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

Function WDptsv ( N As  Long,
D As  Variant,
E As  Variant,
B As  Variant,
Optional Nrhs As  Long = 1 
)

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

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

A is factored as A = L*D*L^T, and the factored form of A is then used to solve the system of equations.
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]NNumber of linear equations, i.e., order of the matrix A. (N >= 1)
[in]D(N) Diagonal elements of the N x N coefficient matrix A.
[in]E(N-1) Subdiagonal elements of the N x N coefficient matrix A.
[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 tridiagonal matrix and
( 2.58 -0.99 0 ) ( -1.1850 )
A = ( -0.99 0.69 -0.03 ), B = ( 0.1410 )
( 0 -0.03 0.18 ) ( 0.1614 )

WDptsv