NAME¶

SPFTRS - solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPFTRF

SYNOPSIS¶

SUBROUTINE SPFTRS(

TRANSR, UPLO, N, NRHS, A, B, LDB, INFO )

CHARACTER TRANSR, UPLO INTEGER INFO, LDB, N, NRHS REAL A( 0: * ), B( LDB, * )

PURPOSE¶

SPFTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPFTRF.

ARGUMENTS¶

TRANSR (input) CHARACTER

= 'N': The Normal TRANSR of RFP A is stored;
= 'T': The Transpose TRANSR of RFP A is stored.

UPLO (input) CHARACTER

= 'U': Upper triangle of RFP A is stored;
= 'L': Lower triangle of RFP A is stored.

N (input) INTEGER

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 matrix B. NRHS >= 0.

A (input) REAL array, dimension ( N*(N+1)/2 )

The triangular factor U or L from the Cholesky factorization of RFP A = U**H*U or RFP A = L*L**T, as computed by SPFTRF. See note below for more details about RFP A.

B (input/output) REAL array, dimension (LDB,NRHS)

On entry, the right hand side matrix B. On exit, the solution matrix X.

LDB (input) INTEGER

The leading dimension of the array B. LDB >= max(1,N).

INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value

FURTHER DETAILS¶

We first consider Rectangular Full Packed (RFP) Format when N is even. We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last three columns of AP upper. The lower triangle A(4:6,0:2) consists of the transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first three columns of AP lower. The upper triangle A(0:2,0:2) consists of the transpose of the last three columns of AP lower.
This covers the case N even and TRANSR = 'N'.
RFP A RFP A
03 04 05 33 43 53
13 14 15 00 44 54
23 24 25 10 11 55
33 34 35 20 21 22
00 44 45 30 31 32
01 11 55 40 41 42
02 12 22 50 51 52
Now let TRANSR = 'T'. RFP A in both UPLO cases is just the transpose of RFP A above. One therefore gets:
RFP A RFP A
03 13 23 33 00 01 02 33 00 10 20 30 40 50
04 14 24 34 44 11 12 43 44 11 21 31 41 51
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We first consider Rectangular Full Packed (RFP) Format when N is odd. We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last three columns of AP upper. The lower triangle A(3:4,0:1) consists of the transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first three columns of AP lower. The upper triangle A(0:1,1:2) consists of the transpose of the last two columns of AP lower.
This covers the case N odd and TRANSR = 'N'.
RFP A RFP A
02 03 04 00 33 43
12 13 14 10 11 44
22 23 24 20 21 22
00 33 34 30 31 32
01 11 44 40 41 42
Now let TRANSR = 'T'. RFP A in both UPLO cases is just the transpose of RFP A above. One therefore gets:
RFP A RFP A
02 12 22 00 01 00 10 20 30 40 50
03 13 23 33 11 33 11 21 31 41 51
04 14 24 34 44 43 44 22 32 42 52