WDpbsv WDposv WDptsv WDsysv

WDposv() Function WDposv ( 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 positive definite matrix Purpose WDposv computes the solution to a real system of linear equations A * X = B, where A is an N x N symmetric positive definite 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 matrix and L is a lower triangular matrix. 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 positive definite 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 positive definite and ( 2.2 -0.11 -0.32 ) ( -1.566 ) A = ( -0.11 2.93 0.81 ), B = ( -2.8425 ) ( -0.32 0.81 2.37 ) ( -1.1765 )