NAG CL Interface
f11mmc (direct_​real_​gen_​diag)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{n}$ – Integer Input

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

2: $\mathbf{icolzp}\left[\mathit{dim}\right]$ – const Integer Input

Note: the dimension, dim, of the array icolzp must be at least $\mathbf{n}+1$.

On entry: $\mathbf{icolzp}\left[i-1\right]$ contains the index in $A$ of the start of a new column. See Section 2.1.3 in the F11 Chapter Introduction.

3: $\mathbf{a}\left[\mathit{dim}\right]$ – const double Input

Note: the dimension, dim, of the array a must be at least $\mathbf{icolzp}\left[\mathbf{n}\right]-1$, the number of nonzeros of the sparse matrix $A$.

On entry: the array of nonzero values in the sparse matrix $A$.

4: $\mathbf{iprm}\left[7\times \mathbf{n}\right]$ – const Integer Input

On entry: the column permutation which defines $P_c$, the row permutation which defines $P_r$, plus associated data structures as computed by f11mec.

5: $\mathbf{il}\left[\mathit{dim}\right]$ – const Integer Input

Note: the dimension, dim, of the array il must be at least as large as the dimension of the array of the same name in f11mec.

On entry: records the sparsity pattern of matrix $L$ as computed by f11mec.

6: $\mathbf{lval}\left[\mathit{dim}\right]$ – const double Input

Note: the dimension, dim, of the array lval must be at least as large as the dimension of the array of the same name in f11mec.

On entry: records the nonzero values of matrix $L$ and some nonzero values of matrix $U$ as computed by f11mec.

7: $\mathbf{iu}\left[\mathit{dim}\right]$ – const Integer Input

Note: the dimension, dim, of the array iu must be at least as large as the dimension of the array of the same name in f11mec.

On entry: records the sparsity pattern of matrix $U$ as computed by f11mec.

8: $\mathbf{uval}\left[\mathit{dim}\right]$ – const double Input

Note: the dimension, dim, of the array uval must be at least as large as the dimension of the array of the same name in f11mec.

On entry: records some nonzero values of matrix $U$ as computed by f11mec.

9: $\mathbf{rpg}$ – double * Output

On exit: the reciprocal pivot growth factor ${\max }_j\left({‖A_j‖}_{\infty }/{‖U_j‖}_{\infty }\right)$. If the reciprocal pivot growth factor is much less than $1$, the stability of the $LU$ factorization may be poor.

10: $\mathbf{fail}$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

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 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_INVALID_PERM_COL

Incorrect column permutations in array iprm.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results