limSolve (version 1.5.6)

Solve.block: Solution of an almost block diagonal system of linear equations

Description

Solves the linear system A*X=B where A is an almost block diagonal matrix of the form:

TopBlock

... Array(1) ... ... ...

... ... Array(2) ... ...

...

... ... ... Array(Nblocks)...

... ... ... BotBlock

The method is based on Gauss elimination with alternate row and column elimination with partial pivoting, producing a stable decomposition of the matrix A without introducing fill-in.

uses FORTRAN subroutine colrow

Usage

Solve.block(Top, AR, Bot, B, overlap)

Value

matrix with the solution, X, of the block diagonal system of equations Ax=B, the number of columns of this matrix = number of columns of B.

Arguments

Top

the first block of the almost block diagonal matrix A.

AR

intermediary blocks; AR(.,.,K) contains the kth block of matrix A.

Bot

the last block of the almost block diagonal matrix A.

B

Right-hand side of the equations, a vector with length = number of rows of A, or a matrix with number of rows = number of rows of A.

overlap

the number of columns in which successive blocks overlap, and where overlap = nrow(Top) + nrow(Bot).

Author

Karline Soetaert <[e-mail]>

References

J. C. Diaz , G. Fairweather , P. Keast, 1983. FORTRAN Packages for Solving Certain Almost Block Diagonal Linear Systems by Modified Alternate Row and Column Elimination, ACM Transactions on Mathematical Software (TOMS), v.9 n.3, p.358-375

See Also

Solve.tridiag to solve a tridiagonal system of linear equations.

Solve.banded to solve a banded system of linear equations.

Solve the generalised inverse solution,

solve the R default

Examples

# Solve the following system: Ax=B, where A is block diagonal, and

#  0.0  -0.98 -0.79 -0.15                                                  Top
# -1.00  0.25 -0.87  0.35                                                  Top
#  0.78  0.31 -0.85  0.89 -0.69 -0.98 -0.76 -0.82                          blk1
#  0.12 -0.01  0.75  0.32 -1.00 -0.53 -0.83 -0.98
# -0.58  0.04  0.87  0.38 -1.00 -0.21 -0.93 -0.84
# -0.21 -0.91 -0.09 -0.62 -1.99 -1.12 -1.21  0.07
#                          0.78 -0.93 -0.76  0.48 -0.87 -0.14 -1.00 -0.59  blk2
#                         -0.99  0.21 -0.73 -0.48 -0.93 -0.91  0.10 -0.89
#                         -0.68 -0.09 -0.58 -0.21  0.85 -0.39  0.79 -0.71
#                          0.39 -0.99 -0.12 -0.75 -0.68 -0.99  0.50 -0.88
#                                                  0.71 -0.64  0.0   0.48  Bot
#                                                  0.08 100.0 50.00 15.00  Bot


B <- c(-1.92, -1.27, -2.12, -2.16, -2.27,  -6.08,
       -3.03, -4.62, -1.02, -3.52,  0.55, 165.08)

AA         <- matrix (nrow = 12, ncol = 12, 0)
AA[1,1:4]  <- c( 0.0,  -0.98, -0.79, -0.15)
AA[2,1:4]  <- c(-1.00,  0.25, -0.87,  0.35)
AA[3,1:8]  <- c( 0.78,  0.31, -0.85,  0.89, -0.69, -0.98, -0.76, -0.82)
AA[4,1:8]  <- c( 0.12, -0.01,  0.75,  0.32, -1.00, -0.53, -0.83, -0.98)
AA[5,1:8]  <- c(-0.58,  0.04,  0.87,  0.38, -1.00, -0.21, -0.93, -0.84)
AA[6,1:8]  <- c(-0.21, -0.91, -0.09, -0.62, -1.99, -1.12, -1.21,  0.07)
AA[7,5:12] <- c( 0.78, -0.93, -0.76,  0.48, -0.87, -0.14, -1.00, -0.59)
AA[8,5:12] <- c(-0.99,  0.21, -0.73, -0.48, -0.93, -0.91,  0.10, -0.89)
AA[9,5:12] <- c(-0.68, -0.09, -0.58, -0.21,  0.85, -0.39,  0.79, -0.71)
AA[10,5:12]<- c( 0.39, -0.99, -0.12, -0.75, -0.68, -0.99,  0.50, -0.88)
AA[11,9:12]<- c( 0.71, -0.64,   0.0,  0.48)
AA[12,9:12]<- c( 0.08, 100.0, 50.00, 15.00)

## Block diagonal input.
Top  <- matrix(nrow = 2, ncol = 4, data = AA[1:2  , 1:4] )
Bot  <- matrix(nrow = 2, ncol = 4, data = AA[11:12, 9:12])
Blk1 <- matrix(nrow = 4, ncol = 8, data = AA[3:6  , 1:8] )
Blk2 <- matrix(nrow = 4, ncol = 8, data = AA[7:10 , 5:12])

AR <- array(dim = c(4, 8, 2), data = c(Blk1, Blk2))
overlap <- 4

# answer = (1, 1,....1)
Solve.block(Top, AR, Bot, B, overlap = 4)

# Now with 3 different B values
B3 <- cbind(B, 2*B, 3*B)
Solve.block(Top, AR, Bot, B3, overlap = 4)