f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

# NAG Library Function Documentnag_zhptri (f07pwc)

## 1  Purpose

nag_zhptri (f07pwc) computes the inverse of a complex Hermitian indefinite matrix $A$, where $A$ has been factorized by nag_zhptrf (f07prc), using packed storage.

## 2  Specification

 #include #include
 void nag_zhptri (Nag_OrderType order, Nag_UploType uplo, Integer n, Complex ap[], const Integer ipiv[], NagError *fail)

## 3  Description

nag_zhptri (f07pwc) is used to compute the inverse of a complex Hermitian indefinite matrix $A$, the function must be preceded by a call to nag_zhptrf (f07prc), which computes the Bunch–Kaufman factorization of $A$, using packed storage.
If ${\mathbf{uplo}}=\mathrm{Nag_Upper}$, $A=PUD{U}^{\mathrm{H}}{P}^{\mathrm{T}}$ and ${A}^{-1}$ is computed by solving ${U}^{\mathrm{H}}{P}^{\mathrm{T}}XPU={D}^{-1}$ for $X$.
If ${\mathbf{uplo}}=\mathrm{Nag_Lower}$, $A=PLD{L}^{\mathrm{H}}{P}^{\mathrm{T}}$ and ${A}^{-1}$ is computed by solving ${L}^{\mathrm{H}}{P}^{\mathrm{T}}XPL={D}^{-1}$ for $X$.

## 4  References

Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal. 12 1–19

## 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 ${\mathbf{order}}=\mathrm{Nag_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or $\mathrm{Nag_ColMajor}$.
2:     uploNag_UploTypeInput
On entry: specifies how $A$ has been factorized.
${\mathbf{uplo}}=\mathrm{Nag_Upper}$
$A=PUD{U}^{\mathrm{H}}{P}^{\mathrm{T}}$, where $U$ is upper triangular.
${\mathbf{uplo}}=\mathrm{Nag_Lower}$
$A=PLD{L}^{\mathrm{H}}{P}^{\mathrm{T}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{uplo}}=\mathrm{Nag_Upper}$ or $\mathrm{Nag_Lower}$.
3:     nIntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
4:     ap[$\mathit{dim}$]ComplexInput/Output
Note: the dimension, dim, of the array ap must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$.
On entry: the factorization of $A$ stored in packed form, as returned by nag_zhptrf (f07prc).
On exit: the factorization is overwritten by the $n$ by $n$ matrix ${A}^{-1}$.
The storage of elements ${A}_{ij}$ depends on the order and uplo arguments as follows:
• if ${\mathbf{order}}=\mathrm{Nag_ColMajor}$ and ${\mathbf{uplo}}=\mathrm{Nag_Upper}$,
${A}_{ij}$ is stored in ${\mathbf{ap}}\left[\left(j-1\right)×j/2+i-1\right]$, for $i\le j$;
• if ${\mathbf{order}}=\mathrm{Nag_ColMajor}$ and ${\mathbf{uplo}}=\mathrm{Nag_Lower}$,
${A}_{ij}$ is stored in ${\mathbf{ap}}\left[\left(2n-j\right)×\left(j-1\right)/2+i-1\right]$, for $i\ge j$;
• if ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ and ${\mathbf{uplo}}=\mathrm{Nag_Upper}$,
${A}_{ij}$ is stored in ${\mathbf{ap}}\left[\left(2n-i\right)×\left(i-1\right)/2+j-1\right]$, for $i\le j$;
• if ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ and ${\mathbf{uplo}}=\mathrm{Nag_Lower}$,
${A}_{ij}$ is stored in ${\mathbf{ap}}\left[\left(i-1\right)×i/2+j-1\right]$, for $i\ge j$.
5:     ipiv[$\mathit{dim}$]const IntegerInput
Note: the dimension, dim, 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 nag_zhptrf (f07prc).
6:     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.
On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{n}}\ge 0$.
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.
NE_SINGULAR
$d\left(⟨\mathit{\text{value}}⟩,⟨\mathit{\text{value}}⟩\right)$ is exactly zero. $D$ is singular and the inverse of $A$ cannot be computed.

## 7  Accuracy

The computed inverse $X$ satisfies a bound of the form
• if ${\mathbf{uplo}}=\mathrm{Nag_Upper}$, $\left|D{U}^{\mathrm{T}}{P}^{\mathrm{T}}XPU-I\right|\le c\left(n\right)\epsilon \left(\left|D\right|\left|{U}^{\mathrm{T}}\right|{P}^{\mathrm{T}}\left|X\right|P\left|U\right|+\left|D\right|\left|{D}^{-1}\right|\right)$;
• if ${\mathbf{uplo}}=\mathrm{Nag_Lower}$, $\left|D{L}^{\mathrm{T}}{P}^{\mathrm{T}}XPL-I\right|\le c\left(n\right)\epsilon \left(\left|D\right|\left|{L}^{\mathrm{T}}\right|{P}^{\mathrm{T}}\left|X\right|P\left|L\right|+\left|D\right|\left|{D}^{-1}\right|\right)$,
$c\left(n\right)$ is a modest linear function of $n$, and $\epsilon$ is the machine precision.

## 8  Parallelism and Performance

nag_zhptri (f07pwc) is not threaded by NAG in any implementation.
nag_zhptri (f07pwc) 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.

The total number of real floating-point operations is approximately $\frac{8}{3}{n}^{3}$.
The real analogue of this function is nag_dsptri (f07pjc).

## 10  Example

This example computes the inverse of the matrix $A$, where
 $A= -1.36+0.00i 1.58+0.90i 2.21-0.21i 3.91+1.50i 1.58-0.90i -8.87+0.00i -1.84-0.03i -1.78+1.18i 2.21+0.21i -1.84+0.03i -4.63+0.00i 0.11+0.11i 3.91-1.50i -1.78-1.18i 0.11-0.11i -1.84+0.00i .$
Here $A$ is Hermitian indefinite, stored in packed form, and must first be factorized by nag_zhptrf (f07prc).

### 10.1  Program Text

Program Text (f07pwce.c)

### 10.2  Program Data

Program Data (f07pwce.d)

### 10.3  Program Results

Program Results (f07pwce.r)