F07UHF (DTPRFS) returns error bounds for the solution of a real triangular system of linear equations with multiple right-hand sides, or , using packed storage.
SUBROUTINE F07UHF ( |
UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) |
INTEGER |
N, NRHS, LDB, LDX, IWORK(N), INFO |
REAL (KIND=nag_wp) |
AP(*), B(LDB,*), X(LDX,*), FERR(NRHS), BERR(NRHS), WORK(3*N) |
CHARACTER(1) |
UPLO, TRANS, DIAG |
|
F07UHF (DTPRFS) returns the backward errors and estimated bounds on the forward errors for the solution of a real triangular system of linear equations with multiple right-hand sides or , using packed storage. The routine handles each right-hand side vector (stored as a column of the matrix ) independently, so we describe the function of F07UHF (DTPRFS) in terms of a single right-hand side and solution .
Given a computed solution
, the routine computes the
component-wise backward error
. This is the size of the smallest relative perturbation in each element of
and
such that
is the exact solution of a perturbed system
Then the routine estimates a bound for the
component-wise forward error in the computed solution, defined by:
where
is the true solution.
For details of the method, see the
F07 Chapter Introduction.
- 1: UPLO – CHARACTER(1)Input
On entry: specifies whether
is upper or lower triangular.
- is upper triangular.
- is lower triangular.
Constraint:
or .
- 2: TRANS – CHARACTER(1)Input
On entry: indicates the form of the equations.
- The equations are of the form .
- or
- The equations are of the form .
Constraint:
, or .
- 3: DIAG – CHARACTER(1)Input
On entry: indicates whether
is a nonunit or unit triangular matrix.
- is a nonunit triangular matrix.
- is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be .
Constraint:
or .
- 4: N – INTEGERInput
On entry: , the order of the matrix .
Constraint:
.
- 5: NRHS – INTEGERInput
On entry: , the number of right-hand sides.
Constraint:
.
- 6: AP() – REAL (KIND=nag_wp) arrayInput
-
Note: the dimension of the array
AP
must be at least
.
On entry: the
by
triangular 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 .
If , the diagonal elements of are assumed to be , and are not referenced; the same storage scheme is used whether or ‘U’.
- 7: B(LDB,) – REAL (KIND=nag_wp) arrayInput
-
Note: the second dimension of the array
B
must be at least
.
On entry: the by right-hand side matrix .
- 8: LDB – INTEGERInput
On entry: the first dimension of the array
B as declared in the (sub)program from which F07UHF (DTPRFS) is called.
Constraint:
.
- 9: X(LDX,) – REAL (KIND=nag_wp) arrayInput
-
Note: the second dimension of the array
X
must be at least
.
On entry: the
by
solution matrix
, as returned by
F07UEF (DTPTRS).
- 10: LDX – INTEGERInput
On entry: the first dimension of the array
X as declared in the (sub)program from which F07UHF (DTPRFS) is called.
Constraint:
.
- 11: FERR(NRHS) – REAL (KIND=nag_wp) arrayOutput
On exit: contains an estimated error bound for the th solution vector, that is, the th column of , for .
- 12: BERR(NRHS) – REAL (KIND=nag_wp) arrayOutput
On exit: contains the component-wise backward error bound for the th solution vector, that is, the th column of , for .
- 13: WORK() – REAL (KIND=nag_wp) arrayWorkspace
- 14: IWORK(N) – INTEGER arrayWorkspace
- 15: INFO – INTEGEROutput
On exit:
unless the routine detects an error (see
Section 6).
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.
A call to F07UHF (DTPRFS), for each right-hand side, involves solving a number of systems of linear equations of the form or ; the number is usually or and never more than . Each solution involves approximately floating point operations.
The complex analogue of this routine is
F07UVF (ZTPRFS).
This example solves the system of equations
and to compute forward and backward error bounds, where
using packed storage for
.