NAG FL Interface
f07asf (zgetrs)

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1 Purpose

f07asf solves a complex system of linear equations with multiple right-hand sides,
AX=B ,  ATX=B   or   AHX=B ,  
where A has been factorized by f07arf.

2 Specification

Fortran Interface
Subroutine f07asf ( trans, 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) :: trans
C Header Interface
#include <nag.h>
void  f07asf_ (const char *trans, 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_trans)
The routine may be called by the names f07asf, nagf_lapacklin_zgetrs or its LAPACK name zgetrs.

3 Description

f07asf is used to solve a complex system of linear equations AX=B, ATX=B or AHX=B, the routine must be preceded by a call to f07arf which computes the LU factorization of A as A=PLU. The solution is computed by forward and backward substitution.
If trans='N', the solution is computed by solving PLY=B and then UX=Y.
If trans='T', the solution is computed by solving UTY=B and then LTPTX=Y.
If trans='C', the solution is computed by solving UHY=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: trans Character(1) Input
On entry: indicates the form of the equations.
AX=B is solved for X.
ATX=B is solved for X.
AHX=B is solved for X.
Constraint: trans='N', 'T' or 'C'.
2: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
3: nrhs Integer Input
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
4: a(lda,*) Complex (Kind=nag_wp) array Input
Note: the second dimension of the array a must be at least max(1,n).
On entry: the LU factorization of A, as returned by f07arf.
5: lda Integer Input
On entry: the first dimension of the array a as declared in the (sub)program from which f07asf is called.
Constraint: ldamax(1,n).
6: ipiv(*) Integer array Input
Note: the dimension of the array ipiv must be at least max(1,n).
On entry: the pivot indices, as returned by f07arf.
7: b(ldb,*) Complex (Kind=nag_wp) array Input/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.
8: ldb Integer Input
On entry: the first dimension of the array b as declared in the (sub)program from which f07asf is called.
Constraint: ldbmax(1,n).
9: 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.

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
|E|c(n)εP|L||U| ,  
c(n) 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 c(n)cond(A,x)ε  
where cond(A,x) = |A-1||A||x| / x cond(A) = |A-1||A| κ (A) .
Note that cond(A,x) can be much smaller than cond(A), and cond(AH) (which is the same as cond(AT)) can be much larger (or smaller) than cond(A).
Forward and backward error bounds can be computed by calling f07avf, and an estimate for κ(A) can be obtained by calling f07auf with norm='I'.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f07asf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07asf 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 f07avf to refine the solution and return an error estimate.
The real analogue of this routine is f07aef.

10 Example

This example solves the system of equations AX=B, where
A= ( -1.34+2.55i 0.28+3.17i -6.39-2.20i 0.72-0.92i -0.17-1.41i 3.31-0.15i -0.15+1.34i 1.29+1.38i -3.29-2.39i -1.91+4.42i -0.14-1.35i 1.72+1.35i 2.41+0.39i -0.56+1.47i -0.83-0.69i -1.96+0.67i )  
B= ( 26.26+51.78i 31.32-06.70i 6.43-08.68i 15.86-01.42i -5.75+25.31i -2.15+30.19i 1.16+02.57i -2.56+07.55i ) .  
Here A is nonsymmetric and must first be factorized by f07arf.

10.1 Program Text

Program Text (f07asfe.f90)

10.2 Program Data

Program Data (f07asfe.d)

10.3 Program Results

Program Results (f07asfe.r)