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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_lapack_dtprfs (f07uh)

## Purpose

nag_lapack_dtprfs (f07uh) returns error bounds for the solution of a real triangular system of linear equations with multiple right-hand sides, $AX=B$ or ${A}^{\mathrm{T}}X=B$, using packed storage.

## Syntax

[ferr, berr, info] = f07uh(uplo, trans, diag, ap, b, x, 'n', n, 'nrhs_p', nrhs_p)
[ferr, berr, info] = nag_lapack_dtprfs(uplo, trans, diag, ap, b, x, 'n', n, 'nrhs_p', nrhs_p)

## Description

nag_lapack_dtprfs (f07uh) 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 ${A}^{\mathrm{T}}X=B$, using packed storage. The function handles each right-hand side vector (stored as a column of the matrix $B$) independently, so we describe the function of nag_lapack_dtprfs (f07uh) 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 $\beta$. 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 function 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.

## References

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

## Parameters

### Compulsory Input Parameters

1:     $\mathrm{uplo}$ – string (length ≥ 1)
Specifies whether $A$ is upper or lower triangular.
${\mathbf{uplo}}=\text{'U'}$
$A$ is upper triangular.
${\mathbf{uplo}}=\text{'L'}$
$A$ is lower triangular.
Constraint: ${\mathbf{uplo}}=\text{'U'}$ or $\text{'L'}$.
2:     $\mathrm{trans}$ – string (length ≥ 1)
Indicates the form of the equations.
${\mathbf{trans}}=\text{'N'}$
The equations are of the form $AX=B$.
${\mathbf{trans}}=\text{'T'}$ or $\text{'C'}$
The equations are of the form ${A}^{\mathrm{T}}X=B$.
Constraint: ${\mathbf{trans}}=\text{'N'}$, $\text{'T'}$ or $\text{'C'}$.
3:     $\mathrm{diag}$ – string (length ≥ 1)
Indicates whether $A$ is a nonunit or unit triangular matrix.
${\mathbf{diag}}=\text{'N'}$
$A$ is a nonunit triangular matrix.
${\mathbf{diag}}=\text{'U'}$
$A$ is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be $1$.
Constraint: ${\mathbf{diag}}=\text{'N'}$ or $\text{'U'}$.
4:     $\mathrm{ap}\left(:\right)$ – double array
The dimension of the array ap must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$
The $n$ by $n$ triangular matrix $A$, packed by columns.
More precisely,
• if ${\mathbf{uplo}}=\text{'U'}$, the upper triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{ap}}\left(i+j\left(j-1\right)/2\right)$ for $i\le j$;
• if ${\mathbf{uplo}}=\text{'L'}$, the lower triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{ap}}\left(i+\left(2n-j\right)\left(j-1\right)/2\right)$ for $i\ge j$.
If ${\mathbf{diag}}=\text{'U'}$, the diagonal elements of $A$ are assumed to be $1$, and are not referenced; the same storage scheme is used whether ${\mathbf{diag}}=\text{'N'}$ or ‘U’.
5:     $\mathrm{b}\left(\mathit{ldb},:\right)$ – double array
The first dimension of the array b must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
The second dimension of the array b must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs_p}}\right)$.
The $n$ by $r$ right-hand side matrix $B$.
6:     $\mathrm{x}\left(\mathit{ldx},:\right)$ – double array
The first dimension of the array x must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
The second dimension of the array x must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs_p}}\right)$.
The $n$ by $r$ solution matrix $X$, as returned by nag_lapack_dtptrs (f07ue).

### Optional Input Parameters

1:     $\mathrm{n}$int64int32nag_int scalar
Default: the first dimension of the arrays b, x.
$n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
2:     $\mathrm{nrhs_p}$int64int32nag_int scalar
Default: the second dimension of the arrays b, x. (An error is raised if these dimensions are not equal.)
$r$, the number of right-hand sides.
Constraint: ${\mathbf{nrhs_p}}\ge 0$.

### Output Parameters

1:     $\mathrm{ferr}\left({\mathbf{nrhs_p}}\right)$ – double array
${\mathbf{ferr}}\left(\mathit{j}\right)$ contains an estimated error bound for the $\mathit{j}$th solution vector, that is, the $\mathit{j}$th column of $X$, for $\mathit{j}=1,2,\dots ,r$.
2:     $\mathrm{berr}\left({\mathbf{nrhs_p}}\right)$ – double array
${\mathbf{berr}}\left(\mathit{j}\right)$ 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 $\mathit{j}=1,2,\dots ,r$.
3:     $\mathrm{info}$int64int32nag_int scalar
${\mathbf{info}}=0$ unless the function detects an error (see Error Indicators and Warnings).

## Error Indicators and Warnings

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

## 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.

A call to nag_lapack_dtprfs (f07uh), for each right-hand side, involves solving a number of systems of linear equations of the form $Ax=b$ or ${A}^{\mathrm{T}}x=b$; the number is usually $4$ or $5$ and never more than $11$. Each solution involves approximately ${n}^{2}$ floating-point operations.
The complex analogue of this function is nag_lapack_ztprfs (f07uv).

## Example

This example solves the system of equations $AX=B$ and to compute forward and backward error bounds, where
 $A= 4.30 0.00 0.00 0.00 -3.96 -4.87 0.00 0.00 0.40 0.31 -8.02 0.00 -0.27 0.07 -5.95 0.12 and B= -12.90 -21.50 16.75 14.93 -17.55 6.33 -11.04 8.09 ,$
using packed storage for $A$.
```function f07uh_example

fprintf('f07uh example results\n\n');

% Solve AX=B and estimate errors, where A is Lower triangular and packed
n = int64(4);
ap = [ 4.30; -3.96;  0.40; -0.27;
-4.87;  0.31;  0.07;
-8.02; -5.95;
0.12];
b = [-12.90, -21.50;
16.75,  14.93;
-17.55,   6.33;
-11.04,   8.09];

uplo = 'L';
trans = 'N';
diag = 'N';
% Solve
[x, info] = f07ue( ...
uplo, trans, diag, ap, b);

% Estimate error bounds
[ferr, berr, info] = f07uh( ...
uplo, trans, diag, ap, b, x);

% Display solution
disp('Solution(s)');
disp(x);

fprintf('Backward errors (machine-dependent)\n   ')
fprintf('%11.1e', berr);
fprintf('\nEstimated forward error bounds (machine-dependent)\n   ')
fprintf('%11.1e', ferr);
fprintf('\n');

```
```f07uh example results

Solution(s)
-3.0000   -5.0000
-1.0000    1.0000
2.0000   -1.0000
1.0000    6.0000

Backward errors (machine-dependent)
1.0e-16    0.0e+00
Estimated forward error bounds (machine-dependent)
9.1e-14    2.6e-14
```