/* nag_dpocon (f07fgc) Example Program. * * Copyright 2001 Numerical Algorithms Group. * * Mark 7, 2001. */ #include #include #include #include #include #include int main(void) { /* Scalars */ double anorm, rcond; Integer i, j, n, pda; Integer exit_status=0; NagError fail; Nag_OrderType order; /* Arrays */ char uplo[2]; double *a=0; Nag_UploType uplo_enum; #ifdef NAG_COLUMN_MAJOR #define A(I,J) a[(J-1)*pda + I - 1] order = Nag_ColMajor; #else #define A(I,J) a[(I-1)*pda + J - 1] order = Nag_RowMajor; #endif INIT_FAIL(fail); Vprintf("nag_dpocon (f07fgc) Example Program Results\n\n"); /* Skip heading in data file */ Vscanf("%*[^\n] "); Vscanf("%ld%*[^\n] ", &n); #ifdef NAG_COLUMN_MAJOR pda = n; #else pda = n; #endif /* Allocate memory */ if ( !(a = NAG_ALLOC(n * n, double)) ) { Vprintf("Allocation failure\n"); exit_status = -1; goto END; } /* Read A from data file */ 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; } if (uplo_enum == Nag_Upper) { for (i = 1; i <= n; ++i) { for (j = i; j <= n; ++j) Vscanf("%lf", &A(i,j)); } Vscanf("%*[^\n] "); } else { for (i = 1; i <= n; ++i) { for (j = 1; j <= i; ++j) Vscanf("%lf", &A(i,j)); } Vscanf("%*[^\n] "); } /* Compute norm of A */ /* nag_dsy_norm (f16rcc). * 1-norm, infinity-norm, Frobenius norm, largest absolute * element, real symmetric matrix */ nag_dsy_norm(order, Nag_OneNorm, uplo_enum, n, a, pda, &anorm, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_dsy_norm (f16rcc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Factorize A */ /* nag_dpotrf (f07fdc). * Cholesky factorization of real symmetric * positive-definite matrix */ nag_dpotrf(order, uplo_enum, n, a, pda, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_dpotrf (f07fdc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Estimate condition number */ /* nag_dpocon (f07fgc). * Estimate condition number of real symmetric * positive-definite matrix, matrix already factorized by * nag_dpotrf (f07fdc) */ nag_dpocon(order, uplo_enum, n, a, pda, anorm, &rcond, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_dpocon (f07fgc).\n%s\n", fail.message); exit_status = 1; goto END; } /* nag_machine_precision (x02ajc). * The machine precision */ if (rcond >= X02AJC) Vprintf("Estimate of condition number = %10.2e\n\n", 1.0/rcond); else Vprintf("A is singular to working precision\n"); END: if (a) NAG_FREE(a); return exit_status; }