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Visible to Intel only — GUID: GUID-7A249694-4C22-4B88-866D-BC3EA27BB629
?ppsv
Computes the solution to the system of linear equations with a symmetric (Hermitian) positive definite packed coefficient matrix A and multiple right-hand sides.
Syntax
call sppsv( uplo, n, nrhs, ap, b, ldb, info )
call dppsv( uplo, n, nrhs, ap, b, ldb, info )
call cppsv( uplo, n, nrhs, ap, b, ldb, info )
call zppsv( uplo, n, nrhs, ap, b, ldb, info )
call ppsv( ap, b [,uplo] [,info] )
Include Files
- mkl.fi, lapack.f90
Description
The routine solves for X the real or complex system of linear equations A*X = B, where A is an n-by-n real symmetric/Hermitian positive-definite matrix stored in packed format, the columns of matrix B are individual right-hand sides, and the columns of X are the corresponding solutions.
The Cholesky decomposition is used to factor A as
A = UT*U (real flavors) and A = UH*U (complex flavors), if uplo = 'U'
or A = L*LT (real flavors) and A = L*LH (complex flavors), if uplo = 'L',
where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A*X = B.
Input Parameters
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. |
ap, b |
REAL for sppsv DOUBLE PRECISION for dppsv COMPLEX for cppsv DOUBLE COMPLEX for zppsv. Arrays: ap(size *), b(size ldb, *). The array ap contains the upper or the lower triangular part of the matrix A (as specified by uplo) in packed storage (see Matrix Storage Schemes). The dimension of ap must be at least max(1,n(n+1)/2). 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). |
ldb |
INTEGER. The leading dimension of b; ldb≥ max(1, n). |
Output Parameters
ap |
If info = 0, the upper or lower triangular part of A in packed storage is overwritten by the Cholesky factor U or L, as specified by uplo. |
b |
Overwritten by the solution matrix X. |
info |
INTEGER. If info = 0, the execution is successful. If info = -i, the i-th parameter had an illegal value. If info = i, 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 has not been computed. |
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 ppsv interface are as follows:
ap |
Holds the array A of size (n*(n+1)/2). |
b |
Holds the matrix B of size (n,nrhs). |
uplo |
Must be 'U' or 'L'. The default value is 'U'. |