F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

# NAG Library Routine DocumentF07FVF (ZPORFS)

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

F07FVF (ZPORFS) returns error bounds for the solution of a complex Hermitian positive definite 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 F07FVF ( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
 INTEGER N, NRHS, LDA, LDAF, 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 zporfs.

## 3  Description

F07FVF (ZPORFS) returns the backward errors and estimated bounds on the forward errors for the solution of a complex Hermitian positive definite 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 F07FVF (ZPORFS) 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:     $\mathrm{UPLO}$ – 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 ${U}^{\mathrm{H}}U$, where $U$ is upper triangular.
${\mathbf{UPLO}}=\text{'L'}$
The lower triangular part of $A$ is stored and $A$ is factorized as $L{L}^{\mathrm{H}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{UPLO}}=\text{'U'}$ or $\text{'L'}$.
2:     $\mathrm{N}$ – INTEGERInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{N}}\ge 0$.
3:     $\mathrm{NRHS}$ – INTEGERInput
On entry: $r$, the number of right-hand sides.
Constraint: ${\mathbf{NRHS}}\ge 0$.
4:     $\mathrm{A}\left({\mathbf{LDA}},*\right)$ – 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 positive definite matrix $A$ as supplied to F07FRF (ZPOTRF).
5:     $\mathrm{LDA}$ – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F07FVF (ZPORFS) is called.
Constraint: ${\mathbf{LDA}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
6:     $\mathrm{AF}\left({\mathbf{LDAF}},*\right)$ – 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: the Cholesky factor of $A$, as returned by F07FRF (ZPOTRF).
7:     $\mathrm{LDAF}$ – INTEGERInput
On entry: the first dimension of the array AF as declared in the (sub)program from which F07FVF (ZPORFS) is called.
Constraint: ${\mathbf{LDAF}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
8:     $\mathrm{B}\left({\mathbf{LDB}},*\right)$ – 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 $B$.
9:     $\mathrm{LDB}$ – INTEGERInput
On entry: the first dimension of the array B as declared in the (sub)program from which F07FVF (ZPORFS) is called.
Constraint: ${\mathbf{LDB}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
10:   $\mathrm{X}\left({\mathbf{LDX}},*\right)$ – 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 F07FSF (ZPOTRS).
On exit: the improved solution matrix $X$.
11:   $\mathrm{LDX}$ – INTEGERInput
On entry: the first dimension of the array X as declared in the (sub)program from which F07FVF (ZPORFS) is called.
Constraint: ${\mathbf{LDX}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
12:   $\mathrm{FERR}\left({\mathbf{NRHS}}\right)$ – 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 $\mathit{j}=1,2,\dots ,r$.
13:   $\mathrm{BERR}\left({\mathbf{NRHS}}\right)$ – 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 $\mathit{j}=1,2,\dots ,r$.
14:   $\mathrm{WORK}\left(2×{\mathbf{N}}\right)$ – COMPLEX (KIND=nag_wp) arrayWorkspace
15:   $\mathrm{RWORK}\left({\mathbf{N}}\right)$ – REAL (KIND=nag_wp) arrayWorkspace
16:   $\mathrm{INFO}$ – INTEGEROutput
On exit: ${\mathbf{INFO}}=0$ unless the routine detects an error (see Section 6).

## 6  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.

## 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

F07FVF (ZPORFS) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
F07FVF (ZPORFS) 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 X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

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 F07FHF (DPORFS).

## 10  Example

This example solves the system of equations $AX=B$ using iterative refinement and to compute the forward and backward error bounds, where
 $A= 3.23+0.00i 1.51-1.92i 1.90+0.84i 0.42+2.50i 1.51+1.92i 3.58+0.00i -0.23+1.11i -1.18+1.37i 1.90-0.84i -0.23-1.11i 4.09+0.00i 2.33-0.14i 0.42-2.50i -1.18-1.37i 2.33+0.14i 4.29+0.00i$
and
 $B= 3.93-06.14i 1.48+06.58i 6.17+09.42i 4.65-04.75i -7.17-21.83i -4.91+02.29i 1.99-14.38i 7.64-10.79i .$
Here $A$ is Hermitian positive definite and must first be factorized by F07FRF (ZPOTRF).

### 10.1  Program Text

Program Text (f07fvfe.f90)

### 10.2  Program Data

Program Data (f07fvfe.d)

### 10.3  Program Results

Program Results (f07fvfe.r)