?sysvx

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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?sysvx

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

Syntax

call ssysvx( fact, uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, rcond, ferr, berr, work, lwork, iwork, info )

call dsysvx( fact, uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, rcond, ferr, berr, work, lwork, iwork, info )

call csysvx( fact, uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, rcond, ferr, berr, work, lwork, rwork, info )

call zsysvx( fact, uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, rcond, ferr, berr, work, lwork, rwork, info )

call sysvx( a, b, x [,uplo] [,af] [,ipiv] [,fact] [,ferr] [,berr] [,rcond] [,info] )

Include Files

mkl.fi, lapack.f90

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, 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 ?sysvx performs the following steps:

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.
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.
The system of equations is solved for X using the factored form of A.
Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.

Input Parameters

fact	CHARACTER*1. 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, `af` and `ipiv` contain the factored form of `A`. Arrays `a`, `af`, and `ipiv` will not be modified. If `fact = 'N'`, the matrix `A` will be copied to `af` and factored.
uplo	CHARACTER*1. 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	INTEGER. The order of matrix `A`; `n`≥ 0.
nrhs	INTEGER. The number of right-hand sides, the number of columns in `B; nrhs≥ 0`.
a, af, b, work	REAL for ssysvx DOUBLE PRECISION for dsysvx COMPLEX for csysvx DOUBLE COMPLEX for zsysvx. Arrays: `a`(size `lda` by ), `af`(size `ldaf` by ), `b`(size `ldb` by ), `work()`. The array `a` contains the upper or the lower triangular part of the symmetric matrix `A` (see `uplo`). The second dimension of `a` must be at least `max(1,n)`. The array `af` 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 = UDU^T` or`A = LDL^T` as computed by ?sytrf. The second dimension of `af` must be at least `max(1,n)`. The array `b` contains the matrix `B` whose columns are the right-hand sides for the systems of equations. The second dimension of `b` must be at least `max(1, nrhs)`. `work(*)` is a workspace array, dimension at least `max(1,lwork)`.
lda	INTEGER. The leading dimension of `a`; `lda≥ max(1, n)`.
ldaf	INTEGER. The leading dimension of `af`; `ldaf≥ max(1, n)`.
ldb	INTEGER. The leading dimension of `b`; `ldb≥ max(1, n)`.
ipiv	INTEGER. 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 ?sytrf. If `ipiv(i) = k > 0`, then `d_ii` is a 1-by-1 diagonal 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-1`)-th row and column of `A` was interchanged with the `m`-th row and column. If `uplo = 'L'`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+1`)-th row and column of `A` was interchanged with the `m`-th row and column.
ldx	INTEGER. The leading dimension of the output array `x`; `ldx≥ max(1, n)`.
lwork	INTEGER. The size of the `work` array. If `lwork = -1`, then a workspace query is assumed; the routine only calculates the optimal size of the `work` array, returns this value as the first entry of the `work` array, and no error message related to `lwork` is issued by xerbla. See Application Notes below for details and for the suggested value of `lwork`.
iwork	INTEGER. Workspace array, size at least `max(1, n)`; used in real flavors only.
rwork	REAL for csysvx; DOUBLE PRECISION for zsysvx. Workspace array, size at least `max(1, n)`; used in complex flavors only.

Output Parameters

x	REAL for ssysvx DOUBLE PRECISION for dsysvx COMPLEX for csysvx DOUBLE COMPLEX for zsysvx. Array, size `ldx` by *. If `info = 0` or `info = n+1`, the array `x` contains the solution matrix `X` to the system of equations. The second dimension of `x` must be at least `max(1,nrhs)`.
af, ipiv	These arrays are output arguments if `fact = 'N'`. See the description of `af`, `ipiv` in Input Arguments section.
rcond	REAL for single precision flavors DOUBLE PRECISION for double precision flavors. 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	REAL for single precision flavors DOUBLE PRECISION for double precision flavors. 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)` 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	REAL for single precision flavors DOUBLE PRECISION for double precision flavors. 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.
work(1)	If `info`=0, on exit `work(1)` contains the minimum value of `lwork` required for optimum performance. Use this `lwork` for subsequent runs.
info	INTEGER. If `info = 0`, the execution is successful. If `info = -i`, the `i`-th parameter had an illegal value. If `info = i`, and `i≤n`, then `d_ii` 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.

LAPACK 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or reconstructible arguments, see LAPACK 95 Interface Conventions.

Specific details for the routine sysvx interface are as follows:

a	Holds the matrix `A` of size (`n,n`).
b	Holds the matrix `B` of size (`n,nrhs`).
x	Holds the matrix `X` of size (`n,nrhs`).
af	Holds the matrix `AF` of size (`n,n`).
ipiv	Holds the vector of length `n`.
ferr	Holds the vector of length (`nrhs`).
berr	Holds the vector of length (`nrhs`).
uplo	Must be 'U' or 'L'. The default value is 'U'.
fact	Must be 'N' or 'F'. The default value is 'N'. If `fact = 'F'`, then both arguments `af` and `ipiv` must be present; otherwise, an error is returned.

Application Notes

The value of lwork must be at least max(1,m*n), where for real flavors m = 3 and for complex flavors m = 2. For better performance, try using lwork = max(1, m*n, n*blocksize), where blocksize is the optimal block size for ?sytrf.

If you are in doubt how much workspace to supply, use a generous value of lwork for the first run or set lwork = -1.

If you choose the first option and set any of admissible lwork sizes, which is no less than the minimal value described, the routine completes the task, though probably not so fast as with a recommended workspace, and provides the recommended workspace in the first element of the corresponding array work on exit. Use this value (work(1)) for subsequent runs.

If you set lwork = -1, the routine returns immediately and provides the recommended workspace in the first element of the corresponding array (work). This operation is called a workspace query.

Note that if you set lwork to less than the minimal required value and not -1, the routine returns immediately with an error exit and does not provide any information on the recommended workspace.

Parent topic: LAPACK Linear Equation Driver Routines

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Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

?sysvx

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