nag_dgesv (f07aac) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_dgesv (f07aac)

 Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dgesv (f07aac) computes the solution to a real system of linear equations
AX=B ,  
where A is an n by n matrix and X and B are n by r matrices.

2  Specification

#include <nag.h>
#include <nagf07.h>
void  nag_dgesv (Nag_OrderType order, Integer n, Integer nrhs, double a[], Integer pda, Integer ipiv[], double b[], Integer pdb, NagError *fail)

3  Description

nag_dgesv (f07aac) uses the LU decomposition with partial pivoting and row interchanges to factor A as
A=PLU ,  
where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations AX=B.

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:     order 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 order=Nag_RowMajor. See Section 2.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     n IntegerInput
On entry: n, the number of linear equations, i.e., the order of the matrix A.
Constraint: n0.
3:     nrhs IntegerInput
On entry: r, the number of right-hand sides, i.e., the number of columns of the matrix B.
Constraint: nrhs0.
4:     a[dim] doubleInput/Output
Note: the dimension, dim, of the array a must be at least max1,pda×n.
The i,jth element of the matrix A is stored in
  • a[j-1×pda+i-1] when order=Nag_ColMajor;
  • a[i-1×pda+j-1] when order=Nag_RowMajor.
On entry: the n 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.
5:     pda IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint: pdamax1,n.
6:     ipiv[n] IntegerOutput
On exit: if no constraints are violated, the pivot indices that define the permutation matrix P; at the ith step row i of the matrix was interchanged with row ipiv[i-1]. ipiv[i-1]=i indicates a row interchange was not required.
7:     b[dim] doubleInput/Output
Note: the dimension, dim, of the array b must be at least
  • max1,pdb×nrhs when order=Nag_ColMajor;
  • max1,n×pdb when order=Nag_RowMajor.
The i,jth element of the matrix B is stored in
  • b[j-1×pdb+i-1] when order=Nag_ColMajor;
  • b[i-1×pdb+j-1] when order=Nag_RowMajor.
On entry: the n by r right-hand side matrix B.
On exit: if fail.code= NE_NOERROR, the n by r solution matrix X.
8:     pdb IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array b.
Constraints:
  • if order=Nag_ColMajor, pdbmax1,n;
  • if order=Nag_RowMajor, pdbmax1,nrhs.
9:     fail NagError *Input/Output
The NAG error argument (see Section 2.7 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 value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
On entry, nrhs=value.
Constraint: nrhs0.
On entry, pda=value.
Constraint: pda>0.
On entry, pdb=value.
Constraint: pdb>0.
NE_INT_2
On entry, pda=value and n=value.
Constraint: pdamax1,n.
On entry, pdb=value and n=value.
Constraint: pdbmax1,n.
On entry, pdb=value and nrhs=value.
Constraint: pdbmax1,nrhs.
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.
An unexpected error has been triggered by this function. Please contact NAG.
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 value of the diagonal is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed.

7  Accuracy

The computed solution for a single right-hand side, x^ , satisfies the equation of the form
A+E x^=b ,  
where
E1 = Oε A1  
and ε  is the machine precision. An approximate error bound for the computed solution is given by
x^ - x 1 x 1 κA E 1 A 1  
where κA = A-1 1 A 1 , the condition number of A  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_dgesv (f07aac), nag_dgecon (f07agc) can be used to estimate the condition number of A  and nag_dgerfs (f07ahc) can be used to obtain approximate error bounds. Alternatives to nag_dgesv (f07aac), which return condition and error estimates directly are nag_real_gen_lin_solve (f04bac) and nag_dgesvx (f07abc).

8  Parallelism and Performance

nag_dgesv (f07aac) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dgesv (f07aac) 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.

9  Further Comments

The total number of floating-point operations is approximately 23 n3 + 2n2 r , where r  is the number of right-hand sides.
The complex analogue of this function is nag_zgesv (f07anc).

10  Example

This example solves the equations
Ax = b ,  
where A is the general matrix
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   and   b = 9.52 24.35 0.77 -6.22 .  
Details of the LU factorization of A are also output.

10.1  Program Text

Program Text (f07aace.c)

10.2  Program Data

Program Data (f07aace.d)

10.3  Program Results

Program Results (f07aace.r)


nag_dgesv (f07aac) (PDF version)
f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016