NAG Library Function Document
nag_dgbtrs (f07bec)
1
Purpose
nag_dgbtrs (f07bec) solves a real band system of linear equations with multiple right-hand sides,
where
has been factorized by
nag_dgbtrf (f07bdc).
2
Specification
#include <nag.h> |
#include <nagf07.h> |
void |
nag_dgbtrs (Nag_OrderType order,
Nag_TransType trans,
Integer n,
Integer kl,
Integer ku,
Integer nrhs,
const double ab[],
Integer pdab,
const Integer ipiv[],
double b[],
Integer pdb,
NagError *fail) |
|
3
Description
nag_dgbtrs (f07bec) is used to solve a real band system of linear equations
or
, the function must be preceded by a call to
nag_dgbtrf (f07bdc) which computes the
factorization of
as
. The solution is computed by forward and backward substitution.
If , the solution is computed by solving and then .
If or , the solution is computed by solving and then .
4
References
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:
– Nag_TransTypeInput
-
On entry: indicates the form of the equations.
- is solved for .
- or
- is solved for .
Constraint:
, or .
- 3:
– IntegerInput
-
On entry: , the order of the matrix .
Constraint:
.
- 4:
– IntegerInput
-
On entry: , the number of subdiagonals within the band of the matrix .
Constraint:
.
- 5:
– IntegerInput
-
On entry: , the number of superdiagonals within the band of the matrix .
Constraint:
.
- 6:
– IntegerInput
-
On entry: , the number of right-hand sides.
Constraint:
.
- 7:
– const doubleInput
-
Note: the dimension,
dim, of the array
ab
must be at least
.
On entry: the
factorization of
, as returned by
nag_dgbtrf (f07bdc).
- 8:
– IntegerInput
On entry: the stride separating row or column elements (depending on the value of
order) of the matrix in the array
ab.
Constraint:
.
- 9:
– const IntegerInput
-
Note: the dimension,
dim, of the array
ipiv
must be at least
.
On entry: the pivot indices, as returned by
nag_dgbtrf (f07bdc).
- 10:
– 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: the by solution matrix .
- 11:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
b.
Constraints:
- if ,
;
- if , .
- 12:
– 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.
7
Accuracy
For each right-hand side vector
, the computed solution
is the exact solution of a perturbed system of equations
, where
is a modest linear function of
, and
is the
machine precision. This assumes
.
If
is the true solution, then the computed solution
satisfies a forward error bound of the form
where
.
Note that can be much smaller than , and can be much larger (or smaller) than .
Forward and backward error bounds can be computed by calling
nag_dgbrfs (f07bhc), and an estimate for
can be obtained by calling
nag_dgbcon (f07bgc) with
.
8
Parallelism and Performance
nag_dgbtrs (f07bec) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dgbtrs (f07bec) 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 total number of floating-point operations is approximately , assuming and .
This function may be followed by a call to
nag_dgbrfs (f07bhc) to refine the solution and return an error estimate.
The complex analogue of this function is
nag_zgbtrs (f07bsc).
10
Example
This example solves the system of equations
, where
Here
is nonsymmetric and is treated as a band matrix, which must first be factorized by
nag_dgbtrf (f07bdc).
10.1
Program Text
Program Text (f07bece.c)
10.2
Program Data
Program Data (f07bece.d)
10.3
Program Results
Program Results (f07bece.r)