MPROVE Procedure
Iteratively improves the solution vector, x, of a linear set of equations, Ax = b. (You must call the LUDCMP procedure before calling MPROVE.)
Usage
MPROVE, a, alud, index, b, x Input Parameters
a—An n-by-n matrix containing coefficients of the linear equation Ax = b.
alud—LU decomposition of A, an n-by-n matrix, as returned by LUDCMP.
index—The vector of permutations involved in the LU decomposition of A, as returned by LUDCMP.
b—An n-element vector containing the right-hand side of the set of equations.
x—An n-element vector. On input, it contains the initial solution of the system.
Output Parameters
x—An n-element vector. On output, x contains the improved solution.
Keywords
None.
See Also
MPROVE is based on the routine of the same name in Numerical Recipes in C: The Art of Scientific Computing, by Flannery, Press, Teukolsky, and Vetterling, Cambridge University Press, Cambridge, MA, 1988. It is used by permission.
