97 lines
2.8 KiB
C
97 lines
2.8 KiB
C
/*
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LAPACKE Example : Calling DGELS using col-major order
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=====================================================
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The program computes the solution to the system of linear
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equations with a square matrix A and multiple
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right-hand sides B, where A is the coefficient matrix
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and b is the right-hand side matrix:
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Description
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===========
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In this example, we wish solve the least squares problem min_x || B - Ax ||
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for two right-hand sides using the LAPACK routine DGELS. For input we will
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use the 5-by-3 matrix
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( 1 1 1 )
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( 2 3 4 )
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A = ( 3 5 2 )
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( 4 2 5 )
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( 5 4 3 )
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and the 5-by-2 matrix
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( -10 -3 )
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( 12 14 )
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B = ( 14 12 )
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( 16 16 )
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( 18 16 )
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We will first store the input matrix as a static C two-dimensional array,
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which is stored in col-major order, and let LAPACKE handle the work space
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array allocation. The LAPACK base name for this function is gels, and we
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will use double precision (d), so the LAPACKE function name is LAPACKE_dgels.
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lda=5 and ldb=5. The output for each right hand side is stored in b as
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consecutive vectors of length 3. The correct answer for this problem is
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the 3-by-2 matrix
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( 2 1 )
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( 1 1 )
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( 1 2 )
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A complete C program for this example is given below. Note that when the arrays
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are passed to the LAPACK routine, they must be dereferenced, since LAPACK is
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expecting arrays of type double *, not double **.
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LAPACKE Interface
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=================
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LAPACKE_dgels (col-major, high-level) Example Program Results
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-- LAPACKE Example routine (version 3.5.0) --
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-- LAPACK is a software package provided by Univ. of Tennessee, --
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-- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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February 2012
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*/
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/* Calling DGELS using col-major order */
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/* Includes */
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#include <stdio.h>
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#include <lapacke.h>
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#include "lapacke_example_aux.h"
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/* Main program */
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int main (int argc, const char * argv[])
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{
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/* Locals */
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double A[5][3] = {1,2,3,4,5,1,3,5,2,4,1,4,2,5,3};
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double b[5][2] = {-10,12,14,16,18,-3,14,12,16,16};
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lapack_int info,m,n,lda,ldb,nrhs;
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int i,j;
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/* Initialization */
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m = 5;
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n = 3;
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nrhs = 2;
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lda = 5;
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ldb = 5;
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/* Print Entry Matrix */
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print_matrix_colmajor( "Entry Matrix A", m, n, *A, lda );
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/* Print Right Rand Side */
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print_matrix_colmajor( "Right Hand Side b", n, nrhs, *b, ldb );
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printf( "\n" );
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/* Executable statements */
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printf( "LAPACKE_dgels (col-major, high-level) Example Program Results\n" );
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/* Solve least squares problem*/
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info = LAPACKE_dgels(LAPACK_COL_MAJOR,'N',m,n,nrhs,*A,lda,*b,ldb);
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/* Print Solution */
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print_matrix_colmajor( "Solution", n, nrhs, *b, ldb );
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printf( "\n" );
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exit( 0 );
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} /* End of LAPACKE_dgels Example */
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