Developer Reference for Intel® oneAPI Math Kernel Library for C
?potri
Computes the inverse of a symmetric (Hermitian) positive-definite matrix using the Cholesky factorization.
Syntax
lapack_intLAPACKE_spotri ( intmatrix_layout , charuplo , lapack_intn , float*a , lapack_intlda );
lapack_intLAPACKE_dpotri ( intmatrix_layout , charuplo , lapack_intn , double*a , lapack_intlda );
lapack_intLAPACKE_cpotri ( intmatrix_layout , charuplo , lapack_intn , lapack_complex_float*a , lapack_intlda );
lapack_intLAPACKE_zpotri ( intmatrix_layout , charuplo , lapack_intn , lapack_complex_double*a , lapack_intlda );
Include Files
mkl.h
Description
spotri dpotri cpotri zpotri potri
The routine computes the inverse inv(A) of a symmetric positive definite or, for complex flavors, Hermitian positive-definite matrix A . Before calling this routine, call ?potrf (Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite matrix.) to factorize A .
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major ( LAPACK_ROW_MAJOR ) or column major ( LAPACK_COL_MAJOR ).
uplo
Must be ‘U’ or ‘L’ .
Indicates how the input matrix A has been factored:
If uplo = 'U' , the upper triangle of A is stored.
If uplo = 'L' , the lower triangle of A is stored.
n
The order of the matrix A ; n≥ 0 .
a
Array a (size max(1, lda * n )). Contains the factorization of the matrix A , as returned by GUID-15A9E907-2600-430B-BF11-DFA0A375711B.xml#GUID-15A9E907-2600-430B-BF11-DFA0A375711B .
lda
The leading dimension of a . lda≥ max(1, n).
Output Parameters
a
Overwritten by the upper or lower triangle of the inverse of A .
Return Values
This function returns a value info .
If info = 0 , the execution is successful.
If info = -i , parameter i had an illegal value.
If info = i , the i -th diagonal element of the Cholesky factor (and therefore the factor itself) is zero, and the inversion could not be completed.
LAPACK 95 Interface Notes
There exist FORTRAN 77 and FORTRAN 95 interfaces for this routine. See the Intel® oneMKL Fortran Developer Reference for details.
Application Notes
The computed inverse \(X\) satisfies the following error bounds:
\[||XA - I||_{2} \leq c(n)\varepsilon\kappa_{2}(A), ||AX - I||_{2} \leq c(n)\varepsilon\kappa_{2}(A),\]
where c(n) is a modest linear function of n , and \(\varepsilon\) is the machine precision; \(I\) denotes the identity matrix.
The 2-norm \(||A||_{2}\) of a matrix \(A\) is defined by \(||A||_{2} = max_{x \cdot x=1}(Ax \cdot Ax)^{1/2}\) , and the condition number \(\kappa_{2}(A)\) is defined by \(\kappa_{2}(A) = ||A||_{2} ||A^{-1}||_{2}\) .
The total number of floating-point operations is approximately \((2/3)n^{3}\) for real flavors and \((8/3)n^{3}\) for complex flavors.