# NAG C Library Function Document

## 1Purpose

nag_superlu_diagnostic_lu (f11mmc) computes the reciprocal pivot growth factor of an $LU$ factorization of a real sparse matrix in compressed column (Harwell–Boeing) format.

## 2Specification

 #include #include
 void nag_superlu_diagnostic_lu (Integer n, const Integer icolzp[], const double a[], const Integer iprm[], const Integer il[], const double lval[], const Integer iu[], const double uval[], double *rpg, NagError *fail)

## 3Description

nag_superlu_diagnostic_lu (f11mmc) computes the reciprocal pivot growth factor ${\mathrm{max}}_{j}\left({‖{A}_{j}‖}_{\infty }/{‖{U}_{j}‖}_{\infty }\right)$ from the columns ${A}_{j}$ and ${U}_{j}$ of an $LU$ factorization of the matrix $A$, ${P}_{r}A{P}_{c}=LU$ where ${P}_{r}$ is a row permutation matrix, ${P}_{c}$ is a column permutation matrix, $L$ is unit lower triangular and $U$ is upper triangular as computed by nag_superlu_lu_factorize (f11mec).

None.

## 5Arguments

1:    $\mathbf{n}$IntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
2:    $\mathbf{icolzp}\left[\mathit{dim}\right]$const IntegerInput
Note: the dimension, dim, of the array icolzp must be at least ${\mathbf{n}}+1$.
On entry: ${\mathbf{icolzp}}\left[i-1\right]$ contains the index in $A$ of the start of a new column. See Section 2.1.3 in the f11 Chapter Introduction.
3:    $\mathbf{a}\left[\mathit{dim}\right]$const doubleInput
Note: the dimension, dim, of the array a must be at least ${\mathbf{icolzp}}\left[{\mathbf{n}}\right]-1$, the number of nonzeros of the sparse matrix $A$.
On entry: the array of nonzero values in the sparse matrix $A$.
4:    $\mathbf{iprm}\left[7×{\mathbf{n}}\right]$const IntegerInput
On entry: the column permutation which defines ${P}_{c}$, the row permutation which defines ${P}_{r}$, plus associated data structures as computed by nag_superlu_lu_factorize (f11mec).
5:    $\mathbf{il}\left[\mathit{dim}\right]$const IntegerInput
Note: the dimension, dim, of the array il must be at least as large as the dimension of the array of the same name in nag_superlu_lu_factorize (f11mec).
On entry: records the sparsity pattern of matrix $L$ as computed by nag_superlu_lu_factorize (f11mec).
6:    $\mathbf{lval}\left[\mathit{dim}\right]$const doubleInput
Note: the dimension, dim, of the array lval must be at least as large as the dimension of the array of the same name in nag_superlu_lu_factorize (f11mec).
On entry: records the nonzero values of matrix $L$ and some nonzero values of matrix $U$ as computed by nag_superlu_lu_factorize (f11mec).
7:    $\mathbf{iu}\left[\mathit{dim}\right]$const IntegerInput
Note: the dimension, dim, of the array iu must be at least as large as the dimension of the array of the same name in nag_superlu_lu_factorize (f11mec).
On entry: records the sparsity pattern of matrix $U$ as computed by nag_superlu_lu_factorize (f11mec).
8:    $\mathbf{uval}\left[\mathit{dim}\right]$const doubleInput
Note: the dimension, dim, of the array uval must be at least as large as the dimension of the array of the same name in nag_superlu_lu_factorize (f11mec).
On entry: records some nonzero values of matrix $U$ as computed by nag_superlu_lu_factorize (f11mec).
9:    $\mathbf{rpg}$double *Output
On exit: the reciprocal pivot growth factor ${\mathrm{max}}_{j}\left({‖{A}_{j}‖}_{\infty }/{‖{U}_{j}‖}_{\infty }\right)$. If the reciprocal pivot growth factor is much less than $1$, the stability of the $LU$ factorization may be poor.
10:  $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

## 6Error 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.
On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 0$.
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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_INVALID_PERM_COL
Incorrect column permutations in array iprm.
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.

Not applicable.

## 8Parallelism and Performance

nag_superlu_diagnostic_lu (f11mmc) is not threaded in any implementation.

If the reciprocal pivot growth factor, rpg, is much less than $1$, then the factorization of the matrix $A$ could be poor. This means that using the factorization to obtain solutions to a linear system, forward error bounds and estimates of the condition number could be unreliable. Consider increasing the thresh argument in the call to nag_superlu_lu_factorize (f11mec).

## 10Example

To compute the reciprocal pivot growth for the factorization of the matrix $A$, where
 $A= 2.00 1.00 0 0 0 0 0 1.00 -1.00 0 4.00 0 1.00 0 1.00 0 0 0 1.00 2.00 0 -2.00 0 0 3.00 .$
In this case, it should be equal to $1.0$.

### 10.1Program Text

Program Text (f11mmce.c)

### 10.2Program Data

Program Data (f11mmce.d)

### 10.3Program Results

Program Results (f11mmce.r)