f07 Chapter Contents
f07 Chapter Introduction
NAG C Library Manual

# NAG Library Function Documentnag_zgttrs (f07csc)

## 1  Purpose

nag_zgttrs (f07csc) computes the solution to a complex system of linear equations $AX=B$ or ${A}^{\mathrm{T}}X=B$ or ${A}^{\mathrm{H}}X=B$, where $A$ is an $n$ by $n$ tridiagonal matrix and $X$ and $B$ are $n$ by $r$ matrices, using the $LU$ factorization returned by nag_zgttrf (f07crc).

## 2  Specification

 #include #include
 void nag_zgttrs (Nag_OrderType order, Nag_TransType trans, Integer n, Integer nrhs, const Complex dl[], const Complex d[], const Complex du[], const Complex du2[], const Integer ipiv[], Complex b[], Integer pdb, NagError *fail)

## 3  Description

nag_zgttrs (f07csc) should be preceded by a call to nag_zgttrf (f07crc), which uses Gaussian elimination with partial pivoting and row interchanges to factorize the matrix $A$ as
 $A=PLU ,$
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. nag_zgttrs (f07csc) 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 http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

## 5  Arguments

1:     orderNag_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:     transNag_TransTypeInput
On entry: specifies the equations to be solved as follows:
${\mathbf{trans}}=\mathrm{Nag_NoTrans}$
Solve $AX=B$ for $X$.
${\mathbf{trans}}=\mathrm{Nag_Trans}$
Solve ${A}^{\mathrm{T}}X=B$ for $X$.
${\mathbf{trans}}=\mathrm{Nag_ConjTrans}$
Solve ${A}^{\mathrm{H}}X=B$ for $X$.
Constraint: ${\mathbf{trans}}=\mathrm{Nag_NoTrans}$, $\mathrm{Nag_Trans}$ or $\mathrm{Nag_ConjTrans}$.
3:     nIntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
4:     nrhsIntegerInput
On entry: $r$, the number of right-hand sides, i.e., the number of columns of the matrix $B$.
Constraint: ${\mathbf{nrhs}}\ge 0$.
5:     dl[$\mathit{dim}$]const ComplexInput
Note: the dimension, dim, of the array dl must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}-1\right)$.
On entry: must contain the $\left(n-1\right)$ multipliers that define the matrix $L$ of the $LU$ factorization of $A$.
6:     d[$\mathit{dim}$]const ComplexInput
Note: the dimension, dim, of the array d must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry: must contain the $n$ diagonal elements of the upper triangular matrix $U$ from the $LU$ factorization of $A$.
7:     du[$\mathit{dim}$]const ComplexInput
Note: the dimension, dim, of the array du must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}-1\right)$.
On entry: must contain the $\left(n-1\right)$ elements of the first superdiagonal of $U$.
8:     du2[$\mathit{dim}$]const ComplexInput
Note: the dimension, dim, of the array du2 must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}-2\right)$.
On entry: must contain the $\left(n-2\right)$ elements of the second superdiagonal of $U$.
9:     ipiv[$\mathit{dim}$]const IntegerInput
Note: the dimension, dim, of the array ipiv must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
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 ${\mathbf{ipiv}}\left[i-1\right]$, and ${\mathbf{ipiv}}\left[i-1\right]$ must always be either $i$ or $\left(i+1\right)$, ${\mathbf{ipiv}}\left[i-1\right]=i$ indicating that a row interchange was not performed.
10:   b[$\mathit{dim}$]ComplexInput/Output
Note: the dimension, dim, of the array b must be at least
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdb}}×{\mathbf{nrhs}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×{\mathbf{pdb}}\right)$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
The $\left(i,j\right)$th element of the matrix $B$ is stored in
• ${\mathbf{b}}\left[\left(j-1\right)×{\mathbf{pdb}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{b}}\left[\left(i-1\right)×{\mathbf{pdb}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: the $n$ by $r$ matrix of right-hand sides $B$.
On exit: the $n$ by $r$ solution matrix $X$.
11:   pdbIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraints:
• if ${\mathbf{order}}=\mathrm{Nag_ColMajor}$, ${\mathbf{pdb}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
• if ${\mathbf{order}}=\mathrm{Nag_RowMajor}$, ${\mathbf{pdb}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs}}\right)$.
12:   failNagError *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.
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: ${\mathbf{pdb}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry, ${\mathbf{pdb}}=〈\mathit{\text{value}}〉$ and ${\mathbf{nrhs}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pdb}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs}}\right)$.
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.

## 7  Accuracy

The computed solution for a single right-hand side, $\stackrel{^}{x}$, satisfies an equation of the form
 $A+E x^=b ,$
where
 $E1 =OεA1$
and $\epsilon$ is the machine precision. An approximate error bound for the computed solution is given by
 $x^-x 1 x 1 ≤ κA E1 A1 ,$
where $\kappa \left(A\right)={‖{A}^{-1}‖}_{1}{‖A‖}_{1}$, 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 function nag_zgtcon (f07cuc) can be used to estimate the condition number of $A$ and nag_zgtrfs (f07cvc) can be used to obtain approximate error bounds.

The total number of floating point operations required to solve the equations $AX=B$ or ${A}^{\mathrm{T}}X=B$ or ${A}^{\mathrm{H}}X=B$ is proportional to $nr$.
The real analogue of this function is nag_dgttrs (f07cec).

## 9  Example

This example solves the equations
 $AX=B ,$
where $A$ is the tridiagonal matrix
 $A = -1.3+1.3i 2.0-1.0i 0.0i+0.0 0.0i+0.0 0.0i+0.0 1.0-2.0i -1.3+1.3i 2.0+1.0i 0.0i+0.0 0.0i+0.0 0.0i+0.0 1.0+1.0i -1.3+3.3i -1.0+1.0i 0.0i+0.0 0.0i+0.0 0.0i+0.0 2.0-3.0i -0.3+4.3i 1.0-1.0i 0.0i+0.0 0.0i+0.0 0.0i+0.0 1.0+1.0i -3.3+1.3i$
and
 $B = 2.4-05.0i 2.7+06.9i 3.4+18.2i -6.9-05.3i -14.7+09.7i -6.0-00.6i 31.9-07.7i -3.9+09.3i -1.0+01.6i -3.0+12.2i .$

### 9.1  Program Text

Program Text (f07csce.c)

### 9.2  Program Data

Program Data (f07csce.d)

### 9.3  Program Results

Program Results (f07csce.r)