NAG FL Interface
f04atf (withdraw_​real_​square_​solve_​1rhs)

Note: this routine is deprecated and will be withdrawn at Mark 28. Replaced by f07abf.
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1 Purpose

f04atf calculates the accurate solution of a set of real linear equations with a single right-hand side, using an LU factorization with partial pivoting, and iterative refinement.

2 Specification

Fortran Interface
Subroutine f04atf ( a, lda, b, n, c, aa, ldaa, wks1, wks2, ifail)
Integer, Intent (In) :: lda, n, ldaa
Integer, Intent (Inout) :: ifail
Real (Kind=nag_wp), Intent (In) :: a(lda,*), b(*)
Real (Kind=nag_wp), Intent (Inout) :: aa(ldaa,n)
Real (Kind=nag_wp), Intent (Out) :: c(n), wks1(n), wks2(n)
C Header Interface
#include <nag.h>
void  f04atf_ (const double a[], const Integer *lda, const double b[], const Integer *n, double c[], double aa[], const Integer *ldaa, double wks1[], double wks2[], Integer *ifail)
The routine may be called by the names f04atf or nagf_linsys_withdraw_real_square_solve_1rhs.

3 Description

Given a set of real linear equations, Ax=b, the routine first computes an LU factorization of A with partial pivoting, PA=LU, where P is a permutation matrix, L is lower triangular and U is unit upper triangular. An approximation to x is found by forward and backward substitution in Ly=Pb and Ux=y. The residual vector r=b-Ax is then calculated using additional precision, and a correction d to x is found by solving LUd=r. x is replaced by x+d, and this iterative refinement of the solution is repeated until full machine accuracy is obtained.

4 References

Wilkinson J H and Reinsch C (1971) Handbook for Automatic Computation II, Linear Algebra Springer–Verlag

5 Arguments

1: a(lda,*) Real (Kind=nag_wp) array Input
Note: the second dimension of the array a must be at least max(1,n).
On entry: the n×n matrix A.
2: lda Integer Input
On entry: the first dimension of the array a as declared in the (sub)program from which f04atf is called.
Constraint: ldamax(1,n).
3: b(*) Real (Kind=nag_wp) array Input
Note: the dimension of the array b must be at least max(1,n).
On entry: the right-hand side vector b.
4: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
5: c(n) Real (Kind=nag_wp) array Output
On exit: the solution vector x.
6: aa(ldaa,n) Real (Kind=nag_wp) array Output
Note: the second dimension of the array aa must be at least max(1,n).
On exit: the triangular factors L and U, except that the unit diagonal elements of U are not stored.
7: ldaa Integer Input
On entry: the first dimension of the array aa as declared in the (sub)program from which f04atf is called.
Constraint: ldaamax(1,n).
8: wks1(n) Real (Kind=nag_wp) array Workspace
9: wks2(n) Real (Kind=nag_wp) array Workspace
10: ifail Integer Input/Output
On entry: ifail must be set to 0, -1 or 1 to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of 0 causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of -1 means that an error message is printed while a value of 1 means that it is not.
If halting is not appropriate, the value -1 or 1 is recommended. If message printing is undesirable, then the value 1 is recommended. Otherwise, the value 0 is recommended. When the value -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry ifail=0 or -1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
Matrix A is approximately singular.
The matrix A is too ill-conditioned.
On entry, ldaa=value and n=value.
Constraint: ldaamax(1,n).
On entry, lda=value and n=value.
Constraint: ldamax(1,n).
On entry, n=value.
Constraint: n0.
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

The computed solutions should be correct to full machine accuracy. For a detailed error analysis see page 107 of Wilkinson and Reinsch (1971).

8 Parallelism and Performance

f04atf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f04atf 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 time taken by f04atf is approximately proportional to n3.
The routine must not be called with the same name for arguments b and c.

10 Example

This example solves the set of linear equations Ax=b where
A=( 33 16 72 -24 -10 -57 -8 -4 -17 )   and  b=( -359 281 85 ) .  

10.1 Program Text

Program Text (f04atfe.f90)

10.2 Program Data

Program Data (f04atfe.d)

10.3 Program Results

Program Results (f04atfe.r)