NAG Library Routine Document

f07tjf (dtrtri)

1
Purpose

f07tjf (dtrtri) computes the inverse of a real triangular matrix.

2
Specification

Fortran Interface
Subroutine f07tjf ( uplo, diag, n, a, lda, info)
Integer, Intent (In):: n, lda
Integer, Intent (Out):: info
Real (Kind=nag_wp), Intent (Inout):: a(lda,*)
Character (1), Intent (In):: uplo, diag
C Header Interface
#include <nagmk26.h>
void  f07tjf_ (const char *uplo, const char *diag, const Integer *n, double a[], const Integer *lda, Integer *info, const Charlen length_uplo, const Charlen length_diag)
The routine may be called by its LAPACK name dtrtri.

3
Description

f07tjf (dtrtri) forms the inverse of a real triangular matrix A. Note that the inverse of an upper (lower) triangular matrix is also upper (lower) triangular.

4
References

Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal. 12 1–19

5
Arguments

1:     uplo – Character(1)Input
On entry: specifies whether A is upper or lower triangular.
uplo='U'
A is upper triangular.
uplo='L'
A is lower triangular.
Constraint: uplo='U' or 'L'.
2:     diag – Character(1)Input
On entry: indicates whether A is a nonunit or unit triangular matrix.
diag='N'
A is a nonunit triangular matrix.
diag='U'
A is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1.
Constraint: diag='N' or 'U'.
3:     n – IntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
4:     alda* – Real (Kind=nag_wp) arrayInput/Output
Note: the second dimension of the array a must be at least max1,n.
On entry: the n by n triangular matrix A.
  • If uplo='U', A is upper triangular and the elements of the array below the diagonal are not referenced.
  • If uplo='L', A is lower triangular and the elements of the array above the diagonal are not referenced.
  • If diag='U', the diagonal elements of A are assumed to be 1, and are not referenced.
On exit: A is overwritten by A-1, using the same storage format as described above.
5:     lda – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f07tjf (dtrtri) is called.
Constraint: ldamax1,n.
6:     info – IntegerOutput
On exit: info=0 unless the routine detects an error (see Section 6).

6
Error Indicators and Warnings

info<0
If info=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
info>0
Element value of the diagonal is exactly zero. A is singular its inverse cannot be computed.

7
Accuracy

The computed inverse X satisfies
XA-IcnεXA ,  
where cn is a modest linear function of n, and ε is the machine precision.
Note that a similar bound for AX-I cannot be guaranteed, although it is almost always satisfied.
The computed inverse satisfies the forward error bound
X-A-1cnεA-1AX .  
See Du Croz and Higham (1992).

8
Parallelism and Performance

f07tjf (dtrtri) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9
Further Comments

The total number of floating-point operations is approximately 13n3.
The complex analogue of this routine is f07twf (ztrtri).

10
Example

This example computes the inverse of the matrix A, where
A= 4.30 0.00 0.00 0.00 -3.96 -4.87 0.00 0.00 0.40 0.31 -8.02 0.00 -0.27 0.07 -5.95 0.12 .  

10.1
Program Text

Program Text (f07tjfe.f90)

10.2
Program Data

Program Data (f07tjfe.d)

10.3
Program Results

Program Results (f07tjfe.r)