nag_sparse_herm_precon_ichol_solve (f11jpc) solves a system of complex linear equations involving the incomplete Cholesky preconditioning matrix generated by
nag_sparse_herm_chol_fac (f11jnc).
nag_sparse_herm_precon_ichol_solve (f11jpc) solves a system of linear equations
involving the preconditioning matrix
, corresponding to an incomplete Cholesky decomposition of a complex sparse Hermitian matrix stored in symmetric coordinate storage (SCS) format (see
Section 2.1.2 in the f11 Chapter Introduction), as generated by
nag_sparse_herm_chol_fac (f11jnc).
In the above decomposition
is a complex lower triangular sparse matrix with unit diagonal,
is a real diagonal matrix and
is a permutation matrix.
and
are supplied to
nag_sparse_herm_precon_ichol_solve (f11jpc) through the matrix
which is a lower triangular
by
complex sparse matrix, stored in SCS format, as returned by
nag_sparse_herm_chol_fac (f11jnc). The permutation matrix
is returned from
nag_sparse_herm_chol_fac (f11jnc) via the array
ipiv.
nag_sparse_herm_precon_ichol_solve (f11jpc) may also be used in combination with
nag_sparse_herm_chol_fac (f11jnc) to solve a sparse complex Hermitian positive definite system of linear equations directly (see
nag_sparse_herm_chol_fac (f11jnc)). This is illustrated in
Section 10.
None.
The computed solution
is the exact solution of a perturbed system of equations
, where
is a modest linear function of
, and
is the
machine precision.
The time taken for a call to
nag_sparse_herm_precon_ichol_solve (f11jpc) is proportional to the value of
nnzc returned from
nag_sparse_herm_chol_fac (f11jnc).
This example reads in a complex sparse Hermitian positive definite matrix
and a vector
. It then calls
nag_sparse_herm_chol_fac (f11jnc), with
and
, to compute the
complete Cholesky decomposition of
:
Finally it calls
nag_sparse_herm_precon_ichol_solve (f11jpc) to solve the system