NAG Library Routine Document

f07msf (zhetrs)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

f07msf (zhetrs) solves a complex Hermitian indefinite system of linear equations with multiple right-hand sides,
AX=B ,  
where A has been factorized by f07mrf (zhetrf).

2
Specification

Fortran Interface
Subroutine f07msf ( uplo, n, nrhs, a, lda, ipiv, b, ldb, info)
Integer, Intent (In):: n, nrhs, lda, ipiv(*), ldb
Integer, Intent (Out):: info
Complex (Kind=nag_wp), Intent (In):: a(lda,*)
Complex (Kind=nag_wp), Intent (Inout):: b(ldb,*)
Character (1), Intent (In):: uplo
C Header Interface
#include nagmk26.h
void  f07msf_ (const char *uplo, const Integer *n, const Integer *nrhs, const Complex a[], const Integer *lda, const Integer ipiv[], Complex b[], const Integer *ldb, Integer *info, const Charlen length_uplo)
The routine may be called by its LAPACK name zhetrs.

3
Description

f07msf (zhetrs) is used to solve a complex Hermitian indefinite system of linear equations AX=B, this routine must be preceded by a call to f07mrf (zhetrf) which computes the Bunch–Kaufman factorization of A.
If uplo='U', A=PUDUHPT, where P is a permutation matrix, U is an upper triangular matrix and D is an Hermitian block diagonal matrix with 1 by 1 and 2 by 2 blocks; the solution X is computed by solving PUDY=B and then UHPTX=Y.
If uplo='L', A=PLDLHPT, where L is a lower triangular matrix; the solution X is computed by solving PLDY=B and then LHPTX=Y.

4
References

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

5
Arguments

1:     uplo – Character(1)Input
On entry: specifies how A has been factorized.
uplo='U'
A=PUDUHPT, where U is upper triangular.
uplo='L'
A=PLDLHPT, where L is lower triangular.
Constraint: uplo='U' or 'L'.
2:     n – IntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
3:     nrhs – IntegerInput
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
4:     alda* – Complex (Kind=nag_wp) arrayInput
Note: the second dimension of the array a must be at least max1,n.
On entry: details of the factorization of A, as returned by f07mrf (zhetrf).
5:     lda – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f07msf (zhetrs) is called.
Constraint: ldamax1,n.
6:     ipiv* – Integer arrayInput
Note: the dimension of the array ipiv must be at least max1,n.
On entry: details of the interchanges and the block structure of D, as returned by f07mrf (zhetrf).
7:     bldb* – Complex (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array b must be at least max1,nrhs.
On entry: the n by r right-hand side matrix B.
On exit: the n by r solution matrix X.
8:     ldb – IntegerInput
On entry: the first dimension of the array b as declared in the (sub)program from which f07msf (zhetrs) is called.
Constraint: ldbmax1,n.
9:     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+Ex=b, where cn is a modest linear function of n, and ε is the machine precision.
If x^ is the true solution, then the computed solution x satisfies a forward error bound of the form
x-x^ x cncondA,xε  
where condA,x=A-1Ax/xcondA=A-1AκA.
Note that condA,x can be much smaller than condA.
Forward and backward error bounds can be computed by calling f07mvf (zherfs), and an estimate for κA (=κ1A) can be obtained by calling f07muf (zhecon).

8
Parallelism and Performance

f07msf (zhetrs) 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 real floating-point operations is approximately 8n2r.
This routine may be followed by a call to f07mvf (zherfs) to refine the solution and return an error estimate.
The real analogue of this routine is f07mef (dsytrs).

10
Example

This example solves the system of equations AX=B, where
A= -1.36+0.00i 1.58+0.90i 2.21-0.21i 3.91+1.50i 1.58-0.90i -8.87+0.00i -1.84-0.03i -1.78+1.18i 2.21+0.21i -1.84+0.03i -4.63+0.00i 0.11+0.11i 3.91-1.50i -1.78-1.18i 0.11-0.11i -1.84+0.00i  
and
B= 7.79+05.48i -35.39+18.01i -0.77-16.05i 4.23-70.02i -9.58+03.88i -24.79-08.40i 2.98-10.18i 28.68-39.89i .  
Here A is Hermitian indefinite and must first be factorized by f07mrf (zhetrf).

10.1
Program Text

Program Text (f07msfe.f90)

10.2
Program Data

Program Data (f07msfe.d)

10.3
Program Results

Program Results (f07msfe.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017