NAG Library Routine Document

F03BAF

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

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

F03BAF computes the determinant of a real

n

n

matrix

A

. F07ADF (DGETRF) must be called first to supply the matrix

A

in factorized form.

2 Specification

SUBROUTINE F03BAF ( N, A, LDA, IPIV, D, ID, IFAIL)

INTEGER N, LDA, IPIV(N), ID, IFAIL

REAL (KIND=nag_wp) A(LDA,*), D

3 Description

F03BAF computes the determinant of a real

n

n

matrix

A

that has been factorized by a call to F07ADF (DGETRF). The determinant of

A

is the product of the diagonal elements of

U

with the correct sign determined by the row interchanges.

4 References

Wilkinson J H and Reinsch C (1971) Handbook for Automatic Computation II, Linear Algebra Springer–Verlag

5 Parameters

1: N – INTEGERInput: On entry: $n$ , the order of the matrix $A$ .
Constraint: $N > 0$ .
2: A(LDA, $*$ ) – REAL (KIND=nag_wp) arrayInput: Note: the second dimension of the array A must be at least $N$ .
On entry: the $n$ by $n$ matrix $A$ in factorized form as returned by F07ADF (DGETRF).
3: LDA – INTEGERInput: On entry: the first dimension of the array A as declared in the (sub)program from which F03BAF is called.
Constraint: $LDA \geq N$ .
4: IPIV(N) – INTEGER arrayInput: On entry: the row interchanges used to factorize matrix $A$ as returned by F07ADF (DGETRF).
5: D – REAL (KIND=nag_wp)Output
6: ID – INTEGEROutput: On exit: the determinant of $A$ is given by $D \times {2.0}^{ID}$ . It is given in this form to avoid overflow or underflow.
7: IFAIL – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit: $IFAIL = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: On entry, $N < 1$ .

$IFAIL = 3$: On entry, $LDA < N$ .

$IFAIL = 4$: The matrix $A$ is approximately singular.

7 Accuracy

The accuracy of the determinant depends on the conditioning of the original matrix. For a detailed error analysis, see page 107 of Wilkinson and Reinsch (1971).

8 Further Comments

The time taken by F03BAF is approximately proportional to

n

9 Example

This example computes the

L U

factorization with partial pivoting, and calculates the determinant, of the real matrix

(\begin{matrix} 33 & 16 & 72 \\ - 24 & - 10 & - 57 \\ - 8 & - 4 & - 17 \end{matrix}) .

NAG Library Routine DocumentF03BAF