ppsv - Man Page

ppsv: factor and solve

Synopsis

Functions

subroutine cppsv (uplo, n, nrhs, ap, b, ldb, info)
CPPSV computes the solution to system of linear equations A * X = B for OTHER matrices
subroutine dppsv (uplo, n, nrhs, ap, b, ldb, info)
DPPSV computes the solution to system of linear equations A * X = B for OTHER matrices
subroutine sppsv (uplo, n, nrhs, ap, b, ldb, info)
SPPSV computes the solution to system of linear equations A * X = B for OTHER matrices
subroutine zppsv (uplo, n, nrhs, ap, b, ldb, info)
ZPPSV computes the solution to system of linear equations A * X = B for OTHER matrices

Detailed Description

Function Documentation

subroutine cppsv (character uplo, integer n, integer nrhs, complex, dimension( * ) ap, complex, dimension( ldb, * ) b, integer ldb, integer info)

CPPSV computes the solution to system of linear equations A * X = B for OTHER matrices  

Purpose:

 CPPSV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N Hermitian positive definite matrix stored in
 packed format and X and B are N-by-NRHS matrices.

 The Cholesky decomposition is used to factor A as
    A = U**H * U,  if UPLO = 'U', or
    A = L * L**H,  if UPLO = 'L',
 where U is an upper triangular matrix and L is a lower triangular
 matrix.  The factored form of A is then used to solve the system of
 equations A * X = B.
Parameters

UPLO

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

N

          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.

AP

          AP is COMPLEX array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the Hermitian matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.

          On exit, if INFO = 0, the factor U or L from the Cholesky
          factorization A = U**H*U or A = L*L**H, in the same storage
          format as A.

B

          B is COMPLEX array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS right hand side matrix B.
          On exit, if INFO = 0, the N-by-NRHS solution matrix 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 = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, 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.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':

  Two-dimensional storage of the Hermitian matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = conjg(aji))
                 a44

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Definition at line 143 of file cppsv.f.

subroutine dppsv (character uplo, integer n, integer nrhs, double precision, dimension( * ) ap, double precision, dimension( ldb, * ) b, integer ldb, integer info)

DPPSV computes the solution to system of linear equations A * X = B for OTHER matrices  

Purpose:

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

 The Cholesky decomposition is used to factor A as
    A = U**T* U,  if UPLO = 'U', or
    A = L * L**T,  if UPLO = 'L',
 where U is an upper triangular matrix and L is a lower triangular
 matrix.  The factored form of A is then used to solve the system of
 equations A * X = B.
Parameters

UPLO

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

N

          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.

AP

          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.

          On exit, if INFO = 0, the factor U or L from the Cholesky
          factorization A = U**T*U or A = L*L**T, in the same storage
          format as A.

B

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS right hand side matrix B.
          On exit, if INFO = 0, the N-by-NRHS solution matrix 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 = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, 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.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':

  Two-dimensional storage of the symmetric matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = conjg(aji))
                 a44

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Definition at line 143 of file dppsv.f.

subroutine sppsv (character uplo, integer n, integer nrhs, real, dimension( * ) ap, real, dimension( ldb, * ) b, integer ldb, integer info)

SPPSV computes the solution to system of linear equations A * X = B for OTHER matrices  

Purpose:

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

 The Cholesky decomposition is used to factor A as
    A = U**T* U,  if UPLO = 'U', or
    A = L * L**T,  if UPLO = 'L',
 where U is an upper triangular matrix and L is a lower triangular
 matrix.  The factored form of A is then used to solve the system of
 equations A * X = B.
Parameters

UPLO

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

N

          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.

AP

          AP is REAL array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.

          On exit, if INFO = 0, the factor U or L from the Cholesky
          factorization A = U**T*U or A = L*L**T, in the same storage
          format as A.

B

          B is REAL array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS right hand side matrix B.
          On exit, if INFO = 0, the N-by-NRHS solution matrix 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 = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, 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.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':

  Two-dimensional storage of the symmetric matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = conjg(aji))
                 a44

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Definition at line 143 of file sppsv.f.

subroutine zppsv (character uplo, integer n, integer nrhs, complex*16, dimension( * ) ap, complex*16, dimension( ldb, * ) b, integer ldb, integer info)

ZPPSV computes the solution to system of linear equations A * X = B for OTHER matrices  

Purpose:

 ZPPSV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N Hermitian positive definite matrix stored in
 packed format and X and B are N-by-NRHS matrices.

 The Cholesky decomposition is used to factor A as
    A = U**H * U,  if UPLO = 'U', or
    A = L * L**H,  if UPLO = 'L',
 where U is an upper triangular matrix and L is a lower triangular
 matrix.  The factored form of A is then used to solve the system of
 equations A * X = B.
Parameters

UPLO

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

N

          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.

AP

          AP is COMPLEX*16 array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the Hermitian matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.

          On exit, if INFO = 0, the factor U or L from the Cholesky
          factorization A = U**H*U or A = L*L**H, in the same storage
          format as A.

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS right hand side matrix B.
          On exit, if INFO = 0, the N-by-NRHS solution matrix 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 = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, 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.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':

  Two-dimensional storage of the Hermitian matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = conjg(aji))
                 a44

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Definition at line 143 of file zppsv.f.

Author

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Tue Nov 28 2023 12:08:43 Version 3.12.0 LAPACK