NAG Library Routine Document
F07PAF (DSPSV) computes the solution to a real system of linear equations
symmetric matrix stored in packed format and
||N, NRHS, IPIV(N), LDB, INFO
The routine may be called by its
F07PAF (DSPSV) uses the diagonal pivoting method to factor as if or if , where (or ) is a product of permutation and unit upper (lower) triangular matrices, is symmetric and block diagonal with by and by diagonal blocks. The factored form of is then used to solve the system of equations .
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
Higham N J (2002) Accuracy and Stability of Numerical Algorithms (2nd Edition) SIAM, Philadelphia
- 1: UPLO – CHARACTER(1)Input
, the upper triangle of
If , the lower triangle of is stored.
- 2: N – INTEGERInput
On entry: , the number of linear equations, i.e., the order of the matrix .
- 3: NRHS – INTEGERInput
On entry: , the number of right-hand sides, i.e., the number of columns of the matrix .
- 4: AP() – REAL (KIND=nag_wp) arrayInput/Output
the dimension of the array AP
must be at least
, packed by columns.
- if , the upper triangle of must be stored with element in for ;
- if , the lower triangle of must be stored with element in for .
: the block diagonal matrix
and the multipliers used to obtain the factor
from the factorization
as computed by F07PDF (DSPTRF)
, stored as a packed triangular matrix in the same storage format as
- 5: IPIV(N) – INTEGER arrayOutput
: details of the interchanges and the block structure of
. More precisely,
- if , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column.
- 6: B(LDB,) – REAL (KIND=nag_wp) arrayInput/Output
the second dimension of the array B
must be at least
On entry: the by right-hand side matrix .
On exit: if , the by solution matrix .
- 7: LDB – INTEGERInput
: the first dimension of the array B
as declared in the (sub)program from which F07PAF (DSPSV) is called.
- 8: INFO – INTEGEROutput
unless the routine detects an error (see Section 6
6 Error Indicators and Warnings
Errors or warnings detected by the routine:
If , the th argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
If , is exactly zero. The factorization has been completed, but the block diagonal matrix is exactly singular, so the solution could not be computed.
The computed solution for a single right-hand side,
, satisfies an equation of the form
is the machine precision
. An approximate error bound for the computed solution is given by
, the condition number of
with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999)
and Chapter 11 of Higham (2002)
for further details.
is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively, F04BJF
and returns a forward error bound and condition estimate. F04BJF
calls F07PAF (DSPSV) to solve the equations.
The total number of floating point operations is approximately , where is the number of right-hand sides.
The complex analogues of F07PAF (DSPSV) are F07PNF (ZHPSV)
for Hermitian matrices, and F07QNF (ZSPSV)
for symmetric matrices.
This example solves the equations
is the symmetric matrix
Details of the factorization of are also output.
9.1 Program Text
Program Text (f07pafe.f90)
9.2 Program Data
Program Data (f07pafe.d)
9.3 Program Results
Program Results (f07pafe.r)