F07MAF (DSYSV) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F07MAF (DSYSV)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F07MAF (DSYSV) computes the solution to a real system of linear equations
AX=B ,
where A is an n by n symmetric matrix and X and B are n by r matrices.

2  Specification

SUBROUTINE F07MAF ( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
INTEGER  N, NRHS, LDA, IPIV(*), LDB, LWORK, INFO
REAL (KIND=nag_wp)  A(LDA,*), B(LDB,*), WORK(max(1,LWORK))
CHARACTER(1)  UPLO
The routine may be called by its LAPACK name dsysv.

3  Description

F07MAF (DSYSV) uses the diagonal pivoting method to factor A as A=UDUT if UPLO='U' or A=LDLT if UPLO='L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1 by 1 and 2 by 2 diagonal blocks. The factored form of A is then used to solve the system of equations AX=B.
Note that, in general, different permutations (pivot sequences) and diagonal block structures are obtained for UPLO='U' or 'L'

4  References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Parameters

1:     UPLO – CHARACTER(1)Input
On entry: if UPLO='U', the upper triangle of A is stored.
If UPLO='L', the lower triangle of A is stored.
Constraint: UPLO='U' or 'L'.
2:     N – INTEGERInput
On entry: n, the number of linear equations, i.e., the order of the matrix A.
Constraint: N0.
3:     NRHS – INTEGERInput
On entry: r, the number of right-hand sides, i.e., the number of columns of the matrix B.
Constraint: NRHS0.
4:     A(LDA,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the n by n symmetric matrix A.
  • If UPLO='U', the upper triangular part of A must be stored and the elements of the array below the diagonal are not referenced.
  • If UPLO='L', the lower triangular part of A must be stored and the elements of the array above the diagonal are not referenced.
On exit: if INFO=0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A=UDUT or A=LDLT as computed by F07MDF (DSYTRF).
5:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F07MAF (DSYSV) is called.
Constraint: LDAmax1,N.
6:     IPIV(*) – INTEGER arrayOutput
Note: the dimension of the array IPIV must be at least max1,N.
On exit: details of the interchanges and the block structure of D. More precisely,
  • if IPIVi=k>0, dii is a 1 by 1 pivot block and the ith row and column of A were interchanged with the kth row and column;
  • if UPLO='U' and IPIVi-1=IPIVi=-l<0, di-1,i-1d-i,i-1 d-i,i-1dii  is a 2 by 2 pivot block and the i-1th row and column of A were interchanged with the lth row and column;
  • if UPLO='L' and IPIVi=IPIVi+1=-m<0, diidi+1,idi+1,idi+1,i+1 is a 2 by 2 pivot block and the i+1th row and column of A were interchanged with the mth row and column.
7:     B(LDB,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array B must be at least max1,NRHS.
On entry: the n by r right-hand side matrix B.
On exit: if INFO=0, the n by r solution matrix X.
8:     LDB – INTEGERInput
On entry: the first dimension of the array B as declared in the (sub)program from which F07MAF (DSYSV) is called.
Constraint: LDBmax1,N.
9:     WORK(max1,LWORK) – REAL (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, WORK1 returns the optimal LWORK.
10:   LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F07MAF (DSYSV) is called.
LWORK1, and for best performance LWORKmax1,N×nb, where nb is the optimal block size for F07MDF (DSYTRF).
If LWORK=-1, a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued.
11:   INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
INFO<0
If INFO=-i, the ith argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
INFO>0
If INFO=i, dii is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.

7  Accuracy

The computed solution for a single right-hand side, x^ , satisfies an equation of the form
A+E x^=b ,
where
E1 = Oε A1
and ε  is the machine precision. An approximate error bound for the computed solution is given by
x^-x1 x1 κA E1 A1 ,
where κA = A-11 A1 , the condition number of A  with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) for further details.
F07MBF (DSYSVX) is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively, F04BHF solves Ax=b  and returns a forward error bound and condition estimate. F04BHF calls F07MAF (DSYSV) to solve the equations.

8  Further Comments

The total number of floating point operations is approximately 13 n3 + 2n2r , where r  is the number of right-hand sides.
The complex analogues of F07MAF (DSYSV) are F07MNF (ZHESV) for Hermitian matrices, and F07NNF (ZSYSV) for symmetric matrices.

9  Example

This example solves the equations
Ax=b ,
where A  is the symmetric matrix
A = -1.81 2.06 0.63 -1.15 2.06 1.15 1.87 4.20 0.63 1.87 -0.21 3.87 -1.15 4.20 3.87 2.07   and   b = 0.96 6.07 8.38 9.50 .
Details of the factorization of A  are also output.

9.1  Program Text

Program Text (f07mafe.f90)

9.2  Program Data

Program Data (f07mafe.d)

9.3  Program Results

Program Results (f07mafe.r)


F07MAF (DSYSV) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012