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CHESV Example Program in Fortran
Intel® oneAPI Math Kernel Library LAPACK Examples
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* =============================================================================
*
* CHESV Example.
* ==============
*
* The program computes the solution to the system of linear equations
* with a Hermitian matrix A and multiple right-hand sides B,
* where A is the coefficient matrix:
*
* ( -2.90, 0.00) ( 0.31, 4.46) ( 9.66, -5.66) ( -2.28, 2.14)
* ( 0.31, -4.46) ( -7.93, 0.00) ( 9.55, -4.62) ( -3.51, 3.11)
* ( 9.66, 5.66) ( 9.55, 4.62) ( 0.30, 0.00) ( 9.33, -9.66)
* ( -2.28, -2.14) ( -3.51, -3.11) ( 9.33, 9.66) ( 2.40, 0.00)
*
* and B is the right-hand side matrix:
*
* ( -5.69, -8.21) ( -2.83, 6.46)
* ( -3.57, 1.99) ( -7.64, 1.10)
* ( 8.42, -9.83) ( -2.33, -4.23)
* ( -5.00, 3.85) ( 6.48, -3.81)
*
* Description.
* ============
*
* The routine solves for X the complex system of linear equations A*X = B,
* where A is an n-by-n Hermitian matrix, the columns of matrix B are
* individual right-hand sides, and the columns of X are the corresponding
* solutions.
*
* The diagonal pivoting method is used to factor A as A = U*D*UH or
* A = L*D*LH, where U (or L) is a product of permutation and unit upper
* (lower) triangular matrices, and D is Hermitian and block diagonal with
* 1-by-1 and 2-by-2 diagonal blocks.
*
* The factored form of A is then used to solve the system of equations A*X = B.
*
* Example Program Results.
* ========================
*
* CHESV Example Program Results
*
* Solution
* ( 0.22, -0.95) ( -1.13, 0.18)
* ( -1.42, -1.30) ( 0.70, 1.13)
* ( -0.65, -0.40) ( 0.04, 0.07)
* ( -0.48, 1.35) ( 1.15, -0.27)
*
* Details of factorization
* ( 3.17, 0.00) ( 7.32, 3.28) ( -0.36, 0.06) ( 0.20, -0.82)
* ( 0.00, 0.00) ( 0.03, 0.00) ( -0.48, 0.03) ( 0.25, -0.76)
* ( 0.00, 0.00) ( 0.00, 0.00) ( 0.30, 0.00) ( 9.33, -9.66)
* ( 0.00, 0.00) ( 0.00, 0.00) ( 0.00, 0.00) ( 2.40, 0.00)
*
* Pivot indices
* -1 -1 -3 -3
* =============================================================================
*
* .. Parameters ..
INTEGER N, NRHS
PARAMETER ( N = 4, NRHS = 2 )
INTEGER LDA, LDB
PARAMETER ( LDA = N, LDB = N )
INTEGER LWMAX
PARAMETER ( LWMAX = 100 )
*
* .. Local Scalars ..
INTEGER INFO, LWORK
*
* .. Local Arrays ..
INTEGER IPIV( N )
COMPLEX A( LDA, N ), B( LDB, NRHS ), WORK( LWMAX )
DATA A/
$ (-2.90, 0.00),( 0.00, 0.00),( 0.00, 0.00),( 0.00, 0.00),
$ ( 0.31, 4.46),(-7.93, 0.00),( 0.00, 0.00),( 0.00, 0.00),
$ ( 9.66,-5.66),( 9.55,-4.62),( 0.30, 0.00),( 0.00, 0.00),
$ (-2.28, 2.14),(-3.51, 3.11),( 9.33,-9.66),( 2.40, 0.00)
$ /
DATA B/
$ (-5.69,-8.21),(-3.57, 1.99),( 8.42,-9.83),(-5.00, 3.85),
$ (-2.83, 6.46),(-7.64, 1.10),(-2.33,-4.23),( 6.48,-3.81)
$ /
*
* .. External Subroutines ..
EXTERNAL CHESV
EXTERNAL PRINT_MATRIX, PRINT_INT_VECTOR
*
* .. Intrinsic Functions ..
INTRINSIC INT, MIN
*
* .. Executable Statements ..
WRITE(*,*)'CHESV Example Program Results'
*
* Query the optimal workspace.
*
LWORK = -1
CALL CHESV( 'Upper', N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK,
$ INFO )
LWORK = MIN( LWMAX, INT( WORK( 1 ) ) )
*
* Solve the equations A*X = B.
*
CALL CHESV( 'Upper', N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK,
$ INFO )
*
* Check for the exact singularity.
*
IF( INFO.GT.0 ) THEN
WRITE(*,*)'The element of the diagonal factor '
WRITE(*,*)'D(',INFO,',',INFO,') is zero, so that'
WRITE(*,*)'D is singular; the solution could not be computed.'
STOP
END IF
*
* Print solution.
*
CALL PRINT_MATRIX( 'Solution', N, NRHS, B, LDB )
*
* Print details of factorization.
*
CALL PRINT_MATRIX( 'Details of factorization', N, N, A, LDA )
*
* Print pivot indices.
*
CALL PRINT_INT_VECTOR( 'Pivot indices', N, IPIV )
STOP
END
*
* End of CHESV Example.
*
* =============================================================================
*
* Auxiliary routine: printing a matrix.
*
SUBROUTINE PRINT_MATRIX( DESC, M, N, A, LDA )
CHARACTER*(*) DESC
INTEGER M, N, LDA
COMPLEX 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,',',F6.2,')') )
RETURN
END
*
* Auxiliary routine: printing a vector of integers.
*
SUBROUTINE PRINT_INT_VECTOR( DESC, N, A )
CHARACTER*(*) DESC
INTEGER N
INTEGER A( N )
*
INTEGER I
*
WRITE(*,*)
WRITE(*,*) DESC
WRITE(*,9999) ( A( I ), I = 1, N )
*
9999 FORMAT( 11(:,1X,I6) )
RETURN
END
Parent topic: CHESV Example