Developer Reference

  • 2021.1
  • 12/04/2020
  • Public Content
Contents

?spsvx

Uses the diagonal pivoting factorization to compute the solution to the system of linear equations with a real or complex symmetric coefficient matrix A stored in packed format, and provides error bounds on the solution.

Syntax

lapack_int LAPACKE_sspsvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const float*
ap
,
float*
afp
,
lapack_int*
ipiv
,
const float*
b
,
lapack_int
ldb
,
float*
x
,
lapack_int
ldx
,
float*
rcond
,
float*
ferr
,
float*
berr
);
lapack_int LAPACKE_dspsvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const double*
ap
,
double*
afp
,
lapack_int*
ipiv
,
const double*
b
,
lapack_int
ldb
,
double*
x
,
lapack_int
ldx
,
double*
rcond
,
double*
ferr
,
double*
berr
);
lapack_int LAPACKE_cspsvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const lapack_complex_float*
ap
,
lapack_complex_float*
afp
,
lapack_int*
ipiv
,
const lapack_complex_float*
b
,
lapack_int
ldb
,
lapack_complex_float*
x
,
lapack_int
ldx
,
float*
rcond
,
float*
ferr
,
float*
berr
);
lapack_int LAPACKE_zspsvx
(
int
matrix_layout
,
char
fact
,
char
uplo
,
lapack_int
n
,
lapack_int
nrhs
,
const lapack_complex_double*
ap
,
lapack_complex_double*
afp
,
lapack_int*
ipiv
,
const 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 diagonal pivoting factorization to compute the solution to a real or complex system of linear equations
A*X
=
B
, where
A
is a
n
-by-
n
symmetric matrix stored in packed format, 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
?spsvx
performs the following steps:
  1. If
    fact
    =
    'N'
    , the diagonal pivoting method is used to factor the matrix A. The form of the factorization is
    A
    =
    U*D*U
    T
    or
    A
    =
    L*D*L
    T
    , where
    U
    (or
    L
    ) is a product of permutation and unit upper (lower) triangular matrices, and
    D
    is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  2. If some
    d
    i
    ,
    i
    = 0, so that
    D
    is exactly singular, 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.
  3. The system of equations is solved for
    X
    using the factored form of
    A
    .
  4. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.
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'
or
'N'
.
Specifies whether or not the factored form of the matrix
A
has been supplied on entry.
If
fact
=
'F'
: on entry,
afp
and
ipiv
contain the factored form of
A
. Arrays
ap
,
afp
, and
ipiv
are not modified.
If
fact
=
'N'
, the matrix
A
is copied to
afp
and factored.
uplo
Must be
'U'
or
'L'
.
Indicates whether the upper or lower triangular part of
A
is stored and how
A
is factored:
If
uplo
=
'U'
, the array
ap
stores the upper triangular part of the symmetric matrix
A
, and
A
is factored as
U*D*U
T
.
If
uplo
=
'L'
, the array
ap
stores the lower triangular part of the symmetric matrix
A
;
A
is factored as
L*D*L
T
.
n
The order of matrix
A
;
n
0.
nrhs
The number of right-hand sides, the number of columns in
B
;
nrhs
0
.
ap
,
afp
,
b
Arrays:
ap
(size max(1,
n
*(
n
+1)/2)
,
afp
(size max(1,
n
*(
n
+1)/2)
,
b
of size max(1,
ldb
*
nrhs
) for column major layout and max(1,
ldb
*
n
) for row major layout
.
The array
ap
contains the upper or lower triangle of the symmetric matrix
A
in packed storage (see Matrix Storage Schemes).
The array
afp
is an input argument if
fact
=
'F'
. It contains the block diagonal matrix
D
and the multipliers used to obtain the factor
U
or
L
from the factorization
A
=
U*D*U
T
or
A
=
L*D*L
T
as computed by
?sptrf
, in the same storage format as
A
.
The array
b
contains the matrix
B
whose columns are the right-hand sides for the systems of equations.
ldb
The leading dimension of
b
;
ldb
max(1,
n
) for column major layout and
ldb
nrhs
for row major layout
.
ipiv
Array, size at least
max(1,
n
)
. The array
ipiv
is an input argument if
fact
=
'F'
. It contains details of the interchanges and the block structure of
D
, as determined by
?sptrf
.
If
ipiv
[
i
-1] =
k
> 0
, then
d
i
i
is a 1-by-1 block, and the
i
-th row and column of
A
was interchanged with the
k
-th row and column.
If
uplo
=
'U'
and
ipiv
[
i
]=
ipiv
[
i
-1] = -
m
< 0, then
D
has a 2-by-2 block in rows/columns
i
and
i
+1, and
i
-th row and column of
A
was interchanged with the
m
-th row and column.
If
uplo
=
'L'
and
ipiv
[
i
-1] =
ipiv
[
i
] = -
m
< 0, then
D
has a 2-by-2 block in rows/columns
i
and
i
+1, and (
i
+1)-th row and column of
A
was interchanged with the
m
-th row and column.
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 system of equations.
afp
,
ipiv
These arrays are output arguments if
fact
=
'N'
. See the description of
afp
,
ipiv
in
Input Arguments
section.
rcond
An estimate of the reciprocal condition number of the matrix
A
. 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
,
berr
Arrays, size at least
max(1,
nrhs
)
. Contain the component-wise forward and relative backward errors, respectively, for each solution vector.
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
, then
d
i
i
is exactly zero. The factorization has been completed, but the block diagonal matrix
D
is exactly singular, so the solution and error bounds could not be computed;
rcond
= 0 is returned.
If
info
=
i
, and
i
=
n
+ 1, then
D
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

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.