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◆ Zpbsv()
| Sub Zpbsv |
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Uplo As |
String, |
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N As |
Long, |
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Kd As |
Long, |
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Ab() As |
Complex, |
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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 positive definite band matrix
- Purpose
- This routine computes the solution to a complex system of linear equations where A is an N x N Hermitian positive definite band 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 band matrix, and L is a lower triangular band matrix, with the same number of super-diagonals or sub-diagonals as A. 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] | Kd | Number of super-diagonals of the matrix A if Uplo = "U", or number of sub-diagonals if Uplo = "L". (Kd >= 0) |
| [in,out] | Ab() | Array Ab(LAb1 - 1, LAb2 - 1) (LAb1 >= Kd + 1, LAb2 >= N)
[in] N x N Hermitian positive definite band matrix A in Kd+1 x N symmetric band matrix form. Upper or lower part is to be stored in accordance with uplo. See below for further details.
[out] If Info = 0, the triangular factor U or L from the Cholesky factorization A = U^H*U or A = L*L^H of the band matrix A, in the same storage format as A. |
| [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 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 Kd had an illegal value. (Kd < 0)
= -4: The argument Ab() is invalid.
= -5: The argument B() is invalid.
= -7: The argument Nrhs had an illegal value. (Nrhs < 0)
= 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 |
| [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) |
- Further Details
- The symmetric band matrix form is illustrated by the following example, when n = 6, kd = 2, and uplo = "U":
On entry:
* * a13 a24 a35 a46
* a12 a23 a34 a45 a56
a11 a22 a33 a44 a55 a66
On exit:
* * u13 u24 u35 u46
* u12 u23 u34 u45 u56
u11 u22 u33 u44 u55 u66
Similarly, if uplo = "L" the format of A is as follows: On entry:
a11 a22 a33 a44 a55 a66
a21 a32 a43 a54 a65 *
a31 a42 a53 a64 * *
On exit:
l11 l22 l33 l44 l55 l66
l21 l32 l43 l54 l65 *
l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
- Reference
- LAPACK
- Example Program
- Solve the system of linear equations Ax = B and estimate the reciprocal of the condition number (RCond) of A, where
( 2.88 0.29-0.44i 0 )
A = ( 0.29+0.44i 0.62 -0.01-0.02i )
( 0 -0.01+0.02i 0.46 )
( 1.6236-0.7300i )
B = ( 0.1581+0.1537i )
( 0.1132-0.2290i )
Sub Ex_Zpbsv()
Const N As Long = 3, Kd = 1
Dim Ab(Kd, N - 1) As Complex, B(N - 1) As Complex
Dim ANorm As Double, RCond As Double, Info As Long
Ab(0, 0) = cmplx(2.88): Ab(0, 1) = cmplx(0.62): Ab(0, 2) = cmplx(0.46)
Ab(1, 0) = cmplx(0.29, 0.44): Ab(1, 1) = cmplx(-0.01, 0.02)
B(0) = cmplx(1.6236, -0.73): B(1) = cmplx(0.1581, 0.1537): B(2) = cmplx(0.1132, -0.229)
ANorm = Zlanhb("1", "L", N, Kd, Ab())
Call Zpbsv("L", N, Kd, Ab(), B(), Info)
If Info = 0 Then Call Zpbcon("L", N, Kd, Ab(), ANorm, RCond, Info)
Debug.Print "X =",
Debug.Print "RCond =", RCond
Debug.Print "Info =", Info
End Sub
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 Zlanhb(Norm As String, Uplo As String, N As Long, K As Long, Ab() As Complex, Optional Info As Long) As Double One norm, Frobenius norm, infinity norm, or largest absolute value of any element of a Hermitian band...
Sub Zpbcon(Uplo As String, N As Long, Kd As Long, Ab() As Complex, ANorm As Double, RCond As Double, Info As Long) Condition number of a Hermitian positive definite band matrix
Sub Zpbsv(Uplo As String, N As Long, Kd As Long, Ab() As Complex, B() As Complex, Info As Long, Optional Nrhs As Long=1) (Simple driver) Solution to system of linear equations AX = B for a Hermitian positive definite band ...
- Example Results
X = 0.59 -0.28 -0.2 -0.04 0.24 -0.49
RCond = 0.124521368143895
Info = 0
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