Visible to Intel only — GUID: GUID-B0A8462E-6B28-4A48-82C4-24A0BEE65FAD
Visible to Intel only — GUID: GUID-B0A8462E-6B28-4A48-82C4-24A0BEE65FAD
?sytrs
Solves a system of linear equations with a UDUT- or LDLT-factored symmetric coefficient matrix.
Syntax
call ssytrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
call dsytrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
call csytrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
call zsytrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
call sytrs( a, b, ipiv [,uplo] [,info] )
Include Files
- mkl.fi, lapack.f90
Description
The routine solves for X the system of linear equations A*X = B with a symmetric matrix A, given the Bunch-Kaufman factorization of A:
if uplo='U', |
A = U*D*UT |
if uplo='L', |
A = L*D*LT, |
where U and L are upper and lower triangular matrices with unit diagonal and D is a symmetric block-diagonal matrix. The system is solved with multiple right-hand sides stored in the columns of the matrix B. You must supply to this routine the factor U (or L) and the array ipiv returned by the factorization routine ?sytrf.
Input Parameters
uplo |
CHARACTER*1. Must be 'U' or 'L'. Indicates how the input matrix A has been factored: If uplo = 'U', the array a stores the upper triangular factor U of the factorization A = U*D*UT. If uplo = 'L', the array a stores the lower triangular factor L of the factorization A = L*D*LT. |
n |
INTEGER. The order of matrix A; n≥ 0. |
nrhs |
INTEGER. The number of right-hand sides; nrhs≥ 0. |
ipiv |
INTEGER. Array, size at least max(1, n). The ipiv array, as returned by ?sytrf. |
a, b |
REAL for ssytrs DOUBLE PRECISION for dsytrs COMPLEX for csytrs DOUBLE COMPLEX for zsytrs. Arrays: a(lda,*), b(ldb,*). The array a contains the factor U or L (see uplo). The second dimension of a must be at least max(1,n). The array b contains the matrix B whose columns are the right-hand sides for the system of equations. The second dimension of b must be at least max(1,nrhs). |
lda |
INTEGER. The leading dimension of a; lda≥ max(1, n). |
ldb |
INTEGER. The leading dimension of b; ldb≥ max(1, n). |
Output Parameters
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. |
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 sytrs interface are as follows:
a |
Holds the matrix A of size (n, n). |
b |
Holds the matrix B of size (n, nrhs). |
ipiv |
Holds the vector of length n. |
uplo |
Must be 'U' or 'L'. The default value is 'U'. |
Application Notes
For each right-hand side b, the computed solution is the exact solution of a perturbed system of equations (A + E)x = b, where
|E| ≤ c(n)ε P|U||D||UT|PT or |E| ≤ c(n)ε P|L||D||UT|PT
c(n) is a modest linear function of n, and ε is the machine precision.
If x0 is the true solution, the computed solution x satisfies this error bound:
where cond(A,x)= || |A-1||A| |x| ||∞ / ||x||∞≤ ||A-1||∞ ||A||∞ = κ∞(A).
Note that cond(A,x) can be much smaller than κ∞(A).
The total number of floating-point operations for one right-hand side vector is approximately 2n2 for real flavors or 8n2 for complex flavors.
To estimate the condition number κ∞(A), call ?sycon.
To refine the solution and estimate the error, call ?syrfs.