f07fw: FL CL CPP AD PY MB

NAG FL Interface
f07fwf (zpotri)

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NAG Library Manual, Mark 30

Interfaces: FL CL CPP AD PY MB

NAG FL Interface Introduction

F07 (Lapacklin) Chapter Contents

F07 (Lapacklin) Chapter Introduction

f07fw: FL CL CPP AD PY MB

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

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

f07fwf computes the inverse of a complex Hermitian positive definite matrix

A

, where

A

has been factorized by f07frf.

2 Specification

Fortran Interface

Subroutine f07fwf (

uplo, n, a, lda, info)

Integer, Intent (In)	::	n, lda
Integer, Intent (Out)	::	info
Complex (Kind=nag_wp), Intent (Inout)	::	a(lda,*)
Character (1), Intent (In)	::	uplo

C Header Interface

#include <nag.h>

void	f07fwf_ (const char uplo, const Integer n, Complex a[], const Integer lda, Integer info, const Charlen length_uplo)

The routine may be called by the names f07fwf, nagf_lapacklin_zpotri or its LAPACK name zpotri.

3 Description

f07fwf is used to compute the inverse of a complex Hermitian positive definite matrix

A

, the routine must be preceded by a call to f07frf, which computes the Cholesky factorization of

A

uplo ='U'

A = U^{H} U

and

A^{- 1}

is computed by first inverting

U

and then forming

(U^{- 1}) U^{- H}

uplo ='L'

A = L L^{H}

and

A^{- 1}

is computed by first inverting

L

and then forming

L^{- H} (L^{- 1})

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.

$uplo ='U'$: $A = U^{H} U$ , where $U$ is upper triangular.
$uplo ='L'$: $A = L L^{H}$ , where $L$ is lower triangular.

Constraint:

uplo ='U'

'L'

2: $n$ – Integer Input

On entry:

n

, the order of the matrix

A

Constraint:

n \geq 0

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: the upper triangular matrix

U

uplo ='U'

or the lower triangular matrix

L

uplo ='L'

, as returned by f07frf.

On exit:

U

is overwritten by the upper triangle of

A^{- 1}

uplo ='U'

;

L

is overwritten by the lower triangle of

A^{- 1}

uplo ='L'

4: $lda$ – Integer Input

On entry: the first dimension of the array a as declared in the (sub)program from which f07fwf is called.

Constraint:

lda \geq \max (1, n)

5: $info$ – Integer Output

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.

$info > 0$: Diagonal element $⟨ value ⟩$ of the Cholesky factor is zero; the Cholesky factor is singular and the inverse of $A$ cannot be computed.

7 Accuracy

The computed inverse

X

satisfies

{‖ X A - I ‖}_{2} \leq c (n) ε κ_{2} (A) and {‖ A X - I ‖}_{2} \leq c (n) ε κ_{2} (A),

where

c (n)

is a modest function of

n

ε

is the machine precision and

κ_{2} (A)

is the condition number of

A

defined by

κ_{2} (A) = {‖ A ‖}_{2} {‖ A^{- 1} ‖}_{2} .

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.

f07fwf 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

\frac{8}{3} n^{3}

The real analogue of this routine is f07fjf.

10 Example

This example computes the inverse of the matrix

A

, where

A = (\begin{array}{r} 3.23 + 0.00 i & 1.51 - 1.92 i & 1.90 + 0.84 i & 0.42 + 2.50 i \\ 1.51 + 1.92 i & 3.58 + 0.00 i & - 0.23 + 1.11 i & - 1.18 + 1.37 i \\ 1.90 - 0.84 i & - 0.23 - 1.11 i & 4.09 + 0.00 i & 2.33 - 0.14 i \\ 0.42 - 2.50 i & - 1.18 - 1.37 i & 2.33 + 0.14 i & 4.29 + 0.00 i \end{array}) .

Here

A

is Hermitian positive definite and must first be factorized by f07frf.

f07fw: FL CL CPP AD PY MB

NAG FL Interfacef07fwf (zpotri)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

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 FL Interface
f07fwf (zpotri)