nag_lapack_ztprfs (f07uv) returns the backward errors and estimated bounds on the forward errors for the solution of a complex triangular system of linear equations with multiple right-hand sides

A X = B

A^{T} X = B

A^{H} X = B

, using packed storage. The function handles each right-hand side vector (stored as a column of the matrix

B

) independently, so we describe the function of nag_lapack_ztprfs (f07uv) in terms of a single right-hand side

b

and solution

x

Given a computed solution

x

, the function computes the component-wise backward error

β

. This is the size of the smallest relative perturbation in each element of

A

and

b

such that

x

is the exact solution of a perturbed system

\begin{matrix} (A + δ A) x = b + δ b \\ |δ a_{i j}| \leq β |a_{i j}| and |δ b_{i}| \leq β |b_{i}| . \end{matrix}

Then the function estimates a bound for the component-wise forward error in the computed solution, defined by:

\max_{i} |x_{i} - {\hat{x}}_{i}| / \max_{i} |x_{i}|

where

\hat{x}

is the true solution.

For details of the method, see the F07 Chapter Introduction.

References

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

Parameters

Compulsory Input Parameters

1: $uplo$ – string (length ≥ 1)

Specifies whether

A

is upper or lower triangular.

$uplo ='U'$: $A$ is upper triangular.
$uplo ='L'$: $A$ is lower triangular.

Constraint:

uplo ='U'

'L'

2: $trans$ – string (length ≥ 1)

Indicates the form of the equations.

$trans ='N'$: The equations are of the form $A X = B$ .
$trans ='T'$: The equations are of the form $A^{T} X = B$ .
$trans ='C'$: The equations are of the form $A^{H} X = B$ .

Constraint:

trans ='N'

'T'

'C'

3: $diag$ – string (length ≥ 1)

Indicates whether

A

is a nonunit or unit triangular matrix.

$diag ='N'$: $A$ is a nonunit triangular matrix.
$diag ='U'$: $A$ is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be $1$ .

Constraint:

diag ='N'

'U'

4: $ap (:)$ – complex array

The dimension of the array ap must be at least

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

The

n

n

triangular matrix

A

, packed by columns.

More precisely,

if $uplo ='U'$ , the upper triangle of $A$ must be stored with element $A_{i j}$ in $ap (i + j (j - 1) / 2)$ for $i \leq j$ ;
if $uplo ='L'$ , the lower triangle of $A$ must be stored with element $A_{i j}$ in $ap (i + (2 n - j) (j - 1) / 2)$ for $i \geq j$ .

diag ='U'

, the diagonal elements of

A

are assumed to be

1

, and are not referenced; the same storage scheme is used whether

diag ='N'

or ‘U’.

5: $b (ldb :)$ – complex array

The first dimension of the array b must be at least

\max (1, n)

The second dimension of the array b must be at least

\max (1, nrhs_p)

The

n

r

right-hand side matrix

B

6: $x (ldx :)$ – complex array

The first dimension of the array x must be at least

\max (1, n)

The second dimension of the array x must be at least

\max (1, nrhs_p)

The

n

r

solution matrix

X

, as returned by nag_lapack_ztptrs (f07us).

Optional Input Parameters

1: $n$ – int64int32nag_int scalar: Default: the first dimension of the arrays b, x.
$n$ , the order of the matrix $A$ .

Constraint: $n \geq 0$ .
2: $nrhs_p$ – int64int32nag_int scalar: Default: the second dimension of the arrays b, x. (An error is raised if these dimensions are not equal.)
$r$ , the number of right-hand sides.

Constraint: $nrhs_p \geq 0$ .

Output Parameters

1: $ferr (nrhs_p)$ – double array: $ferr (j)$ contains an estimated error bound for the $j$ th solution vector, that is, the $j$ th column of $X$ , for $j = 1, 2, \dots, r$ .
2: $berr (nrhs_p)$ – double array: $berr (j)$ contains the component-wise backward error bound $β$ for the $j$ th solution vector, that is, the $j$ th column of $X$ , for $j = 1, 2, \dots, r$ .
3: $info$ – int64int32nag_int scalar: $info = 0$ unless the function detects an error (see Error Indicators and Warnings).

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.

Accuracy

The bounds returned in ferr are not rigorous, because they are estimated, not computed exactly; but in practice they almost always overestimate the actual error.

Further Comments

A call to nag_lapack_ztprfs (f07uv), for each right-hand side, involves solving a number of systems of linear equations of the form

A x = b

A^{H} x = b

; the number is usually

5

and never more than

11

. Each solution involves approximately

4 n^{2}

real floating-point operations.

The real analogue of this function is nag_lapack_dtprfs (f07uh).

Example

This example solves the system of equations

A X = B

and to compute forward and backward error bounds, where

A = (\begin{array}{r} 4.78 + 4.56 i & 0.00 + 0.00 i & 0.00 + 0.00 i & 0.00 + 0.00 i \\ 2.00 - 0.30 i & - 4.11 + 1.25 i & 0.00 + 0.00 i & 0.00 + 0.00 i \\ 2.89 - 1.34 i & 2.36 - 4.25 i & 4.15 + 0.80 i & 0.00 + 0.00 i \\ - 1.89 + 1.15 i & 0.04 - 3.69 i & - 0.02 + 0.46 i & 0.33 - 0.26 i \end{array})

and

B = (\begin{array}{r} - 14.78 - 32.36 i & - 18.02 + 28.46 i \\ 2.98 - 2.14 i & 14.22 + 15.42 i \\ - 20.96 + 17.06 i & 5.62 + 35.89 i \\ 9.54 + 9.91 i & - 16.46 - 1.73 i \end{array}),

using packed storage for

A

Open in the MATLAB editor: f07uv_example

function f07uv_example


fprintf('f07uv example results\n\n');

% Solve AX=B and obtain error bounds,
% where A is Complex Lower triangular and packed.
ap = [ 4.78 + 4.56i;  2.00 - 0.30i;  2.89 - 1.34i; -1.89 + 1.15i;
                     -4.11 + 1.25i;  2.36 - 4.25i;  0.04 - 3.69i;
                                     4.15 + 0.80i; -0.02 + 0.46i;
                                                    0.33 - 0.26i];
b = [-14.78 - 32.36i, -18.02 + 28.46i;
       2.98 -  2.14i,  14.22 + 15.42i;
     -20.96 + 17.06i,   5.62 + 35.89i;
       9.54 +  9.91i, -16.46 -  1.73i];

% Solve
uplo = 'L';
trans = 'N';
diag = 'N';
[x, info] = f07us( ...
                   uplo, trans, diag, ap, b);

% Error bounds
[ferr, berr, info] = f07uv( ...
                            uplo, trans, diag, ap, b, x);

disp('Solution(s)');
disp(x);

fprintf('Backward errors (machine-dependent)\n   ')
fprintf('%11.1e', berr);
fprintf('\nEstimated forward error bounds (machine-dependent)\n   ')
fprintf('%11.1e', ferr);
fprintf('\n');

f07uv example results

Solution(s)
  -5.0000 - 2.0000i   1.0000 + 5.0000i
  -3.0000 - 1.0000i  -2.0000 - 2.0000i
   2.0000 + 1.0000i   3.0000 + 4.0000i
   4.0000 + 3.0000i   4.0000 - 3.0000i

Backward errors (machine-dependent)
       6.2e-17    3.5e-17
Estimated forward error bounds (machine-dependent)
       3.0e-14    3.2e-14

PDF version (NAG web site, 64-bit version, 64-bit version)

Chapter Contents

Chapter Introduction

NAG Toolbox