F07UHF (DTPRFS) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F07UHF (DTPRFS)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F07UHF (DTPRFS) returns error bounds for the solution of a real triangular system of linear equations with multiple right-hand sides, AX=B or ATX=B, using packed storage.

2  Specification

SUBROUTINE F07UHF ( UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
INTEGER  N, NRHS, LDB, LDX, IWORK(N), INFO
REAL (KIND=nag_wp)  AP(*), B(LDB,*), X(LDX,*), FERR(NRHS), BERR(NRHS), WORK(3*N)
CHARACTER(1)  UPLO, TRANS, DIAG
The routine may be called by its LAPACK name dtprfs.

3  Description

F07UHF (DTPRFS) returns the backward errors and estimated bounds on the forward errors for the solution of a real triangular system of linear equations with multiple right-hand sides AX=B or ATX=B, using packed storage. The routine handles each right-hand side vector (stored as a column of the matrix B) independently, so we describe the function of F07UHF (DTPRFS) in terms of a single right-hand side b and solution x.
Given a computed solution x, the routine 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+δAx=b+δb δaijβaij   and   δbiβbi .
Then the routine estimates a bound for the component-wise forward error in the computed solution, defined by:
maxixi-x^i/maxixi
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  Parameters

1:     UPLO – CHARACTER(1)Input
On entry: specifies whether A is upper or lower triangular.
UPLO='U'
A is upper triangular.
UPLO='L'
A is lower triangular.
Constraint: UPLO='U' or 'L'.
2:     TRANS – CHARACTER(1)Input
On entry: indicates the form of the equations.
TRANS='N'
The equations are of the form AX=B.
TRANS='T' or 'C'
The equations are of the form ATX=B.
Constraint: TRANS='N', 'T' or 'C'.
3:     DIAG – CHARACTER(1)Input
On entry: indicates whether A is a nonunit or unit triangular matrix.
DIAG='N'
A is a nonunit triangular matrix.
DIAG='U'
A is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1.
Constraint: DIAG='N' or 'U'.
4:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
5:     NRHS – INTEGERInput
On entry: r, the number of right-hand sides.
Constraint: NRHS0.
6:     AP(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array AP must be at least max1,N×N+1/2.
On entry: the n by n triangular matrix A, packed by columns.
More precisely,
  • if UPLO='U', the upper triangle of A must be stored with element Aij in APi+jj-1/2 for ij;
  • if UPLO='L', the lower triangle of A must be stored with element Aij in APi+2n-jj-1/2 for ij.
If DIAG='U', the diagonal elements of A are assumed to be 1, and are not referenced; the same storage scheme is used whether DIAG='N' or ‘U’.
7:     B(LDB,*) – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array B must be at least max1,NRHS.
On entry: the n by r right-hand side matrix B.
8:     LDB – INTEGERInput
On entry: the first dimension of the array B as declared in the (sub)program from which F07UHF (DTPRFS) is called.
Constraint: LDBmax1,N.
9:     X(LDX,*) – REAL (KIND=nag_wp) arrayInput
Note: the second dimension of the array X must be at least max1,NRHS.
On entry: the n by r solution matrix X, as returned by F07UEF (DTPTRS).
10:   LDX – INTEGERInput
On entry: the first dimension of the array X as declared in the (sub)program from which F07UHF (DTPRFS) is called.
Constraint: LDXmax1,N.
11:   FERR(NRHS) – REAL (KIND=nag_wp) arrayOutput
On exit: FERRj contains an estimated error bound for the jth solution vector, that is, the jth column of X, for j=1,2,,r.
12:   BERR(NRHS) – REAL (KIND=nag_wp) arrayOutput
On exit: BERRj 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.
13:   WORK(3×N) – REAL (KIND=nag_wp) arrayWorkspace
14:   IWORK(N) – INTEGER arrayWorkspace
15:   INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
INFO<0
If INFO=-i, the ith parameter had an illegal value. An explanatory message is output, and execution of the program is terminated.

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  Further Comments

A call to F07UHF (DTPRFS), for each right-hand side, involves solving a number of systems of linear equations of the form Ax=b or ATx=b; the number is usually 4 or 5 and never more than 11. Each solution involves approximately n2 floating point operations.
The complex analogue of this routine is F07UVF (ZTPRFS).

9  Example

This example solves the system of equations AX=B and to compute forward and backward error bounds, where
A= 4.30 0.00 0.00 0.00 -3.96 -4.87 0.00 0.00 0.40 0.31 -8.02 0.00 -0.27 0.07 -5.95 0.12   and   B= -12.90 -21.50 16.75 14.93 -17.55 6.33 -11.04 8.09 ,
using packed storage for A.

9.1  Program Text

Program Text (f07uhfe.f90)

9.2  Program Data

Program Data (f07uhfe.d)

9.3  Program Results

Program Results (f07uhfe.r)


F07UHF (DTPRFS) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012