NAG Library Function Document

nag_dgetrf (f07adc)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

nag_dgetrf (f07adc) computes the LU factorization of a real m by n matrix.

2
Specification

#include <nag.h>
#include <nagf07.h>
void  nag_dgetrf (Nag_OrderType order, Integer m, Integer n, double a[], Integer pda, Integer ipiv[], NagError *fail)

3
Description

nag_dgetrf (f07adc) forms the LU factorization of a real m by n matrix A as A=PLU, where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m>n) and U is upper triangular (upper trapezoidal if m<n). Usually A is square m=n, and both L and U are triangular. The function uses partial pivoting, with row interchanges.

4
References

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

5
Arguments

1:     order Nag_OrderTypeInput
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 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     m IntegerInput
On entry: m, the number of rows of the matrix A.
Constraint: m0.
3:     n IntegerInput
On entry: n, the number of columns of the matrix A.
Constraint: n0.
4:     a[dim] doubleInput/Output
Note: the dimension, dim, of the array a must be at least
  • max1,pda×n when order=Nag_ColMajor;
  • max1,m×pda when order=Nag_RowMajor.
The i,jth element of the matrix A is stored in
  • a[j-1×pda+i-1] when order=Nag_ColMajor;
  • a[i-1×pda+j-1] when order=Nag_RowMajor.
On entry: the m by n matrix A.
On exit: the factors L and U from the factorization A=PLU; the unit diagonal elements of L are not stored.
5:     pda IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraints:
  • if order=Nag_ColMajor, pdamax1,m;
  • if order=Nag_RowMajor, pdamax1,n.
6:     ipiv[minm,n] IntegerOutput
On exit: the pivot indices that define the permutation matrix. At the ith step, if ipiv[i-1]>i then row i of the matrix A was interchanged with row ipiv[i-1], for i=1,2,,minm,n. ipiv[i-1]i indicates that, at the ith step, a row interchange was not required.
7:     fail NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6
Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, m=value.
Constraint: m0.
On entry, n=value.
Constraint: n0.
On entry, pda=value.
Constraint: pda>0.
NE_INT_2
On entry, pda=value and m=value.
Constraint: pdamax1,m.
On entry, pda=value and n=value.
Constraint: pdamax1,n.
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 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_SINGULAR
Element value of the diagonal is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.

7
Accuracy

The computed factors L and U are the exact factors of a perturbed matrix A+E, where
E c minm,n ε P L U ,  
cn is a modest linear function of n, and ε is the machine precision.

8
Parallelism and Performance

nag_dgetrf (f07adc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dgetrf (f07adc) 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 23n3 if m=n (the usual case), 13n23m-n if m>n and 13m23n-m if m<n.
A call to this function with m=n may be followed by calls to the functions:
The complex analogue of this function is nag_zgetrf (f07arc).

10
Example

This example computes the LU factorization of the matrix A, where
A= 1.80 2.88 2.05 -0.89 5.25 -2.95 -0.95 -3.80 1.58 -2.69 -2.90 -1.04 -1.11 -0.66 -0.59 0.80 .  

10.1
Program Text

Program Text (f07adce.c)

10.2
Program Data

Program Data (f07adce.d)

10.3
Program Results

Program Results (f07adce.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017