nag_dgetri (f07ajc) (PDF version)
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NAG Library Manual

# NAG Library Function Documentnag_dgetri (f07ajc)

## 1  Purpose

nag_dgetri (f07ajc) computes the inverse of a real matrix $A$, where $A$ has been factorized by nag_dgetrf (f07adc).

## 2  Specification

 #include #include
 void nag_dgetri (Nag_OrderType order, Integer n, double a[], Integer pda, const Integer ipiv[], NagError *fail)

## 3  Description

nag_dgetri (f07ajc) is used to compute the inverse of a real matrix $A$, the function must be preceded by a call to nag_dgetrf (f07adc), which computes the $LU$ factorization of $A$ as $A=PLU$. The inverse of $A$ is computed by forming ${U}^{-1}$ and then solving the equation $XPL={U}^{-1}$ for $X$.

## 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:    $\mathbf{order}$Nag_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 2.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or $\mathrm{Nag_ColMajor}$.
2:    $\mathbf{n}$IntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
3:    $\mathbf{a}\left[\mathit{dim}\right]$doubleInput/Output
Note: the dimension, dim, of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pda}}×{\mathbf{n}}\right)$.
The $\left(i,j\right)$th element of the matrix $A$ is stored in
• ${\mathbf{a}}\left[\left(j-1\right)×{\mathbf{pda}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{a}}\left[\left(i-1\right)×{\mathbf{pda}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: the $LU$ factorization of $A$, as returned by nag_dgetrf (f07adc).
On exit: the factorization is overwritten by the $n$ by $n$ matrix ${A}^{-1}$.
4:    $\mathbf{pda}$IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
5:    $\mathbf{ipiv}\left[\mathit{dim}\right]$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: the pivot indices, as returned by nag_dgetrf (f07adc).
6:    $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 2.7 in How to Use the NAG Library and its Documentation).

## 6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_BAD_PARAM
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, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}>0$.
NE_INT_2
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
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.
An unexpected error has been triggered by this function. Please contact NAG.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_SINGULAR
Element $〈\mathit{\text{value}}〉$ of the diagonal is zero. $U$ is singular, and the inverse of $A$ cannot be computed.

## 7  Accuracy

The computed inverse $X$ satisfies a bound of the form:
 $XA-I≤cnεXPLU ,$
where $c\left(n\right)$ is a modest linear function of $n$, and $\epsilon$ is the machine precision.
Note that a similar bound for $\left|AX-I\right|$ cannot be guaranteed, although it is almost always satisfied. See Du Croz and Higham (1992).

## 8  Parallelism and Performance

nag_dgetri (f07ajc) 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 x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also 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 $\frac{4}{3}{n}^{3}$.
The complex analogue of this function is nag_zgetri (f07awc).

## 10  Example

This example computes the inverse of the matrix $A$, where
 $A= 1.80 2.88 2.05 -0.89 5.25 -2.95 -0.95 -3.80 1.58 -2.69 -2.90 -1.04 -1.11 -0.66 -0.59 0.80 .$
Here $A$ is nonsymmetric and must first be factorized by nag_dgetrf (f07adc).

### 10.1  Program Text

Program Text (f07ajce.c)

### 10.2  Program Data

Program Data (f07ajce.d)

### 10.3  Program Results

Program Results (f07ajce.r)

nag_dgetri (f07ajc) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual