Developer Reference

Intel® oneAPI Math Kernel Library LAPACK Examples

Download PDF
ID 766877
Date 12/20/2021
Public

A newer version of this document is available. Customers should click here to go to the newest version.

Document Table of Contents
Document Table of Contents x
Intel® oneAPI Math Kernel Library LAPACK Examples
Intel® oneAPI Math Kernel Library LAPACK Examples x
Legal Information Intel® oneAPI Math Kernel Library LAPACK Examples LAPACK Examples LAPACK Routines: Linear Equations Least Squares and Eigenvalue Problems
Intel® oneAPI Math Kernel Library LAPACK Examples x
What's New Notational Conventions C Interface Conventions Compiling and Running Examples Compiling and Building Fortran Examples Compiling and Building C Examples Getting Help and Support
LAPACK Routines: Linear Equations x
?gesv function ?posv function ?sysv function ?hesv function
?gesv function x
CGESV Example DGESV Example SGESV Example ZGESV Example
CGESV Example x
CGESV Example Program in Fortran CGESV Example Program in C LAPACKE_cgesv Example Program in C for Row Major Data Layout LAPACKE_cgesv Example Program in C for Column Major Data Layout
DGESV Example x
DGESV Example Program in Fortran DGESV Example Program in C LAPACK_dgesv Example Program in C for Row Major Data Layout LAPACKE_dgesv Example Program in C for Column Major Data Layout
SGESV Example x
SGESV Example Program in Fortran SGESV Example Program in C LAPACK_sgesv Example Program in C for Row Major Data Layout LAPACK_sgesv Example Program in C for Column Major Data Layout
ZGESV Example x
ZGESV Example Program in Fortran ZGESV Example Program in C LAPACKE_zgesv Example Program in C for Row Major Data Layout LAPACKE_zgesv Example Program in C for Column Major Data Layout
?posv function x
CPOSV Example DPOSV Example SPOSV Example ZPOSV Example
CPOSV Example x
CPOSV Example Program in Fortran CPOSV Example Program in C LAPACKE_cposv Example Program in C for Row Major Data Layout LAPACK_cposv Example Program in C for Column Major Data Layout
DPOSV Example x
DPOSV Example Program in Fortran DPOSV Example Program in C LAPACKE_dposv Example Program in C for Row Major Data Layout LAPACK_dposv Example Program in C for Column Major Data Layout
SPOSV Example x
SPOSV Example Program in Fortran SPOSV Example Program in C LAPACK_sposv Example Program in C for Row Major Data Layout LAPACKE_sposv Example Program in C for Column Major Data Layout
ZPOSV Example x
ZPOSV Example Program in Fortran ZPOSV Example Program in C LAPACKE_zposv Example Program in C for Row Major Data Layout LAPACK_zposv Example Program in C for Column Major Data Layout
?sysv function x
CSYSV Example DSYSV Example SSYSV Example ZSYSV Example
CSYSV Example x
CSYSV Example Program in Fortran CSYSV Example Program in C LAPACKE_csysv Example Program in C for Row Major Data Layout LAPACKE_csysv Example Program in C for Column Major Data Layout
DSYSV Example x
DSYSV Example Program in Fortran DSYSV Example Program in C LAPACKE_dsysv Example Program in C for Row Major Data Layout LAPACKE_dsysv Example Program in C for Column Major Data Layout
SSYSV Example x
SSYSV Example Program in Fortran SYSV Example Program in C LAPACKE_ssysv Example Program in C for Row Major Data Layout LAPACKE_ssysv Example Program in C for Column Major Data Layout
ZSYSV Example x
ZSYSV Example Program in Fortran ZSYSV Example Program in C LAPACKE_zsysv Example Program in C for Row Major Data Layout LAPACKE_zsysv Example Program in C for Column Major Data Layout
?hesv function x
CHESV Example ZHESV Example
CHESV Example x
CHESV Example Program in Fortran CHESV Example Program in C LAPACKE_chesv Example Program in C for Row Major Data Layout LAPACKE_chesv Example Program in C for Column Major Data Layout
ZHESV Example x
ZHESV Example Program in Fortran ZHESV Example Program in C LAPACKE_zhesv Example Program in C for Row Major Data Layout LAPACKE_zhesv Example Program in C for Column Major Data Layout
Least Squares and Eigenvalue Problems x
Linear Least Squares (LLS) Problems Symmetric Eigenproblems Nonsymmetric Eigenproblems Singular Value Decomposition
Linear Least Squares (LLS) Problems x
?gels function ?gelsd function
?gels function x
CGELS Example DGELS Example SGELS Example ZGELS Example
CGELS Example x
CGELS Example Program in Fortran CGELS Example Program in C LAPACKE_cgels Example Program in C for Row Major Data Layout LAPACKE_cgels Example Program in C for Column Major Data Layout
DGELS Example x
DGELS Example Program in Fortran DGELS Example Program in C LAPACKE_dgels Example Program in C for Row Major Data Layout LAPACKE_dgels Example Program in C for Column Major Data Layout
SGELS Example x
SGELS Example Program in Fortran SGELS Example Program in C LAPACKE_sgels Example Program in C for Row Major Data Layout LAPACKE_sgels Example Program in C for Column Major Data Layout
ZGELS Example x
ZGELS Example Program in Fortran ZGELS Example Program in C LAPACKE_zgels Example Program in C for Row Major Data Layout LAPACKE_zgels Example Program in C for Column Major Data Layout
?gelsd function x
CGELSD Example DGELSD Example SGELSD Example ZGELSD Example
CGELSD Example x
CGELSD Example Program in Fortran CGELSD Example Program in C LAPACKE_cgelsd Example Program in C for Row Major Data Layout LAPACKE_cgelsd Example Program in C for Column Major Data Layout
DGELSD Example x
DGELSD Example Program in Fortran DGELSD Example Program in C LAPACKE_dgelsd Example Program in C for Row Major Data Layout LAPACKE_dgelsd Example Program in C for Column Major Data Layout
SGELSD Example x
SGELSD Example Program in Fortran SGELSD Example Program in C LAPACKE_sgelsd Example Program in C for Row Major Data Layout LAPACKE_sgelsd Example Program in C for Column Major Data Layout
ZGELSD Example x
ZGELSD Example Program in Fortran ZGELSD Example Program in C LAPACKE_zgelsd Example Program in C for Row Major Data Layout LAPACKE_zgelsd Example Program in C for Column Major Data Layout
Symmetric Eigenproblems x
?syev function ?heev function ?syevd function ?heevd function ?syevx function ?heevx function ?syevr function ?heevr function
?syev function x
DSYEV Example SSYEV Example
DSYEV Example x
DSYEV Example Program in Fortran DSYEV Example Program in C LAPACKE_dsyev Example Program in C for Row Major Data Layout LAPACKE_dsyev Example Program in C for Column Major Data Layout
SSYEV Example x
SSYEV Example Program in Fortran SSYEV Example Program in C LAPACKE_ssyev Example Program in C for Row Major Data Layout LAPACKE_ssyev Example Program in C for Column Major Data Layout
?heev function x
CHEEV Example ZHEEV Example
CHEEV Example x
CHEEV Example Program in Fortran CHEEV Example Program in C LAPACKE_cheev Example Program in C for Row Major Data Layout LAPACKE_cheev Example Program in C for Column Major Data Layout
ZHEEV Example x
ZHEEV Example Program in Fortran ZHEEV Example Program in C LAPACKE_zheev Example Program in C for Row Major Data Layout LAPACKE_zheev Example Program in C for Column Major Data Layout
?syevd function x
DSYEVD Example SSYEVD Example
DSYEVD Example x
DSYEVD Example Program in Fortran DSYEVD Example Program in C LAPACKE_dsyevd Example Program in C for Row Major Data Layout LAPACKE_dsyevd Example Program in C for Column Major Data Layout
SSYEVD Example x
SSYEVD Example Program in Fortran SSYEVD Example Program in C LAPACKE_ssyevd Example Program in C for Row Major Data Layout LAPACKE_ssyevd Example Program in C for Column Major Data Layout
?heevd function x
CHEEVD Example ZHEEVD Example
CHEEVD Example x
CHEEVD Example Program in Fortran CHEEVD Example Program in C LAPACKE_cheevd Example Program in C for Row Major Data Layout LAPACKE_cheevd Example Program in C for Column Major Data Layout
ZHEEVD Example x
ZHEEVD Example Program in Fortran ZHEEVD Example Program in C LAPACKE_zheevd Example Program in C for Row Major Data Layout LAPACKE_zheevd Example Program in C for Column Major Data Layout
?syevx function x
DSYEVX Example SSYEVX Example
DSYEVX Example x
DSYEVX Example Program in Fortran DSYEVX Example Program in C LAPACKE_dsyevx Example Program in C for Row Major Data Layout LAPACKE_dsyevx Example Program in C for Column Major Data Layout
SSYEVX Example x
SSYEVX Example Program in Fortran SSYEVX Example Program in C LAPACKE_ssyevx Example Program in C for Row Major Data Layout LAPACKE_ssyevx Example Program in C for Column Major Data Layout
?heevx function x
CHEEVX Example ZHEEVX Example
CHEEVX Example x
CHEEVX Example Program in Fortran CHEEVX Example Program in C LAPACKE_cheevx Example Program in C for Row Major Data Layout LAPACKE_cheevx Example Program in C for Column Major Data Layout
ZHEEVX Example x
ZHEEVX Example Program in Fortran ZHEEVX Example Program in C LAPACKE_zheevx Example Program in C for Row Major Data Layout LAPACKE_zheevx Example Program in C for Column Major Data Layout
?syevr function x
DSYEVR Example SSYEVR Example
DSYEVR Example x
DSYEVR Example Program in Fortran DSYEVR Example Program in C LAPACKE_dsyevr Example Program in C for Row Major Data Layout LAPACKE_dsyevr Example Program in C for Column Major Data Layout
SSYEVR Example x
SSYEVR Example Program in Fortran SSYEVR Example Program in C LAPACKE_ssyevr Example Program in C for Row Major Data Layout LAPACKE_ssyevr Example Program in C for Column Major Data Layout
?heevr function x
CHEEVR Example ZHEEVR Example
CHEEVR Example x
CHEEVR Example Program in Fortran CHEEVR Example Program in C LAPACKE_cheevr Example Program in C for Row Major Data Layout LAPACKE_cheevr Example Program in C for Column Major Data Layout
ZHEEVR Example x
ZHEEVR Example Program in Fortran ZHEEVR Example Program in C LAPACKE_zheevr Example Program in C for Row Major Data Layout LAPACKE_zheevr Example Program in C for Column Major Data Layout
Nonsymmetric Eigenproblems x
?geev function
?geev function x
CGEEV Example DGEEV Example SGEEV Example ZGEEV Example
CGEEV Example x
CGEEV Example Program in Fortran CGEEV Example Program in C LAPACKE_cgeev Example Program in C for Row Major Data Layout LAPACKE_cgeev Example Program in C for Column Major Data Layout
DGEEV Example x
DGEEV Example Program in Fortran DGEEV Example Program in C LAPACKE_dgeev Example Program in C for Row Major Data Layout LAPACKE_dgeev Example Program in C for Column Major Data Layout
SGEEV Example x
SGEEV Example Program in Fortran SGEEV Example Program in C LAPACKE_sgeev Example Program in C for Row Major Data Layout LAPACKE_sgeev Example Program in C for Column Major Data Layout
ZGEEV Example x
ZGEEV Example Program in Fortran ZGEEV Example Program in C LAPACKE_zgeev Example Program in C for Row Major Data Layout LAPACKE_zgeev Example Program in C for Column Major Data Layout
Singular Value Decomposition x
?gesvd function ?gesdd function
?gesvd function x
CGESVD Example DGESVD Example SGESVD Example ZGESVD Example
CGESVD Example x
CGESVD Example Program in Fortran CGESVD Example Program in C LAPACKE_cgesvd Example Program in C for Row Major Data Layout LAPACKE_cgesvd Example Program in C for Column Major Data Layout
DGESVD Example x
DGESVD Example Program in Fortran DGESVD Example Program in C LAPACKE_dgesvd Example Program in C for Row Major Data Layout LAPACKE_dgesvd Example Program in C for Column Major Data Layout
SGESVD Example x
SGESVD Example Program in Fortran SGESVD Example Program in C LAPACKE_sgesvd Example Program in C for Row Major Data Layout LAPACKE_sgesvd Example Program in C for Column Major Data Layout
ZGESVD Example x
ZGESVD Example Program in Fortran ZGESVD Example Program in C LAPACKE_zgesvd Example Program in C for Row Major Data Layout LAPACKE_zgesvd Example Program in C for Column Major Data Layout
?gesdd function x
CGESDD Example DGESDD Example SGESDD Example ZGESDD Example
CGESDD Example x
CGESDD Example Program in Fortran CGESDD Example Program in C LAPACKE_cgesdd Example Program in C for Row Major Data Layout LAPACKE_cgesdd Example Program in C for Column Major Data Layout
DGESDD Example x
DGESDD Example Program in Fortran DGESDD Example Program in C LAPACKE_dgesdd Example Program in C for Row Major Data Layout LAPACKE_dgesdd Example Program in C for Column Major Data Layout
SGESDD Example x
SGESDD Example Program in Fortran SGESDD Example Program in C LAPACKE_sgesdd Example Program in C for Row Major Data Layout LAPACKE_sgesdd Example Program in C for Column Major Data Layout
ZGESDD Example x
ZGESDD Example Program in Fortran ZGESDD Example Program in C LAPACKE_zgesdd Example Program in C for Row Major Data Layout LAPACKE_zgesdd Example Program in C for Column Major Data Layout
Intel® oneAPI Math Kernel Library LAPACK Examples

SGESVD Example Program in Fortran

*  Copyright (C) 2009-2015 Intel Corporation. All Rights Reserved.
*  The information and material ("Material") provided below is owned by Intel
*  Corporation or its suppliers or licensors, and title to such Material remains
*  with Intel Corporation or its suppliers or licensors. The Material contains
*  proprietary information of Intel or its suppliers and licensors. The Material
*  is protected by worldwide copyright laws and treaty provisions. No part of
*  the Material may be copied, reproduced, published, uploaded, posted,
*  transmitted, or distributed in any way without Intel's prior express written
*  permission. No license under any patent, copyright or other intellectual
*  property rights in the Material is granted to or conferred upon you, either
*  expressly, by implication, inducement, estoppel or otherwise. Any license
*  under such intellectual property rights must be express and approved by Intel
*  in writing.
*  =============================================================================
*
*  SGESVD Example.
*  ==============
*
*  Program computes the singular value decomposition of a general
*  rectangular matrix A:
*
*    8.79   9.93   9.83   5.45   3.16
*    6.11   6.91   5.04  -0.27   7.98
*   -9.15  -7.93   4.86   4.85   3.01
*    9.57   1.64   8.83   0.74   5.80
*   -3.49   4.02   9.80  10.00   4.27
*    9.84   0.15  -8.99  -6.02  -5.31
*
*  Description.
*  ============
*
*  The routine computes the singular value decomposition (SVD) of a real
*  m-by-n matrix A, optionally computing the left and/or right singular
*  vectors. The SVD is written as
*
*  A = U*SIGMA*VT
*
*  where SIGMA is an m-by-n matrix which is zero except for its min(m,n)
*  diagonal elements, U is an m-by-m orthogonal matrix and VT (V transposed)
*  is an n-by-n orthogonal matrix. The diagonal elements of SIGMA
*  are the singular values of A; they are real and non-negative, and are
*  returned in descending order. The first min(m, n) columns of U and V are
*  the left and right singular vectors of A.
*
*  Note that the routine returns VT, not V.
*
*  Example Program Results.
*  ========================
*
* SGESVD Example Program Results
*
* Singular values
*  27.47  22.64   8.56   5.99   2.01
*
* Left singular vectors (stored columnwise)
*  -0.59   0.26   0.36   0.31   0.23
*  -0.40   0.24  -0.22  -0.75  -0.36
*  -0.03  -0.60  -0.45   0.23  -0.31
*  -0.43   0.24  -0.69   0.33   0.16
*  -0.47  -0.35   0.39   0.16  -0.52
*   0.29   0.58  -0.02   0.38  -0.65
*
* Right singular vectors (stored rowwise)
*  -0.25  -0.40  -0.69  -0.37  -0.41
*   0.81   0.36  -0.25  -0.37  -0.10
*  -0.26   0.70  -0.22   0.39  -0.49
*   0.40  -0.45   0.25   0.43  -0.62
*  -0.22   0.14   0.59  -0.63  -0.44
*  =============================================================================
*
*     .. Parameters ..
      INTEGER          M, N
      PARAMETER        ( M = 6, N = 5 )
      INTEGER          LDA, LDU, LDVT
      PARAMETER        ( LDA = M, LDU = M, LDVT = N )
      INTEGER          LWMAX
      PARAMETER        ( LWMAX = 1000 )
*
*     .. Local Scalars ..
      INTEGER          INFO, LWORK
*
*     .. Local Arrays ..
      REAL             A( LDA, N ), U( LDU, M ), VT( LDVT, N ), S( N ),
     $                 WORK( LWMAX )
      DATA             A/
     $  8.79, 6.11,-9.15, 9.57,-3.49, 9.84,
     $  9.93, 6.91,-7.93, 1.64, 4.02, 0.15,
     $  9.83, 5.04, 4.86, 8.83, 9.80,-8.99,
     $  5.45,-0.27, 4.85, 0.74,10.00,-6.02,
     $  3.16, 7.98, 3.01, 5.80, 4.27,-5.31
     $                  /
*
*     .. External Subroutines ..
      EXTERNAL         SGESVD
      EXTERNAL         PRINT_MATRIX
*
*     .. Intrinsic Functions ..
      INTRINSIC        INT, MIN
*
*     .. Executable Statements ..
      WRITE(*,*)'SGESVD Example Program Results'
*
*     Query the optimal workspace.
*
      LWORK = -1
      CALL SGESVD( 'All', 'All', M, N, A, LDA, S, U, LDU, VT, LDVT,
     $             WORK, LWORK, INFO )
      LWORK = MIN( LWMAX, INT( WORK( 1 ) ) )
*
*     Compute SVD.
*
      CALL SGESVD( 'All', 'All', M, N, A, LDA, S, U, LDU, VT, LDVT,
     $             WORK, LWORK, INFO )
*
*     Check for convergence.
*
      IF( INFO.GT.0 ) THEN
         WRITE(*,*)'The algorithm computing SVD failed to converge.'
         STOP
      END IF
*
*     Print singular values.
*
      CALL PRINT_MATRIX( 'Singular values', 1, N, S, 1 )
*
*     Print left singular vectors.
*
      CALL PRINT_MATRIX( 'Left singular vectors (stored columnwise)',
     $                   M, N, U, LDU )
*
*     Print right singular vectors.
*
      CALL PRINT_MATRIX( 'Right singular vectors (stored rowwise)',
     $                   N, N, VT, LDVT )
      STOP
      END
*
*     End of SGESVD Example.
*
*  =============================================================================
*
*     Auxiliary routine: printing a matrix.
*
      SUBROUTINE PRINT_MATRIX( DESC, M, N, A, LDA )
      CHARACTER*(*)    DESC
      INTEGER          M, N, LDA
      REAL             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: SGESVD Example
Level Two Title