NAG CL Interface
f07pac (dspsv)

1 Purpose

f07pac computes the solution to a real system of linear equations
AX=B ,  
where A is an n by n symmetric matrix stored in packed format and X and B are n by r matrices.

2 Specification

#include <nag.h>
void  f07pac (Nag_OrderType order, Nag_UploType uplo, Integer n, Integer nrhs, double ap[], Integer ipiv[], double b[], Integer pdb, NagError *fail)
The function may be called by the names: f07pac, nag_lapacklin_dspsv or nag_dspsv.

3 Description

f07pac uses the diagonal pivoting method to factor A as A=UDUT if uplo=Nag_Upper or A=LDLT if uplo=Nag_Lower, where U (or L) is a product of permutation and unit upper (lower) triangular matrices, D is symmetric and block diagonal with 1 by 1 and 2 by 2 diagonal blocks. The factored form of A is then used to solve the system of equations AX=B.

4 References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia https://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Higham N J (2002) Accuracy and Stability of Numerical Algorithms (2nd Edition) SIAM, Philadelphia

5 Arguments

1: order Nag_OrderType Input
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2: uplo Nag_UploType Input
On entry: if uplo=Nag_Upper, the upper triangle of A is stored.
If uplo=Nag_Lower, the lower triangle of A is stored.
Constraint: uplo=Nag_Upper or Nag_Lower.
3: n Integer Input
On entry: n, the number of linear equations, i.e., the order of the matrix A.
Constraint: n0.
4: nrhs Integer Input
On entry: r, the number of right-hand sides, i.e., the number of columns of the matrix B.
Constraint: nrhs0.
5: ap[dim] double Input/Output
Note: the dimension, dim, of the array ap must be at least max1,n×n+1/2.
On entry: the n by n symmetric matrix A, packed by rows or columns.
The storage of elements Aij depends on the order and uplo arguments as follows:
if order=Nag_ColMajor and uplo=Nag_Upper,
Aij is stored in ap[j-1×j/2+i-1], for ij;
if order=Nag_ColMajor and uplo=Nag_Lower,
Aij is stored in ap[2n-j×j-1/2+i-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Upper,
Aij is stored in ap[2n-i×i-1/2+j-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Lower,
Aij is stored in ap[i-1×i/2+j-1], for ij.
On exit: the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A=UDUT or A=LDLT as computed by f07pdc, stored as a packed triangular matrix in the same storage format as A.
6: ipiv[n] Integer Output
On exit: details of the interchanges and the block structure of D. More precisely,
  • if ipiv[i-1]=k>0, dii is a 1 by 1 pivot block and the ith row and column of A were interchanged with the kth row and column;
  • if uplo=Nag_Upper and ipiv[i-2]=ipiv[i-1]=-l<0, di-1,i-1d¯i,i-1 d¯i,i-1dii is a 2 by 2 pivot block and the i-1th row and column of A were interchanged with the lth row and column;
  • if uplo=Nag_Lower and ipiv[i-1]=ipiv[i]=-m<0, diidi+1,idi+1,idi+1,i+1 is a 2 by 2 pivot block and the i+1th row and column of A were interchanged with the mth row and column.
7: b[dim] double Input/Output
Note: the dimension, dim, of the array b must be at least
  • max1,pdb×nrhs when order=Nag_ColMajor;
  • max1,n×pdb when order=Nag_RowMajor.
The i,jth element of the matrix B is stored in
  • b[j-1×pdb+i-1] when order=Nag_ColMajor;
  • b[i-1×pdb+j-1] when order=Nag_RowMajor.
On entry: the n by r right-hand side matrix B.
On exit: if fail.code= NE_NOERROR, the n by r solution matrix X.
8: pdb Integer Input
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraints:
  • if order=Nag_ColMajor, pdbmax1,n;
  • if order=Nag_RowMajor, pdbmax1,nrhs.
9: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
On entry, nrhs=value.
Constraint: nrhs0.
On entry, pdb=value.
Constraint: pdb>0.
NE_INT_2
On entry, pdb=value and n=value.
Constraint: pdbmax1,n.
On entry, pdb=value and nrhs=value.
Constraint: pdbmax1,nrhs.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_SINGULAR
Element value 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.

7 Accuracy

The computed solution for a single right-hand side, x^ , satisfies an equation of the form
A+E x^=b ,  
where
E1 = Oε A1  
and ε is the machine precision. An approximate error bound for the computed solution is given by
x^-x1 x1 κA E1 A1 ,  
where κA = A-11 A1 , the condition number of A with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) and Chapter 11 of Higham (2002) for further details.
f07pbc is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively, f04bjc solves AX=B and returns a forward error bound and condition estimate. f04bjc calls f07pac to solve the equations.

8 Parallelism and Performance

f07pac makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The total number of floating-point operations is approximately 13 n3 + 2n2r , where r is the number of right-hand sides.
The complex analogues of f07pac are f07pnc for Hermitian matrices, and f07qnc for symmetric matrices.

10 Example

This example solves the equations
Ax=b ,  
where A is the symmetric matrix
A = -1.81 2.06 0.63 -1.15 2.06 1.15 1.87 4.20 0.63 1.87 -0.21 3.87 -1.15 4.20 3.87 2.07   and   b = 0.96 6.07 8.38 9.50 .  
Details of the factorization of A are also output.

10.1 Program Text

Program Text (f07pace.c)

10.2 Program Data

Program Data (f07pace.d)

10.3 Program Results

Program Results (f07pace.r)