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CHESV Example Program in C
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/*
CHESV Example.
==============
The program computes the solution to the system of linear equations
with a Hermitian matrix A and multiple right-hand sides B,
where A is the coefficient matrix:
( -2.90, 0.00) ( 0.31, 4.46) ( 9.66, -5.66) ( -2.28, 2.14)
( 0.31, -4.46) ( -7.93, 0.00) ( 9.55, -4.62) ( -3.51, 3.11)
( 9.66, 5.66) ( 9.55, 4.62) ( 0.30, 0.00) ( 9.33, -9.66)
( -2.28, -2.14) ( -3.51, -3.11) ( 9.33, 9.66) ( 2.40, 0.00)
and B is the right-hand side matrix:
( -5.69, -8.21) ( -2.83, 6.46)
( -3.57, 1.99) ( -7.64, 1.10)
( 8.42, -9.83) ( -2.33, -4.23)
( -5.00, 3.85) ( 6.48, -3.81)
Description.
============
The routine solves for X the complex system of linear equations A*X = B,
where A is an n-by-n Hermitian matrix, the columns of matrix B are
individual right-hand sides, and the columns of X are the corresponding
solutions.
The diagonal pivoting method is used to factor A as A = U*D*UH or
A = L*D*LH, where U (or L) is a product of permutation and unit upper
(lower) triangular matrices, and D is Hermitian and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.
The factored form of A is then used to solve the system of equations A*X = B.
Example Program Results.
========================
CHESV Example Program Results
Solution
( 0.22, -0.95) ( -1.13, 0.18)
( -1.42, -1.30) ( 0.70, 1.13)
( -0.65, -0.40) ( 0.04, 0.07)
( -0.48, 1.35) ( 1.15, -0.27)
Details of factorization
( 3.17, 0.00) ( 7.32, 3.28) ( -0.36, 0.06) ( 0.20, -0.82)
( 0.00, 0.00) ( 0.03, 0.00) ( -0.48, 0.03) ( 0.25, -0.76)
( 0.00, 0.00) ( 0.00, 0.00) ( 0.30, 0.00) ( 9.33, -9.66)
( 0.00, 0.00) ( 0.00, 0.00) ( 0.00, 0.00) ( 2.40, 0.00)
Pivot indices
-1 -1 -3 -3
*/
#include <stdlib.h>
#include <stdio.h>
/* Complex datatype */
struct _fcomplex { float re, im; };
typedef struct _fcomplex fcomplex;
/* CHESV prototype */
extern void chesv( char* uplo, int* n, int* nrhs, fcomplex* a, int* lda,
int* ipiv, fcomplex* b, int* ldb, fcomplex* work, int* lwork, int* info );
/* Auxiliary routines prototypes */
extern void print_matrix( char* desc, int m, int n, fcomplex* a, int lda );
extern void print_int_vector( char* desc, int n, int* a );
/* Parameters */
#define N 4
#define NRHS 2
#define LDA N
#define LDB N
/* Main program */
int main() {
/* Locals */
int n = N, nrhs = NRHS, lda = LDA, ldb = LDB, info, lwork;
fcomplex wkopt;
fcomplex* work;
/* Local arrays */
int ipiv[N];
fcomplex a[LDA*N] = {
{-2.90f, 0.00f}, { 0.00f, 0.00f}, { 0.00f, 0.00f}, { 0.00f, 0.00f},
{ 0.31f, 4.46f}, {-7.93f, 0.00f}, { 0.00f, 0.00f}, { 0.00f, 0.00f},
{ 9.66f, -5.66f}, { 9.55f, -4.62f}, { 0.30f, 0.00f}, { 0.00f, 0.00f},
{-2.28f, 2.14f}, {-3.51f, 3.11f}, { 9.33f, -9.66f}, { 2.40f, 0.00f}
};
fcomplex b[LDB*NRHS] = {
{-5.69f, -8.21f}, {-3.57f, 1.99f}, { 8.42f, -9.83f}, {-5.00f, 3.85f},
{-2.83f, 6.46f}, {-7.64f, 1.10f}, {-2.33f, -4.23f}, { 6.48f, -3.81f}
};
/* Executable statements */
printf( " CHESV Example Program Results\n" );
/* Query and allocate the optimal workspace */
lwork = -1;
chesv( "Upper", &n, &nrhs, a, &lda, ipiv, b, &ldb, &wkopt, &lwork, &info );
lwork = (int)wkopt.re;
work = (fcomplex*)malloc( lwork*sizeof(fcomplex) );
/* Solve the equations A*X = B */
chesv( "Upper", &n, &nrhs, a, &lda, ipiv, b, &ldb, work, &lwork, &info );
/* Check for the exact singularity */
if( info > 0 ) {
printf( "The element of the diagonal factor " );
printf( "D(%i,%i) is zero, so that D is singular;\n", info, info );
printf( "the solution could not be computed.\n" );
exit( 1 );
}
/* Print solution */
print_matrix( "Solution", n, nrhs, b, ldb );
/* Print details of factorization */
print_matrix( "Details of factorization", n, n, a, lda );
/* Print pivot indices */
print_int_vector( "Pivot indices", n, ipiv );
/* Free workspace */
free( (void*)work );
exit( 0 );
} /* End of CHESV Example */
/* Auxiliary routine: printing a matrix */
void print_matrix( char* desc, int m, int n, fcomplex* a, int lda ) {
int i, j;
printf( "\n %s\n", desc );
for( i = 0; i < m; i++ ) {
for( j = 0; j < n; j++ )
printf( " (%6.2f,%6.2f)", a[i+j*lda].re, a[i+j*lda].im );
printf( "\n" );
}
}
/* Auxiliary routine: printing a vector of integers */
void print_int_vector( char* desc, int n, int* a ) {
int j;
printf( "\n %s\n", desc );
for( j = 0; j < n; j++ ) printf( " %6i", a[j] );
printf( "\n" );
}
Parent topic: CHESV Example