F07JEF (DPTTRS) (PDF version)
F07 Chapter Contents
F07 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

F07JEF (DPTTRS) computes the solution to a real system of linear equations AX=B , where A  is an n  by n  symmetric positive definite tridiagonal matrix and X  and B  are n  by r  matrices, using the LDLT  factorization returned by F07JDF (DPTTRF).

2  Specification

REAL (KIND=nag_wp)  D(*), E(*), B(LDB,*)
The routine may be called by its LAPACK name dpttrs.

3  Description

F07JEF (DPTTRS) should be preceded by a call to F07JDF (DPTTRF), which computes a modified Cholesky factorization of the matrix A  as
where L  is a unit lower bidiagonal matrix and D  is a diagonal matrix, with positive diagonal elements. F07JEF (DPTTRS) then utilizes the factorization to solve the required equations. Note that the factorization may also be regarded as having the form UTDU , where U  is a unit upper bidiagonal matrix.

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

5  Parameters

1:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
2:     NRHS – INTEGERInput
On entry: r, the number of right-hand sides, i.e., the number of columns of the matrix B.
Constraint: NRHS0.
3:     D(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array D must be at least max1,N.
On entry: must contain the n diagonal elements of the diagonal matrix D from the LDLT factorization of A.
4:     E(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array E must be at least max1,N-1.
On entry: must contain the n-1 subdiagonal elements of the unit lower bidiagonal matrix L. (E can also be regarded as the superdiagonal of the unit upper bidiagonal matrix U from the UTDU factorization of A.)
5:     B(LDB,*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array B must be at least max1,NRHS.
On entry: the n by r matrix of right-hand sides B.
On exit: the n by r solution matrix X.
6:     LDB – INTEGERInput
On entry: the first dimension of the array B as declared in the (sub)program from which F07JEF (DPTTRS) is called.
Constraint: LDBmax1,N.
7:     INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
If INFO=-i, the ith argument had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

The computed solution for a single right-hand side, x^ , satisfies an equation of the form
A+E x^=b ,
E1 =OεA1
and ε  is the machine precision. An approximate error bound for the computed solution is given by
x^ - x 1 x1 κA E1 A1 ,
where κA = A-11 A1 , 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 routine F07JGF (DPTCON) can be used to estimate the condition number of A  and F07JHF (DPTRFS) can be used to obtain approximate error bounds.

8  Further Comments

The total number of floating point operations required to solve the equations AX=B  is proportional to nr .
The complex analogue of this routine is F07JSF (ZPTTRS).

9  Example

This example solves the equations
AX=B ,
where A  is the symmetric positive definite tridiagonal matrix
A = 4.0 -2.0 0.0 0.0 0.0 -2.0 10.0 -6.0 0.0 0.0 0.0 -6.0 29.0 15.0 0.0 0.0 0.0 15.0 25.0 8.0 0.0 0.0 0.0 8.0 5.0   and   B = 6.0 10.0 9.0 4.0 2.0 9.0 14.0 65.0 7.0 23.0 .

9.1  Program Text

Program Text (f07jefe.f90)

9.2  Program Data

Program Data (f07jefe.d)

9.3  Program Results

Program Results (f07jefe.r)

F07JEF (DPTTRS) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

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