Uses factorization to compute the solution to the system of linear equations with a symmetric (Hermitian) positive definite tridiagonal coefficient matrix
A, and provides error bounds on the solution.
The routine uses the Cholesky factorization
(complex) to compute the solution to a real or complex system of linear equations
nsymmetric or Hermitian positive definite tridiagonal matrix, the columns of matrix
Bare individual right-hand sides, and the columns of
Xare the corresponding solutions.
Error bounds on the solution and a condition estimate are also provided.
?ptsvxperforms the following steps:
- If, the matrixfact='N'Ais factored as(real flavors)/A=L*D*LT(complex flavors), whereA=L*D*LHLis a unit lower bidiagonal matrix andDis diagonal. The factorization can also be regarded as having the form(real flavors)/A=UT*D*U(complex flavors).A=UH*D*U
- If the leadingi-by-iprincipal minor is not positive-definite, then the routine returns with