NAG Library Routine Document
F07WSF (ZPFTRS)
1 Purpose
F07WSF (ZPFTRS) solves a complex Hermitian positive definite system of linear equations with multiple right-hand sides,
using the Cholesky factorization computed by
F07WRF (ZPFTRF) stored in Rectangular Full Packed (RFP) format.
The RFP storage format is described in
Section 3.3.3 in the F07 Chapter Introduction.
2 Specification
INTEGER |
N, NRHS, LDB, INFO |
COMPLEX (KIND=nag_wp) |
A(N*(N+1)/2), B(LDB,*) |
CHARACTER(1) |
TRANSR, UPLO |
|
The routine may be called by its
LAPACK
name zpftrs.
3 Description
F07WSF (ZPFTRS) is used to solve a complex Hermitian positive definite system of linear equations
, the routine must be preceded by a call to
F07WRF (ZPFTRF) which computes the Cholesky factorization of
, stored in RFP format. The solution
is computed by forward and backward substitution.
If , , where is upper triangular; the solution is computed by solving and then .
If , , where is lower triangular; the solution is computed by solving and then .
4 References
Gustavson F G, Waśniewski J, Dongarra J J and Langou J (2010) Rectangular full packed format for Cholesky's algorithm: factorization, solution, and inversion ACM Trans. Math. Software 37, 2
5 Parameters
- 1: TRANSR – CHARACTER(1)Input
On entry: specifies whether the normal RFP representation of
or its conjugate transpose is stored.
- The matrix is stored in normal RFP format.
- The conjugate transpose of the RFP representation of the matrix is stored.
Constraint:
or .
- 2: UPLO – CHARACTER(1)Input
On entry: specifies how
has been factorized.
- , where is upper triangular.
- , where is lower triangular.
Constraint:
or .
- 3: N – INTEGERInput
On entry: , the order of the matrix .
Constraint:
.
- 4: NRHS – INTEGERInput
On entry: , the number of right-hand sides.
Constraint:
.
- 5: A() – COMPLEX (KIND=nag_wp) arrayInput
On entry: the Cholesky factorization of
stored in RFP format, as returned by
F07WRF (ZPFTRF).
- 6: B(LDB,) – COMPLEX (KIND=nag_wp) arrayInput/Output
-
Note: the second dimension of the array
B
must be at least
.
On entry: the by right-hand side matrix .
On exit: the by solution matrix .
- 7: LDB – INTEGERInput
On entry: the first dimension of the array
B as declared in the (sub)program from which F07WSF (ZPFTRS) is called.
Constraint:
.
- 8: INFO – INTEGEROutput
On exit:
unless the routine detects an error (see
Section 6).
6 Error Indicators and Warnings
Errors or warnings detected by the routine:
If , the th parameter had an illegal value. An explanatory message is output, and execution of the program is terminated.
7 Accuracy
For each right-hand side vector
, the computed solution
is the exact solution of a perturbed system of equations
, where
- if , ;
- if , ,
is a modest linear function of
, and
is the
machine precision.
If
is the true solution, then the computed solution
satisfies a forward error bound of the form
where
and
is the condition number when using the
-norm.
Note that can be much smaller than .
The total number of real floating point operations is approximately .
The real analogue of this routine is
F07WEF (DPFTRS).
9 Example
This example solves the system of equations
, where
and
Here
is Hermitian positive definite, stored in RFP format, and must first be factorized by
F07WRF (ZPFTRF).
9.1 Program Text
Program Text (f07wsfe.f90)
9.2 Program Data
Program Data (f07wsfe.d)
9.3 Program Results
Program Results (f07wsfe.r)