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◆ Zpbsv()
Sub Zpbsv |
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Uplo As |
String, |
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N As |
Long, |
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Kd As |
Long, |
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Ab() As |
Complex, |
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B() As |
Complex, |
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Info As |
Long, |
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Optional Nrhs As |
Long = 1 |
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(Simple driver) Solution to system of linear equations AX = B for a Hermitian positive definite band matrix
- Purpose
- This routine computes the solution to a complex system of linear equations where A is an N x N Hermitian positive definite band matrix, and X and B are N x Nrhs matrices.
The Cholesky decomposition is used to factor A as A = U^H * U, if Uplo = "U", or
A = L * L^H, if Uplo = "L",
where U is an upper triangular band matrix, and L is a lower triangular band matrix, with the same number of super-diagonals or sub-diagonals as A. The factored form of A is then used to solve the system of equations A * X = B.
- Parameters
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[in] | Uplo | = "U": Upper triangle of A is stored.
= "L": Lower triangle of A is stored. |
[in] | N | Number of linear equations, i.e., order of the matrix A. (N >= 0) (If N = 0, returns without computation) |
[in] | Kd | Number of super-diagonals of the matrix A if Uplo = "U", or number of sub-diagonals if Uplo = "L". (Kd >= 0) |
[in,out] | Ab() | Array Ab(LAb1 - 1, LAb2 - 1) (LAb1 >= Kd + 1, LAb2 >= N)
[in] N x N Hermitian positive definite band matrix A in Kd+1 x N symmetric band matrix form. Upper or lower part is to be stored in accordance with uplo. See below for further details.
[out] If Info = 0, the triangular factor U or L from the Cholesky factorization A = U^H*U or A = L*L^H of the band matrix A, in the same storage format as A. |
[in,out] | B() | Array B(LB1 - 1, LB2 - 1) (LB1 >= max(1, N), LB2 >= Nrhs) (2D array) or B(LB - 1) (LB >= max(1, N), Nrhs = 1) (1D array)
[in] N x Nrhs right hand side matrix B.
[out] If Info = 0, the N x Nrhs solution matrix X. |
[out] | Info | = 0: Successful exit.
= -1: The argument Uplo had an illegal value. (Uplo <> "U" nor "L")
= -2: The argument N had an illegal value. (N < 0)
= -3: The argument Kd had an illegal value. (Kd < 0)
= -4: The argument Ab() is invalid.
= -5: The argument B() is invalid.
= -7: The argument Nrhs had an illegal value. (Nrhs < 0)
= i > 0: The leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed |
[in] | Nrhs | (Optional)
Number of right hand sides, i.e., number of columns of the matrix B. (Nrhs >= 0) (If Nrhs = 0, returns without computation) (default = 1) |
- Further Details
- The symmetric band matrix form is illustrated by the following example, when n = 6, kd = 2, and uplo = "U":
On entry:
* * a13 a24 a35 a46
* a12 a23 a34 a45 a56
a11 a22 a33 a44 a55 a66
On exit:
* * u13 u24 u35 u46
* u12 u23 u34 u45 u56
u11 u22 u33 u44 u55 u66
Similarly, if uplo = "L" the format of A is as follows: On entry:
a11 a22 a33 a44 a55 a66
a21 a32 a43 a54 a65 *
a31 a42 a53 a64 * *
On exit:
l11 l22 l33 l44 l55 l66
l21 l32 l43 l54 l65 *
l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
- Reference
- LAPACK
- Example Program
- Solve the system of linear equations Ax = B and estimate the reciprocal of the condition number (RCond) of A, where
( 2.88 0.29-0.44i 0 )
A = ( 0.29+0.44i 0.62 -0.01-0.02i )
( 0 -0.01+0.02i 0.46 )
( 1.6236-0.7300i )
B = ( 0.1581+0.1537i )
( 0.1132-0.2290i )
Sub Ex_Zpbsv()
Const N As Long = 3, Kd = 1
Dim Ab(Kd, N - 1) As Complex, B(N - 1) As Complex
Dim ANorm As Double, RCond As Double, Info As Long
Ab(0, 0) = cmplx(2.88): Ab(0, 1) = cmplx(0.62): Ab(0, 2) = cmplx(0.46)
Ab(1, 0) = cmplx(0.29, 0.44): Ab(1, 1) = cmplx(-0.01, 0.02)
B(0) = cmplx(1.6236, -0.73): B(1) = cmplx(0.1581, 0.1537): B(2) = cmplx(0.1132, -0.229)
ANorm = Zlanhb("1", "L", N, Kd, Ab())
Call Zpbsv("L", N, Kd, Ab(), B(), Info)
If Info = 0 Then Call Zpbcon("L", N, Kd, Ab(), ANorm, RCond, Info)
Debug.Print "X =",
Debug.Print Creal(B(0)), Cimag(B(0)), Creal(B(1)), Cimag(B(1)), Creal(B(2)), Cimag(B(2))
Debug.Print "RCond =", RCond
Debug.Print "Info =", Info
End Sub
- Example Results
X = 0.59 -0.28 -0.2 -0.04 0.24 -0.49
RCond = 0.124521368143895
Info = 0
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