NAG FL Interface
f07adf computes the factorization of a real by matrix.
|Integer, Intent (In)
||m, n, lda
|Integer, Intent (Out)
|Real (Kind=nag_wp), Intent (Inout)
|C Header Interface
f07adf_ (const Integer *m, const Integer *n, double a, const Integer *lda, Integer ipiv, Integer *info)
The routine may be called by the names f07adf, nagf_lapacklin_dgetrf or its LAPACK name dgetrf.
f07adf forms the factorization of a real by matrix as , where is a permutation matrix, is lower triangular with unit diagonal elements (lower trapezoidal if ) and is upper triangular (upper trapezoidal if ). Usually is square , and both and are triangular. The routine uses partial pivoting, with row interchanges.
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
On entry: , the number of rows of the matrix .
On entry: , the number of columns of the matrix .
– Real (Kind=nag_wp) array
the second dimension of the array a
must be at least
On entry: the by matrix .
On exit: the factors and from the factorization ; the unit diagonal elements of are not stored.
: the first dimension of the array a
as declared in the (sub)program from which f07adf
– Integer array
On exit: the pivot indices that define the permutation matrix. At the
th step, if then row of the matrix was interchanged with row , for . indicates that, at the th step, a row interchange was not required.
unless the routine detects an error (see Section 6
Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
Element of the diagonal is exactly zero.
The factorization has been completed, but the factor
is exactly singular, and division by zero will occur if it is used to solve
a system of equations.
The computed factors
are the exact factors of a perturbed matrix
is a modest linear function of
is the machine precision
Parallelism and Performance
f07adf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f07adf 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 routine. Please also consult the Users' Note
for your implementation for any additional implementation-specific information.
The total number of floating-point operations is approximately if (the usual case), if and if .
A call to this routine with
may be followed by calls to the routines:
- f07aef to solve or ;
- f07agf to estimate the condition number of ;
- f07ajf to compute the inverse of .
The complex analogue of this routine is f07arf
This example computes the
factorization of the matrix