Functions
subroutine sptcon (N, D, E, ANORM, RCOND, WORK, INFO)
SPTCON
subroutine spteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO)
SPTEQR
subroutine sptrfs (N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, INFO)
SPTRFS
subroutine spttrs (N, NRHS, D, E, B, LDB, INFO)
SPTTRS
subroutine sptts2 (N, NRHS, D, E, B, LDB)
SPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf.
Detailed Description
This is the group of real computational functions for PT matrices
Function Documentation
subroutine sptcon (integer N, real, dimension( * ) D, real, dimension( * ) E, real ANORM, real RCOND, real, dimension( * ) WORK, integer INFO)
SPTCON
Purpose:

SPTCON computes the reciprocal of the condition number (in the 1norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L**T or A = U**T*D*U computed by SPTTRF. Norm(inv(A)) is computed by a direct method, and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:

N
N is INTEGER The order of the matrix A. N >= 0.
DD is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization of A, as computed by SPTTRF.
EE is REAL array, dimension (N1) The (n1) offdiagonal elements of the unit bidiagonal factor U or L from the factorization of A, as computed by SPTTRF.
ANORMANORM is REAL The 1norm of the original matrix A.
RCONDRCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the 1norm of inv(A) computed in this routine.
WORKWORK is REAL array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
Further Details:

The method used is described in Nicholas J. Higham, "Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
subroutine spteqr (character COMPZ, integer N, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldz, * ) Z, integer LDZ, real, dimension( * ) WORK, integer INFO)
SPTEQR
Purpose:

SPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using SPTTRF, and then calling SBDSQR to compute the singular values of the bidiagonal factor. This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. This means that if the eigenvalues range over many orders of magnitude in size, then the small eigenvalues and corresponding eigenvectors will be computed more accurately than, for example, with the standard QR method. The eigenvectors of a full or band symmetric positive definite matrix can also be found if SSYTRD, SSPTRD, or SSBTRD has been used to reduce this matrix to tridiagonal form. (The reduction to tridiagonal form, however, may preclude the possibility of obtaining high relative accuracy in the small eigenvalues of the original matrix, if these eigenvalues range over many orders of magnitude.)
Parameters:

COMPZ
COMPZ is CHARACTER*1 = 'N': Compute eigenvalues only. = 'V': Compute eigenvectors of original symmetric matrix also. Array Z contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. = 'I': Compute eigenvectors of tridiagonal matrix also.
NN is INTEGER The order of the matrix. N >= 0.
DD is REAL array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix. On normal exit, D contains the eigenvalues, in descending order.
EE is REAL array, dimension (N1) On entry, the (n1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed.
ZZ is REAL array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original symmetric matrix; if COMPZ = 'I', the orthonormal eigenvectors of the tridiagonal matrix. If INFO > 0 on exit, Z contains the eigenvectors associated with only the stored eigenvalues. If COMPZ = 'N', then Z is not referenced.
LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N).
WORKWORK is REAL array, dimension (4*N)
INFOINFO is INTEGER = 0: successful exit. < 0: if INFO = i, the ith argument had an illegal value. > 0: if INFO = i, and i is: <= N the Cholesky factorization of the matrix could not be performed because the ith principal minor was not positive definite. > N the SVD algorithm failed to converge; if INFO = N+i, i offdiagonal elements of the bidiagonal factor did not converge to zero.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
subroutine sptrfs (integer N, integer NRHS, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) DF, real, dimension( * ) EF, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, real, dimension( * ) WORK, integer INFO)
SPTRFS
Purpose:

SPTRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and tridiagonal, and provides error bounds and backward error estimates for the solution.
Parameters:

N
N is INTEGER The order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
DD is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix A.
EE is REAL array, dimension (N1) The (n1) subdiagonal elements of the tridiagonal matrix A.
DFDF is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization computed by SPTTRF.
EFEF is REAL array, dimension (N1) The (n1) subdiagonal elements of the unit bidiagonal factor L from the factorization computed by SPTTRF.
BB is REAL array, dimension (LDB,NRHS) The right hand side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SPTTRS. On exit, the improved solution matrix X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
FERRFERR is REAL array, dimension (NRHS) The forward error bound for each solution vector X(j) (the jth column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j)  XTRUE) divided by the magnitude of the largest element in X(j).
BERRBERR is REAL array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution).
WORKWORK is REAL array, dimension (2*N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value
Internal Parameters:

ITMAX is the maximum number of steps of iterative refinement.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
subroutine spttrs (integer N, integer NRHS, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldb, * ) B, integer LDB, integer INFO)
SPTTRS
Purpose:

SPTTRS solves a tridiagonal system of the form A * X = B using the L*D*L**T factorization of A computed by SPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices.
Parameters:

N
N is INTEGER The order of the tridiagonal matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
DD is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A.
EE is REAL array, dimension (N1) The (n1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the factorization A = U**T*D*U.
BB is REAL array, dimension (LDB,NRHS) On entry, the right hand side vectors B for the system of linear equations. On exit, the solution vectors, X.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = k, the kth argument had an illegal value
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
subroutine sptts2 (integer N, integer NRHS, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldb, * ) B, integer LDB)
SPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf.
Purpose:

SPTTS2 solves a tridiagonal system of the form A * X = B using the L*D*L**T factorization of A computed by SPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices.
Parameters:

N
N is INTEGER The order of the tridiagonal matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
DD is REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the L*D*L**T factorization of A.
EE is REAL array, dimension (N1) The (n1) subdiagonal elements of the unit bidiagonal factor L from the L*D*L**T factorization of A. E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the factorization A = U**T*D*U.
BB is REAL array, dimension (LDB,NRHS) On entry, the right hand side vectors B for the system of linear equations. On exit, the solution vectors, X.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
Author
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