/* nag_real_cholesky_skyline_solve (f04mcc) Example Program. * * Copyright 1996 Numerical Algorithms Group. * * Mark 4, 1996. * Mark 8 revised, 2004. */ #include #include #include #include #include #include #define B(I, J) b[(I) *tdb + J] #define X(I, J) x[(I) *tdx + J] int main(void) { Integer exit_status = 0, i, k, k1, k2, lal, n, nrhs, *row = 0, tdb, tdx; Nag_SolveSystem select; double *a = 0, *al = 0, *b = 0, *d = 0, *x = 0; NagError fail; INIT_FAIL(fail); printf( "nag_real_cholesky_skyline_solve (f04mcc) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld", &n); if (n >= 1) { if (!(row = NAG_ALLOC(n, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } } else { printf("Invalid n.\n"); exit_status = 1; return exit_status; } lal = 0; for (i = 0; i < n; ++i) { scanf("%ld", &row[i]); lal += row[i]; } if (!(a = NAG_ALLOC(lal, double)) || !(al = NAG_ALLOC(lal, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } k2 = 0; for (i = 0; i < n; ++i) { k1 = k2; k2 = k2 + row[i]; for (k = k1; k < k2; ++k) scanf("%lf", &a[k]); } scanf("%ld", &nrhs); if (nrhs >= 1) { if (!(b = NAG_ALLOC(n*nrhs, double)) || !(d = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC(n*nrhs, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } tdb = nrhs; tdx = nrhs; } else { printf("Invalid nrhs.\n"); exit_status = 1; return exit_status; } for (i = 0; i < n; ++i) for (k = 0; k < nrhs; ++k) scanf("%lf", &B(i, k)); /* nag_real_cholesky_skyline (f01mcc). * LDL^T factorization of real symmetric positive-definite * variable-bandwidth (skyline) matrix */ nag_real_cholesky_skyline(n, a, lal, row, al, d, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_real_cholesky_skyline (f01mcc).\n%s\n", fail.message); exit_status = 1; goto END; } select = Nag_LDLTX; /* nag_real_cholesky_skyline_solve (f04mcc). * Approximate solution of real symmetric positive-definite * variable-bandwidth simultaneous linear equations * (coefficient matrix already factorized by * nag_real_cholesky_skyline (f01mcc)) */ nag_real_cholesky_skyline_solve(select, n, nrhs, al, lal, d, row, b, tdb, x, tdx, &fail); if (fail.code != NE_NOERROR) { printf( "Error from nag_real_cholesky_skyline_solve (f04mcc).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\n Solution\n"); for (i = 0; i < n; ++i) { for (k = 0; k < nrhs; ++k) printf("%9.3f", X(i, k)); printf("\n"); } END: if (row) NAG_FREE(row); if (b) NAG_FREE(b); if (d) NAG_FREE(d); if (x) NAG_FREE(x); if (a) NAG_FREE(a); if (al) NAG_FREE(al); return exit_status; }