Note: before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.
The routine may be called by its
LAPACK
name dtrtri.
3 Description
F07TJF (DTRTRI) forms the inverse of a real triangular matrix . Note that the inverse of an upper (lower) triangular matrix is also upper (lower) triangular.
4 References
Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal.12 1–19
5 Parameters
1: – CHARACTER(1)Input
On entry: specifies whether is upper or lower triangular.
is upper triangular.
is lower triangular.
Constraint:
or .
2: – CHARACTER(1)Input
On entry: indicates whether is a nonunit or unit triangular matrix.
is a nonunit triangular matrix.
is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be .
Constraint:
or .
3: – INTEGERInput
On entry: , the order of the matrix .
Constraint:
.
4: – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A
must be at least
.
On entry: the by triangular matrix .
If , is upper triangular and the elements of the array below the diagonal are not referenced.
If , is lower triangular and the elements of the array above the diagonal are not referenced.
If , the diagonal elements of are assumed to be , and are not referenced.
On exit: is overwritten by , using the same storage format as described above.
5: – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F07TJF (DTRTRI) is called.
Constraint:
.
6: – INTEGEROutput
On exit: unless the routine detects an error (see Section 6).
6 Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
Element of the diagonal is exactly zero.
is singular its inverse cannot be computed.
7 Accuracy
The computed inverse satisfies
where is a modest linear function of , and is the machine precision.
Note that a similar bound for cannot be guaranteed, although it is almost always satisfied.
The computed inverse satisfies the forward error bound
F07TJF (DTRTRI) is not threaded by NAG in any implementation.
F07TJF (DTRTRI) 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 floating-point operations is approximately .