NAG Library Routine Document

f07tef (dtrtrs)

1
Purpose

f07tef (dtrtrs) solves a real triangular system of linear equations with multiple right-hand sides, AX=B or ATX=B.

2
Specification

Fortran Interface
Subroutine f07tef ( uplo, trans, diag, n, nrhs, a, lda, b, ldb, info)
Integer, Intent (In):: n, nrhs, lda, ldb
Integer, Intent (Out):: info
Real (Kind=nag_wp), Intent (In):: a(lda,*)
Real (Kind=nag_wp), Intent (Inout):: b(ldb,*)
Character (1), Intent (In):: uplo, trans, diag
C Header Interface
#include <nagmk26.h>
void  f07tef_ (const char *uplo, const char *trans, const char *diag, const Integer *n, const Integer *nrhs, const double a[], const Integer *lda, double b[], const Integer *ldb, Integer *info, const Charlen length_uplo, const Charlen length_trans, const Charlen length_diag)
The routine may be called by its LAPACK name dtrtrs.

3
Description

f07tef (dtrtrs) solves a real triangular system of linear equations AX=B or ATX=B.

4
References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Higham N J (1989) The accuracy of solutions to triangular systems SIAM J. Numer. Anal. 26 1252–1265

5
Arguments

1:     uplo – Character(1)Input
On entry: specifies whether A is upper or lower triangular.
uplo='U'
A is upper triangular.
uplo='L'
A is lower triangular.
Constraint: uplo='U' or 'L'.
2:     trans – Character(1)Input
On entry: indicates the form of the equations.
trans='N'
The equations are of the form AX=B.
trans='T' or 'C'
The equations are of the form ATX=B.
Constraint: trans='N', 'T' or 'C'.
3:     diag – Character(1)Input
On entry: indicates whether A is a nonunit or unit triangular matrix.
diag='N'
A is a nonunit triangular matrix.
diag='U'
A is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1.
Constraint: diag='N' or 'U'.
4:     n – IntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
5:     nrhs – IntegerInput
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
6:     alda* – Real (Kind=nag_wp) arrayInput
Note: the second dimension of the array a must be at least max1,n.
On entry: the n by n triangular matrix A.
  • If uplo='U', A is upper triangular and the elements of the array below the diagonal are not referenced.
  • If uplo='L', A is lower triangular and the elements of the array above the diagonal are not referenced.
  • If diag='U', the diagonal elements of A are assumed to be 1, and are not referenced.
7:     lda – IntegerInput
On entry: the first dimension of the array a as declared in the (sub)program from which f07tef (dtrtrs) is called.
Constraint: ldamax1,n.
8:     bldb* – 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 right-hand side matrix B.
On exit: the n by r solution matrix X.
9:     ldb – IntegerInput
On entry: the first dimension of the array b as declared in the (sub)program from which f07tef (dtrtrs) is called.
Constraint: ldbmax1,n.
10:   info – IntegerOutput
On exit: info=0 unless the routine detects an error (see Section 6).

6
Error Indicators and Warnings

info<0
If info=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
info>0
Element value of the diagonal is exactly zero. A is singular and the solution has not been computed.

7
Accuracy

The solutions of triangular systems of equations are usually computed to high accuracy. See Higham (1989).
For each right-hand side vector b, the computed solution x is the exact solution of a perturbed system of equations A+Ex=b, where
EcnεA ,  
cn is a modest linear function of n, and ε is the machine precision.
If x^ is the true solution, then the computed solution x satisfies a forward error bound of the form
x-x^ x cncondA,xε ,   provided   cncondA,xε<1 ,  
where condA,x=A-1Ax/x.
Note that condA,xcondA=A-1AκA; condA,x can be much smaller than condA and it is also possible for condAT to be much larger (or smaller) than condA.
Forward and backward error bounds can be computed by calling f07thf (dtrrfs), and an estimate for κA can be obtained by calling f07tgf (dtrcon) with norm='I'.

8
Parallelism and Performance

f07tef (dtrtrs) 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 routine. 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 n2r.
The complex analogue of this routine is f07tsf (ztrtrs).

10
Example

This example solves the system of equations AX=B, 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   and   B= -12.90 -21.50 16.75 14.93 -17.55 6.33 -11.04 8.09 .  

10.1
Program Text

Program Text (f07tefe.f90)

10.2
Program Data

Program Data (f07tefe.d)

10.3
Program Results

Program Results (f07tefe.r)