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NAG Toolbox: nag_lapack_dtrtri (f07tj)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_lapack_dtrtri (f07tj) computes the inverse of a real triangular matrix.

Syntax

[a, info] = f07tj(uplo, diag, a, 'n', n)
[a, info] = nag_lapack_dtrtri(uplo, diag, a, 'n', n)

Description

nag_lapack_dtrtri (f07tj) forms the inverse of a real triangular matrix A. Note that the inverse of an upper (lower) triangular matrix is also upper (lower) triangular.

References

Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion IMA J. Numer. Anal. 12 1–19

Parameters

Compulsory Input Parameters

1:     uplo – string (length ≥ 1)
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:     diag – string (length ≥ 1)
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'.
3:     alda: – double array
The first dimension of the array a must be at least max1,n.
The second dimension of the array a must be at least max1,n.
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.

Optional Input Parameters

1:     n int64int32nag_int scalar
Default: the first dimension of the array a and the second dimension of the array a.
n, the order of the matrix A.
Constraint: n0.

Output Parameters

1:     alda: – double array
The first dimension of the array a will be max1,n.
The second dimension of the array a will be max1,n.
A stores A-1, using the same storage format as described above.
2:     info int64int32nag_int scalar
info=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

   info<0
If info=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
W  info>0
Element _ of the diagonal is exactly zero. A is singular its inverse cannot be computed.

Accuracy

The computed inverse X satisfies
XA-IcnεXA ,  
where cn is a modest linear function of n, and ε is the machine precision.
Note that a similar bound for AX-I cannot be guaranteed, although it is almost always satisfied.
The computed inverse satisfies the forward error bound
X-A-1cnεA-1AX .  
See Du Croz and Higham (1992).

Further Comments

The total number of floating-point operations is approximately 13n3.
The complex analogue of this function is nag_lapack_ztrtri (f07tw).

Example

This example computes the inverse of the matrix A, 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 .  
function f07tj_example


fprintf('f07tj example results\n\n');

% Invert A, where A is Lower triangular
a = [ 4.30,  0,     0,    0;
     -3.96, -4.87,  0,    0;
      0.40,  0.31, -8.02, 0;
     -0.27,  0.07, -5.95, 0.12];

% Compute inverse
uplo = 'L';
diag = 'N';
[ainv, info] = f07tj(uplo, diag, a);

% Dispaly inverse
[ifail] = x04ca( ...
                 uplo, diag, ainv, 'Inverse');


f07tj example results

 Inverse
             1          2          3          4
 1      0.2326
 2     -0.1891    -0.2053
 3      0.0043    -0.0079    -0.1247
 4      0.8463    -0.2738    -6.1825     8.3333

PDF version (NAG web site, 64-bit version, 64-bit version)
Chapter Contents
Chapter Introduction
NAG Toolbox

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