?hprfs

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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?hprfs

Refines the solution of a system of linear equations with a packed complex Hermitian coefficient matrix and estimates the solution error.

Syntax

call chprfs( uplo, n, nrhs, ap, afp, ipiv, b, ldb, x, ldx, ferr, berr, work, rwork, info )

call zhprfs( uplo, n, nrhs, ap, afp, ipiv, b, ldb, x, ldx, ferr, berr, work, rwork, info )

call hprfs( ap, afp, ipiv, b, x [,uplo] [,ferr] [,berr] [,info] )

Include Files

mkl.fi, lapack.f90

Description

The routine performs an iterative refinement of the solution to a system of linear equations A*X = B with a packed complex Hermitian matrix A, with multiple right-hand sides. For each computed solution vector x, the routine computes the component-wise backward errorβ. This error is the smallest relative perturbation in elements of A and b such that x is the exact solution of the perturbed system:

|δa_ij| ≤β|a_ij|, |δb_i| ≤β|b_i| such that (A + δA)x = (b + δb).

Finally, the routine estimates the component-wise forward error in the computed solution ||x - x_e||_∞/||x||_∞ (here x_e is the exact solution).

Before calling this routine:

call the factorization routine ?hptrf
call the solver routine ?hptrs.

Input Parameters

uplo	CHARACTER*1. Must be 'U' or 'L'. If `uplo = 'U'`, the upper triangle of `A` is stored. If `uplo = 'L'`, the lower triangle of `A` is stored.
n	INTEGER. The order of the matrix `A`; `n`≥ 0.
nrhs	INTEGER. The number of right-hand sides; `nrhs`≥ 0.
ap,afp,b,x,work	COMPLEX for chprfs DOUBLE COMPLEX for zhprfs. Arrays: `ap` `(size )` contains the original packed matrix `A`, as supplied to ?hptrf. `afp` `(size )` contains the factored packed matrix `A`, as returned by ?hptrf. `b(size ldb by )` contains the right-hand side matrix `B`. `x(size ldx by )` contains the solution matrix `X`. `work()` is a workspace array. The dimension of arrays `ap` and `afp` must be at least `max(1,n(n+1)/2)`; the second dimension of `b` and `x` must be at least `max(1,nrhs)`; the dimension of `work` must be at least `max(1, 2n)`.
ldb	INTEGER. The leading dimension of `b`; `ldb≥ max(1, n)`.
ldx	INTEGER. The leading dimension of `x`; `ldx≥ max(1, n)`.
ipiv	INTEGER. Array, size at least `max(1, n)`. The `ipiv` array, as returned by ?hptrf.
rwork	REAL for chprfs DOUBLE PRECISION for zhprfs. Workspace array, size at least `max(1, n)`.

Output Parameters

The refined solution matrix X.

ferr, berr

REAL for chprfs.

DOUBLE PRECISION for zhprfs.

Arrays, size at least max(1,nrhs). Contain the component-wise forward and backward errors, respectively, for each solution vector.

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 hprfs interface are as follows:

ap	Holds the array `A` of size (`n*(n+1)/2`).
afp	Holds the array `AF` of size (`n*(n+1)/2`).
ipiv	Holds the vector of length `n`.
b	Holds the matrix `B` of size (`n,nrhs`).
x	Holds the matrix `X` of size (`n,nrhs`).
ferr	Holds the vector of length (`nrhs`).
berr	Holds the vector of length (`nrhs`).
uplo	Must be 'U' or 'L'. The default value is 'U'.

Application Notes

The bounds returned in ferr are not rigorous, but in practice they almost always overestimate the actual error.

For each right-hand side, computation of the backward error involves a minimum of 16n² operations. In addition, each step of iterative refinement involves 24n² operations; the number of iterations may range from 1 to 5.

Estimating the forward error involves solving a number of systems of linear equations A*x = b; the number is usually 4 or 5 and never more than 11. Each solution requires approximately 8n² floating-point operations.

The real counterpart of this routine is ?ssprfs/?dsprfs.

Parent topic: Refining the Solution and Estimating Its Error: LAPACK Computational Routines

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