Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?pptri
Computes the inverse of a packed symmetric (Hermitian) positive-definite matrix using Cholesky factorization.
Syntax
call spptri ( uplo , n , ap , info )
call dpptri ( uplo , n , ap , info )
call cpptri ( uplo , n , ap , info )
call zpptri ( uplo , n , ap , info )
call pptri ( ap [ , uplo ] [ , info ] )
Include Files
mkl.fi , mkl_lapack.f90
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
uplo
CHARACTER*1 . 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
INTEGER . The order of the matrix A ; n≥ 0 .
ap
REAL for spptri
DOUBLE PRECISION for dpptri
COMPLEX for cpptri
DOUBLE COMPLEX for zpptri .
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) .
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 pptri interface are as follows:
ap
Holds the array A of size (n*(n+1)/2) .
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.