NAG Library Function Document
nag_dgbsv (f07bac)
1
Purpose
nag_dgbsv (f07bac) computes the solution to a real system of linear equations
where
is an
by
band matrix, with
subdiagonals and
superdiagonals, and
and
are
by
matrices.
2
Specification
#include <nag.h> |
#include <nagf07.h> |
void |
nag_dgbsv (Nag_OrderType order,
Integer n,
Integer kl,
Integer ku,
Integer nrhs,
double ab[],
Integer pdab,
Integer ipiv[],
double b[],
Integer pdb,
NagError *fail) |
|
3
Description
nag_dgbsv (f07bac) uses the decomposition with partial pivoting and row interchanges to factor as , where is a permutation matrix, is a product of permutation and unit lower triangular matrices with subdiagonals, and is upper triangular with superdiagonals. The factored form of is then used to solve the system of 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
http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5
Arguments
- 1:
– 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
. 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:
or .
- 2:
– IntegerInput
-
On entry: , the number of linear equations, i.e., the order of the matrix .
Constraint:
.
- 3:
– IntegerInput
-
On entry: , the number of subdiagonals within the band of the matrix .
Constraint:
.
- 4:
– IntegerInput
-
On entry: , the number of superdiagonals within the band of the matrix .
Constraint:
.
- 5:
– IntegerInput
-
On entry: , the number of right-hand sides, i.e., the number of columns of the matrix .
Constraint:
.
- 6:
– doubleInput/Output
-
Note: the dimension,
dim, of the array
ab
must be at least
.
On entry: the
by
coefficient matrix
.
This is stored as a notional two-dimensional array with row elements or column elements stored contiguously. The storage of elements
, for row
and column
, depends on the
order argument as follows:
- if , is stored as ;
- if , is stored as .
See
Section 9 for further details.
On exit:
ab is overwritten by details of the factorization.
The elements, , of the upper triangular band factor with super-diagonals, and the multipliers, , used to form the lower triangular factor are stored. The elements , for and , and , for and , are stored where is stored on entry.
- 7:
– IntegerInput
On entry: the stride separating row or column elements (depending on the value of
order) of the matrix
in the array
ab.
Constraint:
.
- 8:
– IntegerOutput
-
On exit: if no constraints are violated, the pivot indices that define the permutation matrix ; at the th step row of the matrix was interchanged with row . indicates a row interchange was not required.
- 9:
– doubleInput/Output
-
Note: the dimension,
dim, of the array
b
must be at least
- when
;
- when
.
The
th element of the matrix
is stored in
- when ;
- when .
On entry: the by right-hand side matrix .
On exit: if NE_NOERROR, the by solution matrix .
- 10:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
b.
Constraints:
- if ,
;
- if , .
- 11:
– 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 had an illegal value.
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
- NE_INT_3
-
On entry, , and .
Constraint: .
- 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 of the diagonal is exactly zero.
The factorization has been completed, but the factor is exactly singular, so the solution could not be computed.
7
Accuracy
The computed solution for a single right-hand side,
, satisfies an equation of the form
where
and
is the
machine precision. An approximate error bound for the computed solution is given by
where
, the condition number of
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
nag_dgbsv (f07bac),
nag_dgbcon (f07bgc) can be used to estimate the condition number of
and
nag_dgbrfs (f07bhc) can be used to obtain approximate error bounds. Alternatives to
nag_dgbsv (f07bac), which return condition and error estimates directly are
nag_real_band_lin_solve (f04bbc) and
nag_dgbsvx (f07bbc).
8
Parallelism and Performance
nag_dgbsv (f07bac) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dgbsv (f07bac) 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.
The band storage scheme for the array
ab is illustrated by the following example, when
,
, and
. Storage of the band matrix
in the array
ab:
Array elements marked need not be set and are not referenced by the function. Array elements marked need not be set, but are defined on exit from the function and contain the elements , and .
The total number of floating-point operations required to solve the equations depends upon the pivoting required, but if then it is approximately bounded by for the factorization and for the solution following the factorization.
The complex analogue of this function is
nag_zgbsv (f07bnc).
10
Example
This example solves the equations
where
is the band matrix
Details of the
factorization of
are also output.
10.1
Program Text
Program Text (f07bace.c)
10.2
Program Data
Program Data (f07bace.d)
10.3
Program Results
Program Results (f07bace.r)