dsysv_rk.f man page

dsysv_rk.f

Synopsis

Functions/Subroutines

subroutine dsysv_rk (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, LWORK, INFO)
DSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices

Function/Subroutine Documentation

subroutine dsysv_rk (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) E, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices  

Purpose:

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

 The bounded Bunch-Kaufman (rook) diagonal pivoting method is used
 to factor A as
    A = P*U*D*(U**T)*(P**T),  if UPLO = 'U', or
    A = P*L*D*(L**T)*(P**T),  if UPLO = 'L',
 where U (or L) is unit upper (or lower) triangular matrix,
 U**T (or L**T) is the transpose of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is symmetric and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 DSYTRF_RK is called to compute the factorization of a real
 symmetric matrix.  The factored form of A is then used to solve
 the system of equations A * X = B by calling BLAS3 routine DSYTRS_3.
Parameters:

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored:
          = '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.

A

          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 INFO = 0, diagonal of the block diagonal
          matrix D and factors U or L  as computed by DSYTRF_RK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                are stored on exit in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.

          For more info see the description of DSYTRF_RK routine.

LDA

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

E

          E is DOUBLE PRECISION array, dimension (N)
          On exit, contains the output computed by the factorization
          routine DSYTRF_RK, i.e. the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is set to 0 in both
          UPLO = 'U' or UPLO = 'L' cases.

          For more info see the description of DSYTRF_RK routine.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D,
          as determined by DSYTRF_RK.

          For more info see the description of DSYTRF_RK routine.

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).

WORK

          WORK is DOUBLE PRECISION array, dimension ( MAX(1,LWORK) ).
          Work array used in the factorization stage.
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK is INTEGER
          The length of WORK.  LWORK >= 1. For best performance
          of factorization stage LWORK >= max(1,N*NB), where NB is
          the optimal blocksize for DSYTRF_RK.

          If LWORK = -1, then a workspace query is assumed;
          the routine only calculates the optimal size of the WORK
          array for factorization stage, returns this value as
          the first entry of the WORK array, and no error message
          related to LWORK is issued by XERBLA.

INFO

          INFO is INTEGER
          = 0: successful exit

          < 0: If INFO = -k, the k-th argument had an illegal value

          > 0: If INFO = k, the matrix A is singular, because:
                 If UPLO = 'U': column k in the upper
                 triangular part of A contains all zeros.
                 If UPLO = 'L': column k in the lower
                 triangular part of A contains all zeros.

               Therefore D(k,k) is exactly zero, and superdiagonal
               elements of column k of U (or subdiagonal elements of
               column k of L ) are all zeros. The factorization has
               been completed, but the block diagonal matrix D is
               exactly singular, and division by zero will occur if
               it is used to solve a system of equations.

               NOTE: INFO only stores the first occurrence of
               a singularity, any subsequent occurrence of singularity
               is not stored in INFO even though the factorization
               always completes.
Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

December 2016

Contributors:

  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley

  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                  School of Mathematics,
                  University of Manchester

Definition at line 230 of file dsysv_rk.f.

Author

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Referenced By

The man page dsysv_rk(3) is an alias of dsysv_rk.f(3).

Tue Nov 14 2017 Version 3.8.0 LAPACK