nag_zpttrf (f07jrc) 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_zpttrs (f07jsc) can be used to solve systems of equations
, and
nag_zptcon (f07juc) can be used to estimate the condition number of
.
The real analogue of this function is
nag_dpttrf (f07jdc).
This example factorizes the Hermitian positive definite tridiagonal matrix
given by