NAG Toolbox: nag_lapack_dsysv (f07ma)

Purpose

Syntax

Description

References

Parameters

Compulsory Input Parameters

1:     $\mathrm{uplo}$ – string (length ≥ 1)

If $\mathbf{uplo}=\text{'U'}$, the upper triangle of $A$ is stored.

If $\mathbf{uplo}=\text{'L'}$, the lower triangle of $A$ is stored.

Constraint: $\mathbf{uplo}=\text{'U'}$ or $\text{'L'}$.

2:     $\mathrm{a}\left(\mathit{lda},:\right)$ – double array

The first dimension of the array a must be at least $\max \left(1,\mathbf{n}\right)$.

The second dimension of the array a must be at least $\max \left(1,\mathbf{n}\right)$.

The $n$ by $n$ symmetric matrix $A$.

• If $\mathbf{uplo}=\text{'U'}$, the upper triangular part of $a$ must be stored and the elements of the array below the diagonal are not referenced.
• If $\mathbf{uplo}=\text{'L'}$, the lower triangular part of $a$ must be stored and the elements of the array above the diagonal are not referenced.

3:     $\mathrm{b}\left(\mathit{ldb},:\right)$ – double array

The first dimension of the array b must be at least $\max \left(1,\mathbf{n}\right)$.

The second dimension of the array b must be at least $\max \left(1,\mathbf{nrhs\_p}\right)$.

The $n$ by $r$ right-hand side matrix $B$.

Optional Input Parameters

1:     $\mathrm{n}$ – int64int32nag_int scalar

Default: the first dimension of the arrays a, b and the second dimension of the array a.

$n$, the number of linear equations, i.e., the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

2:     $\mathrm{nrhs\_p}$ – int64int32nag_int scalar

Default: the second dimension of the array b.

$r$, the number of right-hand sides, i.e., the number of columns of the matrix $B$.

Constraint: $\mathbf{nrhs\_p}\ge 0$.

Output Parameters

1:     $\mathrm{a}\left(\mathit{lda},:\right)$ – double array

The first dimension of the array a will be $\max \left(1,\mathbf{n}\right)$.

The second dimension of the array a will be $\max \left(1,\mathbf{n}\right)$.

If $\mathbf{info}=\mathbf{0}$, the block diagonal matrix $D$ and the multipliers used to obtain the factor $U$ or $L$ from the factorization $A=UD{U}^{\mathrm{T}}$ or $A=LD{L}^{\mathrm{T}}$ as computed by nag_lapack_dsytrf (f07md).

2:     $\mathrm{ipiv}\left(:\right)$ – int64int32nag_int array

The dimension of the array ipiv will be $\max \left(1,\mathbf{n}\right)$

Details of the interchanges and the block structure of $D$. More precisely,

• if $\mathbf{ipiv}\left(i\right)=k>0$, $d_{ii}$ is a $1$ by $1$ pivot block and the $i$th row and column of $A$ were interchanged with the $k$th row and column;
• if $\mathbf{uplo}=\text{'U'}$ and $\mathbf{ipiv}\left(i-1\right)=\mathbf{ipiv}\left(i\right)=-l<0$, $\left(\begin{array}{cc}{d}_{i-1,i-1}& {\stackrel{-}{d}}_{i,i-1}\\ {\stackrel{-}{d}}_{i,i-1}& d_{ii}\end{array}\right)$ is a $2$ by $2$ pivot block and the $\left(i-1\right)$th row and column of $A$ were interchanged with the $l$th row and column;
• if $\mathbf{uplo}=\text{'L'}$ and $\mathbf{ipiv}\left(i\right)=\mathbf{ipiv}\left(i+1\right)=-m<0$, $\left(\begin{array}{cc}{d}_{ii}& d_{i+1,i}\\ d_{i+1,i}& d_{i+1,i+1}\end{array}\right)$ is a $2$ by $2$ pivot block and the $\left(i+1\right)$th row and column of $A$ were interchanged with the $m$th row and column.

3:     $\mathrm{b}\left(\mathit{ldb},:\right)$ – double array

The first dimension of the array b will be $\max \left(1,\mathbf{n}\right)$.

The second dimension of the array b will be $\max \left(1,\mathbf{nrhs\_p}\right)$.

If $\mathbf{info}=\mathbf{0}$, the $n$ by $r$ solution matrix $X$.

4:     $\mathrm{info}$ – int64int32nag_int scalar

$\mathbf{info}=0$ unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

   $\mathbf{info}<0$

If $\mathbf{info}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

W  $\mathbf{info}>0$

Element $\_$ of the diagonal is exactly zero. The factorization has been completed, but the block diagonal matrix $D$ is exactly singular, so the solution could not be computed.

Accuracy

Further Comments

Example

Open in the MATLAB editor: f07ma_example

function f07ma_example


fprintf('f07ma example results\n\n');

% Indefinite matrix A
uplo = 'Upper';
a = [-1.81, 2.06,  0.63, -1.15;
      0,    1.15,  1.87,  4.20;
      0,    0,    -0.21,  3.87;
      0,    0,     0,     2.07];

% RHS
b = [0.96;
     6.07;
     8.38;
     9.50];

% Solve
[af, ipiv, x, info] = f07ma( ...
                             uplo, a, b);

disp('Solution');
disp(x');

[ifail] = x04ca( ...
                 uplo, 'Non-unit', af, 'Details of factorization');

fprintf('\nPivot indices\n   ');
fprintf('%11d', ipiv);
fprintf('\n');

f07ma example results

Solution
   -5.0000   -2.0000    1.0000    4.0000

 Details of factorization
             1          2          3          4
 1      0.4074     0.3031    -0.5960     0.6537
 2                -2.5907     0.8115     0.2230
 3                            1.1500     4.2000
 4                                       2.0700

Pivot indices
             1          2         -2         -2