NAG Library Routine Document

F07PSF (ZHPTRS)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

F07PSF (ZHPTRS) solves a complex Hermitian indefinite system of linear equations with multiple right-hand sides,

A X = B,

where

A

has been factorized by F07PRF (ZHPTRF), using packed storage.

2 Specification

SUBROUTINE F07PSF (

UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)

INTEGER	N, NRHS, IPIV(*), LDB, INFO
COMPLEX (KIND=nag_wp)	AP(), B(LDB,)
CHARACTER(1)	UPLO

The routine may be called by its LAPACK name zhptrs.

3 Description

F07PSF (ZHPTRS) is used to solve a complex Hermitian indefinite system of linear equations

A X = B

, the routine must be preceded by a call to F07PRF (ZHPTRF) which computes the Bunch–Kaufman factorization of

A

, using packed storage.

UPLO ='U'

A = P U D U^{H} P^{T}

, where

P

is a permutation matrix,

U

is an upper triangular matrix and

D

is an Hermitian block diagonal matrix with

1

1

and

2

2

blocks; the solution

X

is computed by solving

P U D Y = B

and then

U^{H} P^{T} X = Y

UPLO ='L'

A = P L D L^{H} P^{T}

, where

L

is a lower triangular matrix; the solution

X

is computed by solving

P L D Y = B

and then

L^{H} P^{T} X = Y

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Parameters

1: UPLO – CHARACTER(1)Input

On entry: specifies how

A

has been factorized.

$UPLO ='U'$: $A = P U D U^{H} P^{T}$ , where $U$ is upper triangular.
$UPLO ='L'$: $A = P L D L^{H} P^{T}$ , where $L$ is lower triangular.

Constraint:

UPLO ='U'

'L'

2: N – INTEGERInput

On entry:

n

, the order of the matrix

A

Constraint:

N \geq 0

3: NRHS – INTEGERInput

On entry:

r

, the number of right-hand sides.

Constraint:

NRHS \geq 0

4: AP( $*$ ) – COMPLEX (KIND=nag_wp) arrayInput

Note: the dimension of the array AP must be at least

\max (1, N \times (N + 1) / 2)

On entry: the factorization of

A

stored in packed form, as returned by F07PRF (ZHPTRF).

5: IPIV( $*$ ) – INTEGER arrayInput

Note: the dimension of the array IPIV must be at least

\max (1, N)

On entry: details of the interchanges and the block structure of

D

, as returned by F07PRF (ZHPTRF).

6: B(LDB, $*$ ) – COMPLEX (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array B must be at least

\max (1, NRHS)

On entry: the

n

r

right-hand side matrix

B

On exit: the

n

r

solution matrix

X

7: LDB – INTEGERInput

On entry: the first dimension of the array B as declared in the (sub)program from which F07PSF (ZHPTRS) is called.

Constraint:

LDB \geq \max (1, N)

8: INFO – INTEGEROutput

On exit:

INFO = 0

unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

Errors or warnings detected by the routine:

$INFO < 0$: If $INFO = - i$ , the $i$ th parameter had an illegal value. An explanatory message is output, and execution of the program is terminated.

7 Accuracy

For each right-hand side vector

b

, the computed solution

x

is the exact solution of a perturbed system of equations

(A + E) x = b

, where

if $UPLO ='U'$ , $|E| \leq c (n) ε P |U| |D| |U^{H}| P^{T}$ ;
if $UPLO ='L'$ , $|E| \leq c (n) ε P |L| |D| |L^{H}| P^{T}$ ,

c (n)

is a modest linear function of

n

, and

ε

is the machine precision.

\hat{x}

is the true solution, then the computed solution

x

satisfies a forward error bound of the form

\frac{{‖x - \hat{x}‖}_{\infty}}{{‖x‖}_{\infty}} \leq c (n) cond (A, x) ε

where

cond (A, x) = {‖|A^{- 1}| |A| |x|‖}_{\infty} / {‖x‖}_{\infty} \leq cond (A) = {‖|A^{- 1}| |A|‖}_{\infty} \leq κ_{\infty} (A)

Note that

cond (A, x)

can be much smaller than

cond (A)

Forward and backward error bounds can be computed by calling F07PVF (ZHPRFS), and an estimate for

κ_{\infty} (A)

(

= κ_{1} (A)

) can be obtained by calling F07PUF (ZHPCON).

8 Further Comments

The total number of real floating point operations is approximately

8 n^{2} r

This routine may be followed by a call to F07PVF (ZHPRFS) to refine the solution and return an error estimate.

The real analogue of this routine is F07PEF (DSPTRS).

9 Example

This example solves the system of equations

A X = B

, where

A = (\begin{array}{r} - 1.36 + 0.00 i & 1.58 + 0.90 i & 2.21 - 0.21 i & 3.91 + 1.50 i \\ 1.58 - 0.90 i & - 8.87 + 0.00 i & - 1.84 - 0.03 i & - 1.78 + 1.18 i \\ 2.21 + 0.21 i & - 1.84 + 0.03 i & - 4.63 + 0.00 i & 0.11 + 0.11 i \\ 3.91 - 1.50 i & - 1.78 - 1.18 i & 0.11 - 0.11 i & - 1.84 + 0.00 i \end{array})

and

B = (\begin{array}{r} 7.79 + 5.48 i & - 35.39 + 18.01 i \\ - 0.77 - 16.05 i & 4.23 - 70.02 i \\ - 9.58 + 3.88 i & - 24.79 - 8.40 i \\ 2.98 - 10.18 i & 28.68 - 39.89 i \end{array}) .

Here

A

is Hermitian indefinite, stored in packed form, and must first be factorized by F07PRF (ZHPTRF).

NAG Library Routine DocumentF07PSF (ZHPTRS)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

NAG Library Routine Document

F07PSF (ZHPTRS)