f04arf

f04arf © Numerical Algorithms Group, 2002.

Purpose

F04ARF Approximate solution of real simultaneous linear equations, one right-hand side (Black Box)

Synopsis

[a,c,ifail] = f04arf(a,b<,ifail>)

Description

 
 Given a set of linear equations, Ax=b, the routine first computes
 an LU factorization of A with partial pivoting, PA=LU, where P is
 a permutation matrix, L is lower triangular and U is unit upper 
 triangular. The approximate solution x is found by forward and 
 backward substitution in Ly=Pb and Ux=y, where b is the right-
 hand side.

Parameters

f04arf

Required Input Arguments:

a (:,:)                               real
b (:)                                 real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

a (:,:)                               real
c (:)                                 real
ifail                                 integer