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pftrs - Man Page

pftrs: triangular solve using factor

Synopsis

Functions

subroutine cpftrs (transr, uplo, n, nrhs, a, b, ldb, info)
CPFTRS
subroutine dpftrs (transr, uplo, n, nrhs, a, b, ldb, info)
DPFTRS
subroutine spftrs (transr, uplo, n, nrhs, a, b, ldb, info)
SPFTRS
subroutine zpftrs (transr, uplo, n, nrhs, a, b, ldb, info)
ZPFTRS

Detailed Description

Function Documentation

subroutine cpftrs (character transr, character uplo, integer n, integer nrhs, complex, dimension( 0: * ) a, complex, dimension( ldb, * ) b, integer ldb, integer info)

CPFTRS  

Purpose:

 CPFTRS solves a system of linear equations A*X = B with a Hermitian
 positive definite matrix A using the Cholesky factorization
 A = U**H*U or A = L*L**H computed by CPFTRF.
Parameters

TRANSR

          TRANSR is CHARACTER*1
          = 'N':  The Normal TRANSR of RFP A is stored;
          = 'C':  The Conjugate-transpose TRANSR of RFP A is stored.

UPLO

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

N

          N is INTEGER
          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 COMPLEX array, dimension ( N*(N+1)/2 );
          The triangular factor U or L from the Cholesky factorization
          of RFP A = U**H*U or RFP A = L*L**H, as computed by CPFTRF.
          See note below for more details about RFP A.

B

          B is COMPLEX array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the 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
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  We first consider Standard Packed Format when N is even.
  We give an example where N = 6.

      AP is Upper             AP is Lower

   00 01 02 03 04 05       00
      11 12 13 14 15       10 11
         22 23 24 25       20 21 22
            33 34 35       30 31 32 33
               44 45       40 41 42 43 44
                  55       50 51 52 53 54 55


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  conjugate-transpose of the first three columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  conjugate-transpose of the last three columns of AP lower.
  To denote conjugate we place -- above the element. This covers the
  case N even and TRANSR = 'N'.

         RFP A                   RFP A

                                -- -- --
        03 04 05                33 43 53
                                   -- --
        13 14 15                00 44 54
                                      --
        23 24 25                10 11 55

        33 34 35                20 21 22
        --
        00 44 45                30 31 32
        -- --
        01 11 55                40 41 42
        -- -- --
        02 12 22                50 51 52

  Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  transpose of RFP A above. One therefore gets:


           RFP A                   RFP A

     -- -- -- --                -- -- -- -- -- --
     03 13 23 33 00 01 02    33 00 10 20 30 40 50
     -- -- -- -- --                -- -- -- -- --
     04 14 24 34 44 11 12    43 44 11 21 31 41 51
     -- -- -- -- -- --                -- -- -- --
     05 15 25 35 45 55 22    53 54 55 22 32 42 52


  We next  consider Standard Packed Format when N is odd.
  We give an example where N = 5.

     AP is Upper                 AP is Lower

   00 01 02 03 04              00
      11 12 13 14              10 11
         22 23 24              20 21 22
            33 34              30 31 32 33
               44              40 41 42 43 44


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  conjugate-transpose of the first two   columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  conjugate-transpose of the last two   columns of AP lower.
  To denote conjugate we place -- above the element. This covers the
  case N odd  and TRANSR = 'N'.

         RFP A                   RFP A

                                   -- --
        02 03 04                00 33 43
                                      --
        12 13 14                10 11 44

        22 23 24                20 21 22
        --
        00 33 34                30 31 32
        -- --
        01 11 44                40 41 42

  Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  transpose of RFP A above. One therefore gets:


           RFP A                   RFP A

     -- -- --                   -- -- -- -- -- --
     02 12 22 00 01             00 10 20 30 40 50
     -- -- -- --                   -- -- -- -- --
     03 13 23 33 11             33 11 21 31 41 51
     -- -- -- -- --                   -- -- -- --
     04 14 24 34 44             43 44 22 32 42 52

Definition at line 219 of file cpftrs.f.

subroutine dpftrs (character transr, character uplo, integer n, integer nrhs, double precision, dimension( 0: * ) a, double precision, dimension( ldb, * ) b, integer ldb, integer info)

DPFTRS  

Purpose:

 DPFTRS solves a system of linear equations A*X = B with a symmetric
 positive definite matrix A using the Cholesky factorization
 A = U**T*U or A = L*L**T computed by DPFTRF.
Parameters

TRANSR

          TRANSR is CHARACTER*1
          = 'N':  The Normal TRANSR of RFP A is stored;
          = 'T':  The Transpose TRANSR of RFP A is stored.

UPLO

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

N

          N is INTEGER
          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 ( N*(N+1)/2 ).
          The triangular factor U or L from the Cholesky factorization
          of RFP A = U**T*U or RFP A = L*L**T, as computed by DPFTRF.
          See note below for more details about RFP A.

B

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the 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
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  We first consider Rectangular Full Packed (RFP) Format when N is
  even. We give an example where N = 6.

      AP is Upper             AP is Lower

   00 01 02 03 04 05       00
      11 12 13 14 15       10 11
         22 23 24 25       20 21 22
            33 34 35       30 31 32 33
               44 45       40 41 42 43 44
                  55       50 51 52 53 54 55


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  the transpose of the first three columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  the transpose of the last three columns of AP lower.
  This covers the case N even and TRANSR = 'N'.

         RFP A                   RFP A

        03 04 05                33 43 53
        13 14 15                00 44 54
        23 24 25                10 11 55
        33 34 35                20 21 22
        00 44 45                30 31 32
        01 11 55                40 41 42
        02 12 22                50 51 52

  Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  transpose of RFP A above. One therefore gets:


           RFP A                   RFP A

     03 13 23 33 00 01 02    33 00 10 20 30 40 50
     04 14 24 34 44 11 12    43 44 11 21 31 41 51
     05 15 25 35 45 55 22    53 54 55 22 32 42 52


  We then consider Rectangular Full Packed (RFP) Format when N is
  odd. We give an example where N = 5.

     AP is Upper                 AP is Lower

   00 01 02 03 04              00
      11 12 13 14              10 11
         22 23 24              20 21 22
            33 34              30 31 32 33
               44              40 41 42 43 44


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  the transpose of the first two columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  the transpose of the last two columns of AP lower.
  This covers the case N odd and TRANSR = 'N'.

         RFP A                   RFP A

        02 03 04                00 33 43
        12 13 14                10 11 44
        22 23 24                20 21 22
        00 33 34                30 31 32
        01 11 44                40 41 42

  Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  transpose of RFP A above. One therefore gets:

           RFP A                   RFP A

     02 12 22 00 01             00 10 20 30 40 50
     03 13 23 33 11             33 11 21 31 41 51
     04 14 24 34 44             43 44 22 32 42 52

Definition at line 198 of file dpftrs.f.

subroutine spftrs (character transr, character uplo, integer n, integer nrhs, real, dimension( 0: * ) a, real, dimension( ldb, * ) b, integer ldb, integer info)

SPFTRS  

Purpose:

 SPFTRS solves a system of linear equations A*X = B with a symmetric
 positive definite matrix A using the Cholesky factorization
 A = U**T*U or A = L*L**T computed by SPFTRF.
Parameters

TRANSR

          TRANSR is CHARACTER*1
          = 'N':  The Normal TRANSR of RFP A is stored;
          = 'T':  The Transpose TRANSR of RFP A is stored.

UPLO

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

N

          N is INTEGER
          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 REAL array, dimension ( N*(N+1)/2 )
          The triangular factor U or L from the Cholesky factorization
          of RFP A = U**H*U or RFP A = L*L**T, as computed by SPFTRF.
          See note below for more details about RFP A.

B

          B is REAL array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the 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
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  We first consider Rectangular Full Packed (RFP) Format when N is
  even. We give an example where N = 6.

      AP is Upper             AP is Lower

   00 01 02 03 04 05       00
      11 12 13 14 15       10 11
         22 23 24 25       20 21 22
            33 34 35       30 31 32 33
               44 45       40 41 42 43 44
                  55       50 51 52 53 54 55


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  the transpose of the first three columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  the transpose of the last three columns of AP lower.
  This covers the case N even and TRANSR = 'N'.

         RFP A                   RFP A

        03 04 05                33 43 53
        13 14 15                00 44 54
        23 24 25                10 11 55
        33 34 35                20 21 22
        00 44 45                30 31 32
        01 11 55                40 41 42
        02 12 22                50 51 52

  Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  transpose of RFP A above. One therefore gets:


           RFP A                   RFP A

     03 13 23 33 00 01 02    33 00 10 20 30 40 50
     04 14 24 34 44 11 12    43 44 11 21 31 41 51
     05 15 25 35 45 55 22    53 54 55 22 32 42 52


  We then consider Rectangular Full Packed (RFP) Format when N is
  odd. We give an example where N = 5.

     AP is Upper                 AP is Lower

   00 01 02 03 04              00
      11 12 13 14              10 11
         22 23 24              20 21 22
            33 34              30 31 32 33
               44              40 41 42 43 44


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  the transpose of the first two columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  the transpose of the last two columns of AP lower.
  This covers the case N odd and TRANSR = 'N'.

         RFP A                   RFP A

        02 03 04                00 33 43
        12 13 14                10 11 44
        22 23 24                20 21 22
        00 33 34                30 31 32
        01 11 44                40 41 42

  Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  transpose of RFP A above. One therefore gets:

           RFP A                   RFP A

     02 12 22 00 01             00 10 20 30 40 50
     03 13 23 33 11             33 11 21 31 41 51
     04 14 24 34 44             43 44 22 32 42 52

Definition at line 198 of file spftrs.f.

subroutine zpftrs (character transr, character uplo, integer n, integer nrhs, complex*16, dimension( 0: * ) a, complex*16, dimension( ldb, * ) b, integer ldb, integer info)

ZPFTRS  

Purpose:

 ZPFTRS solves a system of linear equations A*X = B with a Hermitian
 positive definite matrix A using the Cholesky factorization
 A = U**H*U or A = L*L**H computed by ZPFTRF.
Parameters

TRANSR

          TRANSR is CHARACTER*1
          = 'N':  The Normal TRANSR of RFP A is stored;
          = 'C':  The Conjugate-transpose TRANSR of RFP A is stored.

UPLO

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

N

          N is INTEGER
          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 COMPLEX*16 array, dimension ( N*(N+1)/2 );
          The triangular factor U or L from the Cholesky factorization
          of RFP A = U**H*U or RFP A = L*L**H, as computed by ZPFTRF.
          See note below for more details about RFP A.

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the 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
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  We first consider Standard Packed Format when N is even.
  We give an example where N = 6.

      AP is Upper             AP is Lower

   00 01 02 03 04 05       00
      11 12 13 14 15       10 11
         22 23 24 25       20 21 22
            33 34 35       30 31 32 33
               44 45       40 41 42 43 44
                  55       50 51 52 53 54 55


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  conjugate-transpose of the first three columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  conjugate-transpose of the last three columns of AP lower.
  To denote conjugate we place -- above the element. This covers the
  case N even and TRANSR = 'N'.

         RFP A                   RFP A

                                -- -- --
        03 04 05                33 43 53
                                   -- --
        13 14 15                00 44 54
                                      --
        23 24 25                10 11 55

        33 34 35                20 21 22
        --
        00 44 45                30 31 32
        -- --
        01 11 55                40 41 42
        -- -- --
        02 12 22                50 51 52

  Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  transpose of RFP A above. One therefore gets:


           RFP A                   RFP A

     -- -- -- --                -- -- -- -- -- --
     03 13 23 33 00 01 02    33 00 10 20 30 40 50
     -- -- -- -- --                -- -- -- -- --
     04 14 24 34 44 11 12    43 44 11 21 31 41 51
     -- -- -- -- -- --                -- -- -- --
     05 15 25 35 45 55 22    53 54 55 22 32 42 52


  We next  consider Standard Packed Format when N is odd.
  We give an example where N = 5.

     AP is Upper                 AP is Lower

   00 01 02 03 04              00
      11 12 13 14              10 11
         22 23 24              20 21 22
            33 34              30 31 32 33
               44              40 41 42 43 44


  Let TRANSR = 'N'. RFP holds AP as follows:
  For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  conjugate-transpose of the first two   columns of AP upper.
  For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  conjugate-transpose of the last two   columns of AP lower.
  To denote conjugate we place -- above the element. This covers the
  case N odd  and TRANSR = 'N'.

         RFP A                   RFP A

                                   -- --
        02 03 04                00 33 43
                                      --
        12 13 14                10 11 44

        22 23 24                20 21 22
        --
        00 33 34                30 31 32
        -- --
        01 11 44                40 41 42

  Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  transpose of RFP A above. One therefore gets:


           RFP A                   RFP A

     -- -- --                   -- -- -- -- -- --
     02 12 22 00 01             00 10 20 30 40 50
     -- -- -- --                   -- -- -- -- --
     03 13 23 33 11             33 11 21 31 41 51
     -- -- -- -- --                   -- -- -- --
     04 14 24 34 44             43 44 22 32 42 52

Definition at line 219 of file zpftrs.f.

Author

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