NAG FL Interface
f07mwf (zhetri)

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1 Purpose

f07mwf computes the inverse of a complex Hermitian indefinite matrix A, where A has been factorized by f07mrf.

2 Specification

Fortran Interface
Subroutine f07mwf ( uplo, n, a, lda, ipiv, work, info)
Integer, Intent (In) :: n, lda, ipiv(*)
Integer, Intent (Out) :: info
Complex (Kind=nag_wp), Intent (Inout) :: a(lda,*)
Complex (Kind=nag_wp), Intent (Out) :: work(n)
Character (1), Intent (In) :: uplo
C Header Interface
#include <nag.h>
void  f07mwf_ (const char *uplo, const Integer *n, Complex a[], const Integer *lda, const Integer ipiv[], Complex work[], Integer *info, const Charlen length_uplo)
The routine may be called by the names f07mwf, nagf_lapacklin_zhetri or its LAPACK name zhetri.

3 Description

f07mwf is used to compute the inverse of a complex Hermitian indefinite matrix A, the routine must be preceded by a call to f07mrf, which computes the Bunch–Kaufman factorization of A.
If uplo='U', A=PUDUHPT and A-1 is computed by solving UHPTXPU=D-1 for X.
If uplo='L', A=PLDLHPT and A-1 is computed by solving LHPTXPL=D-1 for X.

4 References

Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal. 12 1–19

5 Arguments

1: uplo Character(1) Input
On entry: specifies how A has been factorized.
A=PUDUHPT, where U is upper triangular.
A=PLDLHPT, where L is lower triangular.
Constraint: uplo='U' or 'L'.
2: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
3: a(lda,*) Complex (Kind=nag_wp) array Input/Output
Note: the second dimension of the array a must be at least max(1,n).
On entry: details of the factorization of A, as returned by f07mrf.
On exit: the factorization is overwritten by the n×n Hermitian matrix A-1.
If uplo='U', the upper triangle of A-1 is stored in the upper triangular part of the array.
If uplo='L', the lower triangle of A-1 is stored in the lower triangular part of the array.
4: lda Integer Input
On entry: the first dimension of the array a as declared in the (sub)program from which f07mwf is called.
Constraint: ldamax(1,n).
5: ipiv(*) Integer array Input
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 f07mrf.
6: work(n) Complex (Kind=nag_wp) array Workspace
7: info Integer Output
On exit: info=0 unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

If info=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
An explanatory message is output, and execution of the program is terminated.
Element value of the diagonal is exactly zero. D is singular and the inverse of A cannot be computed.

7 Accuracy

The computed inverse X satisfies a bound of the form c(n) is a modest linear function of n, and ε is the machine precision.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f07mwf 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 83n3.
The real analogue of this routine is f07mjf.

10 Example

This example computes the inverse of the matrix A, 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 ) .  
Here A is Hermitian indefinite and must first be factorized by f07mrf.

10.1 Program Text

Program Text (f07mwfe.f90)

10.2 Program Data

Program Data (f07mwfe.d)

10.3 Program Results

Program Results (f07mwfe.r)