1DPPSV(1) LAPACK driver routine (version 3.1) DPPSV(1)
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6 DPPSV - the solution to a real system of linear equations A * X = B,
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9 SUBROUTINE DPPSV( UPLO, N, NRHS, AP, B, LDB, INFO )
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11 CHARACTER UPLO
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13 INTEGER INFO, LDB, N, NRHS
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15 DOUBLE PRECISION AP( * ), B( LDB, * )
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18 DPPSV computes the solution to a real system of linear equations
19 A * X = B, where A is an N-by-N symmetric positive definite matrix
20 stored in packed format and X and B are N-by-NRHS matrices.
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22 The Cholesky decomposition is used to factor A as
23 A = U**T* U, if UPLO = 'U', or
24 A = L * L**T, if UPLO = 'L',
25 where U is an upper triangular matrix and L is a lower triangular
26 matrix. The factored form of A is then used to solve the system of
27 equations A * X = B.
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31 UPLO (input) CHARACTER*1
32 = 'U': Upper triangle of A is stored;
33 = 'L': Lower triangle of A is stored.
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35 N (input) INTEGER
36 The number of linear equations, i.e., the order of the matrix
37 A. N >= 0.
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39 NRHS (input) INTEGER
40 The number of right hand sides, i.e., the number of columns of
41 the matrix B. NRHS >= 0.
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43 AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
44 On entry, the upper or lower triangle of the symmetric matrix
45 A, packed columnwise in a linear array. The j-th column of A
46 is stored in the array AP as follows: if UPLO = 'U', AP(i +
47 (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i +
48 (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. See below for further
49 details.
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51 On exit, if INFO = 0, the factor U or L from the Cholesky fac‐
52 torization A = U**T*U or A = L*L**T, in the same storage format
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55 B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
56 On entry, the N-by-NRHS right hand side matrix B. On exit, if
57 INFO = 0, the N-by-NRHS solution matrix X.
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59 LDB (input) INTEGER
60 The leading dimension of the array B. LDB >= max(1,N).
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62 INFO (output) INTEGER
63 = 0: successful exit
64 < 0: if INFO = -i, the i-th argument had an illegal value
65 > 0: if INFO = i, the leading minor of order i of A is not
66 positive definite, so the factorization could not be completed,
67 and the solution has not been computed.
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70 The packed storage scheme is illustrated by the following example when
71 N = 4, UPLO = 'U':
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73 Two-dimensional storage of the symmetric matrix A:
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75 a11 a12 a13 a14
76 a22 a23 a24
77 a33 a34 (aij = conjg(aji))
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80 Packed storage of the upper triangle of A:
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82 AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
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87 LAPACK driver routine (version 3.N1o)vember 2006 DPPSV(1)