?hetrs

Solves a system of linear equations with a UDU- or LDL-factored Hermitian matrix.

Syntax

FORTRAN 77:

call chetrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )

call zhetrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )

FORTRAN 95:

call hetrs( a, b, ipiv [, uplo] [,info] )

lapack_int LAPACKE_<?>hetrs( int matrix_order, char uplo, lapack_int n, lapack_int nrhs, const <datatype>* a, lapack_int lda, const lapack_int* ipiv, <datatype>* b, lapack_int ldb );

Include Files

Fortran: mkl_lapack.fi and mkl_lapack.h
Fortran 95: lapack.f90
C: mkl_lapacke.h

Description

The routine solves for X the system of linear equations A*X = B with a Hermitian matrix A, given the Bunch-Kaufman factorization of A:

if `uplo = 'U'`	`A = PUDU^HP^T`
if `uplo = 'L'`	`A = PLDL^HP^T`,

where P is a permutation matrix, U and L are upper and lower triangular matrices with unit diagonal, and D is a symmetric block-diagonal matrix. The system is solved with multiple right-hand sides stored in the columns of the matrix B. You must supply to this routine the factor U (or L) and the array ipiv returned by the factorization routine ?hetrf.

Input Parameters

The data types are given for the Fortran interface. A <datatype> placeholder, if present, is used for the C interface data types in the C interface section above. See C Interface Conventions for the C interface principal conventions and type definitions.

uplo	CHARACTER1. Must be 'U' or 'L'. Indicates how the input matrix `A` has been factored: If `uplo = 'U'`, the array `a` stores the upper triangular factor `U` of the factorization `A` = `PUDU^HP^T`. If `uplo = 'L'`, the array `a` stores the lower triangular factor `L` of the factorization `A` = `PLDL^H*P^T`.
n	INTEGER. The order of matrix `A`; `n` ≥ 0.
nrhs	INTEGER. The number of right-hand sides; `nrhs` ≥ 0.
ipiv	INTEGER. Array, DIMENSION at least `max(1, n)`. The `ipiv` array, as returned by ?hetrf.
a, b	COMPLEX for chetrs DOUBLE COMPLEX for zhetrs. Arrays: `a(lda,)`, `b(ldb,)`. The array `a` contains the factor `U` or `L` (see `uplo`). The array `b` contains the matrix `B` whose columns are the right-hand sides for the system of equations. The second dimension of `a` must be at least `max(1,n)`, the second dimension of `b` at least `max(1,nrhs)`.
lda	INTEGER. The leading dimension of `a`; `lda ≥ max(1, n)`.
ldb	INTEGER. The leading dimension of `b`; `ldb ≥ max(1, n)`.

Output Parameters

Overwritten by the solution matrix X.

info

INTEGER. If info=0, the execution is successful.

If info = -i, the i-th parameter had an illegal value.

Fortran 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 Fortran 95 Interface Conventions.

Specific details for the routine hetrs interface are as follows:

a	Holds the matrix `A` of size (`n`, `n`).
b	Holds the matrix `B` of size (`n`, `nrhs`).
ipiv	Holds the vector of length `n`.
uplo	Must be 'U' or 'L'. The default value is 'U'.

Application Notes

For each right-hand side b, the computed solution is the exact solution of a perturbed system of equations (A + E)x = b, where

|E| ≤ c(n)ε P|U||D||U^H|P^T or |E| ≤ c(n)ε P|L||D||L^H|P^T

c(n) is a modest linear function of n, and ε is the machine precision.

If x₀ is the true solution, the computed solution x satisfies this error bound:

where cond(A,x)= || |A^-1||A| |x| ||_∞ / ||x||_∞ ≤ ||A^-1||_∞ ||A||_∞ = κ_∞(A).

Note that cond(A,x) can be much smaller than κ_∞(A).

The total number of floating-point operations for one right-hand side vector is approximately 8n².

To estimate the condition number κ_∞(A), call ?hecon.

To refine the solution and estimate the error, call ?herfs.