NAG FL Interface
f07bef (dgbtrs)

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1 Purpose

f07bef solves a real band system of linear equations with multiple right-hand sides,
AX=B   or   ATX=B ,  
where A has been factorized by f07bdf.

2 Specification

Fortran Interface
Subroutine f07bef ( trans, n, kl, ku, nrhs, ab, ldab, ipiv, b, ldb, info)
Integer, Intent (In) :: n, kl, ku, nrhs, ldab, ipiv(*), ldb
Integer, Intent (Out) :: info
Real (Kind=nag_wp), Intent (In) :: ab(ldab,*)
Real (Kind=nag_wp), Intent (Inout) :: b(ldb,*)
Character (1), Intent (In) :: trans
C Header Interface
#include <nag.h>
void  f07bef_ (const char *trans, const Integer *n, const Integer *kl, const Integer *ku, const Integer *nrhs, const double ab[], const Integer *ldab, const Integer ipiv[], double b[], const Integer *ldb, Integer *info, const Charlen length_trans)
The routine may be called by the names f07bef, nagf_lapacklin_dgbtrs or its LAPACK name dgbtrs.

3 Description

f07bef is used to solve a real band system of linear equations AX=B or ATX=B, the routine must be preceded by a call to f07bdf which computes the LU factorization of A as A=PLU. The solution is computed by forward and backward substitution.
If trans='N', the solution is computed by solving PLY=B and then UX=Y.
If trans='T' or 'C', the solution is computed by solving UTY=B and then LTPTX=Y.

4 References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Arguments

1: trans Character(1) Input
On entry: indicates the form of the equations.
trans='N'
AX=B is solved for X.
trans='T' or 'C'
ATX=B is solved for X.
Constraint: trans='N', 'T' or 'C'.
2: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
3: kl Integer Input
On entry: kl, the number of subdiagonals within the band of the matrix A.
Constraint: kl0.
4: ku Integer Input
On entry: ku, the number of superdiagonals within the band of the matrix A.
Constraint: ku0.
5: nrhs Integer Input
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
6: ab(ldab,*) Real (Kind=nag_wp) array Input
Note: the second dimension of the array ab must be at least max(1,n).
On entry: the LU factorization of A, as returned by f07bdf.
7: ldab Integer Input
On entry: the first dimension of the array ab as declared in the (sub)program from which f07bef is called.
Constraint: ldab2×kl+ku+1.
8: ipiv(*) Integer array Input
Note: the dimension of the array ipiv must be at least max(1,n).
On entry: the pivot indices, as returned by f07bdf.
9: b(ldb,*) Real (Kind=nag_wp) array Input/Output
Note: the second dimension of the array b must be at least max(1,nrhs).
On entry: the n×r right-hand side matrix B.
On exit: the n×r solution matrix X.
10: ldb Integer Input
On entry: the first dimension of the array b as declared in the (sub)program from which f07bef is called.
Constraint: ldbmax(1,n).
11: info Integer Output
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.

7 Accuracy

For each right-hand side vector b, the computed solution x is the exact solution of a perturbed system of equations (A+E)x=b, where
|E|c(k)εP|L||U| ,  
c(k) is a modest linear function of k=kl+ku+1, and ε is the machine precision. This assumes kn.
If x^ is the true solution, then the computed solution x satisfies a forward error bound of the form
x-x^ x c(k)cond(A,x)ε  
where cond(A,x)=|A-1||A||x|/xcond(A)=|A-1||A|κ(A).
Note that cond(A,x) can be much smaller than cond(A), and cond(AT) can be much larger (or smaller) than cond(A).
Forward and backward error bounds can be computed by calling f07bhf, and an estimate for κ(A) can be obtained by calling f07bgf with norm='I'.

8 Parallelism and Performance

f07bef is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07bef 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 2n(2kl+ku)r, assuming nkl and nku.
This routine may be followed by a call to f07bhf to refine the solution and return an error estimate.
The complex analogue of this routine is f07bsf.

10 Example

This example solves the system of equations AX=B, where
A= ( -0.23 2.54 -3.66 0.00 -6.98 2.46 -2.73 -2.13 0.00 2.56 2.46 4.07 0.00 0.00 -4.78 -3.82 )   and   B= ( 4.42 -36.01 27.13 -31.67 -6.14 -1.16 10.50 -25.82 ) .  
Here A is nonsymmetric and is treated as a band matrix, which must first be factorized by f07bdf.

10.1 Program Text

Program Text (f07befe.f90)

10.2 Program Data

Program Data (f07befe.d)

10.3 Program Results

Program Results (f07befe.r)