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dspsv.f 7.0 kB

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  1. *> \brief <b> DSPSV computes the solution to system of linear equations A * X = B for OTHER matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSPSV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dspsv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dspsv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dspsv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSPSV( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDB, N, NRHS
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * DOUBLE PRECISION AP( * ), B( LDB, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DSPSV computes the solution to a real system of linear equations
  39. *> A * X = B,
  40. *> where A is an N-by-N symmetric matrix stored in packed format and X
  41. *> and B are N-by-NRHS matrices.
  42. *>
  43. *> The diagonal pivoting method is used to factor A as
  44. *> A = U * D * U**T, if UPLO = 'U', or
  45. *> A = L * D * L**T, if UPLO = 'L',
  46. *> where U (or L) is a product of permutation and unit upper (lower)
  47. *> triangular matrices, D is symmetric and block diagonal with 1-by-1
  48. *> and 2-by-2 diagonal blocks. The factored form of A is then used to
  49. *> solve the system of equations A * X = B.
  50. *> \endverbatim
  51. *
  52. * Arguments:
  53. * ==========
  54. *
  55. *> \param[in] UPLO
  56. *> \verbatim
  57. *> UPLO is CHARACTER*1
  58. *> = 'U': Upper triangle of A is stored;
  59. *> = 'L': Lower triangle of A is stored.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The number of linear equations, i.e., the order of the
  66. *> matrix A. N >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] NRHS
  70. *> \verbatim
  71. *> NRHS is INTEGER
  72. *> The number of right hand sides, i.e., the number of columns
  73. *> of the matrix B. NRHS >= 0.
  74. *> \endverbatim
  75. *>
  76. *> \param[in,out] AP
  77. *> \verbatim
  78. *> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  79. *> On entry, the upper or lower triangle of the symmetric matrix
  80. *> A, packed columnwise in a linear array. The j-th column of A
  81. *> is stored in the array AP as follows:
  82. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  83. *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
  84. *> See below for further details.
  85. *>
  86. *> On exit, the block diagonal matrix D and the multipliers used
  87. *> to obtain the factor U or L from the factorization
  88. *> A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as
  89. *> a packed triangular matrix in the same storage format as A.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] IPIV
  93. *> \verbatim
  94. *> IPIV is INTEGER array, dimension (N)
  95. *> Details of the interchanges and the block structure of D, as
  96. *> determined by DSPTRF. If IPIV(k) > 0, then rows and columns
  97. *> k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
  98. *> diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
  99. *> then rows and columns k-1 and -IPIV(k) were interchanged and
  100. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
  101. *> IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
  102. *> -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
  103. *> diagonal block.
  104. *> \endverbatim
  105. *>
  106. *> \param[in,out] B
  107. *> \verbatim
  108. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  109. *> On entry, the N-by-NRHS right hand side matrix B.
  110. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] LDB
  114. *> \verbatim
  115. *> LDB is INTEGER
  116. *> The leading dimension of the array B. LDB >= max(1,N).
  117. *> \endverbatim
  118. *>
  119. *> \param[out] INFO
  120. *> \verbatim
  121. *> INFO is INTEGER
  122. *> = 0: successful exit
  123. *> < 0: if INFO = -i, the i-th argument had an illegal value
  124. *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
  125. *> has been completed, but the block diagonal matrix D is
  126. *> exactly singular, so the solution could not be
  127. *> computed.
  128. *> \endverbatim
  129. *
  130. * Authors:
  131. * ========
  132. *
  133. *> \author Univ. of Tennessee
  134. *> \author Univ. of California Berkeley
  135. *> \author Univ. of Colorado Denver
  136. *> \author NAG Ltd.
  137. *
  138. *> \date November 2011
  139. *
  140. *> \ingroup doubleOTHERsolve
  141. *
  142. *> \par Further Details:
  143. * =====================
  144. *>
  145. *> \verbatim
  146. *>
  147. *> The packed storage scheme is illustrated by the following example
  148. *> when N = 4, UPLO = 'U':
  149. *>
  150. *> Two-dimensional storage of the symmetric matrix A:
  151. *>
  152. *> a11 a12 a13 a14
  153. *> a22 a23 a24
  154. *> a33 a34 (aij = aji)
  155. *> a44
  156. *>
  157. *> Packed storage of the upper triangle of A:
  158. *>
  159. *> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
  160. *> \endverbatim
  161. *>
  162. * =====================================================================
  163. SUBROUTINE DSPSV( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
  164. *
  165. * -- LAPACK driver routine (version 3.4.0) --
  166. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  167. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  168. * November 2011
  169. *
  170. * .. Scalar Arguments ..
  171. CHARACTER UPLO
  172. INTEGER INFO, LDB, N, NRHS
  173. * ..
  174. * .. Array Arguments ..
  175. INTEGER IPIV( * )
  176. DOUBLE PRECISION AP( * ), B( LDB, * )
  177. * ..
  178. *
  179. * =====================================================================
  180. *
  181. * .. External Functions ..
  182. LOGICAL LSAME
  183. EXTERNAL LSAME
  184. * ..
  185. * .. External Subroutines ..
  186. EXTERNAL DSPTRF, DSPTRS, XERBLA
  187. * ..
  188. * .. Intrinsic Functions ..
  189. INTRINSIC MAX
  190. * ..
  191. * .. Executable Statements ..
  192. *
  193. * Test the input parameters.
  194. *
  195. INFO = 0
  196. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  197. INFO = -1
  198. ELSE IF( N.LT.0 ) THEN
  199. INFO = -2
  200. ELSE IF( NRHS.LT.0 ) THEN
  201. INFO = -3
  202. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  203. INFO = -7
  204. END IF
  205. IF( INFO.NE.0 ) THEN
  206. CALL XERBLA( 'DSPSV ', -INFO )
  207. RETURN
  208. END IF
  209. *
  210. * Compute the factorization A = U*D*U**T or A = L*D*L**T.
  211. *
  212. CALL DSPTRF( UPLO, N, AP, IPIV, INFO )
  213. IF( INFO.EQ.0 ) THEN
  214. *
  215. * Solve the system A*X = B, overwriting B with X.
  216. *
  217. CALL DSPTRS( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
  218. *
  219. END IF
  220. RETURN
  221. *
  222. * End of DSPSV
  223. *
  224. END