NAG CL Interface
f07cdc (dgttrf)

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 order of the matrix $A$ .

Constraint: $n \geq 0$ .
2: $dl [\dim]$ – double 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: is overwritten by the $(n - 1)$ multipliers that define the matrix $L$ of the $L U$ factorization of $A$ .
3: $d [\dim]$ – double 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: is overwritten by the $n$ diagonal elements of the upper triangular matrix $U$ from the $L U$ factorization of $A$ .
4: $du [\dim]$ – double 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: is overwritten by the $(n - 1)$ elements of the first superdiagonal of $U$ .
5: $du2 [n - 2]$ – double Output: On exit: contains the $(n - 2)$ elements of the second superdiagonal of $U$ .
6: $ipiv [n]$ – Integer Output: On exit: contains the $n$ pivot indices that define the permutation matrix $P$ . At the $i$ th step, row $i$ of the matrix was interchanged with row $ipiv [i - 1]$ . $ipiv [i - 1]$ will always be either $i$ or $(i + 1)$ , $ipiv [i - 1] = i$ indicating that a row interchange was not performed.
7: $fail$ – 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: $n \geq 0$ .
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. The factorization has been completed, but the factor $U$ is exactly singular, and division by zero will occur if it is used to solve a system of equations.

7 Accuracy

The computed factorization satisfies an equation of the form

A + E = P L U,

where

{‖ E ‖}_{\infty} = O (ε) {‖ A ‖}_{\infty}

and

ε

is the machine precision.

Following the use of this function, f07cec can be used to solve systems of equations

A X = B

A^{T} X = B

, and f07cgc can be used to estimate the condition number of

A

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.

f07cdc is not threaded in any implementation.

9 Further Comments

The total number of floating-point operations required to factorize the matrix

A

is proportional to

n

The complex analogue of this function is f07crc.

10 Example

This example factorizes the tridiagonal matrix

A

given by

A = (\begin{array}{r} 3.0 & 2.1 & 0 & 0 & 0 \\ 3.4 & 2.3 & - 1.0 & 0 & 0 \\ 0 & 3.6 & - 5.0 & 1.9 & 0 \\ 0 & 0 & 7.0 & - 0.9 & 8.0 \\ 0 & 0 & 0 & - 6.0 & 7.1 \end{array}) .

NAG CL Interfacef07cdc (dgttrf)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References