NAG Library Function Document
nag_zsysv (f07nnc)
1
Purpose
nag_zsysv (f07nnc) computes the solution to a complex system of linear equations
where
is an
by
symmetric matrix and
and
are
by
matrices.
2
Specification
#include <nag.h> |
#include <nagf07.h> |
void |
nag_zsysv (Nag_OrderType order,
Nag_UploType uplo,
Integer n,
Integer nrhs,
Complex a[],
Integer pda,
Integer ipiv[],
Complex b[],
Integer pdb,
NagError *fail) |
|
3
Description
nag_zsysv (f07nnc) uses the diagonal pivoting method to factor
as
order |
uplo |
|
Nag_ColMajor |
Nag_Upper |
|
Nag_ColMajor |
Nag_Lower |
|
Nag_RowMajor |
Nag_Upper |
|
Nag_RowMajor |
Nag_Lower |
|
where
(or
) is a product of permutation and unit upper (lower) triangular matrices, and
is symmetric and block diagonal with
by
and
by
diagonal blocks. The factored form of
is then used to solve the system of equations
.
4
References
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999)
LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia
http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Higham N J (2002) Accuracy and Stability of Numerical Algorithms (2nd Edition) SIAM, Philadelphia
5
Arguments
- 1:
– Nag_OrderTypeInput
-
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
. See
Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint:
or .
- 2:
– Nag_UploTypeInput
-
On entry: if
, the upper triangle of
is stored.
If , the lower triangle of is stored.
Constraint:
or .
- 3:
– IntegerInput
-
On entry: , the number of linear equations, i.e., the order of the matrix .
Constraint:
.
- 4:
– IntegerInput
-
On entry: , the number of right-hand sides, i.e., the number of columns of the matrix .
Constraint:
.
- 5:
– ComplexInput/Output
-
Note: the dimension,
dim, of the array
a
must be at least
.
On entry: the
by
symmetric matrix
.
If , is stored in .
If , is stored in .
If , the upper triangular part of must be stored and the elements of the array below the diagonal are not referenced.
If , the lower triangular part of must be stored and the elements of the array above the diagonal are not referenced.
On exit: if
NE_NOERROR, the block diagonal matrix
and the multipliers used to obtain the factor
or
from the factorization
,
,
or
as computed by
nag_zsytrf (f07nrc).
- 6:
– IntegerInput
On entry: the stride separating row or column elements (depending on the value of
order) of the matrix
in the array
a.
Constraint:
.
- 7:
– IntegerOutput
-
Note: the dimension,
dim, of the array
ipiv
must be at least
.
On exit: details of the interchanges and the block structure of
. More precisely,
- if , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column.
- 8:
– ComplexInput/Output
-
Note: the dimension,
dim, of the array
b
must be at least
- when
;
- when
.
The
th element of the matrix
is stored in
- when ;
- when .
On entry: the by right-hand side matrix .
On exit: if NE_NOERROR, the by solution matrix .
- 9:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
b.
Constraints:
- if ,
;
- if , .
- 10:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
On entry, and .
Constraint: .
- 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 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
- NE_SINGULAR
-
Element of the diagonal is exactly zero.
The factorization has been completed, but the block diagonal matrix is exactly singular, so the solution could not be computed.
7
Accuracy
The computed solution for a single right-hand side,
, satisfies an equation of the form
where
and
is the
machine precision. An approximate error bound for the computed solution is given by
where
, the condition number of
with respect to the solution of the linear equations. See Section 4.4 of
Anderson et al. (1999) and Chapter 11 of
Higham (2002) for further details.
nag_zsysvx (f07npc) is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively,
nag_complex_sym_lin_solve (f04dhc) solves
and returns a forward error bound and condition estimate.
nag_complex_sym_lin_solve (f04dhc) calls
nag_zsysv (f07nnc) to solve the equations.
8
Parallelism and Performance
nag_zsysv (f07nnc) 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.
The total number of floating-point operations is approximately , where is the number of right-hand sides.
The real analogue of this function is
nag_dsysv (f07mac). The complex Hermitian analogue of this function is
nag_zhesv (f07mnc).
10
Example
This example solves the equations
where
is the complex symmetric matrix
and
Details of the factorization of are also output.
10.1
Program Text
Program Text (f07nnce.c)
10.2
Program Data
Program Data (f07nnce.d)
10.3
Program Results
Program Results (f07nnce.r)