Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 6/24/2024
Public

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?hptrs

Solves a system of linear equations with a UDU- or LDL-factored Hermitian coefficient matrix using packed storage.

Syntax

call chptrs( uplo, n, nrhs, ap, ipiv, b, ldb, info )

call zhptrs( uplo, n, nrhs, ap, ipiv, b, ldb, info )

call hptrs( ap, b, ipiv [,uplo] [,info] )

Include Files

  • mkl.fi, lapack.f90

Description

The routine solves for X the system of linear equations A*X = B with a Hermitian matrix A, given the Bunch-Kaufman factorization of A:

if uplo='U',

A = U*D*UH

if uplo='L',

A = L*D*LH,

where U and L are upper and lower packed triangular matrices with unit diagonal and D is a symmetric block-diagonal matrix. The system is solved with multiple right-hand sides stored in the columns of the matrix B.

You must supply to this routine the arrays ap (containing U or L)and ipiv in the form returned by the factorization routine ?hptrf.

Input Parameters

uplo

CHARACTER*1. Must be 'U' or 'L'.

Indicates how the input matrix A has been factored:

If uplo = 'U', the array ap stores the packed factor U of the factorization A = U*D*UH. If uplo = 'L', the array ap stores the packed factor L of the factorization A = L*D*LH.

n

INTEGER. The order of matrix A; n 0.

nrhs

INTEGER. The number of right-hand sides; nrhs 0.

ipiv

INTEGER. Array, size at least max(1, n). The ipiv array, as returned by ?hptrf.

ap

COMPLEX for chptrs

DOUBLE COMPLEX for zhptrs.

The dimension of array ap(*) must be at least max(1,n(n+1)/2). The array ap contains the factor U or L, as specified by uplo, in packed storage (see Matrix Storage Schemes).

b

COMPLEX for chptrs

DOUBLE COMPLEX for zhptrs.

The array b(ldb,*) contains the matrix B whose columns are the right-hand sides for the system of equations. The second dimension of b must be at least max(1, nrhs).

ldb

INTEGER. The leading dimension of b; ldb max(1, n).

Output Parameters

b

Overwritten by the solution matrix X.

info

INTEGER. If info = 0, the execution is successful.

If info = -i, the i-th parameter had an illegal value.

LAPACK 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or reconstructible arguments, see LAPACK 95 Interface Conventions.

Specific details for the routine hptrs interface are as follows:

ap

Holds the array A of size (n*(n+1)/2).

b

Holds the matrix B of size (n, nrhs).

ipiv

Holds the vector of length n.

uplo

Must be 'U' or 'L'. The default value is 'U'.

Application Notes

For each right-hand side b, the computed solution is the exact solution of a perturbed system of equations (A + E)x = b, where

|E|  c(n)ε P|U||D||UH|PT or |E|  c(n)ε P|L||D||LH|PT

c(n) is a modest linear function of n, and ε is the machine precision.

If x0 is the true solution, the computed solution x satisfies this error bound:


Equation

where cond(A,x)= || |A-1||A| |x| || / ||x|| ||A-1|| ||A|| = κ(A).

Note that cond(A,x) can be much smaller than κ(A).

The total number of floating-point operations for one right-hand side vector is approximately 8n2 for complex flavors.

To estimate the condition number κ(A), call ?hpcon.

To refine the solution and estimate the error, call ?hprfs.