The function may be called by the names: f11jpc, nag_sparse_complex_herm_precon_ilu_solve or nag_sparse_herm_precon_ichol_solve.
f11jpc solves a system of linear equations
involving the preconditioning matrix , corresponding to an incomplete Cholesky decomposition of a complex sparse Hermitian matrix stored in symmetric coordinate storage (SCS) format (see Section 2.1.2 in the F11 Chapter Introduction), as generated by f11jnc.
In the above decomposition is a complex lower triangular sparse matrix with unit diagonal, is a real diagonal matrix and is a permutation matrix. and are supplied to f11jpc through the matrix
which is a lower triangular complex sparse matrix, stored in SCS format, as returned by f11jnc. The permutation matrix is returned from f11jnc via the array ipiv.
f11jpc may also be used in combination with f11jnc to solve a sparse complex Hermitian positive definite system of linear equations directly (see f11jnc).
1: – IntegerInput
On entry: , the order of the matrix . This must be the same value as was supplied in the preceding call to f11jnc.
2: – const ComplexInput
On entry: the values returned in the array a by a previous call to f11jnc.
3: – IntegerInput
On entry: the dimension of the arrays a, irow and icol. This must be the same value supplied in the preceding call to f11jnc.
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument had an illegal value.
On entry, .
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.