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CPOSV Example Program in Fortran
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* =============================================================================
*
* 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
Parent topic: CPOSV Example