NAG Library Routine Document

F07WKF (DTFTRI)

, stored using RFP format. The RFP storage format is described in Section 3.3.3 in the F07 Chapter Introduction. 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

Gustavson F G, Waśniewski J, Dongarra J J and Langou J (2010) Rectangular full packed format for Cholesky's algorithm: factorization, solution, and inversion ACM Trans. Math. Software 37, 2

5 Parameters

1: $TRANSR$ – CHARACTER(1)Input

On entry: specifies whether the RFP representation of

A

is normal or transposed.

$TRANSR ='N'$: The matrix $A$ is stored in normal RFP format.
$TRANSR ='T'$: The matrix $A$ is stored in transposed RFP format.

Constraint:

TRANSR ='N'

'T'

2: $UPLO$ – CHARACTER(1)Input

On entry: specifies whether

A

is upper or lower triangular.

$UPLO ='U'$: $A$ is upper triangular.
$UPLO ='L'$: $A$ is lower triangular.

Constraint:

UPLO ='U'

'L'

3: $DIAG$ – CHARACTER(1)Input

On entry: indicates whether

A

is a nonunit or unit triangular matrix.

$DIAG ='N'$: $A$ is a nonunit triangular matrix.
$DIAG ='U'$: $A$ is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be $1$ .

Constraint:

DIAG ='N'

'U'

4: $N$ – INTEGERInput

On entry:

n

, the order of the matrix

A

Constraint:

N \geq 0

5: $AR (N \times (N + 1) / 2)$ – REAL (KIND=nag_wp) arrayInput/Output

On entry: the upper or lower triangular part (as specified by UPLO) of the

n

n

symmetric matrix

A

, in either normal or transposed RFP format (as specified by TRANSR). The storage format is described in detail in Section 3.3.3 in the F07 Chapter Introduction.

On exit:

A

is overwritten by

A^{- 1}

, in the same storage format as

A

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.

$INFO > 0$: Diagonal element $〈value〉$ of $A$ is exactly zero. $A$ is singular its inverse cannot be computed.

7 Accuracy

The computed inverse

X

satisfies

|X A - I| \leq c (n) ε |X| |A|,

where

c (n)

is a modest linear function of

n

, and

ε

is the machine precision.

Note that a similar bound for

|A X - I|

cannot be guaranteed, although it is almost always satisfied.

The computed inverse satisfies the forward error bound

|X - A^{- 1}| \leq c (n) ε |A^{- 1}| |A| |X| .

See Du Croz and Higham (1992).

8 Parallelism and Performance

F07WKF (DTFTRI) is not threaded by NAG in any implementation.

F07WKF (DTFTRI) 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

\frac{1}{3} n^{3}

The complex analogue of this routine is F07WXF (ZTFTRI).

10 Example

This example computes the inverse of the matrix

A

, where

A = (\begin{matrix} 4.30 & 0.00 & 0.00 & 0.00 \\ - 3.96 & - 4.87 & 0.00 & 0.00 \\ 0.40 & 0.31 & - 8.02 & 0.00 \\ - 0.27 & 0.07 & - 5.95 & 0.12 \end{matrix})

and is stored using RFP format.

NAG Library Routine DocumentF07WKF (DTFTRI)

▸▿ 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

F07WKF (DTFTRI)