|
|
◆ WDsysv()
| Function WDsysv |
( |
Uplo As |
String, |
|
|
N As |
Long, |
|
|
A As |
Variant, |
|
|
B As |
Variant, |
|
|
Optional Nrhs As |
Long = 1 |
|
) |
| |
Solution to system of linear equations AX = B for a symmetric matrix
- Purpose
- WDsysv computes the solution to a real system of linear equations where A is an N x N symmetric matrix and X and B are N x Nrhs matrices.
The diagonal pivoting method is used to factor A as A = U * D * U^T, if Uplo = "U", or
A = L * D * L^T, if Uplo = "L",
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1 x 1 and 2 x 2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.
- Returns
- N+2 x Nrhs
| Column 1 | Column 2 | . . . | Column Nrhs |
| Rows 1 to N | Solution matrix X |
| Row N+1 | Reciprocal condition number | 0 | . . . | 0 |
| Row N+2 | Return code | 0 | . . . | 0 |
Return code.
= 0: Successful exit.
= i > 0: The i-th diagonal element of the factor is zero. (Matrix A is singular)
- Parameters
-
| [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 >= 1) |
| [in] | A | (N x N) N x N symmetric matrix A. Upper or lower triangular part is to be referenced according to Uplo. |
| [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) |
- 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 )
|