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DPOSV Example Program in Fortran
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* =============================================================================
*
* DPOSV Example.
* ==============
*
* The program computes the solution to the system of linear
* equations with a symmetric positive-definite matrix A and multiple
* right-hand sides B, where A is the coefficient matrix:
*
* 3.14 0.17 -0.90 1.65 -0.72
* 0.17 0.79 0.83 -0.65 0.28
* -0.90 0.83 4.53 -3.70 1.60
* 1.65 -0.65 -3.70 5.32 -1.37
* -0.72 0.28 1.60 -1.37 1.98
*
* and B is the right-hand side matrix:
*
* -7.29 6.11 0.59
* 9.25 2.90 8.88
* 5.99 -5.05 7.57
* -1.94 -3.80 5.57
* -8.30 9.66 -1.67
*
* Description.
* ============
*
* The routine solves for X the real system of linear equations
* A*X = B, where A is an n-by-n symmetric positive-definite
* matrix, the columns of matrix B are individual right-hand sides,
* and the columns of X are the corresponding solutions.
*
* The Cholesky decomposition is used to factor A as
* A = UT*U, if uplo = 'U' or A = L*LT, if uplo = 'L',
* where U is an upper triangular matrix and L is a lower triangular matrix.
* The factored form of A is then used to solve the system of equations A*X = B.
*
* Example Program Results.
* ========================
*
* DPOSV Example Program Results
*
* Solution
* -6.02 3.95 -3.14
* 15.62 4.32 13.05
* 3.02 -8.25 4.91
* 3.25 -4.83 6.11
* -8.78 9.04 -3.57
*
* Details of Cholesky factorization
* 1.77 0.10 -0.51 0.93 -0.41
* 0.00 0.88 0.99 -0.84 0.36
* 0.00 0.00 1.81 -1.32 0.57
* 0.00 0.00 0.00 1.42 0.05
* 0.00 0.00 0.00 0.00 1.16
* =============================================================================
*
* .. Parameters ..
INTEGER N, NRHS
PARAMETER ( N = 5, NRHS = 3 )
INTEGER LDA, LDB
PARAMETER ( LDA = N, LDB = N )
*
* .. Local Scalars ..
INTEGER INFO
*
* .. Local Arrays ..
DOUBLE PRECISION A( LDA, N ), B( LDB, NRHS )
DATA A/
$ 3.14, 0.00, 0.00, 0.00, 0.00,
$ 0.17, 0.79, 0.00, 0.00, 0.00,
$ -0.90, 0.83, 4.53, 0.00, 0.00,
$ 1.65,-0.65,-3.70, 5.32, 0.00,
$ -0.72, 0.28, 1.60,-1.37, 1.98
$ /
DATA B/
$ -7.29, 9.25, 5.99,-1.94,-8.30,
$ 6.11, 2.90,-5.05,-3.80, 9.66,
$ 0.59, 8.88, 7.57, 5.57,-1.67
$ /
*
* .. External Subroutines ..
EXTERNAL DPOSV
EXTERNAL PRINT_MATRIX
*
* .. Executable Statements ..
WRITE(*,*)'DPOSV Example Program Results'
*
* Solve the equations A*X = B.
*
CALL DPOSV( 'Upper', N, NRHS, A, LDA, B, LDB, INFO )
*
* Check for the exact singularity.
*
IF( INFO.GT.0 ) THEN
WRITE(*,*)'The leading minor of order ',INFO,' is not positive'
WRITE(*,*)'definite; the solution could not be computed.'
STOP
END IF
*
* Print solution.
*
CALL PRINT_MATRIX( 'Solution', N, NRHS, B, LDB )
*
* Print details of Cholesky factorization.
*
CALL PRINT_MATRIX( 'Details of Cholesky factorization', N, N, A,
$ LDA )
STOP
END
*
* End of DPOSV Example.
*
* =============================================================================
*
* Auxiliary routine: printing a matrix.
*
SUBROUTINE PRINT_MATRIX( DESC, M, N, A, LDA )
CHARACTER*(*) DESC
INTEGER M, N, LDA
DOUBLE PRECISION A( LDA, * )
*
INTEGER I, J
*
WRITE(*,*)
WRITE(*,*) DESC
DO I = 1, M
WRITE(*,9998) ( A( I, J ), J = 1, N )
END DO
*
9998 FORMAT( 11(:,1X,F6.2) )
RETURN
END
Parent topic: DPOSV Example