ocmath_lu_solve

1 Description
2 Syntax
3 Parameters
4 Return
5 Examples
6 Remark
7 See Also
8 header to Include
9 Reference

Description

Solves a real system of linear equations with multiple right-hand sides.

Syntax

int ocmath_lu_solve( double * pA, double * pB, long * pIpiv, int n, int nRhs = 1 )

Parameters

pA: [modify](input)pointer to matrix A, of size n by n; (output)overwritten by the factors L and U; the unit diagonal elements of; L are not stored.
pB: [modify](input)pointer to right-hand side matrix B, of size n by r; (output)pointer to n by r solution matrix
pIpiv: [output]pointer to the pivot indices of size n by 1. Row i of the original; matrix is interchanged with row mIpiv[i - 1] for i = 1,2, ..., n.
n: [input] order the matrix A
nRhs: [input] The number of right hand sides, i.e., the number of columns of the matrix B

Return

= OE_NOERROR: successful exit

= OE_INT_ARG_LT: n or nRhs is less than 1

= NE_SINGULAR: u(<value>, <value>) is exactly zero. The factorization has been completed but the factor U is exactly singular, and division by zero will occur if it is subsequently used to solve a system of linear equations or to invert A.

= NE_ALLOC_FAIL: Memory allocation failed.

= NE_BAD_PARAM: On entry, parameter had an illegal value.

= NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please consult NAG for assistance.

Examples

EX1

//Assume Matrix1 and Matrix2 contain data
void ocmath_lu_solve_ex1()
{
    Matrix    matA("MBook1");
    Matrix    matB("MBook2");
    matrix<long> matIPIV;
    int m = matB.GetNumRows();
    int n = matB.GetNumCols();
    matIPIV.SetSize(m, 1);
    ocmath_lu_solve(matA, matB, matIPIV, m , n);
}

Remark

Solves a real system of linear equations with multiple right-hand sides, Ax = B, using LU decomposition.

Then, the equation Ax = B can be transformed to two equations Ly = B and Ux = y. First, from solving the equation Ly = B, get y, and then from Ux = y, gain roots of the equation Ax = B.