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NAG[f04awc] NAG[nag_hermitian_lin_eqn_mult_rhs] - Approximate solution of complex Hermitian positive-definite simultaneous linear equations (coefficient matrix already factorized by f01bnc (nag_complex_cholesky))
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Calling Sequence
f04awc(a, p, b, x, 'n'=n, 'nrhs'=nrhs, 'tda'=tda, 'tdb'=tdb, 'tdx'=tdx, 'fail'=fail)
nag_hermitian_lin_eqn_mult_rhs(. . .)
Parameters
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a - Matrix(1..n, 1..tda, datatype=complex[8], order=C_order);
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On entry: the off-diagonal elements of the upper triangular matrix as returned by f01bnc (nag_complex_cholesky). The lower triangle of the array is not used.
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p - Vector(1..n, datatype=float[8]);
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b - Matrix(1..n, 1..tdb, datatype=complex[8], order=C_order);
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x - Matrix(1..n, 1..tdx, datatype=complex[8], order=C_order);
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'n'=n - integer; (optional)
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Default value: the first dimension of the arrays a, p, b, x and the second dimension of the arrays a, p, b, xthe 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 arrays b, x.
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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_hermitian_lin_eqn_mult_rhs (f04awc) 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_hermitian_lin_eqn_mult_rhs (f04awc) is called.
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Constraint: . .
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'tdx'=tdx - integer; (optional)
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On entry: the second dimension of the array x as declared in the function from which nag_hermitian_lin_eqn_mult_rhs (f04awc) 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_hermitian_lin_eqn_mult_rhs (f04awc) calculates the approximate solution of a set of complex Hermitian positive-definite linear equations with multiple right-hand sides, , where has been factorized by f01bnc (nag_complex_cholesky).
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Error Indicators and Warnings
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"NE_INT_ARG_LT"
On entry, nrhs must not be less than 1: .
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Further Comments
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The time taken by nag_hermitian_lin_eqn_mult_rhs (f04awc) is approximately proportional to .
The function may be called with the same actual array supplied for arguments b and x, in which case the solution vectors will overwrite the right-hand sides.
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Examples
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>
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n := 4:
nrhs := 1:
tda := 4:
tdb := 1:
tdx := 1:
a := Matrix([[15 +0*I , 0.2581988897471612 -0.5163977794943223*I , 0.5163977794943223 -0*I , -1.032795558988645 +0.7745966692414834*I ], [1 +2*I , 20 +0*I , -0.4810534579218104 +0.1653621261606223*I , 0.8268106308031118 -0.601316822402263*I ], [2 +0*I , -2 -1*I , 18 +0*I , 0.007298223628075598 +0.3462601654653636*I ], [-4 -3*I , 3 +3*I , -1 -2*I , 26 +0*I ]], datatype=complex[8], order='C_order'):
p := Vector([0.2581988897471612, 0.2254938084008486, 0.2392195522535885, 0.2077561948037543], datatype=float[8]):
b := Matrix([[25 +34*I ], [21 +19*I ], [12 -21*I ], [21 -27*I ]], datatype=complex[8], order='C_order'):
x := Matrix(4, 1, datatype=complex[8], order='C_order'):
NAG:-f04awc(a, p, b, x, 'n' = n, 'nrhs' = nrhs, 'tda' = tda, 'tdb' = tdb, 'tdx' = tdx):
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