subroutine dsysv_rk (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, LWORK, INFO)
DSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices
DSYSV_RK computes the solution to system of linear equations A * X = B for SY matrices
Purpose:
DSYSV_RK computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. The bounded Bunch-Kaufman (rook) diagonal pivoting method is used to factor A as A = P*U*D*(U**T)*(P**T), if UPLO = 'U', or A = P*L*D*(L**T)*(P**T), if UPLO = 'L', where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. DSYTRF_RK is called to compute the factorization of a real symmetric matrix. The factored form of A is then used to solve the system of equations A * X = B by calling BLAS3 routine DSYTRS_3.
Parameters:
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
N
N is INTEGER The number of linear equations, i.e., 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.
A
A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U': the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L': the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, diagonal of the block diagonal matrix D and factors U or L as computed by DSYTRF_RK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A. For more info see the description of DSYTRF_RK routine.
LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
E
E is DOUBLE PRECISION array, dimension (N) On exit, contains the output computed by the factorization routine DSYTRF_RK, i.e. the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases. For more info see the description of DSYTRF_RK routine.
IPIV
IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by DSYTRF_RK. For more info see the description of DSYTRF_RK routine.
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.
LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension ( MAX(1,LWORK) ). Work array used in the factorization stage. On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER The length of WORK. LWORK >= 1. For best performance of factorization stage LWORK >= max(1,N*NB), where NB is the optimal blocksize for DSYTRF_RK. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array for factorization stage, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER = 0: successful exit < 0: If INFO = -k, the k-th argument had an illegal value > 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros. Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations. NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
Definition at line 230 of file dsysv_rk.f.
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