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Intel® oneAPI Math Kernel Library LAPACK Examples

ID 766877
Date 12/20/2021
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LAPACK_zposv Example Program in C for Column Major Data Layout

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/*
   LAPACKE_zposv Example.
   ======================
 
   The program computes the solution to the system of linear
   equations with a Hermitian positive-definite matrix A and multiple
   right-hand sides B, where A is the coefficient matrix:
 
   (  5.96,  0.00) (  0.40, -1.19) ( -0.83, -0.48) ( -0.57,  0.40)
   (  0.40,  1.19) (  7.95,  0.00) (  0.33,  0.09) (  0.22,  0.74)
   ( -0.83,  0.48) (  0.33, -0.09) (  4.43,  0.00) ( -1.09,  0.32)
   ( -0.57, -0.40) (  0.22, -0.74) ( -1.09, -0.32) (  3.46,  0.00)

   and B is the right-hand side matrix:
 
   ( -2.94,  5.79) (  8.44,  3.07)
   (  8.12, -9.12) (  1.00, -4.62)
   (  9.09, -5.03) (  3.64, -2.33)
   (  7.36,  6.77) (  8.04,  2.87)
 
   Description.
   ============
 
   The routine solves for X the complex system of linear equations
   A*X = B, where A is an n-by-n Hermitian 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 = UH*U, if uplo = 'U' or A = L*LH, 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.
   ========================
 
 LAPACKE_zposv (column-major, high-level) Example Program Results

 Solution
 (  0.80,  1.62) (  2.52,  0.61)
 (  1.26, -1.78) (  0.01, -1.38)
 (  3.38, -0.29) (  2.42, -0.52)
 (  3.46,  2.92) (  3.77,  1.37)

 Details of Cholesky factorization
 (  2.44,  0.00) (  0.00,  0.00) (  0.00,  0.00) (  0.00,  0.00)
 (  0.16,  0.49) (  2.77,  0.00) (  0.00,  0.00) (  0.00,  0.00)
 ( -0.34,  0.20) (  0.10, -0.10) (  2.06,  0.00) (  0.00,  0.00)
 ( -0.23, -0.16) (  0.12, -0.30) ( -0.57, -0.20) (  1.71,  0.00)
*/
#include <stdlib.h>
#include <stdio.h>
#include "mkl_lapacke.h"

/* Auxiliary routines prototypes */
extern void print_matrix( char* desc, MKL_INT m, MKL_INT n, MKL_Complex16* a, MKL_INT lda );

/* Parameters */
#define N 4
#define NRHS 2
#define LDA N
#define LDB N

/* Main program */
int main() {
        /* Locals */
        MKL_INT n = N, nrhs = NRHS, lda = LDA, ldb = LDB, info;
        /* Local arrays */
        MKL_Complex16 a[LDA*N] = {
           { 5.96,  0.00}, { 0.40,  1.19}, {-0.83,  0.48}, {-0.57, -0.40},
           { 0.00,  0.00}, { 7.95,  0.00}, { 0.33, -0.09}, { 0.22, -0.74},
           { 0.00,  0.00}, { 0.00,  0.00}, { 4.43,  0.00}, {-1.09, -0.32},
           { 0.00,  0.00}, { 0.00,  0.00}, { 0.00,  0.00}, { 3.46,  0.00}
        };
        MKL_Complex16 b[LDB*NRHS] = {
           {-2.94,  5.79}, { 8.12, -9.12}, { 9.09, -5.03}, { 7.36,  6.77},
           { 8.44,  3.07}, { 1.00, -4.62}, { 3.64, -2.33}, { 8.04,  2.87}
        };
        /* Executable statements */
        printf( "LAPACKE_zposv (column-major, high-level) Example Program Results\n" );
        /* Solve the equations A*X = B */
        info = LAPACKE_zposv( LAPACK_COL_MAJOR, 'L', n, nrhs, a, lda, b, ldb );
        /* Check for the positive definiteness */
        if( info > 0 ) {
                printf( "The leading minor of order %i is not positive ", info );
                printf( "definite;\nthe solution could not be computed.\n" );
                exit( 1 );
        }
        /* Print solution */
        print_matrix( "Solution", n, nrhs, b, ldb );
        /* Print details of Cholesky factorization */
        print_matrix( "Details of Cholesky factorization", n, n, a, lda );
        exit( 0 );
} /* End of LAPACKE_zposv Example */

/* Auxiliary routine: printing a matrix */
void print_matrix( char* desc, MKL_INT m, MKL_INT n, MKL_Complex16* a, MKL_INT lda ) {
        MKL_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].real, a[i+j*lda].imag );
                printf( "\n" );
        }
}