Integer type:  int32  int64  nag_int  show int32  show int32  show int64  show int64  show nag_int  show nag_int

Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_lapack_zhesv (f07mn)

## Purpose

nag_lapack_zhesv (f07mn) computes the solution to a complex system of linear equations
 AX = B , $AX=B ,$
where A$A$ is an n$n$ by n$n$ Hermitian matrix and X$X$ and B$B$ are n$n$ by r$r$ matrices.

## Syntax

[a, ipiv, b, info] = f07mn(uplo, a, b, 'n', n, 'nrhs_p', nrhs_p)
[a, ipiv, b, info] = nag_lapack_zhesv(uplo, a, b, 'n', n, 'nrhs_p', nrhs_p)

## Description

nag_lapack_zhesv (f07mn) uses the diagonal pivoting method to factor A$A$ as A = UDUH$A=UD{U}^{\mathrm{H}}$ if uplo = 'U'${\mathbf{uplo}}=\text{'U'}$ or A = LDLH$A=LD{L}^{\mathrm{H}}$ if uplo = 'L'${\mathbf{uplo}}=\text{'L'}$, where U$U$ (or L$L$) is a product of permutation and unit upper (lower) triangular matrices, and D$D$ is Hermitian and block diagonal with 1$1$ by 1$1$ and 2$2$ by 2$2$ diagonal blocks. The factored form of A$A$ is then used to solve the system of equations AX = B$AX=B$.

## References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

## Parameters

### Compulsory Input Parameters

1:     uplo – string (length ≥ 1)
If uplo = 'U'${\mathbf{uplo}}=\text{'U'}$, the upper triangle of A$A$ is stored.
If uplo = 'L'${\mathbf{uplo}}=\text{'L'}$, the lower triangle of A$A$ is stored.
Constraint: uplo = 'U'${\mathbf{uplo}}=\text{'U'}$ or 'L'$\text{'L'}$.
2:     a(lda, : $:$) – complex array
The first dimension of the array a must be at least max (1,n)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
The second dimension of the array must be at least max (1,n)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
The n$n$ by n$n$ Hermitian matrix A$A$.
• If uplo = 'U'${\mathbf{uplo}}=\text{'U'}$, the upper triangular part of a$a$ must be stored and the elements of the array below the diagonal are not referenced.
• If uplo = 'L'${\mathbf{uplo}}=\text{'L'}$, the lower triangular part of a$a$ must be stored and the elements of the array above the diagonal are not referenced.
3:     b(ldb, : $:$) – complex array
The first dimension of the array b must be at least max (1,n)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
The second dimension of the array must be at least max (1,nrhs)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs}}\right)$
Note: to solve the equations Ax = b$Ax=b$, where b$b$ is a single right-hand side, b may be supplied as a one-dimensional array with length ldb = max (1,n)$\mathit{ldb}=\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
The n$n$ by r$r$ right-hand side matrix B$B$.

### Optional Input Parameters

1:     n – int64int32nag_int scalar
Default: The first dimension of the arrays a, b The second dimension of the array a.
n$n$, the number of linear equations, i.e., the order of the matrix A$A$.
Constraint: n0${\mathbf{n}}\ge 0$.
2:     nrhs_p – int64int32nag_int scalar
Default: The second dimension of the array b.
r$r$, the number of right-hand sides, i.e., the number of columns of the matrix B$B$.
Constraint: nrhs0${\mathbf{nrhs}}\ge 0$.

### Input Parameters Omitted from the MATLAB Interface

lda ldb work lwork

### Output Parameters

1:     a(lda, : $:$) – complex array
The first dimension of the array a will be max (1,n)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
The second dimension of the array will be max (1,n)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
ldamax (1,n)$\mathit{lda}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
If ${\mathbf{INFO}}={\mathbf{0}}$, the block diagonal matrix D$D$ and the multipliers used to obtain the factor U$U$ or L$L$ from the factorization A = UDUH$A=UD{U}^{\mathrm{H}}$ or A = LDLH$A=LD{L}^{\mathrm{H}}$ as computed by nag_lapack_zhetrf (f07mr).
2:     ipiv( : $:$) – int64int32nag_int array
Note: the dimension of the array ipiv must be at least max (1,n)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
Details of the interchanges and the block structure of D$D$. More precisely,
• if ipiv(i) = k > 0${\mathbf{ipiv}}\left(i\right)=k>0$, dii${d}_{ii}$ is a 1$1$ by 1$1$ pivot block and the i$i$th row and column of A$A$ were interchanged with the k$k$th row and column;
• if uplo = 'U'${\mathbf{uplo}}=\text{'U'}$ and ipiv(i1) = ipiv(i) = l < 0${\mathbf{ipiv}}\left(i-1\right)={\mathbf{ipiv}}\left(i\right)=-l<0$,  ( di − 1,i − 1 di,i − 1 ) di,i − 1 dii
$\left(\begin{array}{cc}{d}_{i-1,i-1}& {\stackrel{-}{d}}_{i,i-1}\\ {\stackrel{-}{d}}_{i,i-1}& {d}_{ii}\end{array}\right)$ is a 2$2$ by 2$2$ pivot block and the (i1)$\left(i-1\right)$th row and column of A$A$ were interchanged with the l$l$th row and column;
• if uplo = 'L'${\mathbf{uplo}}=\text{'L'}$ and ipiv(i) = ipiv(i + 1) = m < 0${\mathbf{ipiv}}\left(i\right)={\mathbf{ipiv}}\left(i+1\right)=-m<0$,  ( dii di + 1,i ) di + 1,i di + 1,i + 1
$\left(\begin{array}{cc}{d}_{ii}& {d}_{i+1,i}\\ {d}_{i+1,i}& {d}_{i+1,i+1}\end{array}\right)$ is a 2$2$ by 2$2$ pivot block and the (i + 1)$\left(i+1\right)$th row and column of A$A$ were interchanged with the m$m$th row and column.
3:     b(ldb, : $:$) – complex array
The first dimension of the array b will be max (1,n)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
The second dimension of the array will be max (1,nrhs)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs}}\right)$
Note: to solve the equations Ax = b$Ax=b$, where b$b$ is a single right-hand side, b may be supplied as a one-dimensional array with length ldb = max (1,n)$\mathit{ldb}=\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
ldbmax (1,n)$\mathit{ldb}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
If ${\mathbf{INFO}}={\mathbf{0}}$, the n$n$ by r$r$ solution matrix X$X$.
4:     info – int64int32nag_int scalar
info = 0${\mathbf{info}}=0$ unless the function detects an error (see Section [Error Indicators and Warnings]).

## Error Indicators and Warnings

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

info = i${\mathbf{info}}=-i$
If info = i${\mathbf{info}}=-i$, parameter i$i$ had an illegal value on entry. The parameters are numbered as follows:
1: uplo, 2: n, 3: nrhs_p, 4: a, 5: lda, 6: ipiv, 7: b, 8: ldb, 9: work, 10: lwork, 11: info.
It is possible that info refers to a parameter that is omitted from the MATLAB interface. This usually indicates that an error in one of the other input parameters has caused an incorrect value to be inferred.
W INFO > 0${\mathbf{INFO}}>0$
If info = i${\mathbf{info}}=i$, dii${d}_{ii}$ is exactly zero. The factorization has been completed, but the block diagonal matrix D$D$ is exactly singular, so the solution could not be computed.

## Accuracy

The computed solution for a single right-hand side, $\stackrel{^}{x}$, satisfies an equation of the form
 (A + E) x̂ = b , $(A+E) x^=b ,$
where
 ‖E‖1 = O(ε) ‖A‖1 $‖E‖1 = O(ε) ‖A‖1$
and ε $\epsilon$ is the machine precision. An approximate error bound for the computed solution is given by
 (‖x̂ − x‖1)/(‖x‖1) ≤ κ(A) (‖E‖1)/(‖A‖1) , $‖x^-x‖1 ‖x‖1 ≤ κ(A) ‖E‖1 ‖A‖1 ,$
where κ(A) = A11 A1 $\kappa \left(A\right)={‖{A}^{-1}‖}_{1}{‖A‖}_{1}$, the condition number of A $A$ with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) for further details.
nag_lapack_zhesvx (f07mp) is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively, nag_linsys_complex_herm_solve (f04ch) solves Ax = b $Ax=b$ and returns a forward error bound and condition estimate. nag_linsys_complex_herm_solve (f04ch) calls nag_lapack_zhesv (f07mn) to solve the equations.

The total number of floating point operations is approximately (4/3) n3 + 8n2r $\frac{4}{3}{n}^{3}+8{n}^{2}r$, where r $r$ is the number of right-hand sides.
The real analogue of this function is nag_lapack_dsysv (f07ma). The complex symmetric analogue of this function is nag_lapack_zsysv (f07nn).

## Example

```function nag_lapack_zhesv_example
uplo = 'Upper';
a = [-1.84,  0.11 - 0.11i,  -1.78 - 1.18i,  3.91 - 1.5i;
0 + 0i,  -4.63 + 0i,  -1.84 + 0.03i,  2.21 + 0.21i;
0 + 0i,  0 + 0i,  -8.87 + 0i,  1.58 - 0.9i;
0 + 0i,  0 + 0i,  0 + 0i,  -1.36 + 0i];
b = [ 2.98 - 10.18i;
-9.58 + 3.88i;
-0.77 - 16.05i;
7.79 + 5.48i];
[aOut, ipiv, bOut, info] = nag_lapack_zhesv(uplo, a, b)
```
```

aOut =

-7.1028 + 0.0000i   0.2997 + 0.1578i   0.3397 + 0.0303i  -0.1518 + 0.3743i
0.0000 + 0.0000i  -5.4176 + 0.0000i   0.5637 + 0.2850i   0.3100 + 0.0433i
0.0000 + 0.0000i   0.0000 + 0.0000i  -1.8400 + 0.0000i   3.9100 - 1.5000i
0.0000 + 0.0000i   0.0000 + 0.0000i   0.0000 + 0.0000i  -1.3600 + 0.0000i

ipiv =

1
2
-1
-1

bOut =

2.0000 + 1.0000i
3.0000 - 2.0000i
-1.0000 + 2.0000i
1.0000 - 1.0000i

info =

0

```
```function f07mn_example
uplo = 'Upper';
a = [-1.84,  0.11 - 0.11i,  -1.78 - 1.18i,  3.91 - 1.5i;
0 + 0i,  -4.63 + 0i,  -1.84 + 0.03i,  2.21 + 0.21i;
0 + 0i,  0 + 0i,  -8.87 + 0i,  1.58 - 0.9i;
0 + 0i,  0 + 0i,  0 + 0i,  -1.36 + 0i];
b = [ 2.98 - 10.18i;
-9.58 + 3.88i;
-0.77 - 16.05i;
7.79 + 5.48i];
[aOut, ipiv, bOut, info] = f07mn(uplo, a, b)
```
```

aOut =

-7.1028 + 0.0000i   0.2997 + 0.1578i   0.3397 + 0.0303i  -0.1518 + 0.3743i
0.0000 + 0.0000i  -5.4176 + 0.0000i   0.5637 + 0.2850i   0.3100 + 0.0433i
0.0000 + 0.0000i   0.0000 + 0.0000i  -1.8400 + 0.0000i   3.9100 - 1.5000i
0.0000 + 0.0000i   0.0000 + 0.0000i   0.0000 + 0.0000i  -1.3600 + 0.0000i

ipiv =

1
2
-1
-1

bOut =

2.0000 + 1.0000i
3.0000 - 2.0000i
-1.0000 + 2.0000i
1.0000 - 1.0000i

info =

0

```