NAG FL Interface
f07cef (dgttrs)

Integer, Intent (In)	::	n, nrhs, ipiv(*), ldb
Integer, Intent (Out)	::	info
Real (Kind=nag_wp), Intent (In)	::	dl(), d(), du(), du2()
Real (Kind=nag_wp), Intent (Inout)	::	b(ldb,*)
Character (1), Intent (In)	::	trans

C Header Interface

#include <nag.h>

void	f07cef_ (const char trans, const Integer n, const Integer nrhs, const double dl[], const double d[], const double du[], const double du2[], const Integer ipiv[], double b[], const Integer ldb, Integer *info, const Charlen length_trans)

The routine may be called by the names f07cef, nagf_lapacklin_dgttrs or its LAPACK name dgttrs.

3 Description

f07cef should be preceded by a call to f07cdf, which uses Gaussian elimination with partial pivoting and row interchanges to factorize the matrix

A

A = P L U,

where

P

is a permutation matrix,

L

is unit lower triangular with at most one nonzero subdiagonal element in each column, and

U

is an upper triangular band matrix, with two superdiagonals. f07cef then utilizes the factorization to solve the required equations.

4 References

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: $trans$ – Character(1) Input

On entry: specifies the equations to be solved as follows:

$trans ='N'$: Solve $A X = B$ for $X$ .
$trans ='T'$ or $'C'$: Solve $A^{T} X = B$ for $X$ .

Constraint:

trans ='N'

'T'

'C'

2: $n$ – Integer Input

On entry:

n

, 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: $dl (*)$ – Real (Kind=nag_wp) array Input

Note: the dimension of the array dl must be at least

\max (1, n - 1)

On entry: must contain the

(n - 1)

multipliers that define the matrix

L

of the

L U

factorization of

A

5: $d (*)$ – Real (Kind=nag_wp) array Input

Note: the dimension of the array d must be at least

\max (1, n)

On entry: must contain the

n

diagonal elements of the upper triangular matrix

U

from the

L U

factorization of

A

6: $du (*)$ – Real (Kind=nag_wp) array Input

Note: the dimension of the array du must be at least

\max (1, n - 1)

On entry: must contain the

(n - 1)

elements of the first superdiagonal of

U

7: $du2 (*)$ – Real (Kind=nag_wp) array Input

Note: the dimension of the array du2 must be at least

\max (1, n - 2)

On entry: must contain the

(n - 2)

elements of the second superdiagonal of

U

8: $ipiv (*)$ – Integer array Input

Note: the dimension of the array ipiv must be at least

\max (1, n)

On entry: must contain 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)

, and

ipiv (i)

must always be either

i

(i + 1)

ipiv (i) = i

indicating that a row interchange was not performed.

9: $b (ldb, *)$ – Real (Kind=nag_wp) array Input/Output

Note: the second dimension of the array b must be at least

\max (1, nrhs)

On entry: the

n \times r

matrix of right-hand sides

B

On exit: the

n \times r

solution matrix

X

10: $ldb$ – Integer Input

On entry: the first dimension of the array b as declared in the (sub)program from which f07cef is called.

Constraint:

ldb \geq \max (1, n)

11: $info$ – 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.

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.

Following the use of this routine f07cgf can be used to estimate the condition number of

A

and f07chf can be used to obtain approximate error bounds.

8 Parallelism and Performance

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

f07cef is not threaded in any implementation.

9 Further Comments

The total number of floating-point operations required to solve the equations

A X = B

A^{T} X = B

is proportional to

n r

The complex analogue of this routine is f07csf.

10 Example

This example solves the equations

A X = B,

where

A

is the tridiagonal matrix

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}) and B = (\begin{matrix} 2.7 & 6.6 \\ - 0.5 & 10.8 \\ 2.6 & - 3.2 \\ 0.6 & - 11.2 \\ 2.7 & 19.1 \end{matrix}) .

NAG FL Interfacef07cef (dgttrs)

▸▿ 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
f07cef (dgttrs)