Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia https://www.netlib.org/lapack/lug

5 Arguments

1: $n$ – Integer Input: On entry: $n$ , the number of linear equations, i.e., the order of the matrix $A$ .

Constraint: $n \geq 0$ .
2: $nrhs$ – Integer Input: On entry: $r$ , the number of right-hand sides, i.e., the number of columns of the matrix $B$ .

Constraint: $nrhs \geq 0$ .
3: $dl (*)$ – Complex (Kind=nag_wp) array Input/Output: Note: the dimension of the array dl must be at least $\max (1, n - 1)$ .

On entry: must contain the $(n - 1)$ subdiagonal elements of the matrix $A$ .

On exit: if no constraints are violated, dl is overwritten by the ( $n - 2$ ) elements of the second superdiagonal of the upper triangular matrix $U$ from the $L U$ factorization of $A$ , in $dl (1), dl (2), \dots, dl (n - 2)$ .
4: $d (*)$ – Complex (Kind=nag_wp) array Input/Output: Note: the dimension of the array d must be at least $\max (1, n)$ .

On entry: must contain the $n$ diagonal elements of the matrix $A$ .

On exit: if no constraints are violated, d is overwritten by the $n$ diagonal elements of the upper triangular matrix $U$ from the $L U$ factorization of $A$ .
5: $du (*)$ – Complex (Kind=nag_wp) array Input/Output: Note: the dimension of the array du must be at least $\max (1, n - 1)$ .

On entry: must contain the $(n - 1)$ superdiagonal elements of the matrix $A$ .

On exit: if no constraints are violated, du is overwritten by the $(n - 1)$ elements of the first superdiagonal of $U$ .
6: $b (ldb, *)$ – Complex (Kind=nag_wp) array Input/Output: Note: the second dimension of the array b must be at least $\max (1, nrhs)$ .

to solve the equations $A x = b$ , where $b$ is a single right-hand side, b may be supplied as a one-dimensional array with length $ldb = \max (1, n)$ .

On entry: the $n \times r$ right-hand side matrix $B$ .

On exit: if $info = 0$ , the $n \times r$ solution matrix $X$ .
7: $ldb$ – Integer Input: On entry: the first dimension of the array b as declared in the (sub)program from which f07cnf is called.

Constraint: $ldb \geq \max (1, n)$ .
8: $info$ – Integer Output: 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, and the solution has not been computed. The factorization has not been completed unless $n = ⟨ value ⟩$ .

7 Accuracy

The computed solution for a single right-hand side,

\hat{x}

, satisfies an equation of the form

(A + E) \hat{x} = b,

where

{‖ E ‖}_{1} = O (ε) {‖ A ‖}_{1}

and

ε

is the machine precision. An approximate error bound for the computed solution is given by

\frac{{‖ \hat{x} - x ‖}_{1}}{{‖ x ‖}_{1}} \leq κ (A) \frac{{‖ E ‖}_{1}}{{‖ A ‖}_{1}},

where

κ (A) = {‖ A^{- 1} ‖}_{1} {‖ A ‖}_{1}

, the condition number of

A

with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) for further details.

Alternatives to f07cnf, which return condition and error estimates are f04ccf and f07cpf.

8 Parallelism and Performance

f07cnf 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 required to solve the equations

A X = B

is proportional to

n r

The real analogue of this routine is f07caf.

10 Example

This example solves the equations

A x = b,

where

A

is the tridiagonal matrix

A = (\begin{array}{r} - 1.3 + 1.3 i & 2.0 - 1.0 i & 0 & 0 & 0 \\ 1.0 - 2.0 i & - 1.3 + 1.3 i & 2.0 + 1.0 i & 0 & 0 \\ 0 & 1.0 + 1.0 i & - 1.3 + 3.3 i & - 1.0 + 1.0 i & 0 \\ 0 & 0 & 2.0 - 3.0 i & - 0.3 + 4.3 i & 1.0 - 1.0 i \\ 0 & 0 & 0 & 1.0 + 1.0 i & - 3.3 + 1.3 i \end{array})

and

b = (\begin{array}{r} 2.4 - 5.0 i \\ 3.4 + 18.2 i \\ - 14.7 + 9.7 i \\ 31.9 - 7.7 i \\ - 1.0 + 1.6 i \end{array}) .

f07cn: FL CL CPP AD

NAG FL Interfacef07cnf (zgtsv)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

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 FL Interface
f07cnf (zgtsv)