/* nag_real_cholesky_skyline_solve (f04mcc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
#include <nag.h>
#include <math.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagf01.h>
#include <nagf04.h>
#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("%" NAG_IFMT "", &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("%" NAG_IFMT "", &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("%" NAG_IFMT "", &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:
NAG_FREE(row);
NAG_FREE(b);
NAG_FREE(d);
NAG_FREE(x);
NAG_FREE(a);
NAG_FREE(al);
return exit_status;
}