F07VVF (ZTBRFS) returns error bounds for the solution of a complex triangular band system of linear equations with multiple right-hand sides, , or .
SUBROUTINE F07VVF ( |
UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) |
INTEGER |
N, KD, NRHS, LDAB, LDB, LDX, INFO |
REAL (KIND=nag_wp) |
FERR(NRHS), BERR(NRHS), RWORK(N) |
COMPLEX (KIND=nag_wp) |
AB(LDAB,*), B(LDB,*), X(LDX,*), WORK(2*N) |
CHARACTER(1) |
UPLO, TRANS, DIAG |
|
F07VVF (ZTBRFS) returns the backward errors and estimated bounds on the forward errors for the solution of a complex triangular band system of linear equations with multiple right-hand sides , or . The routine handles each right-hand side vector (stored as a column of the matrix ) independently, so we describe the function of F07VVF (ZTBRFS) 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 .
- The equations are of the form .
- 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: KD – INTEGERInput
On entry: , the number of superdiagonals of the matrix if , or the number of subdiagonals if .
Constraint:
.
- 6: NRHS – INTEGERInput
On entry: , the number of right-hand sides.
Constraint:
.
- 7: AB(LDAB,) – COMPLEX (KIND=nag_wp) arrayInput
-
Note: the second dimension of the array
AB
must be at least
.
On entry: the
by
triangular band matrix
.
The matrix is stored in rows
to
, more precisely,
- if , the elements of the upper triangle of within the band must be stored with element in ;
- if , the elements of the lower triangle of within the band must be stored with element in
If , the diagonal elements of are assumed to be , and are not referenced.
- 8: LDAB – INTEGERInput
On entry: the first dimension of the array
AB as declared in the (sub)program from which F07VVF (ZTBRFS) is called.
Constraint:
.
- 9: B(LDB,) – COMPLEX (KIND=nag_wp) arrayInput
-
Note: the second dimension of the array
B
must be at least
.
On entry: the by right-hand side matrix .
- 10: LDB – INTEGERInput
On entry: the first dimension of the array
B as declared in the (sub)program from which F07VVF (ZTBRFS) is called.
Constraint:
.
- 11: X(LDX,) – COMPLEX (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
F07VSF (ZTBTRS).
- 12: LDX – INTEGERInput
On entry: the first dimension of the array
X as declared in the (sub)program from which F07VVF (ZTBRFS) is called.
Constraint:
.
- 13: 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 .
- 14: 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 .
- 15: WORK() – COMPLEX (KIND=nag_wp) arrayWorkspace
- 16: RWORK(N) – REAL (KIND=nag_wp) arrayWorkspace
- 17: 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 F07VVF (ZTBRFS), for each right-hand side, involves solving a number of systems of linear equations of the form or ; the number is usually and never more than . Each solution involves approximately real floating point operations (assuming ).
The real analogue of this routine is
F07VHF (DTBRFS).
This example solves the system of equations
and to compute forward and backward error bounds, where
and