dsposv.f(3)

NAME
dsposv.f

SYNOPSIS

  Functions/Subroutines
subroutine dsposv (UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, SWORK, ITER, INFO)
DSPOSV computes the solution to system of linear equations A * X = B for PO matrices

Function/Subroutine Documentation

  subroutine dsposv (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision, dimension( n, * ) WORK, real, dimension( * ) SWORK, integer ITER, integer INFO)

Purpose:

     DSPOSV computes the solution to a real system of linear equations
        A * X = B,
     where A is an N-by-N symmetric positive definite matrix and X and B
     are N-by-NRHS matrices.
     DSPOSV first attempts to factorize the matrix in SINGLE PRECISION
     and use this factorization within an iterative refinement procedure
     to produce a solution with DOUBLE PRECISION normwise backward error
     quality (see below). If the approach fails the method switches to a
     DOUBLE PRECISION factorization and solve.
     The iterative refinement is not going to be a winning strategy if
     the ratio SINGLE PRECISION performance over DOUBLE PRECISION
     performance is too small. A reasonable strategy should take the
     number of right-hand sides and the size of the matrix into account.
     This might be done with a call to ILAENV in the future. Up to now, we
     always try iterative refinement.
     The iterative refinement process is stopped if
         ITER > ITERMAX
     or for all the RHS we have:
         RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
     where
         o ITER is the number of the current iteration in the iterative
           refinement process
         o RNRM is the infinity-norm of the residual
         o XNRM is the infinity-norm of the solution
         o ANRM is the infinity-operator-norm of the matrix A
         o EPS is the machine epsilon returned by DLAMCH('Epsilon')
     The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
     respectively.

Parameters
    UPLO

              UPLO is CHARACTER*1
              = '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 iterative refinement has been successfully used
              (INFO = 0 and ITER >= 0, see description below), then A is
              unchanged, if double precision factorization has been used
              (INFO = 0 and ITER < 0, see description below), then the
              array A contains the factor U or L from the Cholesky
              factorization A = U**T*U or A = L*L**T.

    LDA

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

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
              The N-by-NRHS right hand side matrix B.

    LDB

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

    X

              X is DOUBLE PRECISION array, dimension (LDX,NRHS)
              If INFO = 0, the N-by-NRHS solution matrix X.

    LDX

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

    WORK

              WORK is DOUBLE PRECISION array, dimension (N,NRHS)
              This array is used to hold the residual vectors.

    SWORK

              SWORK is REAL array, dimension (N*(N+NRHS))
              This array is used to use the single precision matrix and the
              right-hand sides or solutions in single precision.

    ITER

              ITER is INTEGER
              < 0: iterative refinement has failed, double precision
                   factorization has been performed
                   -1 : the routine fell back to full precision for
                        implementation- or machine-specific reasons
                   -2 : narrowing the precision induced an overflow,
                        the routine fell back to full precision
                   -3 : failure of SPOTRF
                   -31: stop the iterative refinement after the 30th
                        iterations
              > 0: iterative refinement has been successfully used.
                   Returns the number of iterations

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, the leading minor of order i of (DOUBLE
                    PRECISION) A is not positive definite, so the
                    factorization could not be completed, and the solution
                    has not been computed.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 197 of file dsposv.f.

Author

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