BandSPD SOE: Difference between revisions
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This command is used to construct a BandSPDSOE linear system of equation object. As the name implies, this class is used for symmetric positive definite matrix systems which have a banded profile. The matrix is stored as shown below in a 1 dimensional array of size equal to the (bandwidth/2) times the number of unknowns. When a solution is required, the Lapack routines | This command is used to construct a BandSPDSOE linear system of equation object. As the name implies, this class is used for symmetric positive definite matrix systems which have a banded profile. The matrix is stored as shown below in a 1 dimensional array of size equal to the (bandwidth/2) times the number of unknowns. When a solution is required, the Lapack routines DPBSV and DPBTRS are used. The following command is used to construct such a system: | ||
{| | {| | ||
| style="background: | | style="background:limegreen; color:black; width:800px" | '''system BandSPD''' | ||
|} | |} | ||
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:<math>a_{i,j} = a_{j,i}\,</math> | :<math>a_{i,j} = a_{j,i}\,</math> | ||
:<math> y^T A y != 0 \,</math> for all non-zero vectors ''y'' with real entries (<math>y \in \mathbb{R}^n</math>), | |||
The ''bandwidth'' of the matrix is ''k'' + ''k'' + 1. | The ''bandwidth'' of the matrix is ''k'' + ''k'' + 1. | ||
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</math> | </math> | ||
---- | ---- | ||
Code Developed by: <span style="color:blue"> fmk </span> | Code Developed by: <span style="color:blue"> fmk </span> |
Latest revision as of 08:42, 10 June 2016
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This command is used to construct a BandSPDSOE linear system of equation object. As the name implies, this class is used for symmetric positive definite matrix systems which have a banded profile. The matrix is stored as shown below in a 1 dimensional array of size equal to the (bandwidth/2) times the number of unknowns. When a solution is required, the Lapack routines DPBSV and DPBTRS are used. The following command is used to construct such a system:
system BandSPD |
NOTES:
THEORY:
An n×n matrix A=(ai,j ) is a symmmetric banded matrix if all matrix elements are zero outside a diagonally bordered band whose range is determined by constants k:
- <math>a_{i,j}=0 \quad\mbox{if}\quad j<i-k \quad\mbox{ or }\quad j>i+k; \quad k \ge 0.\,</math>
- <math>a_{i,j} = a_{j,i}\,</math>
- <math> y^T A y != 0 \,</math> for all non-zero vectors y with real entries (<math>y \in \mathbb{R}^n</math>),
The bandwidth of the matrix is k + k + 1.
For example, a symmetric 6-by-6 matrix with a right bandwidth of 2:
- <math>
\begin{bmatrix}
A_{11} & A_{12} & A_{13} & 0 & \cdots & 0 \\ & A_{22} & A_{23} & A_{24} & \ddots & \vdots \\ & & A_{33} & A_{34} & A_{35} & 0 \\ & & & A_{44} & A_{45} & A_{46} \\ & sym & & & A_{55} & A_{56} \\ & & & & & A_{66}
\end{bmatrix}. </math> This matrix is stored as the 6-by-3 matrix:
- <math>
\begin{bmatrix}
A_{11} & A_{12} & A_{13} \\ A_{22} & A_{23} & A_{24} \\ A_{33} & A_{34} & A_{35} \\ A_{44} & A_{45} & A_{46} \\ A_{55} & A_{56} & 0 \\ A_{66} & 0 & 0
\end{bmatrix}. </math>
Code Developed by: fmk