Question

I’d like to seek some help with the DPOTRS function from LAPACK when being called from within C. Yes, I am aware that the matrix I am trying to work with is positive definite (with Eigenvalues 3, 1 in fact!)

Right now my function doesn’t work correctly. It returns an incorrect result.

double A[] = {2.0, 1.0, 1.0, 2.0};
double b[] = {1.5, 0.0};
printf("%5.3f %5.3f\n", b[0], b[1]);
info = dpotrs('U',2,1,A,2,b,2);
printf("%d\n", info);
printf("%5.3f %5.3f\n", b[0], b[1]);

This is the code. dpotrs is manually imported using this code:

static long dpotrs(char UPLO, long N, long NRHS, double* A, long LDA, double* B, long LDB)
{
    extern void dpotrs_(char* UPLOp, long* Np, long* NRHSp, double* A, long* LDAp, double* B, long* LDBp, long* infop);
    long info;
    dpotrs_(&UPLO, &N, &NRHS, A, &LDA, B, &LDB, &info);
    return info;
}

It returns the wrong result! The correct result would be 1.000,-0.500

However, I recieve 0.469,-0.188

But on top of that, info returns 0, as if it went well!

And that, ladies and gentlemen, boggles my mind.

Thanks in advance!

Answer 1

I think you need to read some documentation:

*
*  Purpose
*  =======
*
*  DPOTRS solves a system of linear equations A*X = B with a symmetric
*  positive definite matrix A using the Cholesky factorization
*  A = U**T*U or A = L*L**T computed by DPOTRF.
*

The input matrix to DPOTRS must be an already Cholesky factorized matrix in LAPACK upper or lower triangular format. You have skipped a step. Factorize your A with DPOTRF first, then use it to solve for one or more right hand sides with DPOTRS.