NAG Library Routine Document

F07PAF (DSPSV)

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     UPLO – CHARACTER(1)Input

On entry: 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:     N – INTEGERInput

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

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

3:     NRHS – INTEGERInput

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

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

4:     AP($*$) – REAL (KIND=nag_wp) arrayInput/Output

Note: the dimension of the array AP must be at least $\max \left(1,\mathbf{N}\times \left(\mathbf{N}+1\right)/2\right)$.

On entry: the $n$ by $n$ symmetric matrix $A$, packed by columns.

More precisely,

• if $\mathbf{UPLO}=\text{'U'}$, the upper triangle of $A$ must be stored with element $A_{ij}$ in $\mathbf{AP}\left(i+j\left(j-1\right)/2\right)$ for $i\le j$;
• if $\mathbf{UPLO}=\text{'L'}$, the lower triangle of $A$ must be stored with element $A_{ij}$ in $\mathbf{AP}\left(i+\left(2n-j\right)\left(j-1\right)/2\right)$ for $i\ge j$.

On exit: 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 F07PDF (DSPTRF), stored as a packed triangular matrix in the same storage format as $A$.

5:     IPIV(N) – INTEGER arrayOutput

On exit: 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.

6:     B(LDB,$*$) – REAL (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array B must be at least $\max \left(1,\mathbf{NRHS}\right)$.

On entry: the $n$ by $r$ right-hand side matrix $B$.

On exit: if $\mathbf{INFO}=\mathbf{0}$, the $n$ by $r$ solution matrix $X$.

7:     LDB – INTEGERInput

On entry: the first dimension of the array B as declared in the (sub)program from which F07PAF (DSPSV) is called.

Constraint: $\mathbf{LDB}\ge \max \left(1,\mathbf{N}\right)$.

8:     INFO – INTEGEROutput

On exit: $\mathbf{INFO}=0$ unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

$\mathbf{INFO}<0$

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

$\mathbf{INFO}>0$

If $\mathbf{INFO}=i$, $d_{ii}$ is exactly zero. The factorization has been completed, but the block diagonal matrix $D$ is exactly singular, so the solution could not be computed.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (f07pafe.f90)

9.2  Program Data

Program Data (f07pafe.d)

9.3  Program Results

Program Results (f07pafe.r)