Developer Reference

Contents

?posvx

Uses the Cholesky factorization to compute the solution to the system of linear equations with a symmetric or Hermitian positive-definite coefficient matrix A, and provides error bounds on the solution.

Syntax

lapack_int LAPACKE_sposvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
float*
a
,
lapack_int
lda
,
float*
af
,
lapack_int
ldaf
,
char*
equed
,
float*
s
,
float*
b
,
lapack_int
ldb
,
float*
x
,
lapack_int
ldx
,
float*
rcond
,
float*
ferr
,
float*
berr
);
lapack_int LAPACKE_dposvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
double*
a
,
lapack_int
lda
,
double*
af
,
lapack_int
ldaf
,
char*
equed
,
double*
s
,
double*
b
,
lapack_int
ldb
,
double*
x
,
lapack_int
ldx
,
double*
rcond
,
double*
ferr
,
double*
berr
);
lapack_int LAPACKE_cposvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
lapack_complex_float*
a
,
lapack_int
lda
,
lapack_complex_float*
af
,
lapack_int
ldaf
,
char*
equed
,
float*
s
,
lapack_complex_float*
b
,
lapack_int
ldb
,
lapack_complex_float*
x
,
lapack_int
ldx
,
float*
rcond
,
float*
ferr
,
float*
berr
);
lapack_int LAPACKE_zposvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
lapack_complex_double*
a
,
lapack_int
lda
,
lapack_complex_double*
af
,
lapack_int
ldaf
,
char*
equed
,
double*
s
,
lapack_complex_double*
b
,
lapack_int
ldb
,
lapack_complex_double*
x
,
lapack_int
ldx
,
double*
rcond
,
double*
ferr
,
double*
berr
);
Include Files
  • mkl.h
Description
The routine uses the
Cholesky
factorization
A
=
U
T
*U
(real flavors) /
A
=
U
H
*U
(complex flavors) or
A
=
L*L
T
(real flavors) /
A
=
L*L
H
(complex flavors) to compute the solution to a real or complex system of linear equations
A*X
=
B
, where
A
is a
n
-by-
n
real symmetric/Hermitian positive definite matrix, the columns of matrix
B
are individual right-hand sides, and the columns of
X
are the corresponding solutions.
Error bounds on the solution and a condition estimate are also provided.
The routine
?posvx
performs the following steps:
  1. If
    fact
    =
    'E'
    , real scaling factors
    s
    are computed to equilibrate the system:
    diag
    (
    s
    )*
    A
    *
    diag
    (
    s
    )*
    inv(
    diag
    (
    s
    ))
    *
    X
    =
    diag
    (
    s
    )*
    B
    .
    Whether or not the system will be equilibrated depends on the scaling of the matrix
    A
    , but if equilibration is used,
    A
    is overwritten by
    diag
    (
    s
    )*
    A
    *
    diag
    (
    s
    )
    and
    B
    by
    diag
    (
    s
    )*
    B
    .
  2. If
    fact
    =
    'N'
    or
    'E'
    , the Cholesky decomposition is used to factor the matrix
    A
    (after equilibration if
    fact
    =
    'E'
    ) as
    A
    =
    U
    T
    *U
    (real),
    A
    =
    U
    H
    *U
    (complex), if
    uplo
    =
    'U'
    ,
    or
    A
    =
    L*L
    T
    (real),
    A
    =
    L*L
    H
    (complex), if
    uplo
    =
    'L'
    ,
    where
    U
    is an upper triangular matrix and
    L
    is a lower triangular matrix.
  3. If the leading
    i
    -by-
    i
    principal minor is not positive-definite, then the routine returns with
    info
    =
    i
    . Otherwise, the factored form of
    A
    is used to estimate the condition number of the matrix
    A
    . If the reciprocal of the condition number is less than machine precision,
    info
    =
    n
    + 1
    is returned as a warning, but the routine still goes on to solve for
    X
    and compute error bounds as described below.
  4. The system of equations is solved for
    X
    using the factored form of
    A
    .
  5. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
  6. If equilibration was used, the matrix
    X
    is premultiplied by
    diag
    (
    s
    )
    so that it solves the original system before equilibration.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
fact
Must be
'F'
,
'N'
, or
'E'
.
Specifies whether or not the factored form of the matrix
A
is supplied on entry, and if not, whether the matrix
A
should be equilibrated before it is factored.
If
fact
=
'F'
: on entry,
af
contains the factored form of
A
. If
equed
=
'Y'
, the matrix
A
has been equilibrated with scaling factors given by
s
.
a
and
af
will not be modified.
If
fact
=
'N'
, the matrix
A
will be copied to
af
and factored.
If
fact
=
'E'
, the matrix
A
will be equilibrated if necessary, then copied to
af
and factored.
uplo
Must be
'U'
or
'L'
.
Indicates whether the upper or lower triangular part of
A
is stored:
If
uplo
=
'U'
, the upper triangle of
A
is stored.
If
uplo
=
'L'
, the lower triangle of
A
is stored.
n
The order of matrix
A
;
n
0.
nrhs
The number of right-hand sides, the number of columns in
B
;
nrhs
0
.
a
,
af
,
b
Arrays:
a
(size max(1,
lda
*
n
))
,
af
(size max(1,
ldaf
*
n
))
,
b
, size max(
ldb
*
nrhs
) for column major layout and max(
ldb
*
n
) for row major layout,
.
The array
a
contains the matrix
A
as specified by
uplo
. If
fact
=
'F'
and
equed
=
'Y'
, then
A
must have been equilibrated by the scaling factors in
s
, and
a
must contain the equilibrated matrix
diag
(
s
)*
A
*
diag
(
s
)
.
The array
af
is an input argument if
fact
=
'F'
. It contains the triangular factor
U
or
L
from the Cholesky factorization of
A
in the same storage format as
A
. If
equed
is not
'N'
, then
af
is the factored form of the equilibrated matrix
diag
(
s
)*
A
*
diag
(
s
)
.
The array
b
contains the matrix
B
whose columns are the right-hand sides for the systems of equations.
lda
The leading dimension of
a
;
lda
max(1,
n
)
.
The leading dimension of
af
;
ldaf
max(1,
n
)
.
ldb
The leading dimension of
b
;
ldb
max(1,
n
) for column major layout and
ldb
nrhs
for row major layout
.
equed
Must be
'N'
or
'Y'
.
equed
is an input argument if
fact
=
'F'
. It specifies the form of equilibration that was done:
if
equed
=
'N'
, no equilibration was done (always true if
fact
=
'N'
);
if
equed
=
'Y'
, equilibration was done, that is,
A
has been replaced by
diag
(
s
)*
A
*
diag
(
s
)
.
s
Array, size (
n
). The array
s
contains the scale factors for
A
. This array is an input argument if
fact
=
'F'
only; otherwise it is an output argument.
If
equed
=
'N'
,
s
is not accessed.
If
fact
=
'F'
and
equed
=
'Y'
, each element of
s
must be positive.
ldx
The leading dimension of the output array
x
;
ldx
max(1,
n
) for column major layout and
ldx
nrhs
for row major layout
.
Output Parameters
x
Array, size
max(1,
ldx
*
nrhs
) for column major layout and max(1,
ldx
*
n
) for row major layout
.
If
info
= 0
or
info
=
n
+1
, the array
x
contains the solution matrix
X
to the
original
system of equations. Note that if
equed
=
'Y'
,
A
and
B
are modified on exit, and the solution to the equilibrated system is
inv(
diag
(
s
))*
X
.
a
Array
a
is not modified on exit if
fact
=
'F'
or
'N'
, or if
fact
=
'E'
and
equed
=
'N'
.
If
fact
=
'E'
and
equed
=
'Y'
,
A
is overwritten by
diag
(
s
)*
A
*
diag
(
s
)
.
af
If
fact
=
'N'
or
'E'
, then
af
is an output argument and on exit returns the triangular factor
U
or
L
from the Cholesky factorization
A
=
U
T
*
U
or
A
=
L
*
L
T
(real routines),
A
=
U
H
*
U
or
A
=
L
*
L
H
(complex routines) of the original matrix
A
(if
fact
=
'N'
), or of the equilibrated matrix
A
(if
fact
=
'E'
). See the description of
a
for the form of the equilibrated matrix.
b
Overwritten by
diag
(
s
)*
B
, if
equed
=
'Y'
; not changed if
equed
=
'N'
.
s
This array is an output argument if
fact
'F'
. See the description of
s
in
Input Arguments
section.
rcond
An estimate of the reciprocal condition number of the matrix
A
after equilibration (if done). If
rcond
is less than the machine precision (in particular, if
rcond
=0), the matrix is singular to working precision. This condition is indicated by a return code of
info
>0.
ferr
Array, size at least
max(1,
nrhs
)
. Contains the estimated 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
-1]
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
. The estimate is as reliable as the estimate for
rcond
, and is almost always a slight overestimate of the true error.
berr
Array, size at least
max(1,
nrhs
)
. Contains the component-wise relative backward error for each solution vector
x
j
, that is, the smallest relative change in any element of
A
or
B
that makes
x
j
an exact solution.
equed
If
fact
'F'
, then
equed
is an output argument. It specifies the form of equilibration that was done (see the description of
equed
in
Input Arguments
section).
Return Values
This function returns a value
info
.
If
info
= 0
, the execution is successful.
If
info
=
-i
, parameter
i
had an illegal value.
If
info
=
i
, and
i
n
, the leading minor of order
i
(and therefore the matrix
A
itself) is not positive-definite, so the factorization could not be completed, and the solution and error bounds could not be computed;
rcond
=0 is returned.
If
info
=
i
, and
i
=
n
+ 1, then
U
is nonsingular, but
rcond
is less than machine precision, meaning that the matrix is singular to working precision. Nevertheless, the solution and error bounds are computed because there are a number of situations where the computed solution can be more accurate than the value of
rcond
would suggest.

Product and Performance Information

1

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Notice revision #20110804