nag_dtrrfs (f07thc) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_dtrrfs (f07thc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dtrrfs (f07thc) returns error bounds for the solution of a real triangular system of linear equations with multiple right-hand sides, AX=B or ATX=B.

2  Specification

#include <nag.h>
#include <nagf07.h>
void  nag_dtrrfs (Nag_OrderType order, Nag_UploType uplo, Nag_TransType trans, Nag_DiagType diag, Integer n, Integer nrhs, const double a[], Integer pda, const double b[], Integer pdb, const double x[], Integer pdx, double ferr[], double berr[], NagError *fail)

3  Description

nag_dtrrfs (f07thc) 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 or ATX=B. The function handles each right-hand side vector (stored as a column of the matrix B) independently, so we describe the function of nag_dtrrfs (f07thc) in terms of a single right-hand side b and solution x.
Given a computed solution x, the function computes the component-wise backward error β. 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 δaijβaij   and   δbiβbi .
Then the function estimates a bound for the component-wise forward error in the computed solution, defined by:
maxixi-x^i/maxixi
where 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  Arguments

1:     orderNag_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:     uploNag_UploTypeInput
On entry: specifies whether A is upper or lower triangular.
uplo=Nag_Upper
A is upper triangular.
uplo=Nag_Lower
A is lower triangular.
Constraint: uplo=Nag_Upper or Nag_Lower.
3:     transNag_TransTypeInput
On entry: indicates the form of the equations.
trans=Nag_NoTrans
The equations are of the form AX=B.
trans=Nag_Trans or Nag_ConjTrans
The equations are of the form ATX=B.
Constraint: trans=Nag_NoTrans, Nag_Trans or Nag_ConjTrans.
4:     diagNag_DiagTypeInput
On entry: indicates whether A is a nonunit or unit triangular matrix.
diag=Nag_NonUnitDiag
A is a nonunit triangular matrix.
diag=Nag_UnitDiag
A is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1.
Constraint: diag=Nag_NonUnitDiag or Nag_UnitDiag.
5:     nIntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
6:     nrhsIntegerInput
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
7:     a[dim]const doubleInput
Note: the dimension, dim, of the array a must be at least max1,pda×n.
On entry: the n by n triangular matrix A.
If order=Nag_ColMajor, Aij is stored in a[j-1×pda+i-1].
If order=Nag_RowMajor, Aij is stored in a[i-1×pda+j-1].
If uplo=Nag_Upper, the upper triangular part of A must be stored and the elements of the array below the diagonal are not referenced.
If uplo=Nag_Lower, the lower triangular part of A must be stored and the elements of the array above the diagonal are not referenced.
If diag=Nag_UnitDiag, the diagonal elements of A are assumed to be 1, and are not referenced.
8:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array a.
Constraint: pdamax1,n.
9:     b[dim]const doubleInput
Note: the dimension, dim, of the array b must be at least
  • max1,pdb×nrhs when order=Nag_ColMajor;
  • max1,n×pdb when order=Nag_RowMajor.
The i,jth element of the matrix B is stored in
  • b[j-1×pdb+i-1] when order=Nag_ColMajor;
  • b[i-1×pdb+j-1] when order=Nag_RowMajor.
On entry: the n by r right-hand side matrix B.
10:   pdbIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraints:
  • if order=Nag_ColMajor, pdbmax1,n;
  • if order=Nag_RowMajor, pdbmax1,nrhs.
11:   x[dim]const doubleInput
Note: the dimension, dim, of the array x must be at least
  • max1,pdx×nrhs when order=Nag_ColMajor;
  • max1,n×pdx when order=Nag_RowMajor.
The i,jth element of the matrix X is stored in
  • x[j-1×pdx+i-1] when order=Nag_ColMajor;
  • x[i-1×pdx+j-1] when order=Nag_RowMajor.
On entry: the n by r solution matrix X, as returned by nag_dtrtrs (f07tec).
12:   pdxIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array x.
Constraints:
  • if order=Nag_ColMajor, pdxmax1,n;
  • if order=Nag_RowMajor, pdxmax1,nrhs.
13:   ferr[nrhs]doubleOutput
On exit: ferr[j-1] contains an estimated error bound for the jth solution vector, that is, the jth column of X, for j=1,2,,r.
14:   berr[nrhs]doubleOutput
On exit: berr[j-1] contains the component-wise backward error bound β for the jth solution vector, that is, the jth column of X, for j=1,2,,r.
15:   failNagError *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, n=value.
Constraint: n0.
On entry, nrhs=value.
Constraint: nrhs0.
On entry, pda=value.
Constraint: pda>0.
On entry, pdb=value.
Constraint: pdb>0.
On entry, pdx=value.
Constraint: pdx>0.
NE_INT_2
On entry, pda=value and n=value.
Constraint: pdamax1,n.
On entry, pdb=value and n=value.
Constraint: pdbmax1,n.
On entry, pdb=value and nrhs=value.
Constraint: pdbmax1,nrhs.
On entry, pdx=value and n=value.
Constraint: pdxmax1,n.
On entry, pdx=value and nrhs=value.
Constraint: pdxmax1,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

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.

8  Parallelism and Performance

nag_dtrrfs (f07thc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dtrrfs (f07thc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

A call to nag_dtrrfs (f07thc), for each right-hand side, involves solving a number of systems of linear equations of the form Ax=b or ATx=b; the number is usually 4 or 5 and never more than 11. Each solution involves approximately n2 floating-point operations.
The complex analogue of this function is nag_ztrrfs (f07tvc).

10  Example

This example solves the system of equations AX=B and to compute forward and backward error bounds, where
A= 4.30 0.00 0.00 0.00 -3.96 -4.87 0.00 0.00 0.40 0.31 -8.02 0.00 -0.27 0.07 -5.95 0.12   and   B= -12.90 -21.50 16.75 14.93 -17.55 6.33 -11.04 8.09 .

10.1  Program Text

Program Text (f07thce.c)

10.2  Program Data

Program Data (f07thce.d)

10.3  Program Results

Program Results (f07thce.r)


nag_dtrrfs (f07thc) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014