nag_dpttrf (f07jdc) factorizes the matrix
as
where
is a unit lower bidiagonal matrix and
is a diagonal matrix with positive diagonal elements. The factorization may also be regarded as having the form
, where
is a unit upper bidiagonal matrix.
None.
The computed factorization satisfies an equation of the form
where
and
is the
machine precision.
Following the use of this function,
nag_dpttrs (f07jec) can be used to solve systems of equations
, and
nag_dptcon (f07jgc) can be used to estimate the condition number of
.
The complex analogue of this function is
nag_zpttrf (f07jrc).
This example factorizes the symmetric positive definite tridiagonal matrix
given by