dlahilb()

subroutine dlahilb	(	integer	n,
		integer	nrhs,
		double precision, dimension(lda, n)	a,
		integer	lda,
		double precision, dimension(ldx, nrhs)	x,
		integer	ldx,
		double precision, dimension(ldb, nrhs)	b,
		integer	ldb,
		double precision, dimension(n)	work,
		integer	info )

DLAHILB

Purpose:

!>
!> DLAHILB generates an N by N scaled Hilbert matrix in A along with
!> NRHS right-hand sides in B and solutions in X such that A*X=B.
!>
!> The Hilbert matrix is scaled by M = LCM(1, 2, ..., 2*N-1) so that all
!> entries are integers.  The right-hand sides are the first NRHS
!> columns of M * the identity matrix, and the solutions are the
!> first NRHS columns of the inverse Hilbert matrix.
!>
!> The condition number of the Hilbert matrix grows exponentially with
!> its size, roughly as O(e ** (3.5*N)).  Additionally, the inverse
!> Hilbert matrices beyond a relatively small dimension cannot be
!> generated exactly without extra precision.  Precision is exhausted
!> when the largest entry in the inverse Hilbert matrix is greater than
!> 2 to the power of the number of bits in the fraction of the data type
!> used plus one, which is 24 for single precision.
!>
!> In single, the generated solution is exact for N <= 6 and has
!> small componentwise error for 7 <= N <= 11.
!> 

Parameters

[in]	N	!> N is INTEGER !> The dimension of the matrix A. !>
[in]	NRHS	!> NRHS is INTEGER !> The requested number of right-hand sides. !>
[out]	A	!> A is DOUBLE PRECISION array, dimension (LDA, N) !> The generated scaled Hilbert matrix. !>
[in]	LDA	!> LDA is INTEGER !> The leading dimension of the array A. LDA >= N. !>
[out]	X	!> X is DOUBLE PRECISION array, dimension (LDX, NRHS) !> The generated exact solutions. Currently, the first NRHS !> columns of the inverse Hilbert matrix. !>
[in]	LDX	!> LDX is INTEGER !> The leading dimension of the array X. LDX >= N. !>
[out]	B	!> B is DOUBLE PRECISION array, dimension (LDB, NRHS) !> The generated right-hand sides. Currently, the first NRHS !> columns of LCM(1, 2, ..., 2*N-1) * the identity matrix. !>
[in]	LDB	!> LDB is INTEGER !> The leading dimension of the array B. LDB >= N. !>
[out]	WORK	!> WORK is DOUBLE PRECISION array, dimension (N) !>
[out]	INFO	!> INFO is INTEGER !> = 0: successful exit !> = 1: N is too large; the data is still generated but may not !> be not exact. !> < 0: if INFO = -i, the i-th argument had an illegal value !>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 123 of file dlahilb.f.

*
*  -- LAPACK test routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER N, NRHS, LDA, LDX, LDB, INFO
*     .. Array Arguments ..
      DOUBLE PRECISION A(LDA, N), X(LDX, NRHS), B(LDB, NRHS), WORK(N)
*     ..
*
*  =====================================================================
*     .. Local Scalars ..
      INTEGER TM, TI, R
      INTEGER M
      INTEGER I, J
*     ..
*     .. Parameters ..
*     NMAX_EXACT   the largest dimension where the generated data is
*                  exact.
*     NMAX_APPROX  the largest dimension where the generated data has
*                  a small componentwise relative error.
      INTEGER NMAX_EXACT, NMAX_APPROX
      parameter(nmax_exact = 6, nmax_approx = 11)
 
*     ..
*     .. External Functions
      EXTERNAL dlaset
      INTRINSIC dble
*     ..
*     .. Executable Statements ..
*
*     Test the input arguments
*
      info = 0
      IF (n .LT. 0 .OR. n .GT. nmax_approx) THEN
         info = -1
      ELSE IF (nrhs .LT. 0) THEN
         info = -2
      ELSE IF (lda .LT. n) THEN
         info = -4
      ELSE IF (ldx .LT. n) THEN
         info = -6
      ELSE IF (ldb .LT. n) THEN
         info = -8
      END IF
      IF (info .LT. 0) THEN
         CALL xerbla('DLAHILB', -info)
         RETURN
      END IF
      IF (n .GT. nmax_exact) THEN
         info = 1
      END IF
*
*     Compute M = the LCM of the integers [1, 2*N-1].  The largest
*     reasonable N is small enough that integers suffice (up to N = 11).
      m = 1
      DO i = 2, (2*n-1)
         tm = m
         ti = i
         r = mod(tm, ti)
         DO WHILE (r .NE. 0)
            tm = ti
            ti = r
            r = mod(tm, ti)
         END DO
         m = (m / ti) * i
      END DO
*
*     Generate the scaled Hilbert matrix in A
      DO j = 1, n
         DO i = 1, n
            a(i, j) = dble(m) / (i + j - 1)
         END DO
      END DO
*
*     Generate matrix B as simply the first NRHS columns of M * the
*     identity.
      CALL dlaset('Full', n, nrhs, 0.0d+0, dble(m), b, ldb)
 
*     Generate the true solutions in X.  Because B = the first NRHS
*     columns of M*I, the true solutions are just the first NRHS columns
*     of the inverse Hilbert matrix.
      work(1) = n
      DO j = 2, n
         work(j) = (  ( (work(j-1)/(j-1)) * (j-1 - n) ) /(j-1)  )
     $        * (n +j -1)
      END DO
*
      DO j = 1, nrhs
         DO i = 1, n
            x(i, j) = (work(i)*work(j)) / (i + j - 1)
         END DO
      END DO
*

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