NAG Library Function Document

nag_zpbtrs (f07hsc)

void	nag_zpbtrs (Nag_OrderType order, Nag_UploType uplo, Integer n, Integer kd, Integer nrhs, const Complex ab[], Integer pdab, Complex b[], Integer pdb, NagError *fail)

3 Description

nag_zpbtrs (f07hsc) is used to solve a complex Hermitian positive definite band system of linear equations

A X = B

, the function must be preceded by a call to nag_zpbtrf (f07hrc) which computes the Cholesky factorization of

A

. The solution

X

is computed by forward and backward substitution.

uplo = Nag_Upper

A = U^{H} U

, where

U

is upper triangular; the solution

X

is computed by solving

U^{H} Y = B

and then

U X = Y

uplo = Nag_Lower

A = L L^{H}

, where

L

is lower triangular; the solution

X

is computed by solving

L Y = B

and then

L^{H} X = Y

4 References

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

5 Arguments

1: order – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by

order = Nag_RowMajor

. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint:

order = Nag_RowMajor

or Nag_ColMajor.

2: uplo – Nag_UploTypeInput

On entry: specifies how

A

has been factorized.

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

Constraint:

uplo = Nag_Upper

Nag_Lower

3: n – IntegerInput

On entry:

n

, the order of the matrix

A

Constraint:

n \geq 0

4: kd – IntegerInput

On entry:

k_{d}

, the number of superdiagonals or subdiagonals of the matrix

A

Constraint:

kd \geq 0

5: nrhs – IntegerInput

On entry:

r

, the number of right-hand sides.

Constraint:

nrhs \geq 0

6: ab[ $\dim$ ] – const ComplexInput

Note: the dimension, dim, of the array ab must be at least

\max (1, pdab \times n)

On entry: the Cholesky factor of

A

, as returned by nag_zpbtrf (f07hrc).

7: pdab – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) of the matrix in the array ab.

Constraint:

pdab \geq kd + 1

8: b[ $\dim$ ] – ComplexInput/Output

Note: the dimension, dim, of the array b must be at least

$\max (1, pdb \times nrhs)$ when $order = Nag_ColMajor$ ;
$\max (1, n \times pdb)$ when $order = Nag_RowMajor$ .

The

(i, j)

th element of the matrix

B

is stored in

$b [(j - 1) \times pdb + i - 1]$ when $order = Nag_ColMajor$ ;
$b [(i - 1) \times pdb + j - 1]$ when $order = Nag_RowMajor$ .

On entry: the

n

r

right-hand side matrix

B

On exit: the

n

r

solution matrix

X

9: pdb – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array b.

Constraints:

if $order = Nag_ColMajor$ , $pdb \geq \max (1, n)$ ;
if $order = Nag_RowMajor$ , $pdb \geq \max (1, nrhs)$ .

10: fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_INT: On entry, $kd = 〈value〉$ .
Constraint: $kd \geq 0$ .; On entry, $n = 〈value〉$ .
Constraint: $n \geq 0$ .; On entry, $nrhs = 〈value〉$ .
Constraint: $nrhs \geq 0$ .; On entry, $pdab = 〈value〉$ .
Constraint: $pdab > 0$ .; On entry, $pdb = 〈value〉$ .
Constraint: $pdb > 0$ .
NE_INT_2: On entry, $pdab = 〈value〉$ and $kd = 〈value〉$ .
Constraint: $pdab \geq kd + 1$ .; On entry, $pdb = 〈value〉$ and $n = 〈value〉$ .
Constraint: $pdb \geq \max (1, n)$ .; On entry, $pdb = 〈value〉$ and $nrhs = 〈value〉$ .
Constraint: $pdb \geq \max (1, nrhs)$ .
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

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

if $uplo = Nag_Upper$ , $|E| \leq c (k + 1) ε |U^{H}| |U|$ ;
if $uplo = Nag_Lower$ , $|E| \leq c (k + 1) ε |L| |L^{H}|$ ,

c (k + 1)

is a modest linear function of

k + 1

, and

ε

is the machine precision.

\hat{x}

is the true solution, then the computed solution

x

satisfies a forward error bound of the form

\frac{{‖x - \hat{x}‖}_{\infty}}{{‖x‖}_{\infty}} \leq c (k + 1) cond (A, x) ε

where

cond (A, x) = {‖|A^{- 1}| |A| |x|‖}_{\infty} / {‖x‖}_{\infty} \leq cond (A) = {‖|A^{- 1}| |A|‖}_{\infty} \leq κ_{\infty} (A)

. Note that

cond (A, x)

can be much smaller than

cond (A)

Forward and backward error bounds can be computed by calling nag_zpbrfs (f07hvc), and an estimate for

κ_{\infty} (A)

(

= κ_{1} (A)

) can be obtained by calling nag_zpbcon (f07huc).

8 Further Comments

The total number of real floating point operations is approximately

16 n k r

, assuming

n ≫ k

This function may be followed by a call to nag_zpbrfs (f07hvc) to refine the solution and return an error estimate.

The real analogue of this function is nag_dpbtrs (f07hec).

9 Example

This example solves the system of equations

A X = B

, where

A = (\begin{array}{r} 9.39 + 0.00 i & 1.08 - 1.73 i & 0.00 + 0.00 i & 0.00 + 0.00 i \\ 1.08 + 1.73 i & 1.69 + 0.00 i & - 0.04 + 0.29 i & 0.00 + 0.00 i \\ 0.00 + 0.00 i & - 0.04 - 0.29 i & 2.65 + 0.00 i & - 0.33 + 2.24 i \\ 0.00 + 0.00 i & 0.00 + 0.00 i & - 0.33 - 2.24 i & 2.17 + 0.00 i \end{array})

and

B = (\begin{array}{r} - 12.42 + 68.42 i & 54.30 - 56.56 i \\ - 9.93 + 0.88 i & 18.32 + 4.76 i \\ - 27.30 - 0.01 i & - 4.40 + 9.97 i \\ 5.31 + 23.63 i & 9.43 + 1.41 i \end{array}) .

Here

A

is Hermitian positive definite, and is treated as a band matrix, which must first be factorized by nag_zpbtrf (f07hrc).

NAG Library Function Documentnag_zpbtrs (f07hsc)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

NAG Library Function Document

nag_zpbtrs (f07hsc)