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

Function WZposv ( 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 Hermitian positive definite matrix (complex number representation in Excel format)

Purpose
WZposv computes the solution to a complex system of linear equations
A * X = B,
where A is an N x N Hermitian positive definite 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 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.

To represent complex numbers in Excel cells, complex number format in Excel (e.g. 2.5+1i) is used. Worksheet function Complex can be used to input complex numbers into cells.
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 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]NNumber of linear equations, i.e., order of the matrix A. (N >= 1)
[in]A(N x N) N x N Hermitian 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 an Hermitian positive definite matrix and
( 2.20 -0.11+0.93i 0.81-0.37i )
A = ( -0.11-0.93i 2.32 -0.80+0.92i )
( 0.81+0.37i -0.80-0.92i 2.29 )
( 1.5980+1.4644i )
B = ( 1.3498+1.4398i )
( 2.0561-0.5441i )

WZposv