NAME
CSPSV - compute the solution to a complex system of linear equations A * X = B,
SYNOPSIS
SUBROUTINE CSPSV(
UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
INTEGER
INFO, LDB, N, NRHS
COMPLEX
AP( * ), B( LDB, * )
PURPOSE
CSPSV computes the solution to a complex system of linear equations A * X = B, where A is an N-by-N symmetric matrix stored in packed format and X
and B are N-by-NRHS matrices.
The diagonal pivoting method is used to factor A as
A = U * D * U**T, if UPLO = 'U', or
A = L * D * L**T, if UPLO = 'L',
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, 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 A * X = B.
ARGUMENTS
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 matrix B. NRHS >= 0.
AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric 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)*(2n-j)/2) = A(i,j) for j<=i<=n.
See below for further details.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L from the factorization
A = U*D*U**T or A = L*D*L**T as computed by CSPTRF, stored as
a packed triangular matrix in the same storage format as A.
IPIV (output) INTEGER array, dimension (N)
Details of the interchanges and the block structure of D, as
determined by CSPTRF. 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.
B (input/output) COMPLEX 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 (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: 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 could not be
computed.
FURTHER DETAILS
The packed storage scheme is illustrated by the following example
when N = 4, UPLO = 'U':
Two-dimensional storage of the symmetric matrix A:
a11 a12 a13 a14
a22 a23 a24
a33 a34 (aij = aji)
a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
ČLÁNKY DO MAILU