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_dtrrfs (f07th)

## Purpose

nag_lapack_dtrrfs (f07th) returns error bounds for the solution of a real triangular system of linear equations with multiple right-hand sides, AX = B$AX=B$ or ATX = B${A}^{\mathrm{T}}X=B$.

## Syntax

[ferr, berr, info] = f07th(uplo, trans, diag, a, b, x, 'n', n, 'nrhs_p', nrhs_p)
[ferr, berr, info] = nag_lapack_dtrrfs(uplo, trans, diag, a, b, x, 'n', n, 'nrhs_p', nrhs_p)

## Description

nag_lapack_dtrrfs (f07th) returns the backward errors and estimated bounds on the forward errors for the solution of a real triangular system of linear equations with multiple right-hand sides AX = B$AX=B$ or ATX = B${A}^{\mathrm{T}}X=B$. The function handles each right-hand side vector (stored as a column of the matrix B$B$) independently, so we describe the function of nag_lapack_dtrrfs (f07th) in terms of a single right-hand side b$b$ and solution x$x$.
Given a computed solution x$x$, the function computes the component-wise backward error β$\beta$. This is the size of the smallest relative perturbation in each element of A$A$ and b$b$ such that x$x$ is the exact solution of a perturbed system
 (A + δA)x = b + δb |δaij| ≤ β|aij|   and   |δbi| ≤ β|bi| .
$(A+δA)x=b+δb |δaij|≤β|aij| and |δbi|≤β|bi| .$
Then the function estimates a bound for the component-wise forward error in the computed solution, defined by:
 max |xi − x̂i| / max |xi| i i
$maxi|xi-x^i|/maxi|xi|$
where $\stackrel{^}{x}$ is the true solution.
For details of the method, see the F07 Chapter Introduction.

## References

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)
Specifies whether A$A$ is upper or lower triangular.
uplo = 'U'${\mathbf{uplo}}=\text{'U'}$
A$A$ is upper triangular.
uplo = 'L'${\mathbf{uplo}}=\text{'L'}$
A$A$ is lower triangular.
Constraint: uplo = 'U'${\mathbf{uplo}}=\text{'U'}$ or 'L'$\text{'L'}$.
2:     trans – string (length ≥ 1)
Indicates the form of the equations.
trans = 'N'${\mathbf{trans}}=\text{'N'}$
The equations are of the form AX = B$AX=B$.
trans = 'T'${\mathbf{trans}}=\text{'T'}$ or 'C'$\text{'C'}$
The equations are of the form ATX = B${A}^{\mathrm{T}}X=B$.
Constraint: trans = 'N'${\mathbf{trans}}=\text{'N'}$, 'T'$\text{'T'}$ or 'C'$\text{'C'}$.
3:     diag – string (length ≥ 1)
Indicates whether A$A$ is a nonunit or unit triangular matrix.
diag = 'N'${\mathbf{diag}}=\text{'N'}$
A$A$ is a nonunit triangular matrix.
diag = 'U'${\mathbf{diag}}=\text{'U'}$
A$A$ is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1$1$.
Constraint: diag = 'N'${\mathbf{diag}}=\text{'N'}$ or 'U'$\text{'U'}$.
4:     a(lda, : $:$) – double 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$n$ triangular matrix A$A$.
• If uplo = 'U'${\mathbf{uplo}}=\text{'U'}$, a$a$ is upper triangular and the elements of the array below the diagonal are not referenced.
• If uplo = 'L'${\mathbf{uplo}}=\text{'L'}$, a$a$ is lower triangular and the elements of the array above the diagonal are not referenced.
• If diag = 'U'${\mathbf{diag}}=\text{'U'}$, the diagonal elements of a$a$ are assumed to be 1$1$, and are not referenced.
5:     b(ldb, : $:$) – double 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)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs}}\right)$
The n$n$ by r$r$ right-hand side matrix B$B$.
6:     x(ldx, : $:$) – double array
The first dimension of the array x 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)$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs}}\right)$
The n$n$ by r$r$ solution matrix X$X$, as returned by nag_lapack_dtrtrs (f07te).

### Optional Input Parameters

1:     n – int64int32nag_int scalar
Default: The first dimension of the arrays a, b, x The second dimension of the array a.
n$n$, 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 arrays b, x. (An error is raised if these dimensions are not equal.)
r$r$, the number of right-hand sides.
Constraint: nrhs0${\mathbf{nrhs}}\ge 0$.

### Input Parameters Omitted from the MATLAB Interface

lda ldb ldx work iwork

### Output Parameters

1:     ferr(nrhs_p) – double array
ferr(j)${\mathbf{ferr}}\left(\mathit{j}\right)$ contains an estimated error bound for the j$\mathit{j}$th solution vector, that is, the j$\mathit{j}$th column of X$X$, for j = 1,2,,r$\mathit{j}=1,2,\dots ,r$.
2:     berr(nrhs_p) – double array
berr(j)${\mathbf{berr}}\left(\mathit{j}\right)$ contains the component-wise backward error bound β$\beta$ for the j$\mathit{j}$th solution vector, that is, the j$\mathit{j}$th column of X$X$, for j = 1,2,,r$\mathit{j}=1,2,\dots ,r$.
3:     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

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: trans, 3: diag, 4: n, 5: nrhs_p, 6: a, 7: lda, 8: b, 9: ldb, 10: x, 11: ldx, 12: ferr, 13: berr, 14: work, 15: iwork, 16: 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.

## Accuracy

The bounds returned in ferr are not rigorous, because they are estimated, not computed exactly; but in practice they almost always overestimate the actual error.

A call to nag_lapack_dtrrfs (f07th), for each right-hand side, involves solving a number of systems of linear equations of the form Ax = b$Ax=b$ or ATx = b${A}^{\mathrm{T}}x=b$; the number is usually 4$4$ or 5$5$ and never more than 11$11$. Each solution involves approximately n2${n}^{2}$ floating point operations.
The complex analogue of this function is nag_lapack_ztrrfs (f07tv).

## Example

```function nag_lapack_dtrrfs_example
uplo = 'L';
trans = 'N';
diag = 'N';
a = [4.3, 0, 0, 0;
-3.96, -4.87, 0, 0;
0.4, 0.31, -8.02, 0;
-0.27, 0.07, -5.95, 0.12];
b = [-12.9, -21.5;
16.75, 14.93;
-17.55, 6.33;
-11.04, 8.09];
[x, info] = nag_lapack_dtrtrs(uplo, trans, diag, a, b);
[ferr, berr, info] = nag_lapack_dtrrfs(uplo, trans, diag, a, b, x)
```
```

ferr =

1.0e-13 *

0.8331
0.2637

berr =

1.0e-16 *

0.6885
0

info =

0

```
```function f07th_example
uplo = 'L';
trans = 'N';
diag = 'N';
a = [4.3, 0, 0, 0;
-3.96, -4.87, 0, 0;
0.4, 0.31, -8.02, 0;
-0.27, 0.07, -5.95, 0.12];
b = [-12.9, -21.5;
16.75, 14.93;
-17.55, 6.33;
-11.04, 8.09];
[x, info] = f07te(uplo, trans, diag, a, b);
[ferr, berr, info] = f07th(uplo, trans, diag, a, b, x)
```
```

ferr =

1.0e-13 *

0.8331
0.2637

berr =

1.0e-16 *

0.6885
0

info =

0

```