NAG Library Function Document

nag_dgetrf (f07adc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     order – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by $\mathbf{order}=\mathrm{Nag\_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint: $\mathbf{order}=\mathrm{Nag\_RowMajor}$ or $\mathrm{Nag\_ColMajor}$.

2:     m – IntegerInput

On entry: $m$, the number of rows of the matrix $A$.

Constraint: $\mathbf{m}\ge 0$.

3:     n – IntegerInput

On entry: $n$, the number of columns of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

4:     a[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array a must be at least

• $\max \left(1,\mathbf{pda}\times \mathbf{n}\right)$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\max \left(1,\mathbf{m}\times \mathbf{pda}\right)$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

The $\left(i,j\right)$th element of the matrix $A$ is stored in

• $\mathbf{a}\left[\left(j-1\right)\times \mathbf{pda}+i-1\right]$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\mathbf{a}\left[\left(i-1\right)\times \mathbf{pda}+j-1\right]$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

On entry: the $m$ by $n$ matrix $A$.

On exit: the factors $L$ and $U$ from the factorization $A=PLU$; the unit diagonal elements of $L$ are not stored.

5:     pda – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) in the array a.

Constraints:

• if $\mathbf{order}=\mathrm{Nag\_ColMajor}$, $\mathbf{pda}\ge \max \left(1,\mathbf{m}\right)$;
• if $\mathbf{order}=\mathrm{Nag\_RowMajor}$, $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

6:     ipiv[$\min \left(\mathbf{m},\mathbf{n}\right)$] – IntegerOutput

On exit: the pivot indices that define the permutation matrix. At the $\mathit{i}$th step, if $\mathbf{ipiv}\left[\mathit{i}-1\right]>\mathit{i}$ then row $\mathit{i}$ of the matrix $A$ was interchanged with row $\mathbf{ipiv}\left[\mathit{i}-1\right]$, for $\mathit{i}=1,2,\dots ,\min \left(m,n\right)$. $\mathbf{ipiv}\left[i-1\right]\le i$ indicates that, at the $i$th step, a row interchange was not required.

7:     fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.

NE_BAD_PARAM

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.

NE_INT

On entry, $\mathbf{m}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{m}\ge 0$.

On entry, $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{n}\ge 0$.

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}>0$.

NE_INT_2

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$ and $\mathbf{m}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{m}\right)$.

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$ and $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

NE_SINGULAR

$U\left(⟨\mathit{\text{value}}⟩,⟨\mathit{\text{value}}⟩\right)$ is exactly zero. The factorization has been completed, but the factor $U$ is exactly singular, and division by zero will occur if it is used to solve a system of equations.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f07adce.c)

10.2  Program Data

Program Data (f07adce.d)

10.3  Program Results

Program Results (f07adce.r)