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NAG Toolbox: nag_lapack_zhpsv (f07pn)
Purpose
nag_lapack_zhpsv (f07pn) computes the solution to a complex system of linear equations
where
is an
by
Hermitian matrix stored in packed format and
and
are
by
matrices.
Syntax
Description
nag_lapack_zhpsv (f07pn) uses the diagonal pivoting method to factor as if or if , where (or ) is a product of permutation and unit upper (lower) triangular matrices, is Hermitian and block diagonal with by and by diagonal blocks. The factored form of is then used to solve the system of equations .
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
Higham N J (2002) Accuracy and Stability of Numerical Algorithms (2nd Edition) SIAM, Philadelphia
Parameters
Compulsory Input Parameters
- 1:
– string (length ≥ 1)
-
If
, the upper triangle of
is stored.
If , the lower triangle of is stored.
Constraint:
or .
- 2:
– complex array
-
The dimension of the array
ap
must be at least
The
by
Hermitian matrix
, packed by columns.
More precisely,
- if , the upper triangle of must be stored with element in for ;
- if , the lower triangle of must be stored with element in for .
- 3:
– complex array
-
The first dimension of the array
b must be at least
.
The second dimension of the array
b must be at least
.
Note: to solve the equations
, where
is a single right-hand side,
b may be supplied as a one-dimensional array with length
.
The by right-hand side matrix .
Optional Input Parameters
- 1:
– int64int32nag_int scalar
-
Default:
the first dimension of the array
b.
, the number of linear equations, i.e., the order of the matrix .
Constraint:
.
- 2:
– int64int32nag_int scalar
-
Default:
the second dimension of the array
b.
, the number of right-hand sides, i.e., the number of columns of the matrix .
Constraint:
.
Output Parameters
- 1:
– complex array
-
The dimension of the array
ap will be
The block diagonal matrix
and the multipliers used to obtain the factor
or
from the factorization
or
as computed by
nag_lapack_zhptrf (f07pr), stored as a packed triangular matrix in the same storage format as
.
- 2:
– int64int32nag_int array
-
Details of the interchanges and the block structure of
. More precisely,
- if , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column.
- 3:
– complex array
-
The first dimension of the array
b will be
.
The second dimension of the array
b will be
.
Note: to solve the equations
, where
is a single right-hand side,
b may be supplied as a one-dimensional array with length
.
If , the by solution matrix .
- 4:
– int64int32nag_int scalar
unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
Cases prefixed with W are classified as warnings and
do not generate an error of type NAG:error_n. See nag_issue_warnings.
-
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
- W
-
Element of the diagonal is exactly zero.
The factorization has been completed, but the block diagonal matrix is exactly singular, so the solution could not be computed.
Accuracy
The computed solution for a single right-hand side,
, satisfies an equation of the form
where
and
is the
machine precision. An approximate error bound for the computed solution is given by
where
, the condition number of
with respect to the solution of the linear equations. See Section 4.4 of
Anderson et al. (1999) and Chapter 11 of
Higham (2002) for further details.
nag_lapack_zhpsvx (f07pp) is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively,
nag_linsys_complex_herm_packed_solve (f04cj) solves
and returns a forward error bound and condition estimate.
nag_linsys_complex_herm_packed_solve (f04cj) calls
nag_lapack_zhpsv (f07pn) to solve the equations.
Further Comments
The total number of floating-point operations is approximately , where is the number of right-hand sides.
The real analogue of this function is
nag_lapack_dspsv (f07pa). The complex symmetric analogue of this function is
nag_lapack_zspsv (f07qn).
Example
This example solves the equations
where
is the Hermitian matrix
and
Details of the factorization of are also output.
Open in the MATLAB editor:
f07pn_example
function f07pn_example
fprintf('f07pn example results\n\n');
uplo = 'Upper';
n = int64(4);
ap = [-1.84;
0.11 - 0.11i; -4.63 + 0i;
-1.78 - 1.18i; -1.84 + 0.03i; -8.87 + 0i;
3.91 - 1.50i; 2.21 + 0.21i; 1.58 - 0.90i; -1.36 + 0i];
b = [ 2.98 - 10.18i;
-9.58 + 3.88i;
-0.77 - 16.05i;
7.79 + 5.48i];
[apf, ipiv, x, info] = f07pn( ...
uplo, ap, b);
disp('Solution');
disp(x);
[ifail] = x04dc( ...
uplo, 'Non-unit', n, apf, 'Details of factorization');
fprintf('\nPivot indices\n ');
fprintf('%11d', ipiv);
fprintf('\n');
f07pn example results
Solution
2.0000 + 1.0000i
3.0000 - 2.0000i
-1.0000 + 2.0000i
1.0000 - 1.0000i
Details of factorization
1 2 3 4
1 -7.1028 0.2997 0.3397 -0.1518
0.0000 0.1578 0.0303 0.3743
2 -5.4176 0.5637 0.3100
0.0000 0.2850 0.0433
3 -1.8400 3.9100
0.0000 -1.5000
4 -1.3600
0.0000
Pivot indices
1 2 -1 -1
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