nag_dtrtri (f07tjc) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_dtrtri (f07tjc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dtrtri (f07tjc) computes the inverse of a real triangular matrix.

2  Specification

#include <nag.h>
#include <nagf07.h>
void  nag_dtrtri (Nag_OrderType order, Nag_UploType uplo, Nag_DiagType diag, Integer n, double a[], Integer pda, NagError *fail)

3  Description

nag_dtrtri (f07tjc) forms the inverse of a real triangular matrix A. Note that the inverse of an upper (lower) triangular matrix is also upper (lower) triangular.

4  References

Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal. 12 1–19

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 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     uploNag_UploTypeInput
On entry: specifies whether A is upper or lower triangular.
uplo=Nag_Upper
A is upper triangular.
uplo=Nag_Lower
A is lower triangular.
Constraint: uplo=Nag_Upper or Nag_Lower.
3:     diagNag_DiagTypeInput
On entry: indicates whether A is a nonunit or unit triangular matrix.
diag=Nag_NonUnitDiag
A is a nonunit triangular matrix.
diag=Nag_UnitDiag
A is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1.
Constraint: diag=Nag_NonUnitDiag or Nag_UnitDiag.
4:     nIntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
5:     a[dim]doubleInput/Output
Note: the dimension, dim, of the array a must be at least max1,pda×n.
On entry: the n by n triangular matrix A.
If order=Nag_ColMajor, Aij is stored in a[j-1×pda+i-1].
If order=Nag_RowMajor, Aij is stored in a[i-1×pda+j-1].
If uplo=Nag_Upper, the upper triangular part of A must be stored and the elements of the array below the diagonal are not referenced.
If uplo=Nag_Lower, the lower triangular part of A must be stored and the elements of the array above the diagonal are not referenced.
If diag=Nag_UnitDiag, the diagonal elements of A are assumed to be 1, and are not referenced.
On exit: A is overwritten by A-1, using the same storage format as described above.
6:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array a.
Constraint: pdamax1,n.
7:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
On entry, pda=value.
Constraint: pda>0.
NE_INT_2
On entry, pda=value and n=value.
Constraint: pdamax1,n.
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_SINGULAR
avalue,value is exactly zero. A is singular its inverse cannot be computed.

7  Accuracy

The computed inverse X satisfies
XA-IcnεXA ,
where cn is a modest linear function of n, and ε is the machine precision.
Note that a similar bound for AX-I cannot be guaranteed, although it is almost always satisfied.
The computed inverse satisfies the forward error bound
X-A-1cnεA-1AX .
See Du Croz and Higham (1992).

8  Parallelism and Performance

nag_dtrtri (f07tjc) is not threaded by NAG in any implementation.
nag_dtrtri (f07tjc) 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 13n3.
The complex analogue of this function is nag_ztrtri (f07twc).

10  Example

This example computes the inverse of the matrix A, where
A= 4.30 0.00 0.00 0.00 -3.96 -4.87 0.00 0.00 0.40 0.31 -8.02 0.00 -0.27 0.07 -5.95 0.12 .

10.1  Program Text

Program Text (f07tjce.c)

10.2  Program Data

Program Data (f07tjce.d)

10.3  Program Results

Program Results (f07tjce.r)


nag_dtrtri (f07tjc) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

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