lacaml / examples / nag / nag_gesv.ml

(* File: nag_gesv.ml

   Copyright (C) 2013-

     Christophe Troestler
     email: Christophe.Troestler@umons.ac.be
     WWW: http://www.umh.ac.be/math/an/

   This library is free software; you can redistribute it and/or
   modify it under the terms of the GNU Lesser General Public
   License as published by the Free Software Foundation; either
   version 2 of the License, or (at your option) any later version.

   This library is distributed in the hope that it will be useful,
   but WITHOUT ANY WARRANTY; without even the implied warranty of
   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
   Lesser General Public License for more details.

   You should have received a copy of the GNU Lesser General Public
   License along with this library; if not, write to the Free Software
   Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
*)

(* Example from http://www.nag.com/lapack-ex/node5.html *)
open Format
open Lacaml.D
open Lacaml.Io

let a = Mat.of_array [| [| 1.80;   2.88;   2.05;  -0.89 |];
                        [| 5.25;  -2.95;  -0.95;  -3.80 |];
                        [| 1.58;  -2.69;  -2.90;  -1.04 |];
                        [|-1.11;  -0.66;  -0.59;   0.80 |] |]

let b = Vec.of_array [| 9.52;  24.35;  0.77; -6.22 |]

let () =
  (* Solves [a * x = b]. Solution in [x] which must initially hold [b]. *)
  let x = copy b in
  let ipiv = Lacaml.Common.create_int32_vec (Mat.dim1 a) in
  gesv a (Mat.from_col_vec x) ~ipiv;
  (* Print solution and details of factorisation. *)
  printf "Solution: X = @[%a@]@\n" pp_rfvec x;
  printf "Details of factorization: @[%a@]@\n" pp_fmat a;
  printf "Pivot indices: @[%a@]@\n" pp_rivec ipiv;
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