NAG FL Interfacef07wwf (zpftri)

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1Purpose

f07wwf computes the inverse of a complex Hermitian positive definite matrix using the Cholesky factorization computed by f07wrf stored in Rectangular Full Packed (RFP) format.

2Specification

Fortran Interface
 Subroutine f07wwf ( uplo, n, ar, info)
 Integer, Intent (In) :: n Integer, Intent (Out) :: info Complex (Kind=nag_wp), Intent (Inout) :: ar(n*(n+1)/2) Character (1), Intent (In) :: transr, uplo
#include <nag.h>
 void f07wwf_ (const char *transr, const char *uplo, const Integer *n, Complex ar[], Integer *info, const Charlen length_transr, const Charlen length_uplo)
The routine may be called by the names f07wwf, nagf_lapacklin_zpftri or its LAPACK name zpftri.

3Description

f07wwf is used to compute the inverse of a complex Hermitian positive definite matrix $A$, stored in RFP format. The RFP storage format is described in Section 3.3.3 in the F07 Chapter Introduction. The routine must be preceded by a call to f07wrf, which computes the Cholesky factorization of $A$.
If ${\mathbf{uplo}}=\text{'U'}$, $A={U}^{\mathrm{H}}U$ and ${A}^{-1}$ is computed by first inverting $U$ and then forming $\left({U}^{-1}\right){U}^{-\mathrm{H}}$.
If ${\mathbf{uplo}}=\text{'L'}$, $A=L{L}^{\mathrm{H}}$ and ${A}^{-1}$ is computed by first inverting $L$ and then forming ${L}^{-\mathrm{H}}\left({L}^{-1}\right)$.

4References

Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal. 12 1–19
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: $\mathbf{transr}$Character(1) Input
On entry: specifies whether the normal RFP representation of $A$ or its conjugate transpose is stored.
${\mathbf{transr}}=\text{'N'}$
The matrix $A$ is stored in normal RFP format.
${\mathbf{transr}}=\text{'C'}$
The conjugate transpose of the RFP representation of the matrix $A$ is stored.
Constraint: ${\mathbf{transr}}=\text{'N'}$ or $\text{'C'}$.
2: $\mathbf{uplo}$Character(1) Input
On entry: specifies how $A$ has been factorized.
${\mathbf{uplo}}=\text{'U'}$
$A={U}^{\mathrm{H}}U$, where $U$ is upper triangular.
${\mathbf{uplo}}=\text{'L'}$
$A=L{L}^{\mathrm{H}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{uplo}}=\text{'U'}$ or $\text{'L'}$.
3: $\mathbf{n}$Integer Input
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
4: $\mathbf{ar}\left({\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$Complex (Kind=nag_wp) array Input/Output
On entry: the Cholesky factorization of $A$ stored in RFP format, as returned by f07wrf.
On exit: the factorization is overwritten by the $n×n$ matrix ${A}^{-1}$ stored in RFP format.
5: $\mathbf{info}$Integer Output
On exit: ${\mathbf{info}}=0$ unless the routine detects an error (see Section 6).

6Error 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.
${\mathbf{info}}>0$
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 routine specifically designed to invert a Hermitian matrix stored in RFP format which is not positive definite; the matrix must be treated as a full Hermitian matrix, by calling f07mwf.

7Accuracy

The computed inverse $X$ satisfies
 $‖XA-I‖2≤c(n)εκ2(A) and ‖AX-I‖2≤c(n)εκ2(A) ,$
where $c\left(n\right)$ is a modest function of $n$, $\epsilon$ is the machine precision and ${\kappa }_{2}\left(A\right)$ is the condition number of $A$ defined by
 $κ2(A)=‖A‖2‖A-1‖2 .$

8Parallelism and Performance

f07wwf 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.

The total number of real floating-point operations is approximately $\frac{8}{3}{n}^{3}$.
The real analogue of this routine is f07wjf.

10Example

This example computes the inverse of the matrix $A$, where
 $A= ( 3.23+0.00i 1.51-1.92i 1.90+0.84i 0.42+2.50i 1.51+1.92i 3.58+0.00i -0.23+1.11i -1.18+1.37i 1.90-0.84i -0.23-1.11i 4.09+0.00i 2.33-0.14i 0.42-2.50i -1.18-1.37i 2.33+0.14i 4.29+0.00i ) .$
Here $A$ is Hermitian positive definite, stored in RFP format, and must first be factorized by f07wrf.

10.1Program Text

Program Text (f07wwfe.f90)

10.2Program Data

Program Data (f07wwfe.d)

10.3Program Results

Program Results (f07wwfe.r)