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NAG[f04akc] NAG[nag_complex_lu_solve_mult_rhs] - Approximate solution of complex simultaneous linear equations (coefficient matrix already factorized by f03ahc (nag_complex_lu))
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Calling Sequence
f04akc(a, pivot, b, 'n'=n, 'nrhs'=nrhs, 'tda'=tda, 'tdb'=tdb, 'fail'=fail)
nag_complex_lu_solve_mult_rhs(. . .)
Parameters
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a - Matrix(1..n, 1..tda, datatype=complex[8], order=C_order);
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pivot - Vector(1..n, datatype=integer[kernelopts('wordsize')/8]);
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b - Matrix(1..n, 1..tdb, datatype=complex[8], order=C_order);
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On exit: is overwritten by the solution matrix .
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'n'=n - integer; (optional)
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Default value: the first dimension of the arrays a, pivot, b and the second dimension of the arrays a, pivot, bthe array a.
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On entry: , the order of the matrix .
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Constraint: . .
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'nrhs'=nrhs - integer; (optional)
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Default value: the second dimension of the array b.
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On entry: , the number of right-hand sides.
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Constraint: . .
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'tda'=tda - integer; (optional)
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On entry: the second dimension of the array a as declared in the function from which nag_complex_lu_solve_mult_rhs (f04akc) is called.
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Constraint: . .
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'tdb'=tdb - integer; (optional)
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On entry: the second dimension of the array b as declared in the function from which nag_complex_lu_solve_mult_rhs (f04akc) is called.
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Constraint: . .
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'fail'=fail - table; (optional)
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The NAG error argument, see the documentation for NagError.
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Description
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Purpose
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nag_complex_lu_solve_mult_rhs (f04akc) calculates the approximate solution of a set of complex linear equations with multiple right-hand sides , where has been factorized by f03ahc (nag_complex_lu).
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Error Indicators and Warnings
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"NE_INT_ARG_LT"
On entry, n must not be less than 1: .
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Accuracy
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The accuracy of the computed solution depends on the conditioning of the original matrix. For a detailed error analysis see page 106 of Wilkinson and Reinsch (1971).
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Further Comments
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The time taken by nag_complex_lu_solve_mult_rhs (f04akc) is approximately proportional to .
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Examples
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>
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n := 3:
nrhs := 1:
tda := 3:
tdb := 1:
a := Matrix([[1 +0*I , 1 +2*I , 2 +10*I ], [1 +1*I , 1 +2*I , 3.2 +1.6*I ], [1 +1*I , 1 +0*I , -0.2000000000000002 +0.4000000000000004*I ]], datatype=complex[8], order='C_order'):
pivot := Vector([1, 3, 3], datatype=integer[kernelopts('wordsize')/8]):
b := Matrix([[1 +0*I ], [0 +0*I ], [0 +0*I ]], datatype=complex[8], order='C_order'):
NAG:-f04akc(a, pivot, b, 'n' = n, 'nrhs' = nrhs, 'tda' = tda, 'tdb' = tdb):
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