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<H2><A NAME="SECTION03231000000000000000"></A><A NAME="subsecdrivelineq"></A>
<BR>
Linear Equations
</H2>
<P>
Two types of driver routines are provided for solving systems of linear
equations<A NAME="1220"></A>:
<P>
<UL><LI>a <B>simple</B> driver (name ending -SV)<A NAME="1223"></A>,
which solves the system
<I>AX</I> = <I>B</I> by
factorizing <I>A</I> and overwriting <I>B</I> with the solution <I>X</I>;
<P>
<LI>an <B>expert</B> driver (name ending -SVX)<A NAME="1225"></A>,
which can also perform the
following functions (some of them optionally):
<P>
<UL><LI>solve <I>A</I><SUP><I>T</I></SUP> <I>X</I> = <I>B</I> or <I>A</I><SUP><I>H</I></SUP> <I>X</I> = <I>B</I> (unless <I>A</I> is symmetric or Hermitian);
<P>
<LI>estimate the condition number of <I>A</I>, check for
near-singularity, and check for pivot growth;
<P>
<LI>refine the solution and compute forward and backward error bounds;
<P>
<LI>equilibrate<A NAME="1227"></A> the system if <I>A</I> is poorly scaled.
<P>
</UL>
<P>
The expert driver requires roughly twice as much storage as the simple
driver in order to perform these extra functions.
<P>
</UL>
<P>
Both types of driver routines can handle multiple right hand sides
(the columns of <I>B</I>).
<P>
Different driver routines are provided to take advantage of special
properties or storage schemes of the matrix <I>A</I>, as shown in
Table <A HREF="node26.html#tabdrivelineq">2.2</A>.
<P>
These driver routines cover all the functionality of the computational
routines for linear systems<A NAME="1231"></A>, except matrix
inversion<A NAME="1232"></A>. It is seldom
necessary to compute the inverse of a matrix explicitly, and it is
certainly not recommended as a means of solving linear systems.
<P>
<BR>
<DIV ALIGN="CENTER">
<A NAME="tabdrivelineq"></A>
<DIV ALIGN="CENTER">
<A NAME="1234"></A>
<TABLE CELLPADDING=3 BORDER="1">
<CAPTION><STRONG>Table 2.2:</STRONG>
Driver routines for linear equations</CAPTION>
<TR><TD ALIGN="LEFT">Type of matrix</TD>
<TD ALIGN="LEFT">Operation</TD>
<TD ALIGN="CENTER" COLSPAN=2>Single precision</TD>
<TD ALIGN="CENTER" COLSPAN=2>Double precision</TD>
</TR>
<TR><TD ALIGN="LEFT">and storage scheme</TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">real</TD>
<TD ALIGN="LEFT">complex</TD>
<TD ALIGN="LEFT">real</TD>
<TD ALIGN="LEFT">complex</TD>
</TR>
<TR><TD ALIGN="LEFT">general</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SGESV<A NAME="1246"></A></TD>
<TD ALIGN="LEFT">CGESV<A NAME="1247"></A></TD>
<TD ALIGN="LEFT">DGESV<A NAME="1248"></A></TD>
<TD ALIGN="LEFT">ZGESV<A NAME="1249"></A></TD>
</TR>
<TR><TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SGESVX<A NAME="1250"></A></TD>
<TD ALIGN="LEFT">CGESVX<A NAME="1251"></A></TD>
<TD ALIGN="LEFT">DGESVX<A NAME="1252"></A></TD>
<TD ALIGN="LEFT">ZGESVX<A NAME="1253"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">general band</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SGBSV<A NAME="1254"></A></TD>
<TD ALIGN="LEFT">CGBSV<A NAME="1255"></A></TD>
<TD ALIGN="LEFT">DGBSV<A NAME="1256"></A></TD>
<TD ALIGN="LEFT">ZGBSV<A NAME="1257"></A></TD>
</TR>
<TR><TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SGBSVX<A NAME="1258"></A></TD>
<TD ALIGN="LEFT">CGBSVX<A NAME="1259"></A></TD>
<TD ALIGN="LEFT">DGBSVX<A NAME="1260"></A></TD>
<TD ALIGN="LEFT">ZGBSVX<A NAME="1261"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">general tridiagonal</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SGTSV<A NAME="1262"></A></TD>
<TD ALIGN="LEFT">CGTSV<A NAME="1263"></A></TD>
<TD ALIGN="LEFT">DGTSV<A NAME="1264"></A></TD>
<TD ALIGN="LEFT">ZGTSV<A NAME="1265"></A></TD>
</TR>
<TR><TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SGTSVX<A NAME="1266"></A></TD>
<TD ALIGN="LEFT">CGTSVX<A NAME="1267"></A></TD>
<TD ALIGN="LEFT">DGTSVX<A NAME="1268"></A></TD>
<TD ALIGN="LEFT">ZGTSVX<A NAME="1269"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">symmetric/Hermitian</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SPOSV<A NAME="1270"></A></TD>
<TD ALIGN="LEFT">CPOSV<A NAME="1271"></A></TD>
<TD ALIGN="LEFT">DPOSV<A NAME="1272"></A></TD>
<TD ALIGN="LEFT">ZPOSV<A NAME="1273"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">positive definite</TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SPOSVX<A NAME="1274"></A></TD>
<TD ALIGN="LEFT">CPOSVX<A NAME="1275"></A></TD>
<TD ALIGN="LEFT">DPOSVX<A NAME="1276"></A></TD>
<TD ALIGN="LEFT">ZPOSVX<A NAME="1277"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">symmetric/Hermitian</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SPPSV<A NAME="1278"></A></TD>
<TD ALIGN="LEFT">CPPSV<A NAME="1279"></A></TD>
<TD ALIGN="LEFT">DPPSV<A NAME="1280"></A></TD>
<TD ALIGN="LEFT">ZPPSV<A NAME="1281"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">positive definite (packed storage)</TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SPPSVX<A NAME="1282"></A></TD>
<TD ALIGN="LEFT">CPPSVX<A NAME="1283"></A></TD>
<TD ALIGN="LEFT">DPPSVX<A NAME="1284"></A></TD>
<TD ALIGN="LEFT">ZPPSVX<A NAME="1285"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">symmetric/Hermitian</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SPBSV<A NAME="1286"></A></TD>
<TD ALIGN="LEFT">CPBSV<A NAME="1287"></A></TD>
<TD ALIGN="LEFT">DPBSV<A NAME="1288"></A></TD>
<TD ALIGN="LEFT">ZPBSV<A NAME="1289"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">positive definite band</TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SPBSVX<A NAME="1290"></A></TD>
<TD ALIGN="LEFT">CPBSVX<A NAME="1291"></A></TD>
<TD ALIGN="LEFT">DPBSVX<A NAME="1292"></A></TD>
<TD ALIGN="LEFT">ZPBSVX<A NAME="1293"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">symmetric/Hermitian</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SPTSV<A NAME="1294"></A></TD>
<TD ALIGN="LEFT">CPTSV<A NAME="1295"></A></TD>
<TD ALIGN="LEFT">DPTSV<A NAME="1296"></A></TD>
<TD ALIGN="LEFT">ZPTSV<A NAME="1297"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">positive definite tridiagonal</TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SPTSVX<A NAME="1298"></A></TD>
<TD ALIGN="LEFT">CPTSVX<A NAME="1299"></A></TD>
<TD ALIGN="LEFT">DPTSVX<A NAME="1300"></A></TD>
<TD ALIGN="LEFT">ZPTSVX<A NAME="1301"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">symmetric/Hermitian</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SSYSV<A NAME="1302"></A></TD>
<TD ALIGN="LEFT">CHESV<A NAME="1303"></A></TD>
<TD ALIGN="LEFT">DSYSV<A NAME="1304"></A></TD>
<TD ALIGN="LEFT">ZHESV<A NAME="1305"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">indefinite</TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SSYSVX<A NAME="1306"></A></TD>
<TD ALIGN="LEFT">CHESVX<A NAME="1307"></A></TD>
<TD ALIGN="LEFT">DSYSVX<A NAME="1308"></A></TD>
<TD ALIGN="LEFT">ZHESVX<A NAME="1309"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">complex symmetric</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">CSYSV<A NAME="1310"></A></TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">ZSYSV<A NAME="1311"></A></TD>
</TR>
<TR><TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">CSYSVX<A NAME="1312"></A></TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">ZSYSVX<A NAME="1313"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">symmetric/Hermitian</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT">SSPSV<A NAME="1314"></A></TD>
<TD ALIGN="LEFT">CHPSV<A NAME="1315"></A></TD>
<TD ALIGN="LEFT">DSPSV<A NAME="1316"></A></TD>
<TD ALIGN="LEFT">ZHPSV<A NAME="1317"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">indefinite (packed storage)</TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT">SSPSVX<A NAME="1318"></A></TD>
<TD ALIGN="LEFT">CHPSVX<A NAME="1319"></A></TD>
<TD ALIGN="LEFT">DSPSVX<A NAME="1320"></A></TD>
<TD ALIGN="LEFT">ZHPSVX<A NAME="1321"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">complex symmetric</TD>
<TD ALIGN="LEFT">simple driver</TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">CSPSV<A NAME="1322"></A></TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">ZSPSV<A NAME="1323"></A></TD>
</TR>
<TR><TD ALIGN="LEFT">(packed storage)</TD>
<TD ALIGN="LEFT">expert driver</TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">CSPSVX<A NAME="1324"></A></TD>
<TD ALIGN="LEFT"> </TD>
<TD ALIGN="LEFT">ZSPSVX<A NAME="1325"></A></TD>
</TR>
</TABLE>
</DIV>
</DIV>
<BR>
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<ADDRESS>
<I>Susan Blackford</I>
<BR><I>1999-10-01</I>
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