nag_ztbrfs (f07vvc) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_ztbrfs (f07vvc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_ztbrfs (f07vvc) returns error bounds for the solution of a complex triangular band system of linear equations with multiple right-hand sides, AX=B, ATX=B or AHX=B.

2  Specification

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

3  Description

nag_ztbrfs (f07vvc) returns the backward errors and estimated bounds on the forward errors for the solution of a complex triangular band system of linear equations with multiple right-hand sides AX=B, ATX=B or AHX=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_ztbrfs (f07vvc) 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:
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 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.
A is upper triangular.
A is lower triangular.
Constraint: uplo=Nag_Upper or Nag_Lower.
3:     transNag_TransTypeInput
On entry: indicates the form of the equations.
The equations are of the form AX=B.
The equations are of the form ATX=B.
The equations are of the form AHX=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.
A is a nonunit triangular matrix.
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:     kdIntegerInput
On entry: kd, the number of superdiagonals of the matrix A if uplo=Nag_Upper, or the number of subdiagonals if uplo=Nag_Lower.
Constraint: kd0.
7:     nrhsIntegerInput
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
8:     ab[dim]const ComplexInput
Note: the dimension, dim, of the array ab must be at least max1,pdab×n.
On entry: the n by n triangular band matrix A.
This is stored as a notional two-dimensional array with row elements or column elements stored contiguously. The storage of elements of Aij, depends on the order and uplo arguments as follows:
  • if order=Nag_ColMajor and uplo=Nag_Upper,
              Aij is stored in ab[kd+i-j+j-1×pdab], for j=1,,n and i=max1,j-kd,,j;
  • if order=Nag_ColMajor and uplo=Nag_Lower,
              Aij is stored in ab[i-j+j-1×pdab], for j=1,,n and i=j,,minn,j+kd;
  • if order=Nag_RowMajor and uplo=Nag_Upper,
              Aij is stored in ab[j-i+i-1×pdab], for i=1,,n and j=i,,minn,i+kd;
  • if order=Nag_RowMajor and uplo=Nag_Lower,
              Aij is stored in ab[kd+j-i+i-1×pdab], for i=1,,n and j=max1,i-kd,,i.
If diag=Nag_UnitDiag, the diagonal elements of AB are assumed to be 1, and are not referenced.
9:     pdabIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array ab.
Constraint: pdabkd+1.
10:   b[dim]const ComplexInput
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.
11:   pdbIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
  • if order=Nag_ColMajor, pdbmax1,n;
  • if order=Nag_RowMajor, pdbmax1,nrhs.
12:   x[dim]const ComplexInput
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_ztbtrs (f07vsc).
13:   pdxIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array x.
  • if order=Nag_ColMajor, pdxmax1,n;
  • if order=Nag_RowMajor, pdxmax1,nrhs.
14:   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.
15:   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.
16:   failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

Dynamic memory allocation failed.
On entry, argument value had an illegal value.
On entry, kd=value.
Constraint: kd0.
On entry, n=value.
Constraint: n0.
On entry, nrhs=value.
Constraint: nrhs0.
On entry, pdab=value.
Constraint: pdab>0.
On entry, pdb=value.
Constraint: pdb>0.
On entry, pdx=value.
Constraint: pdx>0.
On entry, pdab=value and kd=value.
Constraint: pdabkd+1.
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.
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_ztbrfs (f07vvc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_ztbrfs (f07vvc) 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_ztbrfs (f07vvc), for each right-hand side, involves solving a number of systems of linear equations of the form Ax=b or AHx=b; the number is usually 5 and never more than 11. Each solution involves approximately 8nk real floating-point operations (assuming nk).
The real analogue of this function is nag_dtbrfs (f07vhc).

10  Example

This example solves the system of equations AX=B and to compute forward and backward error bounds, where
A= -1.94+4.43i 0.00+0.00i 0.00+0.00i 0.00+0.00i -3.39+3.44i 4.12-4.27i 0.00+0.00i 0.00+0.00i 1.62+3.68i -1.84+5.53i 0.43-2.66i 0.00+0.00i 0.00+0.00i -2.77-1.93i 1.74-0.04i 0.44+0.10i
B= -8.86-03.88i -24.09-05.27i -15.57-23.41i -57.97+08.14i -7.63+22.78i 19.09-29.51i -14.74-02.40i 19.17+21.33i .

10.1  Program Text

Program Text (f07vvce.c)

10.2  Program Data

Program Data (f07vvce.d)

10.3  Program Results

Program Results (f07vvce.r)

nag_ztbrfs (f07vvc) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

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