jdistlib.math

Class LinPack

java.lang.Object

jdistlib.math.LinPack

public class LinPack
extends java.lang.Object

Routines that I took from LINPACK library. So far, only dpbfa and dpbsl are taken. I hand-translated them from FORTRAN. I don't change the method names, just in case if you people are familiar with it already. Also, please pay attention to the parameter names. I removed all superfluous indices.

See: http://www.netlib.org/linpack/

Author:

Roby Joehanes

Constructor Summary

Constructors

Constructor and Description
LinPack()

Method Summary

Modifier and Type	Method and Description
static int	dpbfa(double[][] abd, int m) dpbfa factors a double precision symmetric positive definite matrix stored in band form.
static void	dpbsl(double[][] abd, int m, double[] b) dpbsl solves the double precision symmetric positive definite band system a*x = b using the factors computed by dpbco or dpbfa.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LinPack

public LinPack()

Method Detail

dpbsl

public static final void dpbsl(double[][] abd,
                               int m,
                               double[] b)

dpbsl solves the double precision symmetric positive definite band system a*x = b using the factors computed by dpbco or dpbfa.

(Taken from LINPACK_D)

on entry

Parameters:

abd - double precision(lda, n), the output from dpbco or dpbfa.

lda - integer, the leading dimension of the array abd

n - integer, the order of the matrix a

m - integer, the number of diagonals above the main diagonal.

b - double precision(n), the right hand side vector.

On return

abd - Banded matrix.

m - Band width

b - the Y vector. Holds the output after the routine ends.

dpbfa

public static final int dpbfa(double[][] abd,
                              int m)

dpbfa factors a double precision symmetric positive definite matrix stored in band form.

dpbfa is usually called by dpbco, but it can be called directly with a saving in time if rcond is not needed.

(Taken from LINPACK_D)

 on entry
 abd     double precision(lda, n)
         the matrix to be factored.  the columns of the upper
         triangle are stored in the columns of abd and the
         diagonals of the upper triangle are stored in the
         rows of abd .  see the comments below for details.
 
 lda     integer
         the leading dimension of the array abd. lda must be >= m + 1
 
 n       integer
         the order of the matrix  a .
 
 m       integer
         the number of diagonals above the main diagonal. 0 <= m < n
 
 on return
 abd     an upper triangular matrix  r , stored in band form, so that a = trans(r)*r .
 info    integer
         = 0  for normal return.
         = k  if the leading minor of order  k  is not positive definite.
 
 band storage
 if  a  is a symmetric positive definite band matrix,
 the following program segment will set up the input.
     m = (band width above diagonal)
     do 20 j = 1, n
        i1 = max0(1, j-m)
        do 10 i = i1, j
           k = i-j+m+1
           abd(k,j) = a(i,j)
        10    continue
     20 continue
 linpack.  this version dated 08/14/78 .
 cleve moler, university of new mexico, argonne national lab.
 begin block with ...exits to 40
 

Parameters:

abd - Banded matrix

m - Band width