/* nag_real_sym_posdef_lin_solve (f04bdc) 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 nag_enum_arg[40]; double *a = 0, *b = 0; /* Nag Types */ Nag_OrderType order; Nag_UploType uplo; NagError fail; #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); printf( "nag_real_sym_posdef_lin_solve (f04bdc) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n] "); scanf("%ld%ld%*[^\n] ", &n, &nrhs); if (n >= 0 && nrhs >= 0) { /* Allocate memory */ if (!(a = NAG_ALLOC(n*n, double)) || !(b = NAG_ALLOC(n*nrhs, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } #ifdef NAG_COLUMN_MAJOR pda = n; pdb = n; #else pda = n; pdb = nrhs; #endif } else { printf("%s\n", "n and/or nrhs too small"); exit_status = 1; return exit_status; } scanf("%s%*[^\n] ", nag_enum_arg); /* nag_enum_name_to_value(x04nac). * Converts NAG enum member name to value */ uplo = (Nag_UploType) nag_enum_name_to_value(nag_enum_arg); if (uplo == Nag_Upper) { /* Read the upper triangular part of A from data file */ for (i = 1; i <= n; ++i) { for (j = i; j <= n; ++j) { scanf("%lf", &A(i, j)); } } scanf("%*[^\n] "); } else { /* Read the lower triangular part of A from data file */ for (i = 1; i <= n; ++i) { for (j = 1; j <= i; ++j) { scanf("%lf", &A(i, j)); } } scanf("%*[^\n] "); } /* Read B from data file */ for (i = 1; i <= n; ++i) { for (j = 1; j <= nrhs; ++j) { scanf("%lf", &B(i, j)); } } scanf("%*[^\n] "); /* Solve the equations AX = B for X */ /* nag_real_sym_posdef_lin_solve (f04bdc). * Computes the solution and error-bound to a real symmetric * positive-definite system of linear equations */ nag_real_sym_posdef_lin_solve(order, uplo, 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_real_mat_print (x04cac). * Print real general matrix (easy-to-use) */ fflush(stdout); nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, b, pdb, "Solution", 0, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\n"); printf("%s\n%6s%10.1e\n", "Estimate of condition number", "", 1.0/rcond); printf("\n\n"); printf("%s\n%6s%10.1e\n\n", "Estimate of error bound for computed solutions", "", errbnd); } else if (fail.code == NE_RCOND) { /* Matrix A is numerically singular. Print estimate of */ /* reciprocal of condition number and solution */ printf("\n%s\n%6s%10.1e\n\n\n", "Estimate of reciprocal of condition number", "", rcond); /* nag_gen_real_mat_print (x04cac), see above. */ fflush(stdout); nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, nrhs, b, pdb, "Solution", 0, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message); exit_status = 1; goto END; } } else if (fail.code == NE_POS_DEF) { /* The matrix A is not positive definite to working precision */ printf("%s%3ld%s\n\n", "The leading minor of order ", fail.errnum, " is not positive definite"); } else { printf( "Error from nag_real_sym_posdef_lin_solve (f04bdc).\n%s\n", fail.message); exit_status = 1; goto END; } END: if (a) NAG_FREE(a); if (b) NAG_FREE(b); return exit_status; }