NAG Library Function Document

nag_real_sym_posdef_tridiag_lin_solve (f04bgc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     order – Nag_OrderTypeInput

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 $\mathbf{order}=\mathrm{Nag\_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint: $\mathbf{order}=\mathrm{Nag\_RowMajor}$ or Nag_ColMajor.

2:     n – IntegerInput

On entry: the number of linear equations $n$, i.e., the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

3:     nrhs – IntegerInput

On entry: the number of right-hand sides $r$, i.e., the number of columns of the matrix $B$.

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

4:     d[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array d must be at least $\max \left(1,\mathbf{n}\right)$.

On entry: must contain the $n$ diagonal elements of the tridiagonal matrix $A$.

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=$NE_NOERROR or NE_RCOND, d is overwritten by the $n$ diagonal elements of the diagonal matrix $D$ from the $LD{L}^{\mathrm{T}}$ factorization of $A$.

5:     e[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array e must be at least $\max \left(1,\mathbf{n}-1\right)$.

On entry: must contain the $\left(n-1\right)$ subdiagonal elements of the tridiagonal matrix $A$.

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=$NE_NOERROR or NE_RCOND, e is overwritten by the $\left(n-1\right)$ subdiagonal elements of the unit lower bidiagonal matrix $L$ from the $LD{L}^{\mathrm{T}}$ factorization of $A$. (e can also be regarded as the superdiagonal of the unit upper bidiagonal factor $U$ from the $U^{\mathrm{T}}DU$ factorization of $A$.)

6:     b[$\mathit{dim}$] – doubleInput/Output

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

• $\max \left(1,\mathbf{pdb}\times \mathbf{nrhs}\right)$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\max \left(1,\mathbf{n}\times \mathbf{pdb}\right)$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

The $\left(i,j\right)$th element of the matrix $B$ is stored in

• $\mathbf{b}\left[\left(j-1\right)\times \mathbf{pdb}+i-1\right]$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\mathbf{b}\left[\left(i-1\right)\times \mathbf{pdb}+j-1\right]$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

On entry: the $n$ by $r$ matrix of right-hand sides $B$.

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=$NE_NOERROR or NE_RCOND, the $n$ by $r$ solution matrix $X$.

7:     pdb – IntegerInput

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

Constraints:

• if $\mathbf{order}=\mathrm{Nag\_ColMajor}$, $\mathbf{pdb}\ge \max \left(1,\mathbf{n}\right)$;
• if $\mathbf{order}=\mathrm{Nag\_RowMajor}$, $\mathbf{pdb}\ge \max \left(1,\mathbf{nrhs}\right)$.

8:     rcond – double *Output

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=$NE_NOERROR or NE_RCOND, an estimate of the reciprocal of the condition number of the matrix $A$, computed as $\mathbf{rcond}=1/\left({‖A‖}_1{‖A^{-1}‖}_1\right)$.

9:     errbnd – double *Output

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=$NE_NOERROR or NE_RCOND, an estimate of the forward error bound for a computed solution $\hat{x}$, such that ${‖\hat{x}-x‖}_1/{‖x‖}_1\le \mathbf{errbnd}$, where $\hat{x}$ is a column of the computed solution returned in the array b and $x$ is the corresponding column of the exact solution $X$. If rcond is less than machine precision, then errbnd is returned as unity.

10:   fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

On entry, $\mathbf{nrhs}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nrhs}\ge 0$.

On entry, $\mathbf{pdb}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{pdb}>0$.

NE_INT_2

On entry, $\mathbf{pdb}=〈\mathit{\text{value}}〉$ and $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{pdb}\ge \max \left(1,\mathbf{n}\right)$.

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.

NE_POS_DEF

The principal minor of order $〈\mathit{\text{value}}〉$ of the matrix $A$ is not positive definite. The factorization has not been completed and the solution could not be computed.

NE_RCOND

A solution has been computed, but rcond is less than machine precision so that the matrix $A$ is numerically singular.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (f04bgce.c)

9.2  Program Data

Program Data (f04bgce.d)

9.3  Program Results

Program Results (f04bgce.r)