NAG Library Manual, Mark 27.3
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NAG CL Interface Introduction
Example description
/* nag_linsys_real_posdef_tridiag_solve (f04bgc) Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 *
 * Mark 27.3, 2021.
 */

#include <nag.h>
#include <stdio.h>

int main(void) {
  /* Scalars */
  double errbnd, rcond;
  Integer exit_status, i, j, n, nrhs, pdb;

  /* Arrays */
  double *b, *d = 0, *e = 0;

  /* Nag Types */
  NagError fail;
  Nag_OrderType order;

#ifdef NAG_COLUMN_MAJOR
#define B(I, J) b[(J - 1) * pdb + I - 1]
  order = Nag_ColMajor;
#else
#define B(I, J) b[(I - 1) * pdb + J - 1]
  order = Nag_RowMajor;
#endif

  exit_status = 0;
  INIT_FAIL(fail);

  printf("nag_linsys_real_posdef_tridiag_solve (f04bgc) Example "
         "Program Results\n\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");
  scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &nrhs);
  if (n > 0 && nrhs > 0) {
    /* Allocate memory */
    if (!(b = NAG_ALLOC(n * nrhs, double)) || !(d = NAG_ALLOC(n, double)) ||
        !(e = NAG_ALLOC(n - 1, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
#ifdef NAG_COLUMN_MAJOR
    pdb = n;
#else
    pdb = nrhs;
#endif
  } else {
    printf("%s\n", "n and/or nrhs too small");
    exit_status = 1;
    return exit_status;
  }

  /* Read A from data file */
  for (i = 1; i <= n; ++i) {
    scanf("%lf", &d[i - 1]);
  }
  scanf("%*[^\n] ");

  for (i = 1; i <= n - 1; ++i) {
    scanf("%lf", &e[i - 1]);
  }
  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_linsys_real_posdef_tridiag_solve (f04bgc).
   * Computes the solution and error-bound to a real symmetric
   * positive-definite tridiagonal system of linear equations
   */
  nag_linsys_real_posdef_tridiag_solve(order, n, nrhs, d, e, b, pdb, &rcond,
                                       &errbnd, &fail);
  if (fail.code == NE_NOERROR) {
    /* Print solution, estimate of condition number and approximate */
    /* error bound */

    /* nag_file_print_matrix_real_gen (x04cac).
     * Print real general matrix (easy-to-use)
     */
    fflush(stdout);
    nag_file_print_matrix_real_gen(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
                                   nrhs, b, pdb, "Solution", 0, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }
    printf("\n%s\n%6s%10.1e\n", "Estimate of condition number", "",
           1.0 / rcond);
    printf("\n\n");
    printf("%s\n%6s", "Estimate of error bound for computed solutions", "");
    printf("%10.1e\n\n", errbnd);
  } else if (fail.code == NE_RCOND) {
    /* Matrix A is numerically singular.  Print estimate of */
    /* reciprocal of condition number and solution */
    printf("\n");
    printf("%s\n%6s%10.1e\n", "Estimate of reciprocal of condition number", "",
           rcond);
    printf("\n\n");

    /* nag_file_print_matrix_real_gen (x04cac), see above. */
    fflush(stdout);
    nag_file_print_matrix_real_gen(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
                                   nrhs, b, pdb, "Solution", 0, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }
  } else if (fail.code == NE_POS_DEF) {
    printf("%s%3" NAG_IFMT "%s\n\n", "The leading minor of order ", fail.errnum,
           " is not positive definite");
  } else {
    printf("Error from nag_linsys_real_posdef_tridiag_solve (f04bgc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }
END:
  NAG_FREE(b);
  NAG_FREE(d);
  NAG_FREE(e);
  return exit_status;
}