Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?potri
Computes the inverse of a symmetric (Hermitian) positive-definite matrix using the Cholesky factorization.
Syntax
call spotri ( uplo , n , a , lda , info )
call dpotri ( uplo , n , a , lda , info )
call cpotri ( uplo , n , a , lda , info )
call zpotri ( uplo , n , a , lda , info )
call potri ( a [ , uplo ] [ , info ] )
Include Files
mkl.fi , mkl_lapack.f90
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
uplo
CHARACTER*1 . 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
INTEGER . The order of the matrix A ; n≥ 0 .
a
REAL for spotri
DOUBLE PRECISION for dpotri
COMPLEX for cpotri
DOUBLE COMPLEX for zpotri .
Array a (size lda by *) Contains the factorization of the matrix A , as returned by GUID-15A9E907-2600-430B-BF11-DFA0A375711B.xml#GUID-15A9E907-2600-430B-BF11-DFA0A375711B .
The second dimension of a must be at least max(1, n) .
lda
INTEGER . The leading dimension of a . lda≥ max(1, n).
Output Parameters
a
Overwritten by the upper or lower triangle of the inverse of A .
info
INTEGER .
If info = 0 , the execution is successful.
If info = -i , the i -th parameter 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.
Return Values
No return value, info is an Output Parameter.
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 potri interface are as follows:
a
Holds the matrix A of size ( n,n ).
uplo
Must be ‘U’ or ‘L’ . The default value is ‘U’ .
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.