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Intel® oneAPI Math Kernel Library LAPACK Examples

ID 766877
Date 10/31/2024
Public
Document Table of Contents

CPOSV 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. * ============================================================================= * * CPOSV 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. * ======================== * * CPOSV 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) * ============================================================================= * * .. Parameters .. INTEGER N, NRHS PARAMETER ( N = 4, NRHS = 2 ) INTEGER LDA, LDB PARAMETER ( LDA = N, LDB = N ) * * .. Local Scalars .. INTEGER INFO * * .. Local Arrays .. COMPLEX A( LDA, N ), B( LDB, NRHS ) DATA A/ $ ( 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) $ / DATA B/ $ (-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) $ / * * .. External Subroutines .. EXTERNAL CPOSV EXTERNAL PRINT_MATRIX * * .. Executable Statements .. WRITE(*,*)'CPOSV Example Program Results' * * Solve the equations A*X = B. * CALL CPOSV( 'Lower', N, NRHS, A, LDA, B, LDB, INFO ) * * Check for the exact singularity. * IF( INFO.GT.0 ) THEN WRITE(*,*)'The leading minor of order ',INFO,' is not positive' WRITE(*,*)'definite; the solution could not be computed.' STOP END IF * * Print solution. * CALL PRINT_MATRIX( 'Solution', N, NRHS, B, LDB ) * * Print details of Cholesky factorization. * CALL PRINT_MATRIX( 'Details of Cholesky factorization', N, N, A, $ LDA ) STOP END * * End of CPOSV 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