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complex16PTcomputational(3) LAPACK complex16PTcomputational(3)

NAME

complex16PTcomputational

SYNOPSIS

Functions


subroutine zptcon (N, D, E, ANORM, RCOND, RWORK, INFO)
ZPTCON subroutine zpteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO)
ZPTEQR subroutine zptrfs (UPLO, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
ZPTRFS subroutine zpttrf (N, D, E, INFO)
ZPTTRF subroutine zpttrs (UPLO, N, NRHS, D, E, B, LDB, INFO)
ZPTTRS subroutine zptts2 (IUPLO, N, NRHS, D, E, B, LDB)
ZPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf.

Detailed Description

This is the group of complex16 computational functions for PT matrices

Function Documentation

subroutine zptcon (integer N, double precision, dimension( * ) D, complex*16, dimension( * ) E, double precision ANORM, double precision RCOND, double precision, dimension( * ) RWORK, integer INFO)

ZPTCON

Purpose:

 ZPTCON computes the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian positive definite tridiagonal matrix
 using the factorization A = L*D*L**H or A = U**H*D*U computed by
 ZPTTRF.
 Norm(inv(A)) is computed by a direct method, and the reciprocal of
 the condition number is computed as
                  RCOND = 1 / (ANORM * norm(inv(A))).

Parameters

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

D

          D is DOUBLE PRECISION array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization of A, as computed by ZPTTRF.

E

          E is COMPLEX*16 array, dimension (N-1)
          The (n-1) off-diagonal elements of the unit bidiagonal factor
          U or L from the factorization of A, as computed by ZPTTRF.

ANORM

          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.

RCOND

          RCOND is DOUBLE PRECISION
          The reciprocal of the condition number of the matrix A,
          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the
          1-norm of inv(A) computed in this routine.

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Further Details:

  The method used is described in Nicholas J. Higham, "Efficient
  Algorithms for Computing the Condition Number of a Tridiagonal
  Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.

subroutine zpteqr (character COMPZ, integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, complex*16, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer INFO)

ZPTEQR

Purpose:

 ZPTEQR computes all eigenvalues and, optionally, eigenvectors of a
 symmetric positive definite tridiagonal matrix by first factoring the
 matrix using DPTTRF and then calling ZBDSQR to compute the singular
 values of the bidiagonal factor.
 This routine computes the eigenvalues of the positive definite
 tridiagonal matrix to high relative accuracy.  This means that if the
 eigenvalues range over many orders of magnitude in size, then the
 small eigenvalues and corresponding eigenvectors will be computed
 more accurately than, for example, with the standard QR method.
 The eigenvectors of a full or band positive definite Hermitian matrix
 can also be found if ZHETRD, ZHPTRD, or ZHBTRD has been used to
 reduce this matrix to tridiagonal form.  (The reduction to
 tridiagonal form, however, may preclude the possibility of obtaining
 high relative accuracy in the small eigenvalues of the original
 matrix, if these eigenvalues range over many orders of magnitude.)

Parameters

COMPZ

          COMPZ is CHARACTER*1
          = 'N':  Compute eigenvalues only.
          = 'V':  Compute eigenvectors of original Hermitian
                  matrix also.  Array Z contains the unitary matrix
                  used to reduce the original matrix to tridiagonal
                  form.
          = 'I':  Compute eigenvectors of tridiagonal matrix also.

N

          N is INTEGER
          The order of the matrix.  N >= 0.

D

          D is DOUBLE PRECISION array, dimension (N)
          On entry, the n diagonal elements of the tridiagonal matrix.
          On normal exit, D contains the eigenvalues, in descending
          order.

E

          E is DOUBLE PRECISION array, dimension (N-1)
          On entry, the (n-1) subdiagonal elements of the tridiagonal
          matrix.
          On exit, E has been destroyed.

Z

          Z is COMPLEX*16 array, dimension (LDZ, N)
          On entry, if COMPZ = 'V', the unitary matrix used in the
          reduction to tridiagonal form.
          On exit, if COMPZ = 'V', the orthonormal eigenvectors of the
          original Hermitian matrix;
          if COMPZ = 'I', the orthonormal eigenvectors of the
          tridiagonal matrix.
          If INFO > 0 on exit, Z contains the eigenvectors associated
          with only the stored eigenvalues.
          If  COMPZ = 'N', then Z is not referenced.

LDZ

          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= 1, and if
          COMPZ = 'V' or 'I', LDZ >= max(1,N).

WORK

          WORK is DOUBLE PRECISION array, dimension (4*N)

INFO

          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  if INFO = i, and i is:
                <= N  the Cholesky factorization of the matrix could
                      not be performed because the i-th principal minor
                      was not positive definite.
                > N   the SVD algorithm failed to converge;
                      if INFO = N+i, i off-diagonal elements of the
                      bidiagonal factor did not converge to zero.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

subroutine zptrfs (character UPLO, integer N, integer NRHS, double precision, dimension( * ) D, complex*16, dimension( * ) E, double precision, dimension( * ) DF, complex*16, dimension( * ) EF, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldx, * ) X, integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK, integer INFO)

ZPTRFS

Purpose:

 ZPTRFS improves the computed solution to a system of linear
 equations when the coefficient matrix is Hermitian positive definite
 and tridiagonal, and provides error bounds and backward error
 estimates for the solution.

Parameters

UPLO

          UPLO is CHARACTER*1
          Specifies whether the superdiagonal or the subdiagonal of the
          tridiagonal matrix A is stored and the form of the
          factorization:
          = 'U':  E is the superdiagonal of A, and A = U**H*D*U;
          = 'L':  E is the subdiagonal of A, and A = L*D*L**H.
          (The two forms are equivalent if A is real.)

N

          N is INTEGER
          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.

D

          D is DOUBLE PRECISION array, dimension (N)
          The n real diagonal elements of the tridiagonal matrix A.

E

          E is COMPLEX*16 array, dimension (N-1)
          The (n-1) off-diagonal elements of the tridiagonal matrix A
          (see UPLO).

DF

          DF is DOUBLE PRECISION array, dimension (N)
          The n diagonal elements of the diagonal matrix D from
          the factorization computed by ZPTTRF.

EF

          EF is COMPLEX*16 array, dimension (N-1)
          The (n-1) off-diagonal elements of the unit bidiagonal
          factor U or L from the factorization computed by ZPTTRF
          (see UPLO).

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          The right hand side matrix B.

LDB

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

X

          X is COMPLEX*16 array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by ZPTTRS.
          On exit, the improved solution matrix X.

LDX

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

FERR

          FERR is DOUBLE PRECISION array, dimension (NRHS)
          The forward error bound for each solution vector
          X(j) (the j-th column of the solution matrix X).
          If XTRUE is the true solution corresponding to X(j), FERR(j)
          is an estimated upper bound for the magnitude of the largest
          element in (X(j) - XTRUE) divided by the magnitude of the
          largest element in X(j).

BERR

          BERR is DOUBLE PRECISION array, dimension (NRHS)
          The componentwise relative backward error of each solution
          vector X(j) (i.e., the smallest relative change in
          any element of A or B that makes X(j) an exact solution).

WORK

          WORK is COMPLEX*16 array, dimension (N)

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value

Internal Parameters:

  ITMAX is the maximum number of steps of iterative refinement.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

subroutine zpttrf (integer N, double precision, dimension( * ) D, complex*16, dimension( * ) E, integer INFO)

ZPTTRF

Purpose:

 ZPTTRF computes the L*D*L**H factorization of a complex Hermitian
 positive definite tridiagonal matrix A.  The factorization may also
 be regarded as having the form A = U**H *D*U.

Parameters

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

D

          D is DOUBLE PRECISION array, dimension (N)
          On entry, the n diagonal elements of the tridiagonal matrix
          A.  On exit, the n diagonal elements of the diagonal matrix
          D from the L*D*L**H factorization of A.

E

          E is COMPLEX*16 array, dimension (N-1)
          On entry, the (n-1) subdiagonal elements of the tridiagonal
          matrix A.  On exit, the (n-1) subdiagonal elements of the
          unit bidiagonal factor L from the L*D*L**H factorization of A.
          E can also be regarded as the superdiagonal of the unit
          bidiagonal factor U from the U**H *D*U factorization of A.

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -k, the k-th argument had an illegal value
          > 0: if INFO = k, the leading minor of order k is not
               positive definite; if k < N, the factorization could not
               be completed, while if k = N, the factorization was
               completed, but D(N) <= 0.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

subroutine zpttrs (character UPLO, integer N, integer NRHS, double precision, dimension( * ) D, complex*16, dimension( * ) E, complex*16, dimension( ldb, * ) B, integer LDB, integer INFO)

ZPTTRS

Purpose:

 ZPTTRS solves a tridiagonal system of the form
    A * X = B
 using the factorization A = U**H *D* U or A = L*D*L**H computed by ZPTTRF.
 D is a diagonal matrix specified in the vector D, U (or L) is a unit
 bidiagonal matrix whose superdiagonal (subdiagonal) is specified in
 the vector E, and X and B are N by NRHS matrices.

Parameters

UPLO

          UPLO is CHARACTER*1
          Specifies the form of the factorization and whether the
          vector E is the superdiagonal of the upper bidiagonal factor
          U or the subdiagonal of the lower bidiagonal factor L.
          = 'U':  A = U**H *D*U, E is the superdiagonal of U
          = 'L':  A = L*D*L**H, E is the subdiagonal of L

N

          N is INTEGER
          The order of the tridiagonal 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.

D

          D is DOUBLE PRECISION array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization A = U**H *D*U or A = L*D*L**H.

E

          E is COMPLEX*16 array, dimension (N-1)
          If UPLO = 'U', the (n-1) superdiagonal elements of the unit
          bidiagonal factor U from the factorization A = U**H*D*U.
          If UPLO = 'L', the (n-1) subdiagonal elements of the unit
          bidiagonal factor L from the factorization A = L*D*L**H.

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the right hand side vectors B for the system of
          linear equations.
          On exit, the solution vectors, X.

LDB

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

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -k, the k-th argument had an illegal value

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

June 2016

subroutine zptts2 (integer IUPLO, integer N, integer NRHS, double precision, dimension( * ) D, complex*16, dimension( * ) E, complex*16, dimension( ldb, * ) B, integer LDB)

ZPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf.

Purpose:

 ZPTTS2 solves a tridiagonal system of the form
    A * X = B
 using the factorization A = U**H *D*U or A = L*D*L**H computed by ZPTTRF.
 D is a diagonal matrix specified in the vector D, U (or L) is a unit
 bidiagonal matrix whose superdiagonal (subdiagonal) is specified in
 the vector E, and X and B are N by NRHS matrices.

Parameters

IUPLO

          IUPLO is INTEGER
          Specifies the form of the factorization and whether the
          vector E is the superdiagonal of the upper bidiagonal factor
          U or the subdiagonal of the lower bidiagonal factor L.
          = 1:  A = U**H *D*U, E is the superdiagonal of U
          = 0:  A = L*D*L**H, E is the subdiagonal of L

N

          N is INTEGER
          The order of the tridiagonal 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.

D

          D is DOUBLE PRECISION array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization A = U**H *D*U or A = L*D*L**H.

E

          E is COMPLEX*16 array, dimension (N-1)
          If IUPLO = 1, the (n-1) superdiagonal elements of the unit
          bidiagonal factor U from the factorization A = U**H*D*U.
          If IUPLO = 0, the (n-1) subdiagonal elements of the unit
          bidiagonal factor L from the factorization A = L*D*L**H.

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          On entry, the right hand side vectors B for the system of
          linear equations.
          On exit, the solution vectors, X.

LDB

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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

June 2016

Author

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