NAG Library Routine Document

Integer, Intent (In)	::	n, nrhs, lda, ldb, lwork
Integer, Intent (Inout)	::	ipiv(*)
Integer, Intent (Out)	::	info
Complex (Kind=nag_wp), Intent (Inout)	::	a(lda,), b(ldb,)
Complex (Kind=nag_wp), Intent (Out)	::	work(max(1,lwork))
Character (1), Intent (In)	::	uplo

C Header Interface

#include <nagmk26.h>

void	f07mnf_ (const char uplo, const Integer n, const Integer nrhs, Complex a[], const Integer lda, Integer ipiv[], Complex b[], const Integer ldb, Complex work[], const Integer lwork, Integer *info, const Charlen length_uplo)

The routine may be called by its LAPACK name zhesv.

3

Description

f07mnf (zhesv) uses the diagonal pivoting method to factor

A

A = U D U^{H}

uplo ='U'

A = L D L^{H}

uplo ='L'

, where

U

(or

L

) is a product of permutation and unit upper (lower) triangular matrices, and

D

is Hermitian and block diagonal with

1

1

and

2

2

diagonal blocks. The factored form of

A

is then used to solve the system of equations

A X = B

4

References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug

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

5

Arguments

1: $uplo$ – Character(1)Input

On entry: if

uplo ='U'

, the upper triangle of

A

is stored.

uplo ='L'

, the lower triangle of

A

is stored.

Constraint:

uplo ='U'

'L'

2: $n$ – IntegerInput

On entry:

n

, the number of linear equations, i.e., the order of the matrix

A

Constraint:

n \geq 0

3: $nrhs$ – IntegerInput

On entry:

r

, the number of right-hand sides, i.e., the number of columns of the matrix

B

Constraint:

nrhs \geq 0

4: $a (lda *)$ – Complex (Kind=nag_wp) arrayInput/Output

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

\max (1, n)

On entry: the

n

n

Hermitian matrix

A

If $uplo ='U'$ , the upper triangular part of $A$ must be stored and the elements of the array below the diagonal are not referenced.
If $uplo ='L'$ , the lower triangular part of $A$ must be stored and the elements of the array above the diagonal are not referenced.

On exit: if

info = 0

, the block diagonal matrix

D

and the multipliers used to obtain the factor

U

L

from the factorization

A = U D U^{H}

A = L D L^{H}

as computed by f07mrf (zhetrf).

5: $lda$ – IntegerInput

On entry: the first dimension of the array a as declared in the (sub)program from which f07mnf (zhesv) is called.

Constraint:

lda \geq \max (1, n)

6: $ipiv (*)$ – Integer arrayOutput

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

\max (1, n)

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

D

. More precisely,

if $ipiv (i) = k > 0$ , $d_{i i}$ is a $1$ by $1$ pivot block and the $i$ th row and column of $A$ were interchanged with the $k$ th row and column;
if $uplo ='U'$ and $ipiv (i - 1) = ipiv (i) = - l < 0$ , $(\begin{matrix} d_{i - 1, i - 1} & {\bar{d}}_{i, i - 1} \\ {\bar{d}}_{i, i - 1} & d_{i i} \end{matrix})$ is a $2$ by $2$ pivot block and the $(i - 1)$ th row and column of $A$ were interchanged with the $l$ th row and column;
if $uplo ='L'$ and $ipiv (i) = ipiv (i + 1) = - m < 0$ , $(\begin{matrix} d_{i i} & d_{i + 1, i} \\ d_{i + 1, i} & d_{i + 1, i + 1} \end{matrix})$ is a $2$ by $2$ pivot block and the $(i + 1)$ th row and column of $A$ were interchanged with the $m$ th row and column.

7: $b (ldb *)$ – Complex (Kind=nag_wp) arrayInput/Output

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

\max (1, nrhs)

To solve the equations

A x = b

, where

b

is a single right-hand side, b may be supplied as a one-dimensional array with length

ldb = \max (1, n)

On entry: the

n

r

right-hand side matrix

B

On exit: if

info = 0

, the

n

r

solution matrix

X

8: $ldb$ – IntegerInput

On entry: the first dimension of the array b as declared in the (sub)program from which f07mnf (zhesv) is called.

Constraint:

ldb \geq \max (1, n)

9: $work (\max (1, lwork))$ – Complex (Kind=nag_wp) arrayWorkspace

On exit: if

info = 0

work (1)

returns the optimal lwork.

10: $lwork$ – IntegerInput

On entry: the dimension of the array work as declared in the (sub)program from which f07mnf (zhesv) is called.

lwork \geq 1

, and for best performance

lwork \geq \max (1, n \times nb)

, where

nb

is the optimal block size for f07mrf (zhetrf).

lwork = - 1

, a workspace query is assumed; the routine only calculates the optimal size of the work array, returns this value as the first entry of the work array, and no error message related to lwork is issued.

11: $info$ – IntegerOutput

On exit:

info = 0

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

6

Error Indicators and Warnings

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

$info > 0$: Element $〈value〉$ of the diagonal is exactly zero. The factorization has been completed, but the block diagonal matrix $D$ is exactly singular, so the solution could not be computed.

7

Accuracy

The computed solution for a single right-hand side,

\hat{x}

, satisfies an equation of the form

(A + E) \hat{x} = b,

where

{‖E‖}_{1} = O (ε) {‖A‖}_{1}

and

ε

is the machine precision. An approximate error bound for the computed solution is given by

\frac{{‖\hat{x} - x‖}_{1}}{{‖x‖}_{1}} \leq κ (A) \frac{{‖E‖}_{1}}{{‖A‖}_{1}},

where

κ (A) = {‖A^{- 1}‖}_{1} {‖A‖}_{1}

, the condition number of

A

with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) for further details.

f07mpf (zhesvx) is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively, f04chf solves

A x = b

and returns a forward error bound and condition estimate. f04chf calls f07mnf (zhesv) to solve the equations.

8

Parallelism and Performance

f07mnf (zhesv) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9

Further Comments

The total number of floating-point operations is approximately

\frac{4}{3} n^{3} + 8 n^{2} r

, where

r

is the number of right-hand sides.

The real analogue of this routine is f07maf (dsysv). The complex symmetric analogue of this routine is f07nnf (zsysv).

10

Example

This example solves the equations

A x = b,

where

A

is the Hermitian matrix

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

and

b = (\begin{array}{r} 2.98 - 10.18 i \\ - 9.58 + 3.88 i \\ - 0.77 - 16.05 i \\ 7.79 + 5.48 i \end{array}) .

Details of the factorization of

A

are also output.

NAG Library Routine Document

f07mnf (zhesv)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

6

Error Indicators and Warnings

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

10.2

Program Data

10.3

Program Results