Visible to Intel only — GUID: GUID-BD2A730B-941D-442A-A9FE-D91DF0B18D30
Visible to Intel only — GUID: GUID-BD2A730B-941D-442A-A9FE-D91DF0B18D30
?hetrs
Solves a system of linear equations with a UDUT- or LDLT-factored Hermitian coefficient matrix.
Syntax
call chetrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
call zhetrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
call hetrs( a, b, ipiv [, uplo] [,info] )
Include Files
- mkl.fi, mkl_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 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 factor U (or L) and the array ipiv returned by the factorization routine ?hetrf.
Input Parameters
uplo |
CHARACTER*1. Must be 'U' or 'L'. Indicates how the input matrix A has been factored: If uplo = 'U', the array a stores the upper triangular factor U of the factorization A = U*D*UH. If uplo = 'L', the array a stores the lower triangular 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 ?hetrf. |
a, b |
COMPLEX for chetrs DOUBLE COMPLEX for zhetrs. Arrays: a(lda,*), b(ldb,*). The array a contains the factor U or L (see uplo). The array b contains the matrix B whose columns are the right-hand sides for the system of equations. The second dimension of a must be at least max(1,n), the second dimension of b at least max(1,nrhs). |
lda |
INTEGER. The leading dimension of a; lda≥ max(1, n). |
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 hetrs interface are as follows:
a |
Holds the matrix A of size (n, n). |
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:
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.
To estimate the condition number κ∞(A), call ?hecon.
To refine the solution and estimate the error, call ?herfs.