/* nag_herm_posdef_lin_solve (f04cdc) Example Program. * * Copyright 2004 Numerical Algorithms Group. * * Mark 8, 2004. */ #include #include #include #include #include int main(void) { /* Scalars */ double errbnd, rcond; Integer exit_status, i, j, n, nrhs, pda, pdb; /* Arrays */ char uplo[2]; char *clabs=0, *rlabs=0; Complex *a=0, *b=0; /* Nag types */ NagError fail; Nag_OrderType order; Nag_UploType uplo_enum; #ifdef NAG_COLUMN_MAJOR #define A(I,J) a[(J-1)*pda + I - 1] #define B(I,J) b[(J-1)*pdb + I - 1] order = Nag_ColMajor; #else #define A(I,J) a[(I-1)*pda + J - 1] #define B(I,J) b[(I-1)*pdb + J - 1] order = Nag_RowMajor; #endif exit_status = 0; INIT_FAIL(fail); Vprintf("nag_herm_posdef_lin_solve (f04cdc) Example Program Results\n\n"); /* Skip heading in data file */ Vscanf("%*[^\n] "); Vscanf("%ld%ld%*[^\n] ", &n, &nrhs); if (n>0 && nrhs>0) { /* Allocate memory */ if ( !(clabs = NAG_ALLOC(2, char)) || !(rlabs = NAG_ALLOC(2, char)) || !(a = NAG_ALLOC(n*n, Complex)) || !(b = NAG_ALLOC(n*nrhs, Complex)) ) { Vprintf("Allocation failure\n"); exit_status = -1; goto END; } #ifdef NAG_COLUMN_MAJOR pda = n; pdb = n; #else pda = n; pdb = nrhs; #endif } else { Vprintf("%s\n", "n and/or nrhs too small"); exit_status = 1; return exit_status; } Vscanf(" ' %1s '%*[^\n] ", uplo); if (*(unsigned char *)uplo == 'L') uplo_enum = Nag_Lower; else if (*(unsigned char *)uplo == 'U') uplo_enum = Nag_Upper; else { Vprintf("Unrecognised character for Nag_UploType type\n"); exit_status = -1; goto END; } /* Read the upper triangular part of A from data file */ if (uplo_enum == Nag_Upper) { for (i = 1; i <= n; ++i) { for (j = i; j <= n; ++j) { Vscanf(" ( %lf , %lf )", &A(i,j).re, &A(i,j).im); } } } /* Read the lower triangular part of A from data file */ else { for (i = 1; i <= n; ++i) { for (j = 1; j <= i; ++j) { Vscanf(" ( %lf , %lf )", &A(i,j).re, &A(i,j).im); } } } Vscanf("%*[^\n] "); /* Read B from data file */ for (i = 1; i <= n; ++i) { for (j = 1; j <= nrhs; ++j) { Vscanf(" ( %lf , %lf )", &B(i,j).re, &B(i,j).im); } } Vscanf("%*[^\n] "); /* Solve the equations AX = B for X */ /* nag_herm_posdef_lin_solve (f04cdc). * Computes the solution and error-bound to a complex * Hermitian positive-definite system of linear equations */ nag_herm_posdef_lin_solve(order, uplo_enum, n, nrhs, a, pda, b, pdb, &rcond, &errbnd, &fail); if (fail.code == NE_NOERROR) { /* Print solution, estimate of condition number and approximate */ /* error bound */ /* nag_gen_complx_mat_print_comp (x04dbc). * Print complex general matrix (comprehensive) */ nag_gen_complx_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, b, pdb, Nag_BracketForm, 0, "Solution", Nag_IntegerLabels, 0, Nag_IntegerLabels, 0, 80, 0, 0, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_gen_complx_mat_print_comp (x04dbc).\n%s\n", fail.message); exit_status = 1; goto END; } Vprintf("\n"); Vprintf("%s\n%8s%9.1e\n", "Estimate of condition number", "", 1.0/rcond); Vprintf("\n\n"); Vprintf("%s\n%8s%9.1e\n\n", "Estimate of error bound for computed solutions", "", errbnd); } if (fail.code == NE_RCOND) { /* Matrix A is numerically singular. Print estimate of */ /* reciprocal of condition number and solution */ Vprintf("\n"); Vprintf("%s\n%8s%9.1e\n\n\n", "Estimate of reciprocal of condition number", "", rcond); /* nag_gen_complx_mat_print_comp (x04dbc), see above. */ nag_gen_complx_mat_print_comp(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, b, pdb, Nag_BracketForm, 0, "Solution", Nag_IntegerLabels, 0, Nag_IntegerLabels, 0, 80, 0, 0, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_gen_complx_mat_print_comp (x04dbc).\n%s\n", fail.message); exit_status = 1; goto END; } } if (fail.code == NE_POS_DEF) { /* The matrix A is not positive definite to working precision */ Vprintf("%s%3ld%s\n\n", "The leading minor of order ", fail.errnum, " is not positive definite"); } END: if (clabs) NAG_FREE(clabs); if (rlabs) NAG_FREE(rlabs); if (a) NAG_FREE(a); if (b) NAG_FREE(b); return exit_status; } #undef B #undef A