Computes the solution of a sparse Hermitian positive definite
system of linear equations .
Namespace:
Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
---|
public Complex[] Solve( Complex[] b ) |
Visual Basic (Declaration) |
---|
Public Function Solve ( _ b As Complex() _ ) As Complex() |
Visual C++ |
---|
public: array<Complex>^ Solve( array<Complex>^ b ) |
Parameters
- b
- Type: array<
Imsl.Math..::.Complex
>[]()[]
A Complex vector of length equal to the order of matrix A containing the right-hand side.
Return Value
A Complex vector of length equal to the order of matrix A containing the solution of the system .Remarks
This method solves the linear system , where A is Hermitian positive definite. The solution is obtained in several steps:
- First, matrix A is permuted to reduce fill-in, leading to a sparse Hermitian positive definite system .
- Then, matrix is symbolically and numerically factored.
- The final solution is obtained by solving the systems and .
By default this method implements all of the above steps. The factorizations are retained for later use by subsequent solves. By choosing appropriate methods within this class, the computation can be reduced to the solution of the system for a given or precomputed symbolic or numeric factor.
Exceptions
Exception | Condition |
---|---|
Imsl.Math..::.NotSPDException | is thrown when the input matrix is not Hermitian, positive definite. |