Solves a system of linear equations with a Cholesky-factored symmetric (Hermitian) positive-definite band matrix.
Syntax
FORTRAN 77:
call spbtrs( uplo, n, kd, nrhs, ab, ldab, b, ldb, info )
call dpbtrs( uplo, n, kd, nrhs, ab, ldab, b, ldb, info )
call cpbtrs( uplo, n, kd, nrhs, ab, ldab, b, ldb, info )
call zpbtrs( uplo, n, kd, nrhs, ab, ldab, b, ldb, info )
FORTRAN 95:
call pbtrs( ab, b [,uplo] [,info] )
C:
lapack_int LAPACKE_<?>pbtrs( int matrix_order, char uplo, lapack_int n, lapack_int kd, lapack_int nrhs, const <datatype>* ab, lapack_int ldab, <datatype>* b, lapack_int ldb );
Description
The routine solves for real data a system of linear equations A*X = B with a symmetric positive-definite or, for complex data, Hermitian positive-definite band matrix A, given the Cholesky factorization of A:
| A = UT*U for real data, A = UH*U for complex data | if uplo='U' |
| A = L*LT for real data, A = L*LH for complex data | if uplo='L' |
where L is a lower triangular matrix and U is upper triangular. The system is solved with multiple right-hand sides stored in the columns of the matrix B.
Before calling this routine, you must call ?pbtrf to compute the Cholesky factorization of A in the band storage form.
Input Parameters
The data types are given for the Fortran interface. A <datatype> placeholder, if present, is used for the C interface data types in the C interface section above. See C Interface Conventions for the C interface principal conventions and type definitions.
uplo |
CHARACTER*1. Must be 'U' or 'L'. Indicates how the input matrix A has been factored: If uplo = 'U', the upper triangular factor is stored in ab. If uplo = 'L', the lower triangular factor is stored in ab. |
n |
INTEGER. The order of matrix A; n ≥ 0. |
kd |
INTEGER. The number of superdiagonals or subdiagonals in the matrix A; kd ≥ 0. |
nrhs |
INTEGER. The number of right-hand sides; nrhs ≥ 0. |
ab, b |
REAL for spbtrs DOUBLE PRECISION for dpbtrs COMPLEX for cpbtrs DOUBLE COMPLEX for zpbtrs. Arrays: ab(ldab,*), b(ldb,*). The array ab contains the Cholesky factor, as returned by the factorization routine, in band storage form. The array b contains the matrix B whose columns are the right-hand sides for the systems of equations. The second dimension of ab must be at least max(1, n), and the second dimension of b at least max(1,nrhs). |
ldab |
INTEGER. The leading dimension of the array ab; ldab ≥ kd +1. |
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. |
Fortran 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 Fortran 95 Interface Conventions.
Specific details for the routine pbtrs interface are as follows:
ab |
Holds the array A of size (kd+1,n). |
b |
Holds the matrix B of size (n, nrhs). |
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(kd + 1)ε P|UH||U| or |E| ≤ c(kd + 1)ε P|LH||L|
c(k) is a modest linear function of k, 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 approximate number of floating-point operations for one right-hand side vector is 4n*kd for real flavors and 16n*kd for complex flavors.
To estimate the condition number κ∞(A), call ?pbcon.
To refine the solution and estimate the error, call ?pbrfs.