NAG C Library Function Document
nag_zgetrf (f07arc)
1
Purpose
nag_zgetrf (f07arc) computes the factorization of a complex by matrix.
2
Specification
#include <nag.h> |
#include <nagf07.h> |
void |
nag_zgetrf (Nag_OrderType order,
Integer m,
Integer n,
Complex a[],
Integer pda,
Integer ipiv[],
NagError *fail) |
|
3
Description
nag_zgetrf (f07arc) forms the factorization of a complex by matrix as , where is a permutation matrix, is lower triangular with unit diagonal elements (lower trapezoidal if ) and is upper triangular (upper trapezoidal if ). Usually is square , and both and are triangular. The function 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
Arguments
- 1:
– Nag_OrderTypeInput
-
On entry: the
order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by
. See
Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint:
or .
- 2:
– IntegerInput
-
On entry: , the number of rows of the matrix .
Constraint:
.
- 3:
– IntegerInput
-
On entry: , the number of columns of the matrix .
Constraint:
.
- 4:
– ComplexInput/Output
-
Note: the dimension,
dim, of the array
a
must be at least
- when
;
- when
.
The
th element of the matrix
is stored in
- when ;
- when .
On entry: the by matrix .
On exit: the factors and from the factorization ; the unit diagonal elements of are not stored.
- 5:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
a.
Constraints:
- if ,
;
- if , .
- 6:
– IntegerOutput
-
On exit: the pivot indices that define the permutation matrix. At the
th step, if then row of the matrix was interchanged with row , for . indicates that, at the th step, a row interchange was not required.
- 7:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
- NE_INTERNAL_ERROR
-
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
- NE_SINGULAR
-
Element of the diagonal is exactly zero.
The factorization has been completed, but the factor is exactly singular, and division by zero will occur if it is used to solve
a system of equations.
7
Accuracy
The computed factors
and
are the exact factors of a perturbed matrix
, where
is a modest linear function of
, and
is the
machine precision.
8
Parallelism and Performance
nag_zgetrf (f07arc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_zgetrf (f07arc) 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 function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The total number of real floating-point operations is approximately if (the usual case), if and if .
A call to this function with
may be followed by calls to the functions:
The real analogue of this function is
nag_dgetrf (f07adc).
10
Example
This example computes the
factorization of the matrix
, where
10.1
Program Text
Program Text (f07arce.c)
10.2
Program Data
Program Data (f07arce.d)
10.3
Program Results
Program Results (f07arce.r)