I'm trying to solve a general banded matrix using the C interface to LAPACK called LAPACKE in Intel's MKL. The function I'm trying to call is *gbsv
, where the *
denotes the format. Unfortunately, I'm finding it VERY difficult to find working examples on how to format the banded matrix using the C interface. If someone could provide a working example for all the C users out there, I assure you it would be helpful.
The fortran layout is given as an example here, but I'm not exactly sure how I would format this in for input to LAPACKE. I should also note, that in my problem, I have to build the banded matrix on the fly. So I have 5 coefficients, A,B,C,D,E for each i-node, which have to be put into a banded matrix form, then passed to LAPACKE.
The prototype of the function LAPACKE_dgbsv()
is the following:
lapack_int LAPACKE_dgbsv( int matrix_layout, lapack_int n, lapack_int kl,
lapack_int ku, lapack_int nrhs, double* ab,
lapack_int ldab, lapack_int* ipiv, double* b,
lapack_int ldb )
The main difference with the function dgbsv()
of Lapack is the argument matrix_layout
, which can be LAPACK_ROW_MAJOR
(C ordering) or LAPACK_COL_MAJOR
(Fortran ordering). If LAPACK_ROW_MAJOR
, LAPACKE_dgbsv
will transpose the matrices, call dgbsv()
and then transpose the matrices back to C ordering.
The meaning of the other arguments is the same as for the function dgbsv()
. If LAPACK_ROW_MAJOR
is used, then the correct ldab
for dgbsv()
will be computed by LAPACKE_dgbsv()
and the argument ldab
can be set to n
. However, just like dgbsv()
, additionnal space must be allocated for the matrix ab
to store the details of the factorization.
The following example makes use of LAPACKE_dgbsv()
to solve 1D stationnary diffusion by centered finite difference. Null temperature boundary condition are considered and one of a sine wave is used as a source term to check the correctness. The following program is compiled by gcc main3.c -o main3 -llapacke -llapack -lblas -Wall
:
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <time.h>
#include <lapacke.h>
int main(void){
srand (time(NULL));
//size of the matrix
int n=10;
// number of right-hand size
int nrhs=4;
int ku=2;
int kl=2;
// ldab is larger than the number of bands,
// to store the details of factorization
int ldab = 2*kl+ku+1;
//memory initialization
double *a=malloc(n*ldab*sizeof(double));
if(a==NULL){fprintf(stderr,"malloc failed\n");exit(1);}
double *b=malloc(n*nrhs*sizeof(double));
if(b==NULL){fprintf(stderr,"malloc failed\n");exit(1);}
int *ipiv=malloc(n*sizeof(int));
if(ipiv==NULL){fprintf(stderr,"malloc failed\n");exit(1);}
int i,j;
double fact=1*((n+1.)*(n+1.));
//matrix initialization : the different bands
// are stored in rows kl <= j< 2kl+ku+1
for(i=0;i<n;i++){
a[(0+kl)*n+i]=0;
a[(1+kl)*n+i]=-1*fact;
a[(2+kl)*n+i]=2*fact;
a[(3+kl)*n+i]=-1*fact;
a[(4+kl)*n+i]=0;
//initialize source terms
for(j=0;j<nrhs;j++){
b[i*nrhs+j]=sin(M_PI*(i+1)/(n+1.));
}
}
printf("end ini \n");
int ierr;
// ROW_MAJOR is C order, Lapacke will compute ldab by himself.
ierr=LAPACKE_dgbsv(LAPACK_ROW_MAJOR, n, kl,ku,nrhs, a,n, ipiv, b,nrhs );
if(ierr<0){LAPACKE_xerbla( "LAPACKE_dgbsv", ierr );}
printf("output of LAPACKE_dgbsv\n");
for(i=0;i<n;i++){
for(j=0;j<nrhs;j++){
printf("%g ",b[i*nrhs+j]);
}
printf("\n");
}
//checking correctness
double norm=0;
double diffnorm=0;
for(i=0;i<n;i++){
for(j=0;j<nrhs;j++){
norm+=b[i*nrhs+j]*b[i*nrhs+j];
diffnorm+=(b[i*nrhs+j]-1./(M_PI*M_PI)*sin(M_PI*(i+1)/(n+1.)))*(b[i*nrhs+j]-1./(M_PI*M_PI)*sin(M_PI*(i+1)/(n+1.)));
}
}
printf("analical solution is 1/(PI*PI)*sin(x)\n");
printf("relative difference is %g\n",sqrt(diffnorm/norm));
free(a);
free(b);
free(ipiv);
return 0;
}