F07MEF (DSYTRS) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F07MEF (DSYTRS)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F07MEF (DSYTRS) solves a real symmetric indefinite system of linear equations with multiple right-hand sides,
AX=B ,
where A has been factorized by F07MDF (DSYTRF).

2  Specification

SUBROUTINE F07MEF ( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
INTEGER  N, NRHS, LDA, IPIV(*), LDB, INFO
REAL (KIND=nag_wp)  A(LDA,*), B(LDB,*)
CHARACTER(1)  UPLO
The routine may be called by its LAPACK name dsytrs.

3  Description

F07MEF (DSYTRS) is used to solve a real symmetric indefinite system of linear equations AX=B, this routine must be preceded by a call to F07MDF (DSYTRF) which computes the Bunch–Kaufman factorization of A.
If UPLO='U', A=PUDUTPT, where P is a permutation matrix, U is an upper triangular matrix and D is a symmetric block diagonal matrix with 1 by 1 and 2 by 2 blocks; the solution X is computed by solving PUDY=B and then UTPTX=Y.
If UPLO='L', A=PLDLTPT, where L is a lower triangular matrix; the solution X is computed by solving PLDY=B and then LTPTX=Y.

4  References

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

5  Parameters

1:     UPLO – CHARACTER(1)Input
On entry: specifies how A has been factorized.
UPLO='U'
A=PUDUTPT, where U is upper triangular.
UPLO='L'
A=PLDLTPT, where L is lower triangular.
Constraint: UPLO='U' or 'L'.
2:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
3:     NRHS – INTEGERInput
On entry: r, the number of right-hand sides.
Constraint: NRHS0.
4:     A(LDA,*) – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array A must be at least max1,N.
On entry: details of the factorization of A, as returned by F07MDF (DSYTRF).
5:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F07MEF (DSYTRS) is called.
Constraint: LDAmax1,N.
6:     IPIV(*) – INTEGER arrayInput
Note: the dimension of the array IPIV must be at least max1,N.
On entry: details of the interchanges and the block structure of D, as returned by F07MDF (DSYTRF).
7:     B(LDB,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array B must be at least max1,NRHS.
On entry: the n by r right-hand side matrix B.
On exit: the n by r solution matrix X.
8:     LDB – INTEGERInput
On entry: the first dimension of the array B as declared in the (sub)program from which F07MEF (DSYTRS) is called.
Constraint: LDBmax1,N.
9:     INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
INFO<0
If INFO=-i, the ith parameter had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

For each right-hand side vector b, the computed solution x is the exact solution of a perturbed system of equations A+Ex=b, where cn is a modest linear function of n, and ε is the machine precision.
If x^ is the true solution, then the computed solution x satisfies a forward error bound of the form
x-x^ x cncondA,xε
where condA,x=A-1Ax/xcondA=A-1AκA.
Note that condA,x can be much smaller than condA.
Forward and backward error bounds can be computed by calling F07MHF (DSYRFS), and an estimate for κA (=κ1A) can be obtained by calling F07MGF (DSYCON).

8  Further Comments

The total number of floating point operations is approximately 2n2r.
This routine may be followed by a call to F07MHF (DSYRFS) to refine the solution and return an error estimate.
The complex analogues of this routine are F07MSF (ZHETRS) for Hermitian matrices and F07NSF (ZSYTRS) for symmetric matrices.

9  Example

This example solves the system of equations AX=B, where
A= 2.07 3.87 4.20 -1.15 3.87 -0.21 1.87 0.63 4.20 1.87 1.15 2.06 -1.15 0.63 2.06 -1.81   and   B= -9.50 27.85 -8.38 9.90 -6.07 19.25 -0.96 3.93 .
Here A is symmetric indefinite and must first be factorized by F07MDF (DSYTRF).

9.1  Program Text

Program Text (f07mefe.f90)

9.2  Program Data

Program Data (f07mefe.d)

9.3  Program Results

Program Results (f07mefe.r)


F07MEF (DSYTRS) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012