NAG Library Routine Document

F07ARF (ZGETRF)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

▸▿ 10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1 Purpose

F07ARF (ZGETRF) computes the

L U

factorization of a complex

m

n

matrix.

2 Specification

SUBROUTINE F07ARF (

M, N, A, LDA, IPIV, INFO)

INTEGER	M, N, LDA, IPIV(min(M,N)), INFO
COMPLEX (KIND=nag_wp)	A(LDA,*)

The routine may be called by its LAPACK name zgetrf.

3 Description

F07ARF (ZGETRF) forms the

L U

factorization of a complex

m

n

matrix

A

A = P L U

, where

P

is a permutation matrix,

L

is lower triangular with unit diagonal elements (lower trapezoidal if

m > n

) and

U

is upper triangular (upper trapezoidal if

m < n

). Usually

A

is square

(m = n)

, and both

L

and

U

are triangular. The routine uses partial pivoting, with row interchanges.

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Parameters

1: $M$ – INTEGERInput: On entry: $m$ , the number of rows of the matrix $A$ .

Constraint: $M \geq 0$ .
2: $N$ – INTEGERInput: On entry: $n$ , the number of columns of the matrix $A$ .

Constraint: $N \geq 0$ .
3: $A (LDA *)$ – COMPLEX (KIND=nag_wp) arrayInput/Output: Note: the second dimension of the array A must be at least $\max (1, N)$ .

On entry: the $m$ by $n$ matrix $A$ .

On exit: the factors $L$ and $U$ from the factorization $A = P L U$ ; the unit diagonal elements of $L$ are not stored.
4: $LDA$ – INTEGERInput: On entry: the first dimension of the array A as declared in the (sub)program from which F07ARF (ZGETRF) is called.

Constraint: $LDA \geq \max (1, M)$ .
5: $IPIV (\min (M, N))$ – INTEGER arrayOutput: On exit: the pivot indices that define the permutation matrix. At the $i$ th step, if $IPIV (i) > i$ then row $i$ of the matrix $A$ was interchanged with row $IPIV (i)$ , for $i = 1, 2, \dots, \min (m, n)$ . $IPIV (i) \leq i$ indicates that, at the $i$ th step, a row interchange was not required.
6: $INFO$ – INTEGEROutput: On exit: $INFO = 0$ unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

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

$INFO > 0$: Element $〈value〉$ of the diagonal 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

The computed factors

L

and

U

are the exact factors of a perturbed matrix

A + E

, where

|E| \leq c (\min (m, n)) ε P |L| |U|,

c (n)

is a modest linear function of

n

, and

ε

is the machine precision.

8 Parallelism and Performance

F07ARF (ZGETRF) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

F07ARF (ZGETRF) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The total number of real floating-point operations is approximately

\frac{8}{3} n^{3}

m = n

(the usual case),

\frac{4}{3} n^{2} (3 m - n)

m > n

and

\frac{4}{3} m^{2} (3 n - m)

m < n

A call to this routine with

m = n

may be followed by calls to the routines:

F07ASF (ZGETRS) to solve $A X = B$ , $A^{T} X = B$ or $A^{H} X = B$ ;
F07AUF (ZGECON) to estimate the condition number of $A$ ;
F07AWF (ZGETRI) to compute the inverse of $A$ .

The real analogue of this routine is F07ADF (DGETRF).

10 Example

This example computes the

L U

factorization of the matrix

A

, where

A = (\begin{array}{r} - 1.34 + 2.55 i & 0.28 + 3.17 i & - 6.39 - 2.20 i & 0.72 - 0.92 i \\ - 0.17 - 1.41 i & 3.31 - 0.15 i & - 0.15 + 1.34 i & 1.29 + 1.38 i \\ - 3.29 - 2.39 i & - 1.91 + 4.42 i & - 0.14 - 1.35 i & 1.72 + 1.35 i \\ 2.41 + 0.39 i & - 0.56 + 1.47 i & - 0.83 - 0.69 i & - 1.96 + 0.67 i \end{array}) .

NAG Library Routine DocumentF07ARF (ZGETRF)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Routine Document

F07ARF (ZGETRF)