F03AAF (PDF version)
F03 Chapter Contents
F03 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F03AAF calculates the determinant of a real matrix using an LU factorization with partial pivoting.

2  Specification

REAL (KIND=nag_wp)  A(LDA,*), DET, WKSPCE(N)

3  Description

F03AAF calculates the determinant of A using the LU factorization with partial pivoting, PA=LU, where P is a permutation matrix, L is lower triangular and U is unit upper triangular. The determinant of A is the product of the diagonal elements of L with the correct sign determined by the row interchanges.

4  References

Wilkinson J H and Reinsch C (1971) Handbook for Automatic Computation II, Linear Algebra Springer–Verlag

5  Parameters

1:     A(LDA,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the n by n matrix A.
On exit: A is overwritten by the factors L and U, except that the unit diagonal elements of U are not stored.
2:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F03AAF is called.
Constraint: LDAmax1,N.
3:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
4:     DET – REAL (KIND=nag_wp)Output
On exit: the determinant of A.
5:     WKSPCE(N) – REAL (KIND=nag_wp) arrayWorkspace
6:     IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.
On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
The matrix A is singular, possibly due to rounding errors. The factorization could not be completed. DET is set to 0.0.
Overflow. The value of the determinant is too large to be held in the computer.
Underflow. The value of the determinant is too small to be held in the computer.
On entry,N<0,

7  Accuracy

The accuracy of the determinant depends on the conditioning of the original matrix. For a detailed error analysis see page 107 of Wilkinson and Reinsch (1971).

8  Further Comments

The time taken by F03AAF is approximately proportional to n3.

9  Example

This example calculates the determinant of the real matrix
33 16 72 -24 -10 -57 -8 -4 -17 .

9.1  Program Text

Program Text (f03aafe.f90)

9.2  Program Data

Program Data (f03aafe.d)

9.3  Program Results

Program Results (f03aafe.r)

F03AAF (PDF version)
F03 Chapter Contents
F03 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012