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decuslib20-02
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decus/20-0026/rslmc.doc
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SUBROUTINE RSLMC
PURPOSE
SOLUTION OF A SYSTEM OF LINEAR EQUATIONS AX=B
USAGE
CALL RSLMC(A,AF,B,X,N,EPSI,IER,IA,V,PER)
DESCRIPTION OF PARAMETERS
A INPUT MATRIX
AF ARRAY OF THE FACTORIZATION OF THE ORIGINAL MATRIX
B RIGHT HAND SIDE VECTOR
X VECTOR CONTAINING THE SOLUTION ON RETURN
N ORDER OF THE SYSTEM
EPSI RELATIVE PRECISION INDICATOR(REQUIRED INPUT)
IER ERROR INDICATOR
=0 IF EACH COMPONENT OF X MEETS THE PRECISION EPSI
=1 IF ONLY THE NORM OF X MEETS THIS PRECISION
=2 IF THE PRECISION IN THE NORM OF THE COMPUTED
SOLUTION IS LOWER THAN EPSI
=3 IF THE SOLUTION OBTAINED HAS NO MEANING AT ALL
=4 IF A DIAGONAL TERM OF THE UPPER TRIANGULAR
FACTOR IS ZERO
IA SIZE OF THE FIRST DIMENSION ASSIGNED TO THE ARRAY A
IN THE CALLING PROGRAM WHEN THE MATRIX IS IN DOUBLE
SUBSCRIPTED DATA STORAGE MODE. IA=N WHEN THE MATRIX
IS IN SSP VECTOR STORAGE MODE.
V WORKING STORAGE VECTOR
DIMENSION OF V MUST BE GREATER THAN OR EQUAL TO N
PER VECTOR WHERE PERMUTATIONS OF ROWS OF THE MATRIX ARE
STORED
DIMENSION OF PER MUST BE GREATER THAN OR EQUAL TO N
REMARKS
THE MATRIX OF THE SYSTEM MAY BE FACTORIZED BY THE SUBROUTINE
FACTR IN THE ARRAY AF PRIOR TO ENTRY TO THIS SUBROUTINE.
THE LOWER TRIANGULAR FACTOR MUST HAVE AN UNIT DIAGONAL.
EPSI IS MODIFIED WHEN IER=2
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
A TRIAL SOLUTION IS FIRST COMPUTED. THEN CORRECTIONS ARE
CALCULATED FROM RESIDUAL VECTORS.
REFERENCES
J. H. WILKINSON - THE ALGEBRAIC EIGENVALUE PROBLEM -
CLARENDON PRESS OXFORD, 1965. H. J. BOWDLER, R. S. MARTIN,
G. PETERS, AND J. H. WILKINSON. 'SOLUTION OF REAL AND
COMPLEX SYSTEMS OF LINEAR EQUATIONS', NUMERISCHE MATHEMATIK,
VOL. 8, NO. 3, 1966, 217-234.