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LAPACK_dposv Example Program in C for Column Major Data Layout
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/*
LAPACKE_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.
========================
LAPACKE_dposv (column-major, high-level) 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
*/
#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, double* a, MKL_INT lda );
/* Parameters */
#define N 5
#define NRHS 3
#define LDA N
#define LDB N
/* Main program */
int main() {
/* Locals */
MKL_INT n = N, nrhs = NRHS, lda = LDA, ldb = LDB, info;
/* Local arrays */
double a[LDA*N] = {
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
};
double b[LDB*NRHS] = {
-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
};
/* Executable statements */
printf( "LAPACKE_dposv (column-major, high-level) Example Program Results\n" );
/* Solve the equations A*X = B */
info = LAPACKE_dposv( LAPACK_COL_MAJOR, 'U', 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_dposv Example */
/* Auxiliary routine: printing a matrix */
void print_matrix( char* desc, MKL_INT m, MKL_INT n, double* 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", a[i+j*lda] );
printf( "\n" );
}
}
Parent topic: DPOSV Example