, iter, info)
DSPOSV computes the solution to system of linear equations A * X = B for PO matrices
subroutine zcposv (uplo, n, nrhs, a, lda, b, ldb, x, ldx, work, swork, rwork, iter, info)
ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices

Detailed Description

Function Documentation

subroutine dsposv (character uplo, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldx, * ) x, integer ldx, double precision, dimension( n, * ) work, real, dimension( * ) swork, integer iter, integer info)

DSPOSV computes the solution to system of linear equations A * X = B for PO matrices

Purpose:

 DSPOSV computes the solution to a real system of linear equations
    A * X = B,
 where A is an N-by-N symmetric positive definite matrix and X and B
 are N-by-NRHS matrices.

 DSPOSV first attempts to factorize the matrix in SINGLE PRECISION
 and use this factorization within an iterative refinement procedure
 to produce a solution with DOUBLE PRECISION normwise backward error
 quality (see below). If the approach fails the method switches to a
 DOUBLE PRECISION factorization and solve.

 The iterative refinement is not going to be a winning strategy if
 the ratio SINGLE PRECISION performance over DOUBLE PRECISION
 performance is too small. A reasonable strategy should take the
 number of right-hand sides and the size of the matrix into account.
 This might be done with a call to ILAENV in the future. Up to now, we
 always try iterative refinement.

 The iterative refinement process is stopped if
     ITER > ITERMAX
 or for all the RHS we have:
     RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
 where
     o ITER is the number of the current iteration in the iterative
       refinement process
     o RNRM is the infinity-norm of the residual
     o XNRM is the infinity-norm of the solution
     o ANRM is the infinity-operator-norm of the matrix A
     o EPS is the machine epsilon returned by DLAMCH('Epsilon')
 The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
 respectively.

Parameters

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

          N is INTEGER
          The number of linear equations, i.e., 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.

          A is DOUBLE PRECISION array,
          dimension (LDA,N)
          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
          N-by-N upper triangular part of A contains the upper
          triangular part of the matrix A, and the strictly lower
          triangular part of A is not referenced.  If UPLO = 'L', the
          leading N-by-N lower triangular part of A contains the lower
          triangular part of the matrix A, and the strictly upper
          triangular part of A is not referenced.
          On exit, if iterative refinement has been successfully used
          (INFO = 0 and ITER >= 0, see description below), then A is
          unchanged, if double precision factorization has been used
          (INFO = 0 and ITER < 0, see description below), then the
          array A contains the factor U or L from the Cholesky
          factorization A = U**T*U or A = L*L**T.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

          B is DOUBLE PRECISION 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 is DOUBLE PRECISION array, dimension (LDX,NRHS)
          If INFO = 0, the N-by-NRHS solution matrix X.

LDX

          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).

WORK

          WORK is DOUBLE PRECISION array, dimension (N,NRHS)
          This array is used to hold the residual vectors.

SWORK

          SWORK is REAL array, dimension (N*(N+NRHS))
          This array is used to use the single precision matrix and the
          right-hand sides or solutions in single precision.

ITER

          ITER is INTEGER
          < 0: iterative refinement has failed, double precision
               factorization has been performed
               -1 : the routine fell back to full precision for
                    implementation- or machine-specific reasons
               -2 : narrowing the precision induced an overflow,
                    the routine fell back to full precision
               -3 : failure of SPOTRF
               -31: stop the iterative refinement after the 30th
                    iterations
          > 0: iterative refinement has been successfully used.
               Returns the number of iterations

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, the leading principal minor of order i
                of (DOUBLE PRECISION) A is not positive, so the
                factorization could not be completed, and the solution
                has not been computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 197 of file dsposv.f.

subroutine zcposv (character uplo, integer n, integer nrhs, complex16, dimension( lda, ) a, integer lda, complex16, dimension( ldb, ) b, integer ldb, complex16, dimension( ldx, ) x, integer ldx, complex16, dimension( n, ) work, complex, dimension( * ) swork, double precision, dimension( * ) rwork, integer iter, integer info)

ZCPOSV computes the solution to system of linear equations A * X = B for PO matrices