NAG CL Interface
f07hec (dpbtrs)

Settings help

CL Name Style:


1 Purpose

f07hec solves a real symmetric positive definite band system of linear equations with multiple right-hand sides,
AX=B ,  
where A has been factorized by f07hdc.

2 Specification

#include <nag.h>
void  f07hec (Nag_OrderType order, Nag_UploType uplo, Integer n, Integer kd, Integer nrhs, const double ab[], Integer pdab, double b[], Integer pdb, NagError *fail)
The function may be called by the names: f07hec, nag_lapacklin_dpbtrs or nag_dpbtrs.

3 Description

f07hec is used to solve a real symmetric positive definite band system of linear equations AX=B, the function must be preceded by a call to f07hdc which computes the Cholesky factorization of A. 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_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 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 Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
4: kd Integer Input
On entry: kd, the number of superdiagonals or subdiagonals of the matrix A.
Constraint: kd0.
5: nrhs Integer Input
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
6: ab[dim] const double Input
Note: the dimension, dim, of the array ab must be at least max(1,pdab×n).
On entry: the Cholesky factor of A, as returned by f07hdc.
7: pdab Integer Input
On entry: the stride separating row or column elements (depending on the value of order) of the matrix in the array ab.
Constraint: pdabkd+1.
8: b[dim] double Input/Output
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.
On exit: the n×r solution matrix X.
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: 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, kd=value.
Constraint: kd0.
On entry, n=value.
Constraint: n0.
On entry, nrhs=value.
Constraint: nrhs0.
On entry, pdab=value.
Constraint: pdab>0.
On entry, pdb=value.
Constraint: pdb>0.
NE_INT_2
On entry, pdab=value and kd=value.
Constraint: pdabkd+1.
On entry, pdb=value and n=value.
Constraint: pdbmax(1,n).
On entry, pdb=value and nrhs=value.
Constraint: pdbmax(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

For each right-hand side vector b, the computed solution x is the exact solution of a perturbed system of equations (A+E)x=b, where c(k+1) is a modest linear function of k+1, 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 c(k+1)cond(A,x)ε  
where cond(A,x)=|A-1||A||x|/xcond(A)=|A-1||A|κ(A). Note that cond(A,x) can be much smaller than cond(A).
Forward and backward error bounds can be computed by calling f07hhc, and an estimate for κ(A) (=κ1(A)) can be obtained by calling f07hgc.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f07hec is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07hec 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 4nkr, assuming nk.
This function may be followed by a call to f07hhc to refine the solution and return an error estimate.
The complex analogue of this function is f07hsc.

10 Example

This example solves the system of equations AX=B, where
A= ( 5.49 2.68 0.00 0.00 2.68 5.63 -2.39 0.00 0.00 -2.39 2.60 -2.22 0.00 0.00 -2.22 5.17 )   and   B= ( 22.09 5.10 9.31 30.81 -5.24 -25.82 11.83 22.90 ) .  
Here A is symmetric and positive definite, and is treated as a band matrix, which must first be factorized by f07hdc.

10.1 Program Text

Program Text (f07hece.c)

10.2 Program Data

Program Data (f07hece.d)

10.3 Program Results

Program Results (f07hece.r)