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
 1-norm) 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.

D

          D is REAL array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization of A, as computed by SPTTRF.

E

          E is REAL array, dimension (N-1)
          The (n-1) off-diagonal elements of the unit bidiagonal factor
          U or L from the factorization of A,  as computed by SPTTRF.

ANORM

          ANORM is REAL
          The 1-norm of the original matrix A.

RCOND

          RCOND is REAL
          The reciprocal of the condition number of the matrix A,
          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the
          1-norm of inv(A) computed in this routine.

WORK

          WORK is REAL array, dimension (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.

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.

N

          N is INTEGER
          The order of the matrix.  N >= 0.

D

          D 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.

E

          E is REAL array, dimension (N-1)
          On entry, the (n-1) subdiagonal elements of the tridiagonal
          matrix.
          On exit, E has been destroyed.

Z

          Z 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.

LDZ

          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= 1, and if
          COMPZ = 'V' or 'I', LDZ >= max(1,N).

WORK

          WORK is REAL array, dimension (4*N)

INFO

          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th 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 i-th principal minor
                      was not positive definite.
                > N   the SVD algorithm failed to converge;
                      if INFO = N+i, i off-diagonal 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.

NRHS

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.

D

          D is REAL array, dimension (N)
          The n diagonal elements of the tridiagonal matrix A.

E

          E is REAL array, dimension (N-1)
          The (n-1) subdiagonal elements of the tridiagonal matrix A.

DF

          DF is REAL array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization computed by SPTTRF.

EF

          EF is REAL array, dimension (N-1)
          The (n-1) subdiagonal elements of the unit bidiagonal factor
          L from the factorization computed by SPTTRF.

B

          B is REAL array, dimension (LDB,NRHS)
          The right hand side matrix B.

LDB

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

X

          X is REAL array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by SPTTRS.
          On exit, the improved solution matrix X.

LDX

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

FERR

          FERR is REAL array, dimension (NRHS)
          The forward error bound for each solution vector
          X(j) (the j-th 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).

BERR

          BERR 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).

WORK

          WORK is REAL array, dimension (2*N)

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th 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.

NRHS

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.

D

          D is REAL array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          L*D*L**T factorization of A.

E

          E is REAL array, dimension (N-1)
          The (n-1) 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.

B

          B 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.

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 = -k, the k-th 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.

NRHS

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.

D

          D is REAL array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          L*D*L**T factorization of A.

E

          E is REAL array, dimension (N-1)
          The (n-1) 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.

B

          B 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.

LDB

          LDB 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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