F07ADF (DGETRF) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F07ADF (DGETRF)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+− Contents

    1  Purpose
    2  Specification
    3  Description
    4  References
    5  Parameters
    6  Error Indicators and Warnings
    7  Accuracy
    8  Further Comments
+− 9  Example

1  Purpose

F07ADF (DGETRF) computes the LU factorization of a real m by n matrix.

2  Specification

SUBROUTINE F07ADF (M, N, A, LDA, IPIV, INFO)
INTEGERM, N, LDA, IPIV(min(M,N)), INFO
double precisionA(LDA,*)
The routine may be called by its LAPACK name dgetrf.

3  Description

F07ADF (DGETRF) 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 routine 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  Parameters

1:     M – INTEGERInput
On entry: m, the number of rows of the matrix A.
Constraint: M≥0.
2:     N – INTEGERInput
On entry: n, the number of columns of the matrix A.
Constraint: N≥0.
3:     A(LDA,*) – double precision arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the m by n coefficient matrix A.
On exit: the factors L and U from the factorization A=PLU; the unit diagonal elements of L are not stored.
4:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F07ADF (DGETRF) is called.
Constraint: LDA≥max1,M.
5:     IPIV(minM,N) – INTEGER arrayOutput
On exit: the pivot indices. Row i of the matrix A was interchanged with row IPIVi, for i=1,2,…,minm,n.
6:     INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
INFO<0
If INFO=-i, the ith parameter had an illegal value. An explanatory message is output, and execution of the program is terminated.
INFO>0
If INFO=i, Ui,i 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  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 routine with m=n may be followed by calls to the routines:
The complex analogue of this routine is F07ARF (ZGETRF).

9  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 .

9.1  Program Text

Program Text (f07adfe.f)

9.2  Program Data

Program Data (f07adfe.d)

9.3  Program Results

Program Results (f07adfe.r)

F07ADF (DGETRF) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford, UK. 2009