nag_dgetrs (f07aec) (PDF version)
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NAG Library Manual

NAG Library Function Document

nag_dgetrs (f07aec)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dgetrs (f07aec) solves a real system of linear equations with multiple right-hand sides,
AX=B   or   ATX=B ,
where A has been factorized by nag_dgetrf (f07adc).

2  Specification

#include <nag.h>
#include <nagf07.h>
void  nag_dgetrs (Nag_OrderType order, Nag_TransType trans, Integer n, Integer nrhs, const double a[], Integer pda, const Integer ipiv[], double b[], Integer pdb, NagError *fail)

3  Description

nag_dgetrs (f07aec) is used to solve a real system of linear equations AX=B or ATX=B, the function must be preceded by a call to nag_dgetrf (f07adc) which computes the LU factorization of A as A=PLU. The solution is computed by forward and backward substitution.
If trans=Nag_NoTrans, the solution is computed by solving PLY=B and then UX=Y.
If trans=Nag_Trans or Nag_ConjTrans, the solution is computed by solving UTY=B and then LTPTX=Y.

4  References

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 order=Nag_RowMajor. See Section in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     transNag_TransTypeInput
On entry: indicates the form of the equations.
AX=B is solved for X.
trans=Nag_Trans or Nag_ConjTrans
ATX=B is solved for X.
Constraint: trans=Nag_NoTrans, Nag_Trans or Nag_ConjTrans.
3:     nIntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
4:     nrhsIntegerInput
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
5:     a[dim]const doubleInput
Note: the dimension, dim, of the array a must be at least max1,pda×n.
The i,jth element of the matrix A is stored in
  • a[j-1×pda+i-1] when order=Nag_ColMajor;
  • a[i-1×pda+j-1] when order=Nag_RowMajor.
On entry: the LU factorization of A, as returned by nag_dgetrf (f07adc).
6:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint: pdamax1,n.
7:     ipiv[dim]const IntegerInput
Note: the dimension, dim, of the array ipiv must be at least max1,n.
On entry: the pivot indices, as returned by nag_dgetrf (f07adc).
8:     b[dim]doubleInput/Output
Note: the dimension, dim, of the array b must be at least
  • max1,pdb×nrhs when order=Nag_ColMajor;
  • max1,n×pdb when order=Nag_RowMajor.
The i,jth element of the matrix B is stored in
  • b[j-1×pdb+i-1] when order=Nag_ColMajor;
  • b[i-1×pdb+j-1] when order=Nag_RowMajor.
On entry: the n by r right-hand side matrix B.
On exit: the n by r solution matrix X.
9:     pdbIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
  • if order=Nag_ColMajor, pdbmax1,n;
  • if order=Nag_RowMajor, pdbmax1,nrhs.
10:   failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

Dynamic memory allocation failed.
On entry, argument value had an illegal value.
On entry, n=value.
Constraint: n0.
On entry, nrhs=value.
Constraint: nrhs0.
On entry, pda=value.
Constraint: pda>0.
On entry, pdb=value.
Constraint: pdb>0.
On entry, pda=value and n=value.
Constraint: pdamax1,n.
On entry, pdb=value and n=value.
Constraint: pdbmax1,n.
On entry, pdb=value and nrhs=value.
Constraint: pdbmax1,nrhs.
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

For each right-hand side vector b, the computed solution x is the exact solution of a perturbed system of equations A+Ex=b, where
EcnεPLU ,
cn is a modest linear function of n, and ε is the machine precision.
If x^ is the true solution, then the computed solution x satisfies a forward error bound of the form
x-x^ x cncondA,xε
where condA,x = A-1 A x / x condA = A-1 A κ A .
Note that condA,x can be much smaller than condA, and condAT can be much larger (or smaller) than condA.
Forward and backward error bounds can be computed by calling nag_dgerfs (f07ahc), and an estimate for κA can be obtained by calling nag_dgecon (f07agc) with norm=Nag_InfNorm.

8  Parallelism and Performance

nag_dgetrs (f07aec) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dgetrs (f07aec) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The total number of floating-point operations is approximately 2n2r.
This function may be followed by a call to nag_dgerfs (f07ahc) to refine the solution and return an error estimate.
The complex analogue of this function is nag_zgetrs (f07asc).

10  Example

This example solves the system of equations AX=B, where
A= 1.80 2.88 2.05 -0.89 5.25 -2.95 -0.95 -3.80 1.58 -2.69 -2.90 -1.04 -1.11 -0.66 -0.59 0.80   and   B= 9.52 18.47 24.35 2.25 0.77 -13.28 -6.22 -6.21 .
Here A is nonsymmetric and must first be factorized by nag_dgetrf (f07adc).

10.1  Program Text

Program Text (f07aece.c)

10.2  Program Data

Program Data (f07aece.d)

10.3  Program Results

Program Results (f07aece.r)

nag_dgetrs (f07aec) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014