Visible to Intel only — GUID: GUID-81DF95CC-68D8-4972-9DEC-7F483C072D12
SPOSV Example Program in C
/*******************************************************************************
* 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.
*
********************************************************************************
*/
/*
SPOSV 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.
========================
SPOSV 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>
/* SPOSV prototype */
extern void sposv( char* uplo, int* n, int* nrhs, float* a, int* lda,
float* b, int* ldb, int* info );
/* Auxiliary routines prototypes */
extern void print_matrix( char* desc, int m, int n, float* a, int lda );
/* Parameters */
#define N 5
#define NRHS 3
#define LDA N
#define LDB N
/* Main program */
int main() {
/* Locals */
int n = N, nrhs = NRHS, lda = LDA, ldb = LDB, info;
/* Local arrays */
float a[LDA*N] = {
3.14f, 0.00f, 0.00f, 0.00f, 0.00f,
0.17f, 0.79f, 0.00f, 0.00f, 0.00f,
-0.90f, 0.83f, 4.53f, 0.00f, 0.00f,
1.65f, -0.65f, -3.70f, 5.32f, 0.00f,
-0.72f, 0.28f, 1.60f, -1.37f, 1.98f
};
float b[LDB*NRHS] = {
-7.29f, 9.25f, 5.99f, -1.94f, -8.30f,
6.11f, 2.90f, -5.05f, -3.80f, 9.66f,
0.59f, 8.88f, 7.57f, 5.57f, -1.67f
};
/* Executable statements */
printf( " SPOSV Example Program Results\n" );
/* Solve the equations A*X = B */
sposv( "Upper", &n, &nrhs, a, &lda, b, &ldb, &info );
/* 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 SPOSV Example */
/* Auxiliary routine: printing a matrix */
void print_matrix( char* desc, int m, int n, float* 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", a[i+j*lda] );
printf( "\n" );
}
}
Parent topic: SPOSV Example