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Intel® oneAPI Math Kernel Library LAPACK Examples

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Document Table of Contents
Document Table of Contents x
Intel® oneAPI Math Kernel Library LAPACK Examples
Intel® oneAPI Math Kernel Library LAPACK Examples x
Legal Information Intel® oneAPI Math Kernel Library LAPACK Examples LAPACK Examples LAPACK Routines: Linear Equations Least Squares and Eigenvalue Problems
Intel® oneAPI Math Kernel Library LAPACK Examples x
What's New Notational Conventions C Interface Conventions Compiling and Running Examples Compiling and Building Fortran Examples Compiling and Building C Examples Getting Help and Support
LAPACK Routines: Linear Equations x
?gesv function ?posv function ?sysv function ?hesv function
?gesv function x
CGESV Example DGESV Example SGESV Example ZGESV Example
CGESV Example x
CGESV Example Program in Fortran CGESV Example Program in C LAPACKE_cgesv Example Program in C for Row Major Data Layout LAPACKE_cgesv Example Program in C for Column Major Data Layout
DGESV Example x
DGESV Example Program in Fortran DGESV Example Program in C LAPACK_dgesv Example Program in C for Row Major Data Layout LAPACKE_dgesv Example Program in C for Column Major Data Layout
SGESV Example x
SGESV Example Program in Fortran SGESV Example Program in C LAPACK_sgesv Example Program in C for Row Major Data Layout LAPACK_sgesv Example Program in C for Column Major Data Layout
ZGESV Example x
ZGESV Example Program in Fortran ZGESV Example Program in C LAPACKE_zgesv Example Program in C for Row Major Data Layout LAPACKE_zgesv Example Program in C for Column Major Data Layout
?posv function x
CPOSV Example DPOSV Example SPOSV Example ZPOSV Example
CPOSV Example x
CPOSV Example Program in Fortran CPOSV Example Program in C LAPACKE_cposv Example Program in C for Row Major Data Layout LAPACK_cposv Example Program in C for Column Major Data Layout
DPOSV Example x
DPOSV Example Program in Fortran DPOSV Example Program in C LAPACKE_dposv Example Program in C for Row Major Data Layout LAPACK_dposv Example Program in C for Column Major Data Layout
SPOSV Example x
SPOSV Example Program in Fortran SPOSV Example Program in C LAPACK_sposv Example Program in C for Row Major Data Layout LAPACKE_sposv Example Program in C for Column Major Data Layout
ZPOSV Example x
ZPOSV Example Program in Fortran ZPOSV Example Program in C LAPACKE_zposv Example Program in C for Row Major Data Layout LAPACK_zposv Example Program in C for Column Major Data Layout
?sysv function x
CSYSV Example DSYSV Example SSYSV Example ZSYSV Example
CSYSV Example x
CSYSV Example Program in Fortran CSYSV Example Program in C LAPACKE_csysv Example Program in C for Row Major Data Layout LAPACKE_csysv Example Program in C for Column Major Data Layout
DSYSV Example x
DSYSV Example Program in Fortran DSYSV Example Program in C LAPACKE_dsysv Example Program in C for Row Major Data Layout LAPACKE_dsysv Example Program in C for Column Major Data Layout
SSYSV Example x
SSYSV Example Program in Fortran SYSV Example Program in C LAPACKE_ssysv Example Program in C for Row Major Data Layout LAPACKE_ssysv Example Program in C for Column Major Data Layout
ZSYSV Example x
ZSYSV Example Program in Fortran ZSYSV Example Program in C LAPACKE_zsysv Example Program in C for Row Major Data Layout LAPACKE_zsysv Example Program in C for Column Major Data Layout
?hesv function x
CHESV Example ZHESV Example
CHESV Example x
CHESV Example Program in Fortran CHESV Example Program in C LAPACKE_chesv Example Program in C for Row Major Data Layout LAPACKE_chesv Example Program in C for Column Major Data Layout
ZHESV Example x
ZHESV Example Program in Fortran ZHESV Example Program in C LAPACKE_zhesv Example Program in C for Row Major Data Layout LAPACKE_zhesv Example Program in C for Column Major Data Layout
Least Squares and Eigenvalue Problems x
Linear Least Squares (LLS) Problems Symmetric Eigenproblems Nonsymmetric Eigenproblems Singular Value Decomposition
Linear Least Squares (LLS) Problems x
?gels function ?gelsd function
?gels function x
CGELS Example DGELS Example SGELS Example ZGELS Example
CGELS Example x
CGELS Example Program in Fortran CGELS Example Program in C LAPACKE_cgels Example Program in C for Row Major Data Layout LAPACKE_cgels Example Program in C for Column Major Data Layout
DGELS Example x
DGELS Example Program in Fortran DGELS Example Program in C LAPACKE_dgels Example Program in C for Row Major Data Layout LAPACKE_dgels Example Program in C for Column Major Data Layout
SGELS Example x
SGELS Example Program in Fortran SGELS Example Program in C LAPACKE_sgels Example Program in C for Row Major Data Layout LAPACKE_sgels Example Program in C for Column Major Data Layout
ZGELS Example x
ZGELS Example Program in Fortran ZGELS Example Program in C LAPACKE_zgels Example Program in C for Row Major Data Layout LAPACKE_zgels Example Program in C for Column Major Data Layout
?gelsd function x
CGELSD Example DGELSD Example SGELSD Example ZGELSD Example
CGELSD Example x
CGELSD Example Program in Fortran CGELSD Example Program in C LAPACKE_cgelsd Example Program in C for Row Major Data Layout LAPACKE_cgelsd Example Program in C for Column Major Data Layout
DGELSD Example x
DGELSD Example Program in Fortran DGELSD Example Program in C LAPACKE_dgelsd Example Program in C for Row Major Data Layout LAPACKE_dgelsd Example Program in C for Column Major Data Layout
SGELSD Example x
SGELSD Example Program in Fortran SGELSD Example Program in C LAPACKE_sgelsd Example Program in C for Row Major Data Layout LAPACKE_sgelsd Example Program in C for Column Major Data Layout
ZGELSD Example x
ZGELSD Example Program in Fortran ZGELSD Example Program in C LAPACKE_zgelsd Example Program in C for Row Major Data Layout LAPACKE_zgelsd Example Program in C for Column Major Data Layout
Symmetric Eigenproblems x
?syev function ?heev function ?syevd function ?heevd function ?syevx function ?heevx function ?syevr function ?heevr function
?syev function x
DSYEV Example SSYEV Example
DSYEV Example x
DSYEV Example Program in Fortran DSYEV Example Program in C LAPACKE_dsyev Example Program in C for Row Major Data Layout LAPACKE_dsyev Example Program in C for Column Major Data Layout
SSYEV Example x
SSYEV Example Program in Fortran SSYEV Example Program in C LAPACKE_ssyev Example Program in C for Row Major Data Layout LAPACKE_ssyev Example Program in C for Column Major Data Layout
?heev function x
CHEEV Example ZHEEV Example
CHEEV Example x
CHEEV Example Program in Fortran CHEEV Example Program in C LAPACKE_cheev Example Program in C for Row Major Data Layout LAPACKE_cheev Example Program in C for Column Major Data Layout
ZHEEV Example x
ZHEEV Example Program in Fortran ZHEEV Example Program in C LAPACKE_zheev Example Program in C for Row Major Data Layout LAPACKE_zheev Example Program in C for Column Major Data Layout
?syevd function x
DSYEVD Example SSYEVD Example
DSYEVD Example x
DSYEVD Example Program in Fortran DSYEVD Example Program in C LAPACKE_dsyevd Example Program in C for Row Major Data Layout LAPACKE_dsyevd Example Program in C for Column Major Data Layout
SSYEVD Example x
SSYEVD Example Program in Fortran SSYEVD Example Program in C LAPACKE_ssyevd Example Program in C for Row Major Data Layout LAPACKE_ssyevd Example Program in C for Column Major Data Layout
?heevd function x
CHEEVD Example ZHEEVD Example
CHEEVD Example x
CHEEVD Example Program in Fortran CHEEVD Example Program in C LAPACKE_cheevd Example Program in C for Row Major Data Layout LAPACKE_cheevd Example Program in C for Column Major Data Layout
ZHEEVD Example x
ZHEEVD Example Program in Fortran ZHEEVD Example Program in C LAPACKE_zheevd Example Program in C for Row Major Data Layout LAPACKE_zheevd Example Program in C for Column Major Data Layout
?syevx function x
DSYEVX Example SSYEVX Example
DSYEVX Example x
DSYEVX Example Program in Fortran DSYEVX Example Program in C LAPACKE_dsyevx Example Program in C for Row Major Data Layout LAPACKE_dsyevx Example Program in C for Column Major Data Layout
SSYEVX Example x
SSYEVX Example Program in Fortran SSYEVX Example Program in C LAPACKE_ssyevx Example Program in C for Row Major Data Layout LAPACKE_ssyevx Example Program in C for Column Major Data Layout
?heevx function x
CHEEVX Example ZHEEVX Example
CHEEVX Example x
CHEEVX Example Program in Fortran CHEEVX Example Program in C LAPACKE_cheevx Example Program in C for Row Major Data Layout LAPACKE_cheevx Example Program in C for Column Major Data Layout
ZHEEVX Example x
ZHEEVX Example Program in Fortran ZHEEVX Example Program in C LAPACKE_zheevx Example Program in C for Row Major Data Layout LAPACKE_zheevx Example Program in C for Column Major Data Layout
?syevr function x
DSYEVR Example SSYEVR Example
DSYEVR Example x
DSYEVR Example Program in Fortran DSYEVR Example Program in C LAPACKE_dsyevr Example Program in C for Row Major Data Layout LAPACKE_dsyevr Example Program in C for Column Major Data Layout
SSYEVR Example x
SSYEVR Example Program in Fortran SSYEVR Example Program in C LAPACKE_ssyevr Example Program in C for Row Major Data Layout LAPACKE_ssyevr Example Program in C for Column Major Data Layout
?heevr function x
CHEEVR Example ZHEEVR Example
CHEEVR Example x
CHEEVR Example Program in Fortran CHEEVR Example Program in C LAPACKE_cheevr Example Program in C for Row Major Data Layout LAPACKE_cheevr Example Program in C for Column Major Data Layout
ZHEEVR Example x
ZHEEVR Example Program in Fortran ZHEEVR Example Program in C LAPACKE_zheevr Example Program in C for Row Major Data Layout LAPACKE_zheevr Example Program in C for Column Major Data Layout
Nonsymmetric Eigenproblems x
?geev function
?geev function x
CGEEV Example DGEEV Example SGEEV Example ZGEEV Example
CGEEV Example x
CGEEV Example Program in Fortran CGEEV Example Program in C LAPACKE_cgeev Example Program in C for Row Major Data Layout LAPACKE_cgeev Example Program in C for Column Major Data Layout
DGEEV Example x
DGEEV Example Program in Fortran DGEEV Example Program in C LAPACKE_dgeev Example Program in C for Row Major Data Layout LAPACKE_dgeev Example Program in C for Column Major Data Layout
SGEEV Example x
SGEEV Example Program in Fortran SGEEV Example Program in C LAPACKE_sgeev Example Program in C for Row Major Data Layout LAPACKE_sgeev Example Program in C for Column Major Data Layout
ZGEEV Example x
ZGEEV Example Program in Fortran ZGEEV Example Program in C LAPACKE_zgeev Example Program in C for Row Major Data Layout LAPACKE_zgeev Example Program in C for Column Major Data Layout
Singular Value Decomposition x
?gesvd function ?gesdd function
?gesvd function x
CGESVD Example DGESVD Example SGESVD Example ZGESVD Example
CGESVD Example x
CGESVD Example Program in Fortran CGESVD Example Program in C LAPACKE_cgesvd Example Program in C for Row Major Data Layout LAPACKE_cgesvd Example Program in C for Column Major Data Layout
DGESVD Example x
DGESVD Example Program in Fortran DGESVD Example Program in C LAPACKE_dgesvd Example Program in C for Row Major Data Layout LAPACKE_dgesvd Example Program in C for Column Major Data Layout
SGESVD Example x
SGESVD Example Program in Fortran SGESVD Example Program in C LAPACKE_sgesvd Example Program in C for Row Major Data Layout LAPACKE_sgesvd Example Program in C for Column Major Data Layout
ZGESVD Example x
ZGESVD Example Program in Fortran ZGESVD Example Program in C LAPACKE_zgesvd Example Program in C for Row Major Data Layout LAPACKE_zgesvd Example Program in C for Column Major Data Layout
?gesdd function x
CGESDD Example DGESDD Example SGESDD Example ZGESDD Example
CGESDD Example x
CGESDD Example Program in Fortran CGESDD Example Program in C LAPACKE_cgesdd Example Program in C for Row Major Data Layout LAPACKE_cgesdd Example Program in C for Column Major Data Layout
DGESDD Example x
DGESDD Example Program in Fortran DGESDD Example Program in C LAPACKE_dgesdd Example Program in C for Row Major Data Layout LAPACKE_dgesdd Example Program in C for Column Major Data Layout
SGESDD Example x
SGESDD Example Program in Fortran SGESDD Example Program in C LAPACKE_sgesdd Example Program in C for Row Major Data Layout LAPACKE_sgesdd Example Program in C for Column Major Data Layout
ZGESDD Example x
ZGESDD Example Program in Fortran ZGESDD Example Program in C LAPACKE_zgesdd Example Program in C for Row Major Data Layout LAPACKE_zgesdd Example Program in C for Column Major Data Layout
Intel® oneAPI Math Kernel Library LAPACK Examples

DGELS Example Program in Fortran

*  Copyright (C) 2009-2015 Intel Corporation. All Rights Reserved.
*  The information and material ("Material") provided below is owned by Intel
*  Corporation or its suppliers or licensors, and title to such Material remains
*  with Intel Corporation or its suppliers or licensors. The Material contains
*  proprietary information of Intel or its suppliers and licensors. The Material
*  is protected by worldwide copyright laws and treaty provisions. No part of
*  the Material may be copied, reproduced, published, uploaded, posted,
*  transmitted, or distributed in any way without Intel's prior express written
*  permission. No license under any patent, copyright or other intellectual
*  property rights in the Material is granted to or conferred upon you, either
*  expressly, by implication, inducement, estoppel or otherwise. Any license
*  under such intellectual property rights must be express and approved by Intel
*  in writing.
*  =============================================================================
*
*  DGELS Example.
*  ==============
*
*  Program computes the least squares solution to the overdetermined linear
*  system A*X = B with full rank matrix A using QR factorization,
*  where A is the coefficient matrix:
*
*    1.44  -7.84  -4.39   4.53
*   -9.96  -0.28  -3.24   3.83
*   -7.55   3.24   6.27  -6.64
*    8.34   8.09   5.28   2.06
*    7.08   2.52   0.74  -2.47
*   -5.45  -5.70  -1.19   4.70
*
*  and B is the right-hand side matrix:
*
*    8.58   9.35
*    8.26  -4.43
*    8.48  -0.70
*   -5.28  -0.26
*    5.72  -7.36
*    8.93  -2.52
*
*  Description.
*  ============
*
*  The routine solves overdetermined or underdetermined real linear systems
*  involving an m-by-n matrix A, or its transpose, using a QR or LQ
*  factorization of A. It is assumed that A has full rank.
*
*  Several right hand side vectors b and solution vectors x can be handled
*  in a single call; they are stored as the columns of the m-by-nrhs right
*  hand side matrix B and the n-by-nrhs solution matrix X.
*
*  Example Program Results.
*  ========================
*
* DGELS Example Program Results
*
* Solution
*  -0.45   0.25
*  -0.85  -0.90
*   0.71   0.63
*   0.13   0.14
*
* Residual sum of squares for the solution
* 195.36 107.06
*
* Details of QR factorization
* -17.54  -4.76  -1.96   0.42
*  -0.52  12.40   7.88  -5.84
*  -0.40  -0.14  -5.75   4.11
*   0.44  -0.66  -0.20  -7.78
*   0.37  -0.26  -0.17  -0.15
*  -0.29   0.46   0.41   0.24
*  =============================================================================
*
*     .. Parameters ..
      INTEGER          M, N, NRHS
      PARAMETER        ( M = 6, N = 4, NRHS = 2 )
      INTEGER          LDA, LDB
      PARAMETER        ( LDA = M, LDB = M )
      INTEGER          LWMAX
      PARAMETER        ( LWMAX = 100 )
*
*     .. Local Scalars ..
      INTEGER          INFO, LWORK
*
*     .. Local Arrays ..
      DOUBLE PRECISION A( LDA, N ), B( LDB, NRHS ), WORK( LWMAX )
      DATA             A/
     $  1.44,-9.96,-7.55, 8.34, 7.08,-5.45,
     $ -7.84,-0.28, 3.24, 8.09, 2.52,-5.70,
     $ -4.39,-3.24, 6.27, 5.28, 0.74,-1.19,
     $  4.53, 3.83,-6.64, 2.06,-2.47, 4.70
     $                  /
      DATA             B/
     $  8.58, 8.26, 8.48,-5.28, 5.72, 8.93,
     $  9.35,-4.43,-0.70,-0.26,-7.36,-2.52
     $                  /
*
*     .. External Subroutines ..
      EXTERNAL         DGELS
      EXTERNAL         PRINT_MATRIX, PRINT_VECTOR_NORM
*
*     .. Intrinsic Functions ..
      INTRINSIC        INT, MIN
*
*     .. Executable Statements ..
      WRITE(*,*)'DGELS Example Program Results'
*
*     Query the optimal workspace.
*
      LWORK = -1
      CALL DGELS( 'No transpose', M, N, NRHS, A, LDA, B, LDB, WORK,
     $            LWORK, INFO )
      LWORK = MIN( LWMAX, INT( WORK( 1 ) ) )
*
*     Solve the equations A*X = B.
*
      CALL DGELS( 'No transpose', M, N, NRHS, A, LDA, B, LDB, WORK,
     $            LWORK, INFO )
*
*     Check for the full rank.
*
      IF( INFO.GT.0 ) THEN
         WRITE(*,*)'The diagonal element ',INFO,' of the triangular '
         WRITE(*,*)'factor of A is zero, so that A does not have full '
         WRITE(*,*)'rank; the least squares solution could not be '
         WRITE(*,*)'computed.'
         STOP
      END IF
*
*     Print least squares solution.
*
      CALL PRINT_MATRIX( 'Least squares solution', N, NRHS, B, LDB )
*
*     Print residual sum of squares for the solution
*
      CALL PRINT_VECTOR_NORM(
     $     'Residual sum of squares for the solution', M-N, NRHS,
     $     B( N+1, 1 ), LDB )
*
*     Print details of QR factorization.
*
      CALL PRINT_MATRIX( 'Details of QR factorization', M, N, A, LDA )
      STOP
      END
*
*     End of DGELS Example.
*
*  =============================================================================
*
*     Auxiliary routine: printing a matrix.
*
      SUBROUTINE PRINT_MATRIX( DESC, M, N, A, LDA )
      CHARACTER*(*)    DESC
      INTEGER          M, N, LDA
      DOUBLE PRECISION 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) )
      RETURN
      END
*
*     Auxiliary routine: printing norms of matrix columns.
*
      SUBROUTINE PRINT_VECTOR_NORM( DESC, M, N, A, LDA )
      CHARACTER*(*)    DESC
      INTEGER          M, N, LDA
      DOUBLE PRECISION A( LDA, * )
*
      DOUBLE PRECISION TEMP
      INTEGER          I, J
*
      WRITE(*,*)
      WRITE(*,*) DESC
      DO J = 1, N
         TEMP = 0.0
         DO I = 1, M
            TEMP = TEMP + A( I, J )*A( I, J )
         END DO
         WRITE(*,9998,ADVANCE='NO') TEMP
      END DO
      WRITE(*,*)
*
 9998 FORMAT( 11(:,1X,F6.2) )
      RETURN
      END
Parent topic: DGELS Example
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