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.)

MPROVE, a, alud, index, b, x

a An n-by-n matrix containing the coefficients of the linear equation Ax = b.

alud The 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.

x An n-element vector. On output, x contains the improved solution.

None.

LUBKSB, LUDCMP

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.