NAG CL Interfacef07wrc (zpftrf)

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1Purpose

f07wrc computes the Cholesky factorization of a complex Hermitian positive definite matrix stored in Rectangular Full Packed (RFP) format.

2Specification

 #include
 void f07wrc (Nag_OrderType order, Nag_RFP_Store transr, Nag_UploType uplo, Integer n, Complex ar[], NagError *fail)
The function may be called by the names: f07wrc, nag_lapacklin_zpftrf or nag_zpftrf.

3Description

f07wrc forms the Cholesky factorization of a complex Hermitian positive definite matrix $A$ either as $A={U}^{\mathrm{H}}U$ if ${\mathbf{uplo}}=\mathrm{Nag_Upper}$ or $A=L{L}^{\mathrm{H}}$ if ${\mathbf{uplo}}=\mathrm{Nag_Lower}$, where $U$ is an upper triangular matrix and $L$ is a lower triangular, stored in RFP format. The RFP storage format is described in Section 3.4.3 in the F07 Chapter Introduction.

4References

Demmel J W (1989) On floating-point errors in Cholesky LAPACK Working Note No. 14 University of Tennessee, Knoxville https://www.netlib.org/lapack/lawnspdf/lawn14.pdf
Gustavson F G, Waśniewski J, Dongarra J J and Langou J (2010) Rectangular full packed format for Cholesky's algorithm: factorization, solution, and inversion ACM Trans. Math. Software 37, 2

5Arguments

1: $\mathbf{order}$Nag_OrderType Input
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 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or $\mathrm{Nag_ColMajor}$.
2: $\mathbf{transr}$Nag_RFP_Store Input
On entry: specifies whether the normal RFP representation of $A$ or its conjugate transpose is stored.
${\mathbf{transr}}=\mathrm{Nag_RFP_Normal}$
The matrix $A$ is stored in normal RFP format.
${\mathbf{transr}}=\mathrm{Nag_RFP_ConjTrans}$
The conjugate transpose of the RFP representation of the matrix $A$ is stored.
Constraint: ${\mathbf{transr}}=\mathrm{Nag_RFP_Normal}$ or $\mathrm{Nag_RFP_ConjTrans}$.
3: $\mathbf{uplo}$Nag_UploType Input
On entry: specifies whether the upper or lower triangular part of $A$ is stored.
${\mathbf{uplo}}=\mathrm{Nag_Upper}$
The upper triangular part of $A$ is stored, and $A$ is factorized as ${U}^{\mathrm{H}}U$, where $U$ is upper triangular.
${\mathbf{uplo}}=\mathrm{Nag_Lower}$
The lower triangular part of $A$ is stored, and $A$ is factorized as $L{L}^{\mathrm{H}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{uplo}}=\mathrm{Nag_Upper}$ or $\mathrm{Nag_Lower}$.
4: $\mathbf{n}$Integer Input
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
5: $\mathbf{ar}\left[{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right]$Complex Input/Output
On entry: the upper or lower triangular part (as specified by uplo) of the $n×n$ Hermitian matrix $A$, in either normal or transposed RFP format (as specified by transr). The storage format is described in detail in Section 3.4.3 in the F07 Chapter Introduction.
On exit: if ${\mathbf{fail}}\mathbf{.}\mathbf{code}=$ NE_NOERROR, the factor $U$ or $L$ from the Cholesky factorization $A={U}^{\mathrm{H}}U$ or $A=L{L}^{\mathrm{H}}$, in the same storage format as $A$.
6: $\mathbf{fail}$NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
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.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_MAT_NOT_POS_DEF
The leading minor of order $⟨\mathit{\text{value}}⟩$ is not positive definite and the factorization could not be completed. Hence $A$ itself is not positive definite. This may indicate an error in forming the matrix $A$. There is no function specifically designed to factorize a Hermitian matrix stored in RFP format which is not positive definite; the matrix must be treated as a full Hermitian matrix, by calling f07mrc.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7Accuracy

If ${\mathbf{uplo}}=\mathrm{Nag_Upper}$, the computed factor $U$ is the exact factor of a perturbed matrix $A+E$, where
 $|E|≤c(n)ε|UH||U| ,$
$c\left(n\right)$ is a modest linear function of $n$, and $\epsilon$ is the machine precision.
If ${\mathbf{uplo}}=\mathrm{Nag_Lower}$, a similar statement holds for the computed factor $L$. It follows that $|{e}_{ij}|\le c\left(n\right)\epsilon \sqrt{{a}_{ii}{a}_{jj}}$.

8Parallelism and Performance

f07wrc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07wrc 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.

The total number of real floating-point operations is approximately $\frac{4}{3}{n}^{3}$.
A call to f07wrc may be followed by calls to the functions:
• f07wsc to solve $AX=B$;
• f07wwc to compute the inverse of $A$.
The real analogue of this function is f07wdc.

10Example

This example computes the Cholesky factorization of the matrix $A$, 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 is stored using RFP format.

10.1Program Text

Program Text (f07wrce.c)

10.2Program Data

Program Data (f07wrce.d)

10.3Program Results

Program Results (f07wrce.r)