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java.lang.Object | +----org.netlib.lapack.DPOSVX
DPOSVX is a simplified interface to the JLAPACK routine dposvx. This interface converts Java-style 2D row-major arrays into the 1D column-major linearized arrays expected by the lower level JLAPACK routines. Using this interface also allows you to omit offset and leading dimension arguments. However, because of these conversions, these routines will be slower than the low level ones. Following is the description from the original Fortran source. Contact seymour@cs.utk.edu with any questions.* .. * * Purpose * ======= * * DPOSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to * compute the solution to a real system of linear equations * A * X = B, * where A is an N-by-N symmetric positive definite matrix and X and B * are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(S)*A*diag(S) and B by diag(S)*B. * * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to * factor the matrix A (after equilibration if FACT = 'E') as * A = U**T* U, if UPLO = 'U', or * A = L * L**T, if UPLO = 'L', * where U is an upper triangular matrix and L is a lower triangular * matrix. * * 3. 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, steps 4-6 are skipped. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(S) so that it solves the original system before * equilibration. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AF contains the factored form of A. * If EQUED = 'Y', the matrix A has been equilibrated * with scaling factors given by S. A and AF will not * be modified. * = 'N': The matrix A will be copied to AF and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AF and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) * On entry, the symmetric matrix A, except if FACT = 'F' and * EQUED = 'Y', then A must contain the equilibrated matrix * diag(S)*A*diag(S). If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. A is not modified if * FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. * * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by * diag(S)*A*diag(S). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N) * If FACT = 'F', then AF is an input argument and on entry * contains the triangular factor U or L from the Cholesky * factorization A = U**T*U or A = L*L**T, in the same storage * format as A. If EQUED .ne. 'N', then AF is the factored form * of the equilibrated matrix diag(S)*A*diag(S). * * If FACT = 'N', then AF is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**T*U or A = L*L**T of the original * matrix A. * * If FACT = 'E', then AF is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**T*U or A = L*L**T of the equilibrated * matrix A (see the description of A for the form of the * equilibrated matrix). * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * S (input or output) DOUBLE PRECISION array, dimension (N) * The scale factors for A; not accessed if EQUED = 'N'. S is * an input argument if FACT = 'F'; otherwise, S is an output * argument. If FACT = 'F' and EQUED = 'Y', each element of S * must be positive. * * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', * B is overwritten by diag(S) * B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) DOUBLE PRECISION array, dimension (LDX,NRHS) * If INFO = 0, the N-by-NRHS solution matrix X to the original * system of equations. Note that if EQUED = 'Y', A and B are * modified on exit, and the solution to the equilibrated system * is inv(diag(S))*X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) DOUBLE PRECISION * The estimate of the reciprocal condition number of the matrix * A after equilibration (if done). 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, and the solution and * error bounds are not computed. * * FERR (output) DOUBLE PRECISION array, dimension (NRHS) * 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 (output) DOUBLE PRECISION array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) DOUBLE PRECISION array, dimension (3*N) * * IWORK (workspace) INTEGER array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: the leading minor of order i of A * is not positive definite, so the factorization * could not be completed, and the solution and error * bounds could not be computed. * = N+1: RCOND is less than machine precision. The * factorization has been completed, but the matrix * is singular to working precision, and the solution * and error bounds have not been computed. * * ===================================================================== * * .. Parameters ..
DPOSVX()
DPOSVX(String, String, int, int, double[][], double[][], StringW, double[], double[][], double[][], doubleW, double[], double[], double[], int[], intW)
DPOSVX
public DPOSVX()
DPOSVX
public static void DPOSVX(String fact,
String uplo,
int n,
int nrhs,
double a[][],
double af[][],
StringW equed,
double s[],
double b[][],
double x[][],
doubleW rcond,
double ferr[],
double berr[],
double work[],
int iwork[],
intW info)
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