lin_sol_gen_band (complex)
Solves a complex general band system of linear equations Ax = b. Using optional arguments, any of several related computations can be performed. These extra tasks include computing the LU factorization of A using partial pivoting, solving AHx = b, or computing the solution of Ax = b given the LU factorization of A.
Synopsis
#include <imsl.h>
f_complex *imsl_c_lin_sol_gen_band (int n, f_complex a[], int nlca, int nuca, f_complex b[], …, 0)
The type double function is imsl_z_lin_sol_gen_band.
Required Arguments
int n (Input)
Number of rows and columns in the matrix.
f_complex a[] (Input)
Array of size (nlca + nuca + 1) × n containing the n × n banded coefficient matrix in band storage mode.
int nlca (Input)
Number of lower codiagonals in a.
int nuca (Input)
Number of upper codiagonals in a.
f_complex b[] (Input)
Array of size n containing the right-hand side.
Return Value
A pointer to the solution x of the linear system Ax = b. To release this space use imsl_free. If no solution was computed, NULL is returned.
Synopsis with Optional Arguments
#include <imsl.h>
f_complex *imsl_c_lin_sol_gen_band (int n, f_complex a[],int nlca, int nuca, f_complex b[],
IMSL_TRANSPOSE,
IMSL_RETURN_USER, f_complex x[],
IMSL_FACTOR, int **p_pvt, f_complex **p_factor,
IMSL_FACTOR_USER, int pvt[], f_complex factor[],
IMSL_CONDITION, float *condition,
IMSL_FACTOR_ONLY,
IMSL_SOLVE_ONLY,
0)
Optional Arguments
IMSL_TRANSPOSE
Solve AHx = b
Default: Solve Ax = b.
IMSL_RETURN_USER, f_complex x[] (Output)
A user-allocated array of length n containing the solution x.
IMSL_FACTOR, int **p_pvt, f_complex **p_factor (Output)
int **p_pvt (Input/Output)
The address of a pointer to an array of length n containing the pivot sequence for the factorization. On return, the necessary space is allocated by imsl_c_lin_sol_gen_band. Typically, int *p_pvt is declared and &p_pvt is used as an argument.
f_complex **p_factor (Input/Output)
The address of a pointer to an array of size (2nlca + nuca + 1) × n containing the LU factorization of A with column pivoting. On return, the necessary space is allocated by imsl_c_lin_sol_gen_band. Typically, f_complex *p_factor is declared and &p_factor is used as an argument.
IMSL_FACTOR_USER, int pvt[], f_complex factor[] (Input/Output)
int pvt[] (Input/Output)
A user-allocated array of size n containing the pivot sequence for the factorization.
f_complex factor[] (Input/Output)
A user-allocated array of size (2nlca + nuca + 1) × n containing the LU factorization of A. If A is not needed, factor and a can share the first (nlca + nuca + 1) × n locations.
These parameters are “Input” if IMSL_SOLVE_ONLY is specified. They are “Output” otherwise.
IMSL_CONDITION, float *condition (Output)
A pointer to a scalar containing an estimate of the L1 norm condition number of the matrix A. This option cannot be used with the option IMSL_SOLVE_ONLY.
IMSL_FACTOR_ONLY
Compute the LU factorization of A with partial pivoting. If IMSL_FACTOR_ONLY is used, either IMSL_FACTOR or IMSL_FACTOR_USER is required. The argument b is then ignored, and the returned value of imsl_c_lin_sol_gen_band is NULL.
IMSL_SOLVE_ONLY
Solve Ax = b given the LU factorization previously computed by imsl_c_lin_sol_gen_band. By default, the solution to Ax = b is pointed to by imsl_c_lin_sol_gen_band. If IMSL_SOLVE_ONLY is used, argument IMSL_FACTOR_USER is required and argument a is ignored.
Description
The function imsl_c_lin_sol_gen_band solves a system of linear algebraic equations with a complex band matrix A. It first computes the LU factorization of A using scaled partial pivoting. Scaled partial pivoting differs from partial pivoting in that the pivoting strategy is the same as if each row were scaled to have the same L∞ norm. The factorization fails if U has a zero diagonal element. This can occur only if A is singular or very close to a singular matrix.
The solution of the linear system is then found by solving two simpler systems, y = L-1b and x = U -1y. When the solution to the linear system or the inverse of the matrix is sought, an estimate of the L1 condition number of A is computed using Higham’s modifications to Hager’s method, as given in Higham (1988). If the estimated condition number is greater than 1/ɛ (where ɛ is the machine precision), a warning message is issued. This indicates that very small changes in A may produce large changes in the solution x. The function imsl_c_lin_sol_gen_band fails if U, the upper triangular part of the factorization, has a zero diagonal element. The function imsl_c_lin_sol_gen_band is based on the LINPACK subroutine CGBFA; see Dongarra et al. (1979). CGBFA uses unscaled partial pivoting.
Examples
Example 1
The following linear system is solved:
#include <imsl.h>
int main()
{
int n = 4;
int nlca = 1;
int nuca = 1;
f_complex *x;
/* Note that a is in band storage mode */
f_complex a[] =
{{0.0, 0.0}, {4.0, 0.0}, {-2.0, 2.0}, {-4.0, -1.0},
{-2.0, -3.0}, {-0.5, 3.0}, {3.0, -3.0}, {1.0, -1.0},
{6.0, 1.0}, {1.0, 1.0}, {0.0, 2.0}, {0.0, 0.0}};
f_complex b[] =
{{-10.0, -5.0}, {9.5, 5.5}, {12.0, -12.0}, {0.0, 8.0}};
x = imsl_c_lin_sol_gen_band (n, a, nlca, nuca, b, 0);
imsl_c_write_matrix ("Solution, x, of Ax = b", n, 1, x, 0);
}
Output
Solution, x, of Ax = b
1 ( 3, -0)
2 ( -1, 1)
3 ( 3, 0)
4 ( -1, 1)
Example 2
This example solves the problem Ax = b using the data from the first example. This time, the factorizations are returned and then the problem AHx = b is solved without recomputing LU.
#include <imsl.h>
int main()
{
int n = 4;
int nlca = 1;
int nuca = 1;
int *pivot;
f_complex *x;
f_complex *factor;
/* Note that a is in band storage mode */
f_complex a[] =
{{0.0, 0.0}, {4.0, 0.0}, {-2.0, 2.0}, {-4.0, -1.0},
{-2.0, -3.0}, {-0.5, 3.0}, {3.0, -3.0}, {1.0, -1.0},
{6.0, 1.0}, {1.0, 1.0}, {0.0, 2.0}, {0.0, 0.0}};
f_complex b[] =
{{-10.0, -5.0}, {9.5, 5.5}, {12.0, -12.0}, {0.0, 8.0}};
/* Solve Ax = b and return LU */
x = imsl_c_lin_sol_gen_band (n, a, nlca, nuca, b,
IMSL_FACTOR, &pivot, &factor,
0);
imsl_c_write_matrix ("solution of Ax = b", n, 1, x,
0);
imsl_free (x);
/* Use precomputed LU to solve ctrans(A)x = b */
x = imsl_c_lin_sol_gen_band (n, a, nlca, nuca, b,
IMSL_FACTOR_USER, pivot, factor,
IMSL_TRANSPOSE,
0);
imsl_c_write_matrix ("solution of ctrans(A)x = b", n, 1, x,
0);
}
Output
solution of Ax = b
1 ( 3, -0)
2 ( -1, 1)
3 ( 3, 0)
4 ( -1, 1)
solution of ctrans(A)x = b
1 ( 5.58, -2.91)
2 ( -0.48, -4.67)
3 ( -6.19, 7.15)
4 ( 12.60, 30.20)
Warning Errors
|
IMSL_ILL_CONDITIONED |
The input matrix is too ill-conditioned. An estimate of the reciprocal of its L1 condition number is “rcond” = #. The solution might not be accurate. |
Fatal Errors
|
IMSL_SINGULAR_MATRIX |
The input matrix is singular. |
