Developer Reference for Intel® oneAPI Math Kernel Library for C
?pptri
Computes the inverse of a packed symmetric (Hermitian) positive-definite matrix using Cholesky factorization.
Syntax
lapack_intLAPACKE_spptri ( intmatrix_layout , charuplo , lapack_intn , float*ap );
lapack_intLAPACKE_dpptri ( intmatrix_layout , charuplo , lapack_intn , double*ap );
lapack_intLAPACKE_cpptri ( intmatrix_layout , charuplo , lapack_intn , lapack_complex_float*ap );
lapack_intLAPACKE_zpptri ( intmatrix_layout , charuplo , lapack_intn , lapack_complex_double*ap );
Include Files
mkl.h
Description
spptri dpptri cpptri zpptri pptri
The routine computes the inverse inv(A) of a symmetric positive definite or, for complex flavors, Hermitian positive-definite matrix A in packed form. Before calling this routine, call ?pptrf (Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite matrix using packed storage.) 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 whether the upper or lower triangular factor is stored in ap :
If uplo = 'U' , then the upper triangular factor is stored.
If uplo = 'L' , then the lower triangular factor is stored.
n
The order of the matrix A ; n≥ 0 .
ap
Array, size at least max(1, n(n+1)/2).
Contains the factorization of the packed matrix A , as returned by ?pptrf (Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite matrix using packed storage.) .
The dimension ap must be at least max(1, n(n+1)/2).
Output Parameters
ap
Overwritten by the packed n -by- n matrix inv(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.