naginterfaces.library.lapacklin.dgetrs

naginterfaces.library.lapacklin.dgetrs(trans, a, ipiv, b)

dgetrs solves a real system of linear equations with multiple right-hand sides,

$$AX=B\text{or}{A}^{T}X=B\text{,}$$

where $A$ has been factorized by dgetrf().

For full information please refer to the NAG Library document for f07ae

https://support.nag.com/numeric/nl/nagdoc_30/flhtml/f07/f07aef.html

Parameters

transstr, length 1

Indicates the form of the equations.

$trans=\text{'N'}$

$AX=B$ is solved for $X$.

$trans=\text{'T'}$ or $\text{'C'}$

$A^{T}X=B$ is solved for $X$.

afloat, array-like, shape $(n,n)$

The $LU$ factorization of $A$, as returned by dgetrf().

ipivint, array-like, shape $\left(n\right)$

The pivot indices, as returned by dgetrf().

bfloat, array-like, shape $(n,\text{nrhs})$

The $n\times r$ right-hand side matrix $B$.

Returns

bfloat, ndarray, shape $(n,\text{nrhs})$

The $n\times r$ solution matrix $X$.

Raises

NagValueError

(errno $-1$)

On entry, error in parameter $trans$.

Constraint: $trans=\text{'N'}$, $\text{'T'}$ or $\text{'C'}$.

(errno $-2$)

On entry, error in parameter $\text{n}$.

Constraint: $n\ge 0$.

(errno $-3$)

On entry, error in parameter $\text{nrhs}$.

Constraint: $\text{nrhs}\ge 0$.

Notes

dgetrs is used to solve a real system of linear equations $AX=B$ or $A^{T}X=B$, the function must be preceded by a call to dgetrf() which computes the $LU$ factorization of $A$ as $A=PLU$. The solution is computed by forward and backward substitution.

If $trans=\text{'N'}$, the solution is computed by solving $PLY=B$ and then $UX=Y$.

If $trans=\text{'T'}$ or $\text{'C'}$, the solution is computed by solving $U^{T}Y=B$ and then $L^T{P}^{T}X=Y$.

References

Golub, G H and Van Loan, C F, 1996, Matrix Computations, (3rd Edition), Johns Hopkins University Press, Baltimore