NAG Library Function Document

nag_dpptrs (f07gec)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

nag_dpptrs (f07gec) solves a real symmetric positive definite system of linear equations with multiple right-hand sides,
AX=B ,  
where A has been factorized by nag_dpptrf (f07gdc), using packed storage.

2
Specification

#include <nag.h>
#include <nagf07.h>
void  nag_dpptrs (Nag_OrderType order, Nag_UploType uplo, Integer n, Integer nrhs, const double ap[], double b[], Integer pdb, NagError *fail)

3
Description

nag_dpptrs (f07gec) is used to solve a real symmetric positive definite system of linear equations AX=B, the function must be preceded by a call to nag_dpptrf (f07gdc) which computes the Cholesky factorization of A, using packed storage. The solution X is computed by forward and backward substitution.
If uplo=Nag_Upper, A=UTU, where U is upper triangular; the solution X is computed by solving UTY=B and then UX=Y.
If uplo=Nag_Lower, A=LLT, where L is lower triangular; the solution X is computed by solving LY=B and then LTX=Y.

4
References

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

5
Arguments

1:     order Nag_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 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     uplo Nag_UploTypeInput
On entry: specifies how A has been factorized.
uplo=Nag_Upper
A=UTU, where U is upper triangular.
uplo=Nag_Lower
A=LLT, where L is lower triangular.
Constraint: uplo=Nag_Upper or Nag_Lower.
3:     n IntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
4:     nrhs IntegerInput
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
5:     ap[dim] const doubleInput
Note: the dimension, dim, of the array ap must be at least max1,n×n+1/2.
On entry: the Cholesky factor of A stored in packed form, as returned by nag_dpptrf (f07gdc).
6:     b[dim] doubleInput/Output
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.
On exit: the n by r solution matrix X.
7:     pdb IntegerInput
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.
8:     fail NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6
Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
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, pdb=value.
Constraint: pdb>0.
NE_INT_2
On entry, pdb=value and n=value.
Constraint: pdbmax1,n.
On entry, pdb=value and nrhs=value.
Constraint: pdbmax1,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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

7
Accuracy

For each right-hand side vector b, the computed solution x is the exact solution of a perturbed system of equations A+Ex=b, where cn is a modest linear function of n, and ε is the machine precision.
If x^ is the true solution, then the computed solution x satisfies a forward error bound of the form
x-x^ x cncondA,xε  
where condA,x=A-1Ax/xcondA=A-1AκA.
Note that condA,x can be much smaller than condA.
Forward and backward error bounds can be computed by calling nag_dpprfs (f07ghc), and an estimate for κA (=κ1A) can be obtained by calling nag_dppcon (f07ggc).

8
Parallelism and Performance

nag_dpptrs (f07gec) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dpptrs (f07gec) 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9
Further Comments

The total number of floating-point operations is approximately 2n2r.
This function may be followed by a call to nag_dpprfs (f07ghc) to refine the solution and return an error estimate.
The complex analogue of this function is nag_zpptrs (f07gsc).

10
Example

This example solves the system of equations AX=B, where
A= 4.16 -3.12 0.56 -0.10 -3.12 5.03 -0.83 1.18 0.56 -0.83 0.76 0.34 -0.10 1.18 0.34 1.18   and   B= 8.70 8.30 -13.35 2.13 1.89 1.61 -4.14 5.00 .  
Here A is symmetric positive definite, stored in packed form, and must first be factorized by nag_dpptrf (f07gdc).

10.1
Program Text

Program Text (f07gece.c)

10.2
Program Data

Program Data (f07gece.d)

10.3
Program Results

Program Results (f07gece.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017