f07wkf forms the inverse of a real triangular matrix
, 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.
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
The computed inverse
satisfies
where
is a modest linear function of
, and
is the
machine precision.
The computed inverse satisfies the forward error bound
See
Du Croz and Higham (1992).
Background information to multithreading can be found in the
Multithreading documentation.
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.
The complex analogue of this routine is
f07wxf.
This example computes the inverse of the matrix
, where
and is stored using RFP format.