NAG Library Function Document

nag_dpttrf (f07jdc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     n – IntegerInput

On entry: $n$, the order of the matrix $A$.

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

2:     d[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array d must be at least $\max \left(1,\mathbf{n}\right)$.

On entry: must contain the $n$ diagonal elements of the matrix $A$.

On exit: is overwritten by the $n$ diagonal elements of the diagonal matrix $D$ from the $LD{L}^{\mathrm{T}}$ factorization of $A$.

3:     e[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array e must be at least $\max \left(1,\mathbf{n}-1\right)$.

On entry: must contain the $\left(n-1\right)$ subdiagonal elements of the matrix $A$.

On exit: is overwritten by the $\left(n-1\right)$ subdiagonal elements of the lower bidiagonal matrix $L$. (e can also be regarded as containing the $\left(n-1\right)$ superdiagonal elements of the upper bidiagonal matrix $U$.)

4:     fail – NagError *Input/Output

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

6  Error Indicators and Warnings

NE_BAD_PARAM

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

NE_INT

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

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_MAT_NOT_POS_DEF

The leading minor of order $n$ is not positive definite, the factorization was completed, but $\mathbf{d}\left[\mathbf{n}-1\right]\le 0$.

The leading minor of order $⟨\mathit{\text{value}}⟩$ is not positive definite, the factorization could not be completed.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f07jdce.c)

10.2  Program Data

Program Data (f07jdce.d)

10.3  Program Results

Program Results (f07jdce.r)