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MQL5 リファレンス行列とベクトルのメソッドOpenBLASFactored CalculationsPLULinearEquationsSolution 

PLULinearEquationsSolution

Solves a system of linear equations

A * X = B,  A**T * X = B, or  A**H * X = B

with an LU-factored square coefficient matrix AF computed by FactorizationPLURaw, with multiple right-hand sides. LAPACK function GETRS.

Computing for type matrix<double>

bool  matrix::PLULinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  matrix&           B,           // right hand side matrix B
  matrix&             X           // solution matrix X
  );
 
bool  matrix::PLULinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  vector&           B,           // right hand side vector B
  vector&             X           // solution vector X
  );

Computing for type matrix<float>

bool  matrixf::PLULinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  matrixf&         B,           // right hand side matrix B
  matrixf&           X           // solution matrix X
  );
 
bool  matrixf::PLULinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  vectorf&           B,           // right hand side vector B
  vectorf&           X           // solution vector X
  );

Computing for type matrix<complex>

bool  matrixc::PLULinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  matrixc&         B,           // right hand side matrix B
  matrixc&           X           // solution matrix X
  );
 
bool  matrixc::LinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  vectorc&         B,           // right hand side vector B
  vectorc&           X           // solution vector X
  );

Computing for type matrix<complexf>

bool  matrixcf::PLULinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  matrixcf&         B,           // right hand side matrix B
  matrixcf&           X           // solution matrix X
  );
 
bool  matrixcf::PLULinearEquationsSolution(
  long[]&           ipiv,         // pivot indices array
  ENUM_EQUATIONS_FORM trans,        // form of the system of equations
  vectorcf&         B,           // right hand side vector B
  vectorcf&           X           // solution vector X
  );

Parameters

ipiv

[in]  Pivot indices array obtained as result of GETRF function.

trans

[in] ENUM_EQUATIONS_FORM enumeration value which specifies the form of the system of equations.

B

[in]  Matrix B whose columns are the right-hand sides for the systems of equations. Vector B contains one column of right-hand side.

X

[out]  Matrix or vector X with solutions of linear equations system.

 

Return Value

Return true if successful, otherwise false in case of an error.

Note

This method is applied to the matrix AF obtained as result of GETRF function.

Output matrix X has the same sizes as input matrix B. Output vector X has the same size as input vector B.

ENUM_EQUATIONS_FORM

An enumeration defining which form of the equations' system calculated.

ID

Description

EQUATIONSFORM_N

'N': A * X = B  (No transpose)

EQUATIONSFORM_T

'T': A**T * X = B  (Transpose)

EQUATIONSFORM_C

'C': A**H * X = B  (Conjugate transpose)

In case of real matrices the value EQUATIONSFORM_C assumed as Transpose.