XLPack 6.1
Excel Worksheet Function Numerical Library Reference Manual
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◆ WDpbsv()

Function WDpbsv ( Uplo As  String,
N As  Long,
Kd As  Long,
Ab As  Variant,
B As  Variant,
Optional Nrhs As  Long = 1 
)

Solution to system of linear equations AX = B for a symmetric positive definite band matrix

Purpose
WDpbsv computes the solution to a real system of linear equations
A * X = B,
where A is an N x N symmetric positive definite band matrix, and X and B are N x Nrhs matrices.

The Cholesky decomposition is used to factor A as
A = U^T*U, if Uplo = "U", or
A = L*L^T, 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.
Returns
N+2 x Nrhs
Column 1Column 2. . .Column Nrhs
Rows 1 to NSolution matrix X
Row N+1Reciprocal condition number0. . .0
Row N+2Return code0. . .0

Return code.
= 0: Successful exit.
= 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.
Parameters
[in]Uplo= "U": Upper triangle of A is stored.
= "L": Lower triangle of A is stored.
[in]NNumber of linear equations, i.e., order of the matrix A. (N >= 1)
[in]KdNumber of superdiagonals or subdiagonals of the matrix A. (Kd >= 0)
[in]Ab(Kd+1 x N) N x N coefficient matrix A. (Symmetric band matrix form. See below for details)
[in]B(N x Nrhs) N x Nrhs right hand side matrix B.
[in]Nrhs(Optional)
Number of columns of right hand side matrix B. (Nrhs >= 1) (default = 1)
Further Details
The symmetric band matrix form is illustrated by the following example, when n = 6, kd = 2, and uplo = "U":
     *    *   a13  a24  a35  a46
     *   a12  a23  a34  a45  a56
    a11  a22  a33  a44  a55  a66
Similarly, if uplo = "L" the format of A is as follows:
    a11  a22  a33  a44  a55  a66
    a21  a32  a43  a54  a65   *
    a31  a42  a53  a64   *    *
Array elements marked * are not used by the routine.
Reference
LAPACK
Example
Solve the system of linear equations Ax = B and estimate the reciprocal of the condition number (RCond) of A, where A is symmetric and
( 2.2 -0.11 -0.32 ) ( -1.5660 )
A = ( -0.11 2.93 0.81 ), B = ( -2.8425 )
( -0.32 0.81 -2.37 ) ( -1.1765 )

WDpbsv