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◆ Dgesv()
| Sub Dgesv |
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N As |
Long, |
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A() As |
Double, |
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IPiv() As |
Long, |
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B() As |
Double, |
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Info As |
Long, |
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Optional Nrhs As |
Long = 1 |
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(Simple driver) Solution to system of linear equations AX = B for a general matrix
- Purpose
- This routine computes the solution to a real system of linear equations where A is an n x n matrix and X and B are n x nrhs matrices.
The LU decomposition with partial pivoting and row interchanges is used to factor A as where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations A * X = B.
- Parameters
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| [in] | N | Number of linear equations, i.e., order of the matrix A. (N >= 0) (If N = 0, returns without computation) |
| [in,out] | A() | Array A(LA1 - 1, LA2 - 1) (LA1 >= N, LA2 >= N)
[in] N x N coefficient matrix A.
[out] Factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored. |
| [out] | IPiv() | Array IPiv(LIPiv - 1) (LIPiv >= N)
Pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPiv(i-1). |
| [in,out] | B() | Array B(LB1 - 1, LB2 - 1) (LB1 >= max(1, N), LB2 >= Nrhs) (2D array) or B(LB - 1) (LB >= max(1, N), Nrhs = 1) (1D array)
[in] N x Nrhs matrix of right hand side matrix B.
[out] If Info = 0, the N x Nrhs solution matrix X. |
| [out] | Info | = 0: Successful exit.
= -1: The argument N had an illegal value. (N < 0)
= -2: The argument A() is invalid.
= -3: The argument IPiv() is invalid.
= -4: The argument B() is invalid.
= -6: The argument Nrhs had an illegal value. (Nrhs < 0)
= i > 0: The i-th diagonal element of the factor U is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed. |
| [in] | Nrhs | (Optional)
Number of right hand sides, i.e., number of columns of the matrix B. (Nrhs >= 0) (If Nrhs = 0, returns without computation) (default = 1) |
- Reference
- LAPACK
- Example Program
- Solve the system of linear equations Ax = B and estimate the reciprocal of the condition number (RCond) of A, where
( 0.2 -0.11 -0.93 ) ( -0.3727 )
A = ( -0.32 0.81 0.37 ), B = ( 0.4319 )
( -0.8 -0.92 -0.29 ) ( -1.4247 )
Sub Ex_Dgesv()
Const N = 3
Dim A(N - 1, N - 1) As Double, B(N - 1) As Double, IPiv(N - 1) As Long
Dim ANorm As Double, RCond As Double, Info As Long
A(0, 0) = 0.2: A(0, 1) = -0.11: A(0, 2) = -0.93
A(1, 0) = -0.32: A(1, 1) = 0.81: A(1, 2) = 0.37
A(2, 0) = -0.8: A(2, 1) = -0.92: A(2, 2) = -0.29
B(0) = -0.3727: B(1) = 0.4319: B(2) = -1.4247
ANorm = Dlange("1", N, N, A())
Call Dgesv(N, A(), IPiv(), B(), Info)
If Info = 0 Then Call Dgecon("1", N, A(), ANorm, RCond, Info)
Debug.Print "X =", B(0), B(1), B(2)
Debug.Print "RCond =", RCond
Debug.Print "Info =", Info
End Sub
Function Dlange(Norm As String, M As Long, N As Long, A() As Double, Optional Info As Long) As Double One norm, Frobenius norm, infinity norm, or largest absolute value of any element of a general rectan...
Sub Dgecon(Norm As String, N As Long, A() As Double, ANorm As Double, RCond As Double, Info As Long) Condition number of a general matrix
Sub Dgesv(N As Long, A() As Double, IPiv() As Long, B() As Double, Info As Long, Optional Nrhs As Long=1) (Simple driver) Solution to system of linear equations AX = B for a general matrix
- Example Results
X = 0.86 0.64 0.51
RCond = 0.232708473186076
Info = 0
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