/**
solve linear equation using LU decomposition
by lapack library DGESVX (_a must be square matrix)
*/
int solveLinearEquationLU(const dmatrix &_a, const dvector &_b, dvector &_x)
{
assert(_a.cols() == _a.rows() && _a.cols() == _b.size() );
int n = (int)_a.cols();
int nrhs = 1;
int lda = n;
std::vector<int> ipiv(n);
int ldb = n;
int info;
// compute the solution
#ifndef USE_CLAPACK_INTERFACE
char fact = 'N';
char transpose = 'N';
double *af = new double[n*n];
int ldaf = n;
char equed = 'N';
double *r = new double[n];
double *c = new double[n];
int ldx = n;
double rcond;
double *ferr = new double[nrhs];
double *berr = new double[nrhs];
double *work = new double[4*n];
int *iwork = new int[n];
_x.resize(n); // memory allocation for the return vector
dgesvx_(&fact, &transpose, &n, &nrhs, const_cast<double *>(&(_a(0,0))), &lda, af, &ldaf, &(ipiv[0]),
&equed, r, c, const_cast<double *>(&(_b(0))), &ldb, &(_x(0)), &ldx, &rcond,
ferr, berr, work, iwork, &info);
delete [] iwork;
delete [] work;
delete [] berr;
delete [] ferr;
delete [] c;
delete [] r;
delete [] af;
#else
_x = _b;
info = clapack_dgesv(CblasColMajor,
n, nrhs, const_cast<double *>(&(a(0,0))), lda, &(ipiv[0]),
&(_x(0)), ldb);
#endif
return info;
}
/* Subroutine */ int ddrvge_(logical *dotype, integer *nn, integer *nval,
integer *nrhs, doublereal *thresh, logical *tsterr, integer *nmax,
doublereal *a, doublereal *afac, doublereal *asav, doublereal *b,
doublereal *bsav, doublereal *x, doublereal *xact, doublereal *s,
doublereal *work, doublereal *rwork, integer *iwork, integer *nout)
{
/* Initialized data */
static integer iseedy[4] = { 1988,1989,1990,1991 };
static char transs[1*3] = "N" "T" "C";
static char facts[1*3] = "F" "N" "E";
static char equeds[1*4] = "N" "R" "C" "B";
/* Format strings */
static char fmt_9999[] = "(1x,a,\002, N =\002,i5,\002, type \002,i2,\002"
", test(\002,i2,\002) =\002,g12.5)";
static char fmt_9997[] = "(1x,a,\002, FACT='\002,a1,\002', TRANS='\002,a"
"1,\002', N=\002,i5,\002, EQUED='\002,a1,\002', type \002,i2,\002"
", test(\002,i1,\002)=\002,g12.5)";
static char fmt_9998[] = "(1x,a,\002, FACT='\002,a1,\002', TRANS='\002,a"
"1,\002', N=\002,i5,\002, type \002,i2,\002, test(\002,i1,\002)"
"=\002,g12.5)";
/* System generated locals */
address a__1[2];
integer i__1, i__2, i__3, i__4, i__5[2];
doublereal d__1;
char ch__1[2];
/* Builtin functions */
/* Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);
integer s_wsfe(cilist *), do_fio(integer *, char *, ftnlen), e_wsfe(void);
/* Subroutine */ int s_cat(char *, char **, integer *, integer *, ftnlen);
/* Local variables */
extern /* Subroutine */ int debchvxx_(doublereal *, char *);
integer i__, k, n;
doublereal *errbnds_c__, *errbnds_n__;
integer k1, nb, in, kl, ku, nt, n_err_bnds__;
extern doublereal dla_rpvgrw__(integer *, integer *, doublereal *,
integer *, doublereal *, integer *);
integer lda;
char fact[1];
integer ioff, mode;
doublereal amax;
char path[3];
integer imat, info;
doublereal *berr;
char dist[1];
doublereal rpvgrw_svxx__;
char type__[1];
integer nrun;
extern /* Subroutine */ int dget01_(integer *, integer *, doublereal *,
integer *, doublereal *, integer *, integer *, doublereal *,
doublereal *), dget02_(char *, integer *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *);
integer ifact;
extern /* Subroutine */ int dget04_(integer *, integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *, doublereal *);
integer nfail, iseed[4], nfact;
extern doublereal dget06_(doublereal *, doublereal *);
extern /* Subroutine */ int dget07_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *, logical *,
doublereal *, doublereal *);
extern logical lsame_(char *, char *);
char equed[1];
integer nbmin;
doublereal rcond, roldc;
integer nimat;
doublereal roldi;
extern /* Subroutine */ int dgesv_(integer *, integer *, doublereal *,
integer *, integer *, doublereal *, integer *, integer *);
doublereal anorm;
integer itran;
logical equil;
doublereal roldo;
char trans[1];
integer izero, nerrs, lwork;
logical zerot;
char xtype[1];
extern /* Subroutine */ int dlatb4_(char *, integer *, integer *, integer
*, char *, integer *, integer *, doublereal *, integer *,
doublereal *, char *), aladhd_(integer *,
char *);
extern doublereal dlamch_(char *), dlange_(char *, integer *,
integer *, doublereal *, integer *, doublereal *);
extern /* Subroutine */ int alaerh_(char *, char *, integer *, integer *,
char *, integer *, integer *, integer *, integer *, integer *,
integer *, integer *, integer *, integer *), dlaqge_(integer *, integer *, doublereal *, integer *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, char *);
logical prefac;
doublereal colcnd, rcondc;
logical nofact;
integer iequed;
extern /* Subroutine */ int dgeequ_(integer *, integer *, doublereal *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, integer *);
doublereal rcondi;
extern /* Subroutine */ int dgetrf_(integer *, integer *, doublereal *,
integer *, integer *, integer *), dgetri_(integer *, doublereal *,
integer *, integer *, doublereal *, integer *, integer *),
dlacpy_(char *, integer *, integer *, doublereal *, integer *,
doublereal *, integer *), alasvm_(char *, integer *,
integer *, integer *, integer *);
doublereal cndnum, anormi, rcondo, ainvnm;
extern doublereal dlantr_(char *, char *, char *, integer *, integer *,
doublereal *, integer *, doublereal *);
extern /* Subroutine */ int dlarhs_(char *, char *, char *, char *,
integer *, integer *, integer *, integer *, integer *, doublereal
*, integer *, doublereal *, integer *, doublereal *, integer *,
integer *, integer *);
logical trfcon;
doublereal anormo, rowcnd;
extern /* Subroutine */ int dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *),
dgesvx_(char *, char *, integer *, integer *, doublereal *,
integer *, doublereal *, integer *, integer *, char *, doublereal
*, doublereal *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, doublereal *, doublereal *, integer *
, integer *), dlatms_(integer *, integer *
, char *, integer *, char *, doublereal *, integer *, doublereal *
, doublereal *, integer *, integer *, char *, doublereal *,
integer *, doublereal *, integer *),
xlaenv_(integer *, integer *), derrvx_(char *, integer *);
doublereal result[7], rpvgrw;
extern /* Subroutine */ int dgesvxx_(char *, char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, integer *,
char *, doublereal *, doublereal *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
doublereal *, integer *, integer *);
/* Fortran I/O blocks */
static cilist io___55 = { 0, 0, 0, fmt_9999, 0 };
static cilist io___61 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___62 = { 0, 0, 0, fmt_9998, 0 };
static cilist io___63 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___64 = { 0, 0, 0, fmt_9998, 0 };
static cilist io___65 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___66 = { 0, 0, 0, fmt_9998, 0 };
static cilist io___67 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___68 = { 0, 0, 0, fmt_9998, 0 };
static cilist io___74 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___75 = { 0, 0, 0, fmt_9998, 0 };
static cilist io___76 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___77 = { 0, 0, 0, fmt_9998, 0 };
static cilist io___78 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___79 = { 0, 0, 0, fmt_9998, 0 };
static cilist io___80 = { 0, 0, 0, fmt_9997, 0 };
static cilist io___81 = { 0, 0, 0, fmt_9998, 0 };
/* -- LAPACK test routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DDRVGE tests the driver routines DGESV, -SVX, and -SVXX. */
/* Note that this file is used only when the XBLAS are available, */
/* otherwise ddrvge.f defines this subroutine. */
/* Arguments */
/* ========= */
/* DOTYPE (input) LOGICAL array, dimension (NTYPES) */
/* The matrix types to be used for testing. Matrices of type j */
/* (for 1 <= j <= NTYPES) are used for testing if DOTYPE(j) = */
/* .TRUE.; if DOTYPE(j) = .FALSE., then type j is not used. */
/* NN (input) INTEGER */
/* The number of values of N contained in the vector NVAL. */
/* NVAL (input) INTEGER array, dimension (NN) */
/* The values of the matrix column dimension N. */
/* NRHS (input) INTEGER */
/* The number of right hand side vectors to be generated for */
/* each linear system. */
/* THRESH (input) DOUBLE PRECISION */
/* The threshold value for the test ratios. A result is */
/* included in the output file if RESULT >= THRESH. To have */
/* every test ratio printed, use THRESH = 0. */
/* TSTERR (input) LOGICAL */
/* Flag that indicates whether error exits are to be tested. */
/* NMAX (input) INTEGER */
/* The maximum value permitted for N, used in dimensioning the */
/* work arrays. */
/* A (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX) */
/* AFAC (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX) */
/* ASAV (workspace) DOUBLE PRECISION array, dimension (NMAX*NMAX) */
/* B (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */
/* BSAV (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */
/* X (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */
/* XACT (workspace) DOUBLE PRECISION array, dimension (NMAX*NRHS) */
/* S (workspace) DOUBLE PRECISION array, dimension (2*NMAX) */
/* WORK (workspace) DOUBLE PRECISION array, dimension */
/* (NMAX*max(3,NRHS)) */
/* RWORK (workspace) DOUBLE PRECISION array, dimension (2*NRHS+NMAX) */
/* IWORK (workspace) INTEGER array, dimension (2*NMAX) */
/* NOUT (input) INTEGER */
/* The unit number for output. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Scalars in Common .. */
/* .. */
/* .. Common blocks .. */
/* .. */
/* .. Data statements .. */
/* Parameter adjustments */
--iwork;
--rwork;
--work;
--s;
--xact;
--x;
--bsav;
--b;
--asav;
--afac;
--a;
--nval;
--dotype;
/* Function Body */
/* .. */
/* .. Executable Statements .. */
/* Initialize constants and the random number seed. */
s_copy(path, "Double precision", (ftnlen)1, (ftnlen)16);
s_copy(path + 1, "GE", (ftnlen)2, (ftnlen)2);
nrun = 0;
nfail = 0;
nerrs = 0;
for (i__ = 1; i__ <= 4; ++i__) {
iseed[i__ - 1] = iseedy[i__ - 1];
/* L10: */
}
/* Test the error exits */
if (*tsterr) {
derrvx_(path, nout);
}
infoc_1.infot = 0;
/* Set the block size and minimum block size for testing. */
nb = 1;
nbmin = 2;
xlaenv_(&c__1, &nb);
xlaenv_(&c__2, &nbmin);
/* Do for each value of N in NVAL */
i__1 = *nn;
for (in = 1; in <= i__1; ++in) {
n = nval[in];
lda = max(n,1);
*(unsigned char *)xtype = 'N';
nimat = 11;
if (n <= 0) {
nimat = 1;
}
i__2 = nimat;
for (imat = 1; imat <= i__2; ++imat) {
/* Do the tests only if DOTYPE( IMAT ) is true. */
if (! dotype[imat]) {
goto L80;
}
/* Skip types 5, 6, or 7 if the matrix size is too small. */
zerot = imat >= 5 && imat <= 7;
if (zerot && n < imat - 4) {
goto L80;
}
/* Set up parameters with DLATB4 and generate a test matrix */
/* with DLATMS. */
dlatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode, &
cndnum, dist);
rcondc = 1. / cndnum;
s_copy(srnamc_1.srnamt, "DLATMS", (ftnlen)32, (ftnlen)6);
dlatms_(&n, &n, dist, iseed, type__, &rwork[1], &mode, &cndnum, &
anorm, &kl, &ku, "No packing", &a[1], &lda, &work[1], &
info);
/* Check error code from DLATMS. */
if (info != 0) {
alaerh_(path, "DLATMS", &info, &c__0, " ", &n, &n, &c_n1, &
c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
goto L80;
}
/* For types 5-7, zero one or more columns of the matrix to */
/* test that INFO is returned correctly. */
if (zerot) {
if (imat == 5) {
izero = 1;
} else if (imat == 6) {
izero = n;
} else {
izero = n / 2 + 1;
}
ioff = (izero - 1) * lda;
if (imat < 7) {
i__3 = n;
for (i__ = 1; i__ <= i__3; ++i__) {
a[ioff + i__] = 0.;
/* L20: */
}
} else {
i__3 = n - izero + 1;
dlaset_("Full", &n, &i__3, &c_b20, &c_b20, &a[ioff + 1], &
lda);
}
} else {
izero = 0;
}
/* Save a copy of the matrix A in ASAV. */
dlacpy_("Full", &n, &n, &a[1], &lda, &asav[1], &lda);
for (iequed = 1; iequed <= 4; ++iequed) {
*(unsigned char *)equed = *(unsigned char *)&equeds[iequed -
1];
if (iequed == 1) {
nfact = 3;
} else {
nfact = 1;
}
i__3 = nfact;
for (ifact = 1; ifact <= i__3; ++ifact) {
*(unsigned char *)fact = *(unsigned char *)&facts[ifact -
1];
prefac = lsame_(fact, "F");
nofact = lsame_(fact, "N");
equil = lsame_(fact, "E");
if (zerot) {
if (prefac) {
goto L60;
}
rcondo = 0.;
rcondi = 0.;
} else if (! nofact) {
/* Compute the condition number for comparison with */
/* the value returned by DGESVX (FACT = 'N' reuses */
/* the condition number from the previous iteration */
/* with FACT = 'F'). */
dlacpy_("Full", &n, &n, &asav[1], &lda, &afac[1], &
lda);
if (equil || iequed > 1) {
/* Compute row and column scale factors to */
/* equilibrate the matrix A. */
dgeequ_(&n, &n, &afac[1], &lda, &s[1], &s[n + 1],
&rowcnd, &colcnd, &amax, &info);
if (info == 0 && n > 0) {
if (lsame_(equed, "R"))
{
rowcnd = 0.;
colcnd = 1.;
} else if (lsame_(equed, "C")) {
rowcnd = 1.;
colcnd = 0.;
} else if (lsame_(equed, "B")) {
rowcnd = 0.;
colcnd = 0.;
}
/* Equilibrate the matrix. */
dlaqge_(&n, &n, &afac[1], &lda, &s[1], &s[n +
1], &rowcnd, &colcnd, &amax, equed);
}
}
/* Save the condition number of the non-equilibrated */
/* system for use in DGET04. */
if (equil) {
roldo = rcondo;
roldi = rcondi;
}
/* Compute the 1-norm and infinity-norm of A. */
anormo = dlange_("1", &n, &n, &afac[1], &lda, &rwork[
1]);
anormi = dlange_("I", &n, &n, &afac[1], &lda, &rwork[
1]);
/* Factor the matrix A. */
dgetrf_(&n, &n, &afac[1], &lda, &iwork[1], &info);
/* Form the inverse of A. */
dlacpy_("Full", &n, &n, &afac[1], &lda, &a[1], &lda);
lwork = *nmax * max(3,*nrhs);
dgetri_(&n, &a[1], &lda, &iwork[1], &work[1], &lwork,
&info);
/* Compute the 1-norm condition number of A. */
ainvnm = dlange_("1", &n, &n, &a[1], &lda, &rwork[1]);
if (anormo <= 0. || ainvnm <= 0.) {
rcondo = 1.;
} else {
rcondo = 1. / anormo / ainvnm;
}
/* Compute the infinity-norm condition number of A. */
ainvnm = dlange_("I", &n, &n, &a[1], &lda, &rwork[1]);
if (anormi <= 0. || ainvnm <= 0.) {
rcondi = 1.;
} else {
rcondi = 1. / anormi / ainvnm;
}
}
for (itran = 1; itran <= 3; ++itran) {
for (i__ = 1; i__ <= 7; ++i__) {
result[i__ - 1] = 0.;
}
/* Do for each value of TRANS. */
*(unsigned char *)trans = *(unsigned char *)&transs[
itran - 1];
if (itran == 1) {
rcondc = rcondo;
} else {
rcondc = rcondi;
}
/* Restore the matrix A. */
dlacpy_("Full", &n, &n, &asav[1], &lda, &a[1], &lda);
/* Form an exact solution and set the right hand side. */
s_copy(srnamc_1.srnamt, "DLARHS", (ftnlen)32, (ftnlen)
6);
dlarhs_(path, xtype, "Full", trans, &n, &n, &kl, &ku,
nrhs, &a[1], &lda, &xact[1], &lda, &b[1], &
lda, iseed, &info);
*(unsigned char *)xtype = 'C';
dlacpy_("Full", &n, nrhs, &b[1], &lda, &bsav[1], &lda);
if (nofact && itran == 1) {
/* --- Test DGESV --- */
/* Compute the LU factorization of the matrix and */
/* solve the system. */
dlacpy_("Full", &n, &n, &a[1], &lda, &afac[1], &
lda);
dlacpy_("Full", &n, nrhs, &b[1], &lda, &x[1], &
lda);
s_copy(srnamc_1.srnamt, "DGESV ", (ftnlen)32, (
ftnlen)6);
dgesv_(&n, nrhs, &afac[1], &lda, &iwork[1], &x[1],
&lda, &info);
/* Check error code from DGESV . */
if (info != izero) {
alaerh_(path, "DGESV ", &info, &izero, " ", &
n, &n, &c_n1, &c_n1, nrhs, &imat, &
nfail, &nerrs, nout);
goto L50;
}
/* Reconstruct matrix from factors and compute */
/* residual. */
dget01_(&n, &n, &a[1], &lda, &afac[1], &lda, &
iwork[1], &rwork[1], result);
nt = 1;
if (izero == 0) {
/* Compute residual of the computed solution. */
dlacpy_("Full", &n, nrhs, &b[1], &lda, &work[
1], &lda);
dget02_("No transpose", &n, &n, nrhs, &a[1], &
lda, &x[1], &lda, &work[1], &lda, &
rwork[1], &result[1]);
/* Check solution from generated exact solution. */
dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda,
&rcondc, &result[2]);
nt = 3;
}
/* Print information about the tests that did not */
/* pass the threshold. */
i__4 = nt;
for (k = 1; k <= i__4; ++k) {
if (result[k - 1] >= *thresh) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
io___55.ciunit = *nout;
s_wsfe(&io___55);
do_fio(&c__1, "DGESV ", (ftnlen)6);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&k, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&result[k - 1], (
ftnlen)sizeof(doublereal));
e_wsfe();
++nfail;
}
/* L30: */
}
nrun += nt;
}
/* --- Test DGESVX --- */
if (! prefac) {
dlaset_("Full", &n, &n, &c_b20, &c_b20, &afac[1],
&lda);
}
dlaset_("Full", &n, nrhs, &c_b20, &c_b20, &x[1], &lda);
if (iequed > 1 && n > 0) {
/* Equilibrate the matrix if FACT = 'F' and */
/* EQUED = 'R', 'C', or 'B'. */
dlaqge_(&n, &n, &a[1], &lda, &s[1], &s[n + 1], &
rowcnd, &colcnd, &amax, equed);
}
/* Solve the system and compute the condition number */
/* and error bounds using DGESVX. */
s_copy(srnamc_1.srnamt, "DGESVX", (ftnlen)32, (ftnlen)
6);
dgesvx_(fact, trans, &n, nrhs, &a[1], &lda, &afac[1],
&lda, &iwork[1], equed, &s[1], &s[n + 1], &b[
1], &lda, &x[1], &lda, &rcond, &rwork[1], &
rwork[*nrhs + 1], &work[1], &iwork[n + 1], &
info);
/* Check the error code from DGESVX. */
if (info == n + 1) {
goto L50;
}
if (info != izero) {
/* Writing concatenation */
i__5[0] = 1, a__1[0] = fact;
i__5[1] = 1, a__1[1] = trans;
s_cat(ch__1, a__1, i__5, &c__2, (ftnlen)2);
alaerh_(path, "DGESVX", &info, &izero, ch__1, &n,
&n, &c_n1, &c_n1, nrhs, &imat, &nfail, &
nerrs, nout);
goto L50;
}
/* Compare WORK(1) from DGESVX with the computed */
/* reciprocal pivot growth factor RPVGRW */
if (info != 0) {
rpvgrw = dlantr_("M", "U", "N", &info, &info, &
afac[1], &lda, &work[1]);
if (rpvgrw == 0.) {
rpvgrw = 1.;
} else {
rpvgrw = dlange_("M", &n, &info, &a[1], &lda,
&work[1]) / rpvgrw;
}
} else {
rpvgrw = dlantr_("M", "U", "N", &n, &n, &afac[1],
&lda, &work[1]);
if (rpvgrw == 0.) {
rpvgrw = 1.;
} else {
rpvgrw = dlange_("M", &n, &n, &a[1], &lda, &
work[1]) / rpvgrw;
}
}
result[6] = (d__1 = rpvgrw - work[1], abs(d__1)) /
max(work[1],rpvgrw) / dlamch_("E");
if (! prefac) {
/* Reconstruct matrix from factors and compute */
/* residual. */
dget01_(&n, &n, &a[1], &lda, &afac[1], &lda, &
iwork[1], &rwork[(*nrhs << 1) + 1],
result);
k1 = 1;
} else {
k1 = 2;
}
if (info == 0) {
trfcon = FALSE_;
/* Compute residual of the computed solution. */
dlacpy_("Full", &n, nrhs, &bsav[1], &lda, &work[1]
, &lda);
dget02_(trans, &n, &n, nrhs, &asav[1], &lda, &x[1]
, &lda, &work[1], &lda, &rwork[(*nrhs <<
1) + 1], &result[1]);
/* Check solution from generated exact solution. */
if (nofact || prefac && lsame_(equed, "N")) {
dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda,
&rcondc, &result[2]);
} else {
if (itran == 1) {
roldc = roldo;
} else {
roldc = roldi;
}
dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda,
&roldc, &result[2]);
}
/* Check the error bounds from iterative */
/* refinement. */
dget07_(trans, &n, nrhs, &asav[1], &lda, &b[1], &
lda, &x[1], &lda, &xact[1], &lda, &rwork[
1], &c_true, &rwork[*nrhs + 1], &result[3]
);
} else {
trfcon = TRUE_;
}
/* Compare RCOND from DGESVX with the computed value */
/* in RCONDC. */
result[5] = dget06_(&rcond, &rcondc);
/* Print information about the tests that did not pass */
/* the threshold. */
if (! trfcon) {
for (k = k1; k <= 7; ++k) {
if (result[k - 1] >= *thresh) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___61.ciunit = *nout;
s_wsfe(&io___61);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)
sizeof(integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&k, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[k - 1],
(ftnlen)sizeof(doublereal));
e_wsfe();
} else {
io___62.ciunit = *nout;
s_wsfe(&io___62);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&k, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[k - 1],
(ftnlen)sizeof(doublereal));
e_wsfe();
}
++nfail;
}
/* L40: */
}
nrun = nrun + 7 - k1;
} else {
if (result[0] >= *thresh && ! prefac) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___63.ciunit = *nout;
s_wsfe(&io___63);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__1, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[0], (ftnlen)
sizeof(doublereal));
e_wsfe();
} else {
io___64.ciunit = *nout;
s_wsfe(&io___64);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__1, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[0], (ftnlen)
sizeof(doublereal));
e_wsfe();
}
++nfail;
++nrun;
}
if (result[5] >= *thresh) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___65.ciunit = *nout;
s_wsfe(&io___65);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__6, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[5], (ftnlen)
sizeof(doublereal));
e_wsfe();
} else {
io___66.ciunit = *nout;
s_wsfe(&io___66);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__6, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[5], (ftnlen)
sizeof(doublereal));
e_wsfe();
}
++nfail;
++nrun;
}
if (result[6] >= *thresh) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___67.ciunit = *nout;
s_wsfe(&io___67);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__7, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[6], (ftnlen)
sizeof(doublereal));
e_wsfe();
} else {
io___68.ciunit = *nout;
s_wsfe(&io___68);
do_fio(&c__1, "DGESVX", (ftnlen)6);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__7, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[6], (ftnlen)
sizeof(doublereal));
e_wsfe();
}
++nfail;
++nrun;
}
}
/* --- Test DGESVXX --- */
/* Restore the matrices A and B. */
dlacpy_("Full", &n, &n, &asav[1], &lda, &a[1], &lda);
dlacpy_("Full", &n, nrhs, &bsav[1], &lda, &b[1], &lda);
if (! prefac) {
dlaset_("Full", &n, &n, &c_b20, &c_b20, &afac[1],
&lda);
}
dlaset_("Full", &n, nrhs, &c_b20, &c_b20, &x[1], &lda);
if (iequed > 1 && n > 0) {
/* Equilibrate the matrix if FACT = 'F' and */
/* EQUED = 'R', 'C', or 'B'. */
dlaqge_(&n, &n, &a[1], &lda, &s[1], &s[n + 1], &
rowcnd, &colcnd, &amax, equed);
}
/* Solve the system and compute the condition number */
/* and error bounds using DGESVXX. */
s_copy(srnamc_1.srnamt, "DGESVXX", (ftnlen)32, (
ftnlen)7);
n_err_bnds__ = 3;
dalloc3();
dgesvxx_(fact, trans, &n, nrhs, &a[1], &lda, &afac[1],
&lda, &iwork[1], equed, &s[1], &s[n + 1], &b[
1], &lda, &x[1], &lda, &rcond, &rpvgrw_svxx__,
berr, &n_err_bnds__, errbnds_n__,
errbnds_c__, &c__0, &c_b20, &work[1], &iwork[
n + 1], &info);
free3();
/* Check the error code from DGESVXX. */
if (info == n + 1) {
goto L50;
}
if (info != izero) {
/* Writing concatenation */
i__5[0] = 1, a__1[0] = fact;
i__5[1] = 1, a__1[1] = trans;
s_cat(ch__1, a__1, i__5, &c__2, (ftnlen)2);
alaerh_(path, "DGESVXX", &info, &izero, ch__1, &n,
&n, &c_n1, &c_n1, nrhs, &imat, &nfail, &
nerrs, nout);
goto L50;
}
/* Compare rpvgrw_svxx from DGESVXX with the computed */
/* reciprocal pivot growth factor RPVGRW */
if (info > 0 && info < n + 1) {
rpvgrw = dla_rpvgrw__(&n, &info, &a[1], &lda, &
afac[1], &lda);
} else {
rpvgrw = dla_rpvgrw__(&n, &n, &a[1], &lda, &afac[
1], &lda);
}
result[6] = (d__1 = rpvgrw - rpvgrw_svxx__, abs(d__1))
/ max(rpvgrw_svxx__,rpvgrw) / dlamch_("E");
if (! prefac) {
/* Reconstruct matrix from factors and compute */
/* residual. */
dget01_(&n, &n, &a[1], &lda, &afac[1], &lda, &
iwork[1], &rwork[(*nrhs << 1) + 1],
result);
k1 = 1;
} else {
k1 = 2;
}
if (info == 0) {
trfcon = FALSE_;
/* Compute residual of the computed solution. */
dlacpy_("Full", &n, nrhs, &bsav[1], &lda, &work[1]
, &lda);
dget02_(trans, &n, &n, nrhs, &asav[1], &lda, &x[1]
, &lda, &work[1], &lda, &rwork[(*nrhs <<
1) + 1], &result[1]);
/* Check solution from generated exact solution. */
if (nofact || prefac && lsame_(equed, "N")) {
dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda,
&rcondc, &result[2]);
} else {
if (itran == 1) {
roldc = roldo;
} else {
roldc = roldi;
}
dget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda,
&roldc, &result[2]);
}
} else {
trfcon = TRUE_;
}
/* Compare RCOND from DGESVXX with the computed value */
/* in RCONDC. */
result[5] = dget06_(&rcond, &rcondc);
/* Print information about the tests that did not pass */
/* the threshold. */
if (! trfcon) {
for (k = k1; k <= 7; ++k) {
if (result[k - 1] >= *thresh) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___74.ciunit = *nout;
s_wsfe(&io___74);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)
sizeof(integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&k, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[k - 1],
(ftnlen)sizeof(doublereal));
e_wsfe();
} else {
io___75.ciunit = *nout;
s_wsfe(&io___75);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&k, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[k - 1],
(ftnlen)sizeof(doublereal));
e_wsfe();
}
++nfail;
}
/* L45: */
}
nrun = nrun + 7 - k1;
} else {
if (result[0] >= *thresh && ! prefac) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___76.ciunit = *nout;
s_wsfe(&io___76);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__1, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[0], (ftnlen)
sizeof(doublereal));
e_wsfe();
} else {
io___77.ciunit = *nout;
s_wsfe(&io___77);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__1, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[0], (ftnlen)
sizeof(doublereal));
e_wsfe();
}
++nfail;
++nrun;
}
if (result[5] >= *thresh) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___78.ciunit = *nout;
s_wsfe(&io___78);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__6, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[5], (ftnlen)
sizeof(doublereal));
e_wsfe();
} else {
io___79.ciunit = *nout;
s_wsfe(&io___79);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__6, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[5], (ftnlen)
sizeof(doublereal));
e_wsfe();
}
++nfail;
++nrun;
}
if (result[6] >= *thresh) {
if (nfail == 0 && nerrs == 0) {
aladhd_(nout, path);
}
if (prefac) {
io___80.ciunit = *nout;
s_wsfe(&io___80);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, equed, (ftnlen)1);
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__7, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[6], (ftnlen)
sizeof(doublereal));
e_wsfe();
} else {
io___81.ciunit = *nout;
s_wsfe(&io___81);
do_fio(&c__1, "DGESVXX", (ftnlen)7);
do_fio(&c__1, fact, (ftnlen)1);
do_fio(&c__1, trans, (ftnlen)1);
do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
integer));
do_fio(&c__1, (char *)&imat, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&c__7, (ftnlen)
sizeof(integer));
do_fio(&c__1, (char *)&result[6], (ftnlen)
sizeof(doublereal));
e_wsfe();
}
++nfail;
++nrun;
}
}
L50:
;
}
L60:
;
}
/* L70: */
}
L80:
;
}
/* L90: */
}
/* Print a summary of the results. */
alasvm_(path, nout, &nfail, &nrun, &nerrs);
/* Test Error Bounds from DGESVXX */
debchvxx_(thresh, path);
return 0;
/* End of DDRVGE */
} /* ddrvge_ */
// solving system of linear equations
// Reference: http://www.netlib.org/lapack/double/dgesvx.f
static PyObject* mh_dgesvx(PyObject *self, PyObject *args)
{
PyObject *_a, *_b, *_x;
double *a, *b, *af, *r, *c, *x, *ferr, *berr, *work; //s = singular values of m sorted by s(i)>s(i+1)
long *p;
long *iwork;
int i;
double rcond;
int rhs = 1;
long info = 0;
char fact[] = "E"; //matrix will be equilibrated then factored
char trans[] = "T"; //be careful when using lapack and blas methods even if the parameters have the same value they should be sent with different pointers
char equed[] = "B";
if (!PyArg_ParseTuple(args, "OOi", &_a, &_b, &i))
return NULL;
// need to be freed in the end
a = PyObj2DoublePtr(_a, i*i);
if (a==NULL)
return NULL;
b = PyObj2DoublePtr(_b, i);
if (b==NULL)
return NULL;
//outputs:
//af = 0;
af = (double*)malloc(i*i*sizeof(double));
//r = 0;
r = (double*)malloc(i*sizeof(double));
//c = 0;
c = (double*)malloc(i*sizeof(double));
//x = 0;
x = (double*)malloc(i*sizeof(double));
//ferr = 0;
ferr = (double*)malloc(sizeof(double));
//berr = 0;
berr = (double*)malloc(sizeof(double));
//work = 0;
work = (double*)malloc(4*i*sizeof(double));
//p = 0;
p = (long*)malloc(i*sizeof(long));
iwork = (long*)malloc(i*sizeof(long));
dgesvx_(fact, trans, (long*)&i, (long*)&rhs, a, (long*)&i, af, (long*)&i, p, equed, r, c, b, (long*)&i, x, (long*)&i, (double*)&rcond, ferr, berr, work, iwork, &info);
_x = double2PyObj(x, 1, i);
free(iwork); free(p); free(work); free(berr); free(ferr); free(x); free(c);
free(r); free(af); free(b); free(a);
return Py_BuildValue("O", _x);
}
