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◆ Zhesv()
| Sub Zhesv |
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Uplo As |
String, |
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N As |
Long, |
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A() As |
Complex, |
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IPiv() As |
Long, |
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B() As |
Complex, |
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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 Hermitian matrix
- Purpose
- This routine computes the solution to a complex system of linear equations where A is an N x N Hermitian matrix and X and B are N x Nrhs matrices.
The diagonal pivoting method is used to factor A as A = U * D * U^H, if Uplo = "U", or
A = L * D * L^H, 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
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| [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 >= 0) (If N = 0, returns without computation) |
| [in,out] | A() | Array A(LA1 - 1, LA2 - 1) (LA1 >= N, LA2 >= N)
[in] N x N Hermitian 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^H or A = L*D*L^H as computed by Zhetrf. |
| [out] | IPiv() | Array IPiv(LIPiv - 1) (LIPiv >= N)
Details of the interchanges and the block structure of D, as determined by Zhetrf. 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
( 0.20 -0.11+0.93i 0.81-0.37i )
A = ( -0.11-0.93i -0.32 -0.80+0.92i )
( 0.81+0.37i -0.80-0.92i -0.29 )
( -0.1220+0.1844i )
B = ( 0.0034-0.4346i )
( 0.5339-0.1571i )
Sub Ex_Zhesv()
Const N As Long = 3
Dim A(N - 1, N - 1) As Complex, B(N - 1) As Complex, IPiv(N - 1) As Long
Dim ANorm As Double, RCond As Double, Info As Long
A(1, 0) = Cmplx(-0.11, -0.93): A(1, 1) = Cmplx(-0.32, 0)
A(2, 0) = Cmplx(0.81, 0.37): A(2, 1) = Cmplx(-0.8, -0.92): A(2, 2) = Cmplx(-0.29, 0)
B(0) = Cmplx(-0.122, 0.1844): B(1) = Cmplx(0.0034, -0.4346): B(2) = Cmplx(0.5339, -0.1571)
ANorm = Zlanhe("1", "L", N, A())
Call Zhesv("L", N, A(), IPiv(), B(), Info)
If Info = 0 Then Call Zhecon("L", N, A(), IPiv(), ANorm, RCond, Info)
Debug.Print "X =",
Debug.Print "RCond =", RCond
Debug.Print "Info =", Info
End Sub
Function Cmplx(R As Double, Optional I As Double=0) As Complex Building complex number
Function Cimag(A As Complex) As Double Imaginary part of complex number
Function Creal(A As Complex) As Double Real part of complex number
Function Zlanhe(Norm As String, Uplo As String, N As Long, A() As Complex, Optional Info As Long) As Double One norm, Frobenius norm, infinity norm, or largest absolute value of any element of a Hermitian matr...
Sub Zhecon(Uplo As String, N As Long, A() As Complex, IPiv() As Long, ANorm As Double, RCond As Double, Info As Long) Condition number of a Hermitian matrix
Sub Zhesv(Uplo As String, N As Long, A() As Complex, IPiv() As Long, B() As Complex, Info As Long, Optional Nrhs As Long=1) (Simple driver) Solution to system of linear equations AX = B for a Hermitian matrix
- Example Results
X = 0.86 0.64 0.51 0.71 0.590000000000001 -0.15
RCond = 4.46158691608911E-02
Info = 0
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