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NAG Toolbox: nag_lapack_dtrtrs (f07te)
Purpose
nag_lapack_dtrtrs (f07te) solves a real triangular system of linear equations with multiple right-hand sides, or .
Syntax
Description
nag_lapack_dtrtrs (f07te) solves a real triangular system of linear equations or .
References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Higham N J (1989) The accuracy of solutions to triangular systems SIAM J. Numer. Anal. 26 1252–1265
Parameters
Compulsory Input Parameters
- 1:
– string (length ≥ 1)
-
Specifies whether
is upper or lower triangular.
- is upper triangular.
- is lower triangular.
Constraint:
or .
- 2:
– string (length ≥ 1)
-
Indicates the form of the equations.
- The equations are of the form .
- or
- The equations are of the form .
Constraint:
, or .
- 3:
– string (length ≥ 1)
-
Indicates whether
is a nonunit or unit triangular matrix.
- is a nonunit triangular matrix.
- is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be .
Constraint:
or .
- 4:
– double array
-
The first dimension of the array
a must be at least
.
The second dimension of the array
a must be at least
.
The
by
triangular matrix
.
- If , is upper triangular and the elements of the array below the diagonal are not referenced.
- If , is lower triangular and the elements of the array above the diagonal are not referenced.
- If , the diagonal elements of are assumed to be , and are not referenced.
- 5:
– double array
-
The first dimension of the array
b must be at least
.
The second dimension of the array
b must be at least
.
The by right-hand side matrix .
Optional Input Parameters
- 1:
– int64int32nag_int scalar
-
Default:
the first dimension of the arrays
a,
b and the second dimension of the array
a.
, the order of the matrix .
Constraint:
.
- 2:
– int64int32nag_int scalar
-
Default:
the second dimension of the array
b.
, the number of right-hand sides.
Constraint:
.
Output Parameters
- 1:
– double array
-
The first dimension of the array
b will be
.
The second dimension of the array
b will be
.
The by solution matrix .
- 2:
– int64int32nag_int scalar
unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
Cases prefixed with W are classified as warnings and
do not generate an error of type NAG:error_n. See nag_issue_warnings.
-
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
- W
-
Element of the diagonal is exactly zero.
is singular and the solution has not been computed.
Accuracy
The solutions of triangular systems of equations are usually computed to high accuracy. See
Higham (1989).
For each right-hand side vector
, the computed solution
is the exact solution of a perturbed system of equations
, where
is a modest linear function of
, and
is the
machine precision.
If
is the true solution, then the computed solution
satisfies a forward error bound of the form
where
.
Note that ; can be much smaller than and it is also possible for to be much larger (or smaller) than .
Forward and backward error bounds can be computed by calling
nag_lapack_dtrrfs (f07th), and an estimate for
can be obtained by calling
nag_lapack_dtrcon (f07tg) with
.
Further Comments
The total number of floating-point operations is approximately .
The complex analogue of this function is
nag_lapack_ztrtrs (f07ts).
Example
This example solves the system of equations
, where
Open in the MATLAB editor:
f07te_example
function f07te_example
fprintf('f07te example results\n\n');
a = [ 4.30, 0, 0, 0;
-3.96, -4.87, 0, 0;
0.40, 0.31, -8.02, 0;
-0.27, 0.07, -5.95, 0.12];
b = [-12.90, -21.50;
16.75, 14.93;
-17.55, 6.33;
-11.04, 8.09];
uplo = 'L';
trans = 'N';
diag = 'N';
[x, info] = f07te( ...
uplo, trans, diag, a, b);
[ifail] = x04ca( ...
'Gen', diag, x, 'Solution(s)');
f07te example results
Solution(s)
1 2
1 -3.0000 -5.0000
2 -1.0000 1.0000
3 2.0000 -1.0000
4 1.0000 6.0000
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