F07JRF (ZPTTRF) factorizes the matrix
as
where
is a unit lower bidiagonal matrix and
is a diagonal matrix with positive diagonal elements. The factorization may also be regarded as having the form
, where
is a unit upper bidiagonal matrix.
None.
The computed factorization satisfies an equation of the form
where
and
is the
machine precision.
Following the use of this routine,
F07JSF (ZPTTRS) can be used to solve systems of equations
, and
F07JUF (ZPTCON) can be used to estimate the condition number of
.
The real analogue of this routine is
F07JDF (DPTTRF).
This example factorizes the Hermitian positive definite tridiagonal matrix
given by