NAG FL Interface
f07cef (dgttrs)

Settings help

FL Name Style:


FL Specification Language:


1 Purpose

f07cef computes the solution to a real system of linear equations AX=B or ATX=B , where A is an n × n tridiagonal matrix and X and B are n × r matrices, using the LU factorization returned by f07cdf.

2 Specification

Fortran Interface
Subroutine f07cef ( trans, n, nrhs, dl, d, du, du2, ipiv, b, ldb, info)
Integer, Intent (In) :: n, nrhs, ipiv(*), ldb
Integer, Intent (Out) :: info
Real (Kind=nag_wp), Intent (In) :: dl(*), d(*), du(*), du2(*)
Real (Kind=nag_wp), Intent (Inout) :: b(ldb,*)
Character (1), Intent (In) :: trans
C Header Interface
#include <nag.h>
void  f07cef_ (const char *trans, const Integer *n, const Integer *nrhs, const double dl[], const double d[], const double du[], const double du2[], const Integer ipiv[], double b[], const Integer *ldb, Integer *info, const Charlen length_trans)
The routine may be called by the names f07cef, nagf_lapacklin_dgttrs or its LAPACK name dgttrs.

3 Description

f07cef should be preceded by a call to f07cdf, which uses Gaussian elimination with partial pivoting and row interchanges to factorize the matrix A as
A=PLU ,  
where P is a permutation matrix, L is unit lower triangular with at most one nonzero subdiagonal element in each column, and U is an upper triangular band matrix, with two superdiagonals. f07cef then utilizes the factorization to solve the required equations.

4 References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia https://www.netlib.org/lapack/lug

5 Arguments

1: trans Character(1) Input
On entry: specifies the equations to be solved as follows:
trans='N'
Solve AX=B for X.
trans='T' or 'C'
Solve ATX=B for X.
Constraint: trans='N', 'T' or 'C'.
2: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
3: nrhs Integer Input
On entry: r, the number of right-hand sides, i.e., the number of columns of the matrix B.
Constraint: nrhs0.
4: dl(*) Real (Kind=nag_wp) array Input
Note: the dimension of the array dl must be at least max(1,n-1).
On entry: must contain the (n-1) multipliers that define the matrix L of the LU factorization of A.
5: d(*) Real (Kind=nag_wp) array Input
Note: the dimension of the array d must be at least max(1,n).
On entry: must contain the n diagonal elements of the upper triangular matrix U from the LU factorization of A.
6: du(*) Real (Kind=nag_wp) array Input
Note: the dimension of the array du must be at least max(1,n-1).
On entry: must contain the (n-1) elements of the first superdiagonal of U.
7: du2(*) Real (Kind=nag_wp) array Input
Note: the dimension of the array du2 must be at least max(1,n-2).
On entry: must contain the (n-2) elements of the second superdiagonal of U.
8: ipiv(*) Integer array Input
Note: the dimension of the array ipiv must be at least max(1,n).
On entry: must contain the n pivot indices that define the permutation matrix P. At the ith step, row i of the matrix was interchanged with row ipiv(i), and ipiv(i) must always be either i or (i+1), ipiv(i)=i indicating that a row interchange was not performed.
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 matrix of right-hand sides 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 f07cef 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

The computed solution for a single right-hand side, x^ , satisfies an equation of the form
(A+E) x^=b ,  
where
E1 =O(ε)A1  
and ε is the machine precision. An approximate error bound for the computed solution is given by
x^-x1 x1 κ(A) E1 A1 ,  
where κ(A) = A-11 A1 , the condition number of A with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) for further details.
Following the use of this routine f07cgf can be used to estimate the condition number of A and f07chf can be used to obtain approximate error bounds.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f07cef is not threaded in any implementation.

9 Further Comments

The total number of floating-point operations required to solve the equations AX=B or ATX=B is proportional to nr .
The complex analogue of this routine is f07csf.

10 Example

This example solves the equations
AX=B ,  
where A is the tridiagonal matrix
A = ( 3.0 2.1 0.0 0.0 0.0 3.4 2.3 -1.0 0.0 0.0 0.0 3.6 -5.0 1.9 0.0 0.0 0.0 7.0 -0.9 8.0 0.0 0.0 0.0 -6.0 7.1 )   and   B = ( 2.7 6.6 -0.5 10.8 2.6 -3.2 0.6 -11.2 2.7 19.1 ) .  

10.1 Program Text

Program Text (f07cefe.f90)

10.2 Program Data

Program Data (f07cefe.d)

10.3 Program Results

Program Results (f07cefe.r)