NAG Library Routine Document

F07PEF (DSPTRS)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

▸▿ 10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1 Purpose

F07PEF (DSPTRS) solves a real symmetric indefinite system of linear equations with multiple right-hand sides,

A X = B,

where

A

has been factorized by F07PDF (DSPTRF), using packed storage.

2 Specification

SUBROUTINE F07PEF (

UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)

INTEGER	N, NRHS, IPIV(*), LDB, INFO
REAL (KIND=nag_wp)	AP(), B(LDB,)
CHARACTER(1)	UPLO

The routine may be called by its LAPACK name dsptrs.

3 Description

F07PEF (DSPTRS) is used to solve a real symmetric indefinite system of linear equations

A X = B

, the routine must be preceded by a call to F07PDF (DSPTRF) which computes the Bunch–Kaufman factorization of

A

, using packed storage.

UPLO ='U'

A = P U D U^{T} P^{T}

, where

P

is a permutation matrix,

U

is an upper triangular matrix and

D

is a symmetric block diagonal matrix with

1

1

and

2

2

blocks; the solution

X

is computed by solving

P U D Y = B

and then

U^{T} P^{T} X = Y

UPLO ='L'

A = P L D L^{T} P^{T}

, where

L

is a lower triangular matrix; the solution

X

is computed by solving

P L D Y = B

and then

L^{T} P^{T} X = Y

4 References

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

5 Parameters

1: $UPLO$ – CHARACTER(1)Input

On entry: specifies how

A

has been factorized.

$UPLO ='U'$: $A = P U D U^{T} P^{T}$ , where $U$ is upper triangular.
$UPLO ='L'$: $A = P L D L^{T} P^{T}$ , where $L$ is lower triangular.

Constraint:

UPLO ='U'

'L'

2: $N$ – INTEGERInput

On entry:

n

, the order of the matrix

A

Constraint:

N \geq 0

3: $NRHS$ – INTEGERInput

On entry:

r

, the number of right-hand sides.

Constraint:

NRHS \geq 0

4: $AP (*)$ – REAL (KIND=nag_wp) arrayInput

Note: the dimension of the array AP must be at least

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

On entry: the factorization of

A

stored in packed form, as returned by F07PDF (DSPTRF).

5: $IPIV (*)$ – INTEGER arrayInput

Note: the dimension of the array IPIV must be at least

\max (1, N)

On entry: details of the interchanges and the block structure of

D

, as returned by F07PDF (DSPTRF).

6: $B (LDB *)$ – REAL (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array B must be at least

\max (1, NRHS)

On entry: the

n

r

right-hand side matrix

B

On exit: the

n

r

solution matrix

X

7: $LDB$ – INTEGERInput

On entry: the first dimension of the array B as declared in the (sub)program from which F07PEF (DSPTRS) is called.

Constraint:

LDB \geq \max (1, N)

8: $INFO$ – INTEGEROutput

On exit:

INFO = 0

unless the routine detects an error (see Section 6).

6 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.

7 Accuracy

For each right-hand side vector

b

, the computed solution

x

is the exact solution of a perturbed system of equations

(A + E) x = b

, where

if $UPLO ='U'$ , $|E| \leq c (n) ε P |U| |D| |U^{T}| P^{T}$ ;
if $UPLO ='L'$ , $|E| \leq c (n) ε P |L| |D| |L^{T}| P^{T}$ ,

c (n)

is a modest linear function of

n

, and

ε

is the machine precision.

\hat{x}

is the true solution, then the computed solution

x

satisfies a forward error bound of the form

\frac{{‖x - \hat{x}‖}_{\infty}}{{‖x‖}_{\infty}} \leq c (n) cond (A, x) ε

where

cond (A, x) = {‖|A^{- 1}| |A| |x|‖}_{\infty} / {‖x‖}_{\infty} \leq cond (A) = {‖|A^{- 1}| |A|‖}_{\infty} \leq κ_{\infty} (A)

Note that

cond (A, x)

can be much smaller than

cond (A)

Forward and backward error bounds can be computed by calling F07PHF (DSPRFS), and an estimate for

κ_{\infty} (A)

(

= κ_{1} (A)

) can be obtained by calling F07PGF (DSPCON).

8 Parallelism and Performance

F07PEF (DSPTRS) is not threaded by NAG in any implementation.

F07PEF (DSPTRS) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The total number of floating-point operations is approximately

2 n^{2} r

This routine may be followed by a call to F07PHF (DSPRFS) to refine the solution and return an error estimate.

The complex analogues of this routine are F07PSF (ZHPTRS) for Hermitian matrices and F07QSF (ZSPTRS) for symmetric matrices.

10 Example

This example solves the system of equations

A X = B

, where

A = (\begin{matrix} 2.07 & 3.87 & 4.20 & - 1.15 \\ 3.87 & - 0.21 & 1.87 & 0.63 \\ 4.20 & 1.87 & 1.15 & 2.06 \\ - 1.15 & 0.63 & 2.06 & - 1.81 \end{matrix}) and B = (\begin{matrix} - 9.50 & 27.85 \\ - 8.38 & 9.90 \\ - 6.07 & 19.25 \\ - 0.96 & 3.93 \end{matrix}) .

Here

A

is symmetric indefinite, stored in packed form, and must first be factorized by F07PDF (DSPTRF).

NAG Library Routine DocumentF07PEF (DSPTRS)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Routine Document

F07PEF (DSPTRS)