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: $order$ – Nag_OrderType Input

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

order = Nag_RowMajor

. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.

Constraint:

order = Nag_RowMajor

Nag_ColMajor

2: $n$ – Integer Input

On entry:

n

, the number of linear equations, i.e., the order of the matrix

A

Constraint:

n \geq 0

3: $nrhs$ – 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

4: $dl [\dim]$ – Complex Input/Output

Note: the dimension, dim, 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 [0], dl [1], \dots, dl [n - 3]

5: $d [\dim]$ – Complex Input/Output

Note: the dimension, dim, 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

6: $du [\dim]$ – Complex Input/Output

Note: the dimension, dim, 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

7: $b [\dim]$ – Complex Input/Output

Note: the dimension, dim, of the array b must be at least

$\max (1, pdb \times nrhs)$ when $order = Nag_ColMajor$ ;
$\max (1, n \times pdb)$ when $order = Nag_RowMajor$ .

The

(i, j)

th element of the matrix

B

is stored in

$b [(j - 1) \times pdb + i - 1]$ when $order = Nag_ColMajor$ ;
$b [(i - 1) \times pdb + j - 1]$ when $order = Nag_RowMajor$ .

On entry: the

n \times r

right-hand side matrix

B

On exit: if

fail . code =

NE_NOERROR, the

n \times r

solution matrix

X

8: $pdb$ – Integer Input

On entry: the stride separating row or column elements (depending on the value of order) in the array b.

Constraints:

if $order = Nag_ColMajor$ , $pdb \geq \max (1, n)$ ;
if $order = Nag_RowMajor$ , $pdb \geq \max (1, nrhs)$ .

9: $fail$ – 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 $⟨ value ⟩$ had an illegal value.
NE_INT: On entry, $n = ⟨ value ⟩$ .
Constraint: $n \geq 0$ .

On entry, $nrhs = ⟨ value ⟩$ .
Constraint: $nrhs \geq 0$ .

On entry, $pdb = ⟨ value ⟩$ .
Constraint: $pdb > 0$ .
NE_INT_2: On entry, $pdb = ⟨ value ⟩$ and $n = ⟨ value ⟩$ .
Constraint: $pdb \geq \max (1, n)$ .

On entry, $pdb = ⟨ value ⟩$ and $nrhs = ⟨ value ⟩$ .
Constraint: $pdb \geq \max (1, nrhs)$ .
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_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.
NE_SINGULAR: 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 f07cnc, which return condition and error estimates are f04ccc and f07cpc.

8 Parallelism and Performance

f07cnc 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.

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 function is f07cac.

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 CL Interfacef07cnc (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 CL Interface
f07cnc (zgtsv)