, stored using RFP format. The RFP storage format is described in Rectangular Full Packed (RFP) Storage in the F07 Chapter Introduction. Note that the inverse of an upper (lower) triangular matrix is also upper (lower) triangular.

References

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

Gustavson F G, Waśniewski J, Dongarra J J and Langou J (2010) Rectangular full packed format for Cholesky's algorithm: factorization, solution, and inversion ACM Trans. Math. Software 37, 2

Parameters

Compulsory Input Parameters

1: $transr$ – string (length ≥ 1)

Specifies whether the RFP representation of

A

is normal or transposed.

$transr ='N'$: The matrix $A$ is stored in normal RFP format.
$transr ='T'$: The matrix $A$ is stored in transposed RFP format.

Constraint:

transr ='N'

'T'

2: $uplo$ – string (length ≥ 1)

Specifies whether

A

is upper or lower triangular.

$uplo ='U'$: $A$ is upper triangular.
$uplo ='L'$: $A$ is lower triangular.

Constraint:

uplo ='U'

'L'

3: $diag$ – string (length ≥ 1)

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'

'U'

4: $n$ – int64int32nag_int scalar

n

, the order of the matrix

A

Constraint:

n \geq 0

5: $ar (n \times (n + 1) / 2)$ – double array

The upper or lower triangular part (as specified by uplo) of the

n

n

symmetric matrix

A

, in either normal or transposed RFP format (as specified by transr). The storage format is described in detail in Rectangular Full Packed (RFP) Storage in the F07 Chapter Introduction.

Optional Input Parameters

None.

Output Parameters

1: $ar (n \times (n + 1) / 2)$ – double array: $A$ stores $A^{- 1}$ , in the same storage format as $A$ .
2: $info$ – int64int32nag_int scalar: $info = 0$ 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.

$info < 0$: If $info = - i$ , argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

W $info > 0$: Diagonal element $_$ of $A$ is exactly zero. $A$ is singular its inverse cannot be computed.

Accuracy

The computed inverse

X

satisfies

|X A - I| \leq c (n) ε |X| |A|,

where

c (n)

is a modest linear function of

n

, and

ε

is the machine precision.

Note that a similar bound for

|A X - I|

cannot be guaranteed, although it is almost always satisfied.

The computed inverse satisfies the forward error bound

|X - A^{- 1}| \leq c (n) ε |A^{- 1}| |A| |X| .

See Du Croz and Higham (1992).

Further Comments

The total number of floating-point operations is approximately

\frac{1}{3} n^{3}

The complex analogue of this function is nag_lapack_ztftri (f07wx).

Example

This example computes the inverse of the matrix

A

, where

A = (\begin{matrix} 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 \end{matrix})

and is stored using RFP format.

Open in the MATLAB editor: f07wk_example

function f07wk_example


fprintf('f07wk example results\n\n');

% Symmetric matrix in RFP format
transr = 'n';
uplo   = 'l';
diag   = 'n';
ar = [-8.02  -5.95;
       4.30   0.12;
      -3.96  -4.87;
       0.40   0.31;
      -0.27   0.07];
n  = int64(4);
n2 = (n*(n+1))/2;
ar  = reshape(ar,[n2,1]);

% Compute inverse of a
[ar, info] = f07wk( ...
                    transr, uplo, diag, n, ar);

if info == 0
  % Convert inverse to full array form, and print it
  [a, info] = f01vg(transr, uplo, n, ar);
  fprintf('\n');
  [ifail] = x04ca(uplo, 'n', a, 'Inverse');
else
  fprintf('\na is singular.\n');
end

f07wk example results


 Inverse
             1          2          3          4
 1      0.2326
 2     -0.1891    -0.2053
 3      0.0043    -0.0079    -0.1247
 4      0.8463    -0.2738    -6.1825     8.3333

PDF version (NAG web site, 64-bit version, 64-bit version)

Chapter Contents

Chapter Introduction

NAG Toolbox