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

LinearEquationsSolutionSyPD

Computes the solution to the system of linear equations with a symmetric or Hermitian conjugated positive-definite matrix A and multiple right-hand sides. A*X = B, where A is an n-by-n symmetric or unitary positive-definite matrix, the columns of matrix B are individual right-hand sides, and the columns of X are the corresponding solutions. Lapack function POSV.

Computing for type matrix<double>

bool  matrix::LinearEquationsSolutionSyPD(
  matrix&       B,           // right hand side matrix B
  matrix&         X           // solution matrix X
  );
 
bool  matrix::LinearEquationsSolutionSyPD(
  vector&       B,           // right hand side vector B
  vector&         X           // solution vector X
  );

Computing for type matrix<float>

bool  matrix::LinearEquationsSolutionSyPD(
  matrixf&     B,           // right hand side matrix B
  matrixf&       X           // solution matrix X
  );
 
bool  matrix::LinearEquationsSolutionSyPD(
  vectorf&       B,           // right hand side vector B
  vectorf&         X           // solution vector X
  );

Computing for type matrix<complex>

bool  matrix::LinearEquationsSolutionSyPD(
  matrixc&     B,           // right hand side matrix B
  matrixc&       X           // solution matrix X
  );
 
bool  matrix::LinearEquationsSolutionSyPD(
  vectorc&     B,           // right hand side vector B
  vectorc&       X           // solution vector X
  );

Computing for type matrix<complexf>

bool  matrix::LinearEquationsSolutionSyPD(
  matrixcf&     B,           // right hand side matrix B
  matrixcf&       X           // solution matrix X
  );
 
bool  matrix::LinearEquationsSolutionSyPD(
  vectorcf&     B,           // right hand side vector B
  vectorcf&       X           // solution vector X
  );

Parameters

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

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

The input can be a symmetric (Hermitian conjugated), upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric (Hermitian conjugated).