XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
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◆ Dsysv()

Sub Dsysv ( Uplo As  String,
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 symmetric matrix

Purpose
This routine computes the solution to a real system of linear equations
A * X = B
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.
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 >= 0) (If N = 0, returns without computation)
[in,out]A()Array A(LA1 - 1, LA2 - 1) (LA1 >= N, LA2 >= N)
[in] N x N symmetric matrix A. The upper or lower triangular part is to be referenced in accordance with Uplo.
[out] If Info = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U^T or A = L*D*L^T as computed by Dsytrf.
[out]IPiv()Array IPiv(LIPiv - 1) (LIPiv >= N) Details of the interchanges and the block structure of D, as determined by Dsytrf.
If IPiv(k-1) > 0, then rows and columns k and IPiv(k-1) were interchanged, and k-th diagonal of D is a 1 x 1 diagonal block.
If Uplo = "U" and IPiv(k-1) = IPiv(k-2) < 0, then rows and columns k-1 and -IPiv(k-1) were interchanged and (k-1)-th diagonal of D is a 2 x 2 diagonal block.
If Uplo = "L" and IPiv(k-1) = IPiv(k) < 0, then rows and columns k+1 and -IPiv(k-1) were interchanged and k-th diagonal of D is a 2 x 2 diagonal block.
[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 Uplo had an illegal value. (Uplo <> "U" nor "L")
= -2: The argument N had an illegal value. (N < 0)
= -3: The argument A() is invalid.
= -4: The argument IPiv() is invalid.
= -5: The argument B() is invalid.
= -7: The argument Nrhs had an illegal value. (Nrhs < 0)
= i > 0: The i-th element of D is exactly zero. The factorization has been completed, but the block diagonal matrix D 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
( 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 )
Sub Ex_Dsysv()
Const N As Long = 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) = 2.2
A(1, 0) = -0.11: A(1, 1) = 2.93
A(2, 0) = -0.32: A(2, 1) = 0.81: A(2, 2) = 2.37:
B(0) = -1.566: B(1) = -2.8425: B(2) = -1.1765
ANorm = Dlansy("1", "L", N, A())
Call Dsysv("L", N, A(), IPiv(), B(), Info)
If Info = 0 Then Call Dsycon("L", N, A(), IPiv(), ANorm, RCond, Info)
Debug.Print "X =", B(0), B(1), B(2)
Debug.Print "RCond =", RCond
Debug.Print "Info =", Info
End Sub
Function Dlansy(Norm As String, Byval Uplo As String, 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 real symmetric...
Sub Dsycon(Uplo As String, N As Long, A() As Double, IPiv() As Long, ANorm As Double, RCond As Double, Info As Long)
Condition number of a symmetric matrix
Sub Dsysv(Uplo As String, 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 symmetric matrix
Example Results
X = -0.8 -0.92 -0.29
RCond = 0.446791078068956
Info = 0