naginterfaces.library.lapacklin.zpprfs

naginterfaces.library.lapacklin.zpprfs(uplo, n, ap, afp, b, x)

zpprfs returns error bounds for the solution of a complex Hermitian positive definite system of linear equations with multiple right-hand sides, $AX=B$, using packed storage. It improves the solution by iterative refinement, in order to reduce the backward error as much as possible.

For full information please refer to the NAG Library document for f07gv

https://support.nag.com/numeric/nl/nagdoc_30.2/flhtml/f07/f07gvf.html

Parameters

uplostr, length 1

Specifies whether the upper or lower triangular part of $A$ is stored and how $A$ is to be factorized.

$uplo=\text{'U'}$

The upper triangular part of $A$ is stored and $A$ is factorized as $U^{H}U$, where $U$ is upper triangular.

$uplo=\text{'L'}$

The lower triangular part of $A$ is stored and $A$ is factorized as $L{L}^H$, where $L$ is lower triangular.

nint

$n$, the order of the matrix $A$.

apcomplex, array-like, shape $(n\times (n+1)/2)$

The $n\times n$ original Hermitian positive definite matrix $A$ as supplied to zpptrf().

afpcomplex, array-like, shape $(n\times (n+1)/2)$

The Cholesky factor of $A$ stored in packed form, as returned by zpptrf().

bcomplex, array-like, shape $(n,\text{nrhs})$

The $n\times r$ right-hand side matrix $B$.

xcomplex, array-like, shape $(n,\text{nrhs})$

The $n\times r$ solution matrix $X$, as returned by zpptrs().

Returns

xcomplex, ndarray, shape $(n,\text{nrhs})$

The improved solution matrix $X$.

ferrfloat, ndarray, shape $\left(\text{nrhs}\right)$

$ferr[\text{j}-1]$ contains an estimated error bound for the $\text{j}$th solution vector, that is, the $\text{j}$th column of $X$, for $\text{j}=1,2,\dots ,r$.

berrfloat, ndarray, shape $\left(\text{nrhs}\right)$

$berr[\text{j}-1]$ contains the component-wise backward error bound $\beta$ for the $\text{j}$th solution vector, that is, the $\text{j}$th column of $X$, for $\text{j}=1,2,\dots ,r$.

Raises

NagValueError

(errno $-1$)

On entry, error in parameter $uplo$.

Constraint: $uplo=\text{'U'}$ or $\text{'L'}$.

(errno $-2$)

On entry, error in parameter $n$.

Constraint: $n\ge 0$.

(errno $-3$)

On entry, error in parameter $\text{nrhs}$.

Constraint: $\text{nrhs}\ge 0$.

Notes

zpprfs returns the backward errors and estimated bounds on the forward errors for the solution of a complex Hermitian positive definite system of linear equations with multiple right-hand sides $AX=B$, using packed storage. The function handles each right-hand side vector (stored as a column of the matrix $B$) independently, so we describe the function of zpprfs in terms of a single right-hand side $b$ and solution $x$.

Given a computed solution $x$, the function computes the component-wise backward error $\beta$. This is the size of the smallest relative perturbation in each element of $A$ and $b$ such that $x$ is the exact solution of a perturbed system

$$\begin{array}{c}\begin{array}{c}(A+\delta A)x=b+\delta b\\ \left|\delta a_{ij}\right|\le \beta \left|a_{ij}\right|\text{and}\left|\delta b_i\right|\le \beta \left|b_i\right|\text{.}\end{array}\end{array}$$

Then the function estimates a bound for the component-wise forward error in the computed solution, defined by:

$${max}_i|x_i-{\hat{x}}_i|/{max}_i\left|x_i\right|$$

where $\hat{x}$ is the true solution.

For details of the method, see the F07 Introduction.

References

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