NAG CL Interface
f07uvc (ztprfs)

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1 Purpose

f07uvc returns error bounds for the solution of a complex triangular system of linear equations with multiple right-hand sides, AX=B, ATX=B or AHX=B, using packed storage.

2 Specification

#include <nag.h>
void  f07uvc (Nag_OrderType order, Nag_UploType uplo, Nag_TransType trans, Nag_DiagType diag, Integer n, Integer nrhs, const Complex ap[], const Complex b[], Integer pdb, const Complex x[], Integer pdx, double ferr[], double berr[], NagError *fail)
The function may be called by the names: f07uvc, nag_lapacklin_ztprfs or nag_ztprfs.

3 Description

f07uvc returns the backward errors and estimated bounds on the forward errors for the solution of a complex triangular system of linear equations with multiple right-hand sides AX=B, ATX=B or AHX=B, using packed storage. The function handles each right-hand side vector (stored as a column of the matrix B) independently, so we describe the function of f07uvc 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+δA)x=b+δb |δaij|β|aij|   and   |δbi|β|bi| .  
Then the function estimates a bound for the component-wise forward error in the computed solution, defined by:
maxi|xi-x^i|/maxi|xi|  
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: 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 order=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: order=Nag_RowMajor or Nag_ColMajor.
2: uplo Nag_UploType Input
On entry: specifies whether A is upper or lower triangular.
uplo=Nag_Upper
A is upper triangular.
uplo=Nag_Lower
A is lower triangular.
Constraint: uplo=Nag_Upper or Nag_Lower.
3: trans Nag_TransType Input
On entry: indicates the form of the equations.
trans=Nag_NoTrans
The equations are of the form AX=B.
trans=Nag_Trans
The equations are of the form ATX=B.
trans=Nag_ConjTrans
The equations are of the form AHX=B.
Constraint: trans=Nag_NoTrans, Nag_Trans or Nag_ConjTrans.
4: diag Nag_DiagType Input
On entry: indicates whether A is a nonunit or unit triangular matrix.
diag=Nag_NonUnitDiag
A is a nonunit triangular matrix.
diag=Nag_UnitDiag
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: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
6: nrhs Integer Input
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
7: ap[dim] const Complex Input
Note: the dimension, dim, of the array ap must be at least max(1,n×(n+1)/2).
On entry: the n×n triangular matrix A, packed by rows or columns.
The storage of elements Aij depends on the order and uplo arguments as follows:
if order=Nag_ColMajor and uplo=Nag_Upper,
Aij is stored in ap[(j-1)×j/2+i-1], for ij;
if order=Nag_ColMajor and uplo=Nag_Lower,
Aij is stored in ap[(2n-j)×(j-1)/2+i-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Upper,
Aij is stored in ap[(2n-i)×(i-1)/2+j-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Lower,
Aij is stored in ap[(i-1)×i/2+j-1], for ij.
If diag=Nag_UnitDiag, the diagonal elements of AP are assumed to be 1, and are not referenced; the same storage scheme is used whether diag=Nag_NonUnitDiag or diag=Nag_UnitDiag.
8: b[dim] const Complex Input
Note: the dimension, dim, of the array b must be at least
  • max(1,pdb×nrhs) when order=Nag_ColMajor;
  • max(1,n×pdb) when order=Nag_RowMajor.
The (i,j)th 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×r right-hand side matrix B.
9: pdb Integer Input
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraints:
  • if order=Nag_ColMajor, pdbmax(1,n);
  • if order=Nag_RowMajor, pdbmax(1,nrhs).
10: x[dim] const Complex Input
Note: the dimension, dim, of the array x must be at least
  • max(1,pdx×nrhs) when order=Nag_ColMajor;
  • max(1,n×pdx) when order=Nag_RowMajor.
The (i,j)th 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×r solution matrix X, as returned by f07usc.
11: pdx Integer Input
On entry: the stride separating row or column elements (depending on the value of order) in the array x.
Constraints:
  • if order=Nag_ColMajor, pdxmax(1,n);
  • if order=Nag_RowMajor, pdxmax(1,nrhs).
12: ferr[nrhs] double Output
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.
13: berr[nrhs] double Output
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.
14: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error 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.
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.
On entry, pdx=value.
Constraint: pdx>0.
NE_INT_2
On entry, pdb=value and n=value.
Constraint: pdbmax(1,n).
On entry, pdb=value and nrhs=value.
Constraint: pdbmax(1,nrhs).
On entry, pdx=value and n=value.
Constraint: pdxmax(1,n).
On entry, pdx=value and nrhs=value.
Constraint: pdxmax(1,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 7.5 in the Introduction to the NAG Library CL Interface for further information.
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.

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

f07uvc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07uvc 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

A call to f07uvc, 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 4n2 real floating-point operations.
The real analogue of this function is f07uhc.

10 Example

This example solves the system of equations AX=B and to compute forward and backward error bounds, where
A= ( 4.78+4.56i 0.00+0.00i 0.00+0.00i 0.00+0.00i 2.00-0.30i -4.11+1.25i 0.00+0.00i 0.00+0.00i 2.89-1.34i 2.36-4.25i 4.15+0.80i 0.00+0.00i -1.89+1.15i 0.04-3.69i -0.02+0.46i 0.33-0.26i )  
and
B= ( -14.78-32.36i -18.02+28.46i 2.98-02.14i 14.22+15.42i -20.96+17.06i 5.62+35.89i 9.54+09.91i -16.46-01.73i ) ,  
using packed storage for A.

10.1 Program Text

Program Text (f07uvce.c)

10.2 Program Data

Program Data (f07uvce.d)

10.3 Program Results

Program Results (f07uvce.r)