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NAME
chpsvx - use the diagonal pivoting factorization A =
U*D*U**H or A = L*D*L**H to compute the solution to a com-
plex system of linear equations A * X = B, where A is an N-
by-N Hermitian matrix stored in packed format and X and B
are N-by-NRHS matrices
SYNOPSIS
SUBROUTINE CHPSVX( FACT, UPLO, N, NRHS, AP, AFP, IPIV, B,
LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO
)
CHARACTER FACT, UPLO
INTEGER INFO, LDB, LDX, N, NRHS
REAL RCOND
INTEGER IPIV( * )
REAL BERR( * ), FERR( * ), RWORK( * )
COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ), X( LDX, *
)
#include <sunperf.h>
void chpsvx(char fact, char uplo, int n, int nrhs, complex
*cap, complex *afp, int *ipivot, complex *cb, int
ldb, complex *cx, int ldx, float *srcond, float
*ferr, float *berr, int *info) ;
PURPOSE
CHPSVX uses the diagonal pivoting factorization A = U*D*U**H
or A = L*D*L**H to compute the solution to a complex system
of linear equations A * X = B, where A is an N-by-N Hermi-
tian matrix stored in packed format 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 diagonal pivoting method is used to
factor A as
A = U * D * U**H, if UPLO = 'U', or
A = L * D * L**H, if UPLO = 'L',
where U (or L) is a product of permutation and unit upper
(lower)
triangular matrices and D is Hermitian and block diagonal
with
1-by-1 and 2-by-2 diagonal blocks.
2. 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, steps 3 and 4 are skipped.
3. The system of equations is solved for X using the fac-
tored form
of A.
4. Iterative refinement is applied to improve the computed
solution
matrix and calculate error bounds and backward error
estimates
for it.
ARGUMENTS
FACT (input) CHARACTER*1
Specifies whether or not the factored form of A
has been supplied on entry. = 'F': On entry, AFP
and IPIV contain the factored form of A. AFP and
IPIV will not be modified. = 'N': The matrix A
will be copied to AFP and factored.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The number of linear equations, i.e., the order of
the matrix A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number
of columns of the matrices B and X. NRHS >= 0.
AP (input) COMPLEX array, dimension (N*(N+1)/2)
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)*(2*n-j)/2) = A(i,j) for j<=i<=n. See below for
further details.
AFP (input or output) COMPLEX array, dimension
(N*(N+1)/2)
If FACT = 'F', then AFP is an input argument and
on entry contains the block diagonal matrix D and
the multipliers used to obtain the factor U or L
from the factorization A = U*D*U**H or A =
L*D*L**H as computed by CHPTRF, stored as a packed
triangular matrix in the same storage format as A.
If FACT = 'N', then AFP is an output argument and
on exit contains the block diagonal matrix D and
the multipliers used to obtain the factor U or L
from the factorization A = U*D*U**H or A =
L*D*L**H as computed by CHPTRF, stored as a packed
triangular matrix in the same storage format as A.
IPIV (input or output) INTEGER array, dimension (N)
If FACT = 'F', then IPIV is an input argument and
on entry contains details of the interchanges and
the block structure of D, as determined by CHPTRF.
If IPIV(k) > 0, then rows and columns k and
IPIV(k) were interchanged and D(k,k) is a 1-by-1
diagonal block. If UPLO = 'U' and IPIV(k) =
IPIV(k-1) < 0, then rows and columns k-1 and
-IPIV(k) were interchanged and D(k-1:k,k-1:k) is a
2-by-2 diagonal block. If UPLO = 'L' and IPIV(k)
= IPIV(k+1) < 0, then rows and columns k+1 and
-IPIV(k) were interchanged and D(k:k+1,k:k+1) is a
2-by-2 diagonal block.
If FACT = 'N', then IPIV is an output argument and
on exit contains details of the interchanges and
the block structure of D, as determined by CHPTRF.
B (input) COMPLEX array, dimension (LDB,NRHS)
The N-by-NRHS right hand side matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
X (output) COMPLEX array, dimension (LDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X.
LDX (input) INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
RCOND (output) REAL
The estimate of 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, and the solution and error bounds are not com-
puted.
FERR (output) REAL array, dimension (NRHS)
The estimated forward error bound for each solu-
tion 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 ele-
ment in (X(j) - XTRUE) divided by the magnitude of
the largest element in X(j). The estimate is as
reliable as the estimate for RCOND, and is almost
always a slight overestimate of the true error.
BERR (output) 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 (workspace) COMPLEX array, dimension (2*N)
RWORK (workspace) REAL array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal value
> 0 and <= N: if INFO = i, D(i,i) is exactly zero.
The factorization has been completed, but the
block diagonal matrix D is exactly singular, so
the solution and error bounds could not be com-
puted. = N+1: the block diagonal matrix D is non-
singular, but RCOND is less than machine preci-
sion. The factorization has been completed, but
the matrix is singular to working precision, so
the solution and error bounds have not been com-
puted.
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 ]
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