NAG Library Routine Document

F04AEF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{A}\left(\mathbf{LDA},*\right)$ – REAL (KIND=nag_wp) arrayInput

Note: the second dimension of the array A must be at least $\max \left(1,\mathbf{N}\right)$.

On entry: the $n$ by $n$ matrix $A$.

2:     $\mathrm{LDA}$ – INTEGERInput

On entry: the first dimension of the array A as declared in the (sub)program from which F04AEF is called.

Constraint: $\mathbf{LDA}\ge \max \left(1,\mathbf{N}\right)$.

3:     $\mathrm{B}\left(\mathbf{LDB},*\right)$ – REAL (KIND=nag_wp) arrayInput

Note: the second dimension of the array B must be at least $\max \left(1,\mathbf{M}\right)$.

On entry: the $n$ by $m$ right-hand side matrix $B$.

4:     $\mathrm{LDB}$ – INTEGERInput

On entry: the first dimension of the array B as declared in the (sub)program from which F04AEF is called.

Constraint: $\mathbf{LDB}\ge \max \left(1,\mathbf{N}\right)$.

5:     $\mathrm{N}$ – INTEGERInput

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

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

6:     $\mathrm{M}$ – INTEGERInput

On entry: $m$, the number of right-hand sides.

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

7:     $\mathrm{C}\left(\mathbf{LDC},*\right)$ – REAL (KIND=nag_wp) arrayOutput

Note: the second dimension of the array C must be at least $\max \left(1,\mathbf{M}\right)$.

On exit: the $n$ by $m$ solution matrix $X$.

8:     $\mathrm{LDC}$ – INTEGERInput

On entry: the first dimension of the array C as declared in the (sub)program from which F04AEF is called.

Constraint: $\mathbf{LDC}\ge \max \left(1,\mathbf{N}\right)$.

9:     $\mathrm{WKSPCE}\left(\max \left(1,\mathbf{N}\right)\right)$ – REAL (KIND=nag_wp) arrayWorkspace

10:   $\mathrm{AA}\left(\mathbf{LDAA},*\right)$ – REAL (KIND=nag_wp) arrayOutput

Note: the second dimension of the array AA must be at least $\max \left(1,\mathbf{N}\right)$.

On exit: the triangular factors $L$ and $U$, except that the unit diagonal elements of $U$ are not stored.

11:   $\mathrm{LDAA}$ – INTEGERInput

On entry: the first dimension of the array AA as declared in the (sub)program from which F04AEF is called.

Constraint: $\mathbf{LDAA}\ge \max \left(1,\mathbf{N}\right)$.

12:   $\mathrm{BB}\left(\mathbf{LDBB},*\right)$ – REAL (KIND=nag_wp) arrayOutput

Note: the second dimension of the array BB must be at least $\max \left(1,\mathbf{M}\right)$.

On exit: the final $n$ by $m$ residual matrix $R=B-AX$.

13:   $\mathrm{LDBB}$ – INTEGERInput

On entry: the first dimension of the array BB as declared in the (sub)program from which F04AEF is called.

Constraint: $\mathbf{LDBB}\ge \max \left(1,\mathbf{N}\right)$.

14:   $\mathrm{IFAIL}$ – INTEGERInput/Output

On entry: IFAIL must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$. When the value $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.

On exit: $\mathbf{IFAIL}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

$\mathbf{IFAIL}=1$

The matrix $A$ is singular, possibly due to rounding errors.

$\mathbf{IFAIL}=2$

Iterative refinement fails to improve the solution, i.e., the matrix $A$ is too ill-conditioned.

$\mathbf{IFAIL}=3$

On entry,	$\mathbf{N}<0$,
or	$\mathbf{M}<0$,
or	$\mathbf{LDA}<\max \left(1,\mathbf{N}\right)$,
or	$\mathbf{LDB}<\max \left(1,\mathbf{N}\right)$,
or	$\mathbf{LDC}<\max \left(1,\mathbf{N}\right)$,
or	$\mathbf{LDAA}<\max \left(1,\mathbf{N}\right)$,
or	$\mathbf{LDBB}<\max \left(1,\mathbf{N}\right)$.

$\mathbf{IFAIL}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 3.8 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 3.7 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-999$

Dynamic memory allocation failed.

See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f04aefe.f90)

10.2  Program Data

Program Data (f04aefe.d)

10.3  Program Results

Program Results (f04aefe.r)