NAG CL Interface
f07uec (dtptrs)

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1 Purpose

f07uec solves a real triangular system of linear equations with multiple right-hand sides, AX=B or ATX=B, using packed storage.

2 Specification

#include <nag.h>
void  f07uec (Nag_OrderType order, Nag_UploType uplo, Nag_TransType trans, Nag_DiagType diag, Integer n, Integer nrhs, const double ap[], double b[], Integer pdb, NagError *fail)
The function may be called by the names: f07uec, nag_lapacklin_dtptrs or nag_dtptrs.

3 Description

f07uec solves a real triangular system of linear equations AX=B or ATX=B, using packed storage.

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: order Nag_OrderType Input
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2: uplo Nag_UploType Input
On entry: specifies whether A is upper or lower triangular.
uplo=Nag_Upper
A is upper triangular.
uplo=Nag_Lower
A is lower triangular.
Constraint: uplo=Nag_Upper or Nag_Lower.
3: trans Nag_TransType Input
On entry: indicates the form of the equations.
trans=Nag_NoTrans
The equations are of the form AX=B.
trans=Nag_Trans or Nag_ConjTrans
The equations are of the form ATX=B.
Constraint: trans=Nag_NoTrans, Nag_Trans or Nag_ConjTrans.
4: diag Nag_DiagType Input
On entry: indicates whether A is a nonunit or unit triangular matrix.
diag=Nag_NonUnitDiag
A is a nonunit triangular matrix.
diag=Nag_UnitDiag
A is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1.
Constraint: diag=Nag_NonUnitDiag or Nag_UnitDiag.
5: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
6: nrhs Integer Input
On entry: r, the number of right-hand sides.
Constraint: nrhs0.
7: ap[dim] const double Input
Note: the dimension, dim, of the array ap must be at least max(1,n×(n+1)/2).
On entry: the n×n triangular matrix A, packed by rows or columns.
The storage of elements Aij depends on the order and uplo arguments as follows:
if order=Nag_ColMajor and uplo=Nag_Upper,
Aij is stored in ap[(j-1)×j/2+i-1], for ij;
if order=Nag_ColMajor and uplo=Nag_Lower,
Aij is stored in ap[(2n-j)×(j-1)/2+i-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Upper,
Aij is stored in ap[(2n-i)×(i-1)/2+j-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Lower,
Aij is stored in ap[(i-1)×i/2+j-1], for ij.
If diag=Nag_UnitDiag, the diagonal elements of AP are assumed to be 1, and are not referenced; the same storage scheme is used whether diag=Nag_NonUnitDiag or diag=Nag_UnitDiag.
8: b[dim] double Input/Output
Note: the dimension, dim, of the array b must be at least
  • max(1,pdb×nrhs) when order=Nag_ColMajor;
  • max(1,n×pdb) when order=Nag_RowMajor.
The (i,j)th element of the matrix B is stored in
  • b[(j-1)×pdb+i-1] when order=Nag_ColMajor;
  • b[(i-1)×pdb+j-1] when order=Nag_RowMajor.
On entry: the n×r right-hand side matrix B.
On exit: the n×r solution matrix X.
9: pdb Integer Input
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraints:
  • if order=Nag_ColMajor, pdbmax(1,n);
  • if order=Nag_RowMajor, pdbmax(1,nrhs).
10: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
On entry, nrhs=value.
Constraint: nrhs0.
On entry, pdb=value.
Constraint: pdb>0.
NE_INT_2
On entry, pdb=value and n=value.
Constraint: pdbmax(1,n).
On entry, pdb=value and nrhs=value.
Constraint: pdbmax(1,nrhs).
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 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_SINGULAR
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+E)x=b, where
|E|c(n)ε|A| ,  
c(n) 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 c(n)cond(A,x)ε ,   provided   c(n)cond(A,x)ε<1 ,  
where cond(A,x)=|A-1||A||x|/x.
Note that cond(A,x)cond(A)=|A-1||A|κ(A); cond(A,x) can be much smaller than cond(A) and it is also possible for cond(AT) to be much larger (or smaller) than cond(A).
Forward and backward error bounds can be computed by calling f07uhc, and an estimate for κ(A) can be obtained by calling f07ugc with norm=Nag_InfNorm.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f07uec is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07uec 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 function. 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 function is f07usc.

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 ) ,  
using packed storage for A.

10.1 Program Text

Program Text (f07uece.c)

10.2 Program Data

Program Data (f07uece.d)

10.3 Program Results

Program Results (f07uece.r)