F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

NAG Library Routine DocumentF07MVF (ZHERFS)

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.

1  Purpose

F07MVF (ZHERFS) returns error bounds for the solution of a complex Hermitian indefinite system of linear equations with multiple right-hand sides, $AX=B$. It improves the solution by iterative refinement, in order to reduce the backward error as much as possible.

2  Specification

 SUBROUTINE F07MVF ( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
 INTEGER N, NRHS, LDA, LDAF, IPIV(*), LDB, LDX, INFO REAL (KIND=nag_wp) FERR(NRHS), BERR(NRHS), RWORK(N) COMPLEX (KIND=nag_wp) A(LDA,*), AF(LDAF,*), B(LDB,*), X(LDX,*), WORK(2*N) CHARACTER(1) UPLO
The routine may be called by its LAPACK name zherfs.

3  Description

F07MVF (ZHERFS) returns the backward errors and estimated bounds on the forward errors for the solution of a complex Hermitian indefinite system of linear equations with multiple right-hand sides $AX=B$. The routine handles each right-hand side vector (stored as a column of the matrix $B$) independently, so we describe the function of F07MVF (ZHERFS) in terms of a single right-hand side $b$ and solution $x$.
Given a computed solution $x$, the routine 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
 $A+δAx=b+δb δaij≤βaij and δbi≤βbi .$
Then the routine estimates a bound for the component-wise forward error in the computed solution, defined by:
 $maxixi-x^i/maxixi$
where $\stackrel{^}{x}$ is the true solution.
For details of the method, see the F07 Chapter Introduction.

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 whether the upper or lower triangular part of $A$ is stored and how $A$ is to be factorized.
${\mathbf{UPLO}}=\text{'U'}$
The upper triangular part of $A$ is stored and $A$ is factorized as $PUD{U}^{\mathrm{H}}{P}^{\mathrm{T}}$, where $U$ is upper triangular.
${\mathbf{UPLO}}=\text{'L'}$
The lower triangular part of $A$ is stored and $A$ is factorized as $PLD{L}^{\mathrm{H}}{P}^{\mathrm{T}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{UPLO}}=\text{'U'}$ or $\text{'L'}$.
2:     N – INTEGERInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{N}}\ge 0$.
3:     NRHS – INTEGERInput
On entry: $r$, the number of right-hand sides.
Constraint: ${\mathbf{NRHS}}\ge 0$.
4:     A(LDA,$*$) – COMPLEX (KIND=nag_wp) arrayInput
Note: the second dimension of the array A must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
On entry: the $n$ by $n$ original Hermitian matrix $A$ as supplied to F07MRF (ZHETRF).
5:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F07MVF (ZHERFS) is called.
Constraint: ${\mathbf{LDA}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
6:     AF(LDAF,$*$) – COMPLEX (KIND=nag_wp) arrayInput
Note: the second dimension of the array AF must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
On entry: details of the factorization of $A$, as returned by F07MRF (ZHETRF).
7:     LDAF – INTEGERInput
On entry: the first dimension of the array AF as declared in the (sub)program from which F07MVF (ZHERFS) is called.
Constraint: ${\mathbf{LDAF}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
8:     IPIV($*$) – INTEGER arrayInput
Note: the dimension of the array IPIV must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
On entry: details of the interchanges and the block structure of $D$, as returned by F07MRF (ZHETRF).
9:     B(LDB,$*$) – COMPLEX (KIND=nag_wp) arrayInput
Note: the second dimension of the array B must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{NRHS}}\right)$.
On entry: the $n$ by $r$ right-hand side matrix $B$.
10:   LDB – INTEGERInput
On entry: the first dimension of the array B as declared in the (sub)program from which F07MVF (ZHERFS) is called.
Constraint: ${\mathbf{LDB}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
11:   X(LDX,$*$) – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array X must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{NRHS}}\right)$.
On entry: the $n$ by $r$ solution matrix $X$, as returned by F07MSF (ZHETRS).
On exit: the improved solution matrix $X$.
12:   LDX – INTEGERInput
On entry: the first dimension of the array X as declared in the (sub)program from which F07MVF (ZHERFS) is called.
Constraint: ${\mathbf{LDX}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
13:   FERR(NRHS) – REAL (KIND=nag_wp) arrayOutput
On exit: ${\mathbf{FERR}}\left(\mathit{j}\right)$ contains an estimated error bound for the $\mathit{j}$th solution vector, that is, the $\mathit{j}$th column of $X$, for $\mathit{j}=1,2,\dots ,r$.
14:   BERR(NRHS) – REAL (KIND=nag_wp) arrayOutput
On exit: ${\mathbf{BERR}}\left(\mathit{j}\right)$ contains the component-wise backward error bound $\beta$ for the $\mathit{j}$th solution vector, that is, the $\mathit{j}$th column of $X$, for $\mathit{j}=1,2,\dots ,r$.
15:   WORK($2×{\mathbf{N}}$) – COMPLEX (KIND=nag_wp) arrayWorkspace
16:   RWORK(N) – REAL (KIND=nag_wp) arrayWorkspace
17:   INFO – INTEGEROutput
On exit: ${\mathbf{INFO}}=0$ unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

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

7  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.

For each right-hand side, computation of the backward error involves a minimum of $16{n}^{2}$ real floating point operations. Each step of iterative refinement involves an additional $24{n}^{2}$ real operations. At most five steps of iterative refinement are performed, but usually only one or two steps are required.
Estimating the forward error involves solving a number of systems of linear equations of the form $Ax=b$; the number is usually $5$ and never more than $11$. Each solution involves approximately $8{n}^{2}$ real operations.
The real analogue of this routine is F07MHF (DSYRFS).

9  Example

This example solves the system of equations $AX=B$ using iterative refinement and to compute the forward and backward error bounds, where
 $A= -1.36+0.00i 1.58+0.90i 2.21-0.21i 3.91+1.50i 1.58-0.90i -8.87+0.00i -1.84-0.03i -1.78+1.18i 2.21+0.21i -1.84+0.03i -4.63+0.00i 0.11+0.11i 3.91-1.50i -1.78-1.18i 0.11-0.11i -1.84+0.00i$
and
 $B= 7.79+05.48i -35.39+18.01i -0.77-16.05i 4.23-70.02i -9.58+03.88i -24.79-08.40i 2.98-10.18i 28.68-39.89i .$
Here $A$ is Hermitian indefinite and must first be factorized by F07MRF (ZHETRF).

9.1  Program Text

Program Text (f07mvfe.f90)

9.2  Program Data

Program Data (f07mvfe.d)

9.3  Program Results

Program Results (f07mvfe.r)