ruby-lapack 1.3
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- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
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- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
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- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
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- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
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- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
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- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
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- data/dev/defs/cgerfs +164 -0
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- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
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- data/dev/defs/cgetc2 +82 -0
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- data/dev/defs/cla_wwaddw +53 -0
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- data/ext/ztprfs.c +119 -0
- data/ext/ztptri.c +78 -0
- data/ext/ztptrs.c +97 -0
- data/ext/ztpttf.c +75 -0
- data/ext/ztpttr.c +72 -0
- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
- data/ext/ztrsna.c +133 -0
- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
- data/ext/ztrttf.c +73 -0
- data/ext/ztrttp.c +69 -0
- data/ext/ztzrqf.c +79 -0
- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
- data/ext/zunghr.c +107 -0
- data/ext/zungl2.c +86 -0
- data/ext/zunglq.c +103 -0
- data/ext/zungql.c +103 -0
- data/ext/zungqr.c +103 -0
- data/ext/zungr2.c +86 -0
- data/ext/zungrq.c +103 -0
- data/ext/zungtr.c +103 -0
- data/ext/zunm2l.c +110 -0
- data/ext/zunm2r.c +110 -0
- data/ext/zunmbr.c +135 -0
- data/ext/zunmhr.c +129 -0
- data/ext/zunml2.c +106 -0
- data/ext/zunmlq.c +121 -0
- data/ext/zunmql.c +125 -0
- data/ext/zunmqr.c +125 -0
- data/ext/zunmr2.c +106 -0
- data/ext/zunmr3.c +110 -0
- data/ext/zunmrq.c +121 -0
- data/ext/zunmrz.c +125 -0
- data/ext/zunmtr.c +125 -0
- data/ext/zupgtr.c +87 -0
- data/ext/zupmtr.c +112 -0
- data/lib/numru/lapack.rb +51 -0
- data/samples/dsyevr.rb +25 -0
- data/tests/eig/ge/test_gesdd.rb +90 -0
- data/tests/eig/ge/test_gesvd.rb +99 -0
- data/tests/eig/gg/test_ggev.rb +124 -0
- data/tests/eig/gg/test_ggsvd.rb +76 -0
- data/tests/eig/sb/test_sbev.rb +39 -0
- data/tests/lapack_test.rb +50 -0
- data/tests/lin/gb/test_gbsv.rb +46 -0
- data/tests/lin/gb/test_gbsvx.rb +56 -0
- data/tests/lin/ge/test_gels.rb +63 -0
- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
data/dev/defs/zstegr
ADDED
@@ -0,0 +1,233 @@
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---
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:name: zstegr
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:md5sum: 49832177055455b53b056123ac827dbc
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:category: :subroutine
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:arguments:
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- jobz:
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:type: char
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:intent: input
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- range:
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:type: char
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:intent: input
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- n:
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:type: integer
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:intent: input
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- d:
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:type: doublereal
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:intent: input/output
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:dims:
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- n
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- e:
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:type: doublereal
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:intent: input/output
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:dims:
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- n
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- vl:
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:type: doublereal
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:intent: input
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- vu:
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:type: doublereal
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:intent: input
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- il:
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:type: integer
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:intent: input
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- iu:
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:type: integer
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:intent: input
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- abstol:
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:type: doublereal
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:intent: input
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- m:
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:type: integer
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:intent: output
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- w:
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:type: doublereal
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:intent: output
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:dims:
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- n
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- z:
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:type: doublecomplex
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:intent: output
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:dims:
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- ldz
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- MAX(1,m)
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- ldz:
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:type: integer
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:intent: input
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- isuppz:
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:type: integer
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:intent: output
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:dims:
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- 2*MAX(1,m)
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- work:
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:type: doublereal
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:intent: output
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:dims:
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- MAX(1,lwork)
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- lwork:
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:type: integer
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:intent: input
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:option: true
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:default: "lsame_(&jobz,\"V\") ? 18*n : lsame_(&jobz,\"N\") ? 12*n : 0"
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- iwork:
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:type: integer
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:intent: output
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:dims:
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- MAX(1,liwork)
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- liwork:
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:type: integer
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:intent: input
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:option: true
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:default: "lsame_(&jobz,\"V\") ? 10*n : lsame_(&jobz,\"N\") ? 8*n : 0"
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- info:
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:type: integer
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:intent: output
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:substitutions:
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ldz: "lsame_(&jobz,\"V\") ? MAX(1,n) : 1"
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m: "lsame_(&range,\"A\") ? n : lsame_(&range,\"I\") ? iu-il+1 : 0"
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:fortran_help: " SUBROUTINE ZSTEGR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO )\n\n\
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* Purpose\n\
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* =======\n\
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*\n\
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* ZSTEGR computes selected eigenvalues and, optionally, eigenvectors\n\
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* of a real symmetric tridiagonal matrix T. Any such unreduced matrix has\n\
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* a well defined set of pairwise different real eigenvalues, the corresponding\n\
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* real eigenvectors are pairwise orthogonal.\n\
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*\n\
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* The spectrum may be computed either completely or partially by specifying\n\
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* either an interval (VL,VU] or a range of indices IL:IU for the desired\n\
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* eigenvalues.\n\
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*\n\
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* ZSTEGR is a compatability wrapper around the improved ZSTEMR routine.\n\
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* See DSTEMR for further details.\n\
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*\n\
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* One important change is that the ABSTOL parameter no longer provides any\n\
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* benefit and hence is no longer used.\n\
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*\n\
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* Note : ZSTEGR and ZSTEMR work only on machines which follow\n\
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* IEEE-754 floating-point standard in their handling of infinities and\n\
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* NaNs. Normal execution may create these exceptiona values and hence\n\
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* may abort due to a floating point exception in environments which\n\
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* do not conform to the IEEE-754 standard.\n\
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*\n\n\
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* Arguments\n\
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* =========\n\
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*\n\
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* JOBZ (input) CHARACTER*1\n\
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* = 'N': Compute eigenvalues only;\n\
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* = 'V': Compute eigenvalues and eigenvectors.\n\
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*\n\
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* RANGE (input) CHARACTER*1\n\
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* = 'A': all eigenvalues will be found.\n\
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* = 'V': all eigenvalues in the half-open interval (VL,VU]\n\
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* will be found.\n\
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* = 'I': the IL-th through IU-th eigenvalues will be found.\n\
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*\n\
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* N (input) INTEGER\n\
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127
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* The order of the matrix. N >= 0.\n\
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*\n\
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129
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* D (input/output) DOUBLE PRECISION array, dimension (N)\n\
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* On entry, the N diagonal elements of the tridiagonal matrix\n\
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* T. On exit, D is overwritten.\n\
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*\n\
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* E (input/output) DOUBLE PRECISION array, dimension (N)\n\
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134
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* On entry, the (N-1) subdiagonal elements of the tridiagonal\n\
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135
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* matrix T in elements 1 to N-1 of E. E(N) need not be set on\n\
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* input, but is used internally as workspace.\n\
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* On exit, E is overwritten.\n\
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*\n\
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139
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* VL (input) DOUBLE PRECISION\n\
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140
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* VU (input) DOUBLE PRECISION\n\
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141
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* If RANGE='V', the lower and upper bounds of the interval to\n\
|
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* be searched for eigenvalues. VL < VU.\n\
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* Not referenced if RANGE = 'A' or 'I'.\n\
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*\n\
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145
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* IL (input) INTEGER\n\
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146
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* IU (input) INTEGER\n\
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147
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* If RANGE='I', the indices (in ascending order) of the\n\
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148
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* smallest and largest eigenvalues to be returned.\n\
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* 1 <= IL <= IU <= N, if N > 0.\n\
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150
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* Not referenced if RANGE = 'A' or 'V'.\n\
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*\n\
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152
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* ABSTOL (input) DOUBLE PRECISION\n\
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153
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* Unused. Was the absolute error tolerance for the\n\
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154
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* eigenvalues/eigenvectors in previous versions.\n\
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155
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*\n\
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156
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* M (output) INTEGER\n\
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157
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* The total number of eigenvalues found. 0 <= M <= N.\n\
|
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* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.\n\
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159
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*\n\
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160
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* W (output) DOUBLE PRECISION array, dimension (N)\n\
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161
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* The first M elements contain the selected eigenvalues in\n\
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* ascending order.\n\
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*\n\
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* Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M) )\n\
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165
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* If JOBZ = 'V', and if INFO = 0, then the first M columns of Z\n\
|
166
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* contain the orthonormal eigenvectors of the matrix T\n\
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167
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* corresponding to the selected eigenvalues, with the i-th\n\
|
168
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* column of Z holding the eigenvector associated with W(i).\n\
|
169
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* If JOBZ = 'N', then Z is not referenced.\n\
|
170
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* Note: the user must ensure that at least max(1,M) columns are\n\
|
171
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* supplied in the array Z; if RANGE = 'V', the exact value of M\n\
|
172
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* is not known in advance and an upper bound must be used.\n\
|
173
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* Supplying N columns is always safe.\n\
|
174
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*\n\
|
175
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* LDZ (input) INTEGER\n\
|
176
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* The leading dimension of the array Z. LDZ >= 1, and if\n\
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177
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* JOBZ = 'V', then LDZ >= max(1,N).\n\
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178
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*\n\
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179
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* ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) )\n\
|
180
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* The support of the eigenvectors in Z, i.e., the indices\n\
|
181
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* indicating the nonzero elements in Z. The i-th computed eigenvector\n\
|
182
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* is nonzero only in elements ISUPPZ( 2*i-1 ) through\n\
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183
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* ISUPPZ( 2*i ). This is relevant in the case when the matrix\n\
|
184
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* is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.\n\
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185
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*\n\
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186
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* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)\n\
|
187
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* On exit, if INFO = 0, WORK(1) returns the optimal\n\
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188
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* (and minimal) LWORK.\n\
|
189
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*\n\
|
190
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* LWORK (input) INTEGER\n\
|
191
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* The dimension of the array WORK. LWORK >= max(1,18*N)\n\
|
192
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* if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.\n\
|
193
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* If LWORK = -1, then a workspace query is assumed; the routine\n\
|
194
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* only calculates the optimal size of the WORK array, returns\n\
|
195
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* this value as the first entry of the WORK array, and no error\n\
|
196
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* message related to LWORK is issued by XERBLA.\n\
|
197
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*\n\
|
198
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* IWORK (workspace/output) INTEGER array, dimension (LIWORK)\n\
|
199
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* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.\n\
|
200
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*\n\
|
201
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* LIWORK (input) INTEGER\n\
|
202
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* The dimension of the array IWORK. LIWORK >= max(1,10*N)\n\
|
203
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* if the eigenvectors are desired, and LIWORK >= max(1,8*N)\n\
|
204
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* if only the eigenvalues are to be computed.\n\
|
205
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* If LIWORK = -1, then a workspace query is assumed; the\n\
|
206
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* routine only calculates the optimal size of the IWORK array,\n\
|
207
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* returns this value as the first entry of the IWORK array, and\n\
|
208
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* no error message related to LIWORK is issued by XERBLA.\n\
|
209
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*\n\
|
210
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* INFO (output) INTEGER\n\
|
211
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* On exit, INFO\n\
|
212
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* = 0: successful exit\n\
|
213
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+
* < 0: if INFO = -i, the i-th argument had an illegal value\n\
|
214
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* > 0: if INFO = 1X, internal error in DLARRE,\n\
|
215
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* if INFO = 2X, internal error in ZLARRV.\n\
|
216
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+
* Here, the digit X = ABS( IINFO ) < 10, where IINFO is\n\
|
217
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* the nonzero error code returned by DLARRE or\n\
|
218
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* ZLARRV, respectively.\n\
|
219
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*\n\n\
|
220
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* Further Details\n\
|
221
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+
* ===============\n\
|
222
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+
*\n\
|
223
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+
* Based on contributions by\n\
|
224
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* Inderjit Dhillon, IBM Almaden, USA\n\
|
225
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* Osni Marques, LBNL/NERSC, USA\n\
|
226
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* Christof Voemel, LBNL/NERSC, USA\n\
|
227
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*\n\
|
228
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+
* =====================================================================\n\
|
229
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*\n\
|
230
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* .. Local Scalars ..\n LOGICAL TRYRAC\n\
|
231
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* ..\n\
|
232
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* .. External Subroutines ..\n EXTERNAL ZSTEMR\n\
|
233
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* ..\n"
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data/dev/defs/zstein
ADDED
@@ -0,0 +1,159 @@
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1
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---
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:name: zstein
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3
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:md5sum: e31fefcd280e4ed544d4a3d6fa703ad2
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:category: :subroutine
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:arguments:
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- n:
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:type: integer
|
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:intent: input
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- d:
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:type: doublereal
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:intent: input
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:dims:
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- n
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- e:
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15
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:type: doublereal
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:intent: input
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:dims:
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- n-1
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- m:
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20
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:type: integer
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:intent: input
|
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- w:
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:type: doublereal
|
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:intent: input
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25
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:dims:
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- n
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- iblock:
|
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:type: integer
|
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:intent: input
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30
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:dims:
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- n
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- isplit:
|
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:type: integer
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:intent: input
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:dims:
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- n
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- z:
|
38
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:type: doublecomplex
|
39
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:intent: output
|
40
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:dims:
|
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- ldz
|
42
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- m
|
43
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- ldz:
|
44
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:type: integer
|
45
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:intent: input
|
46
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- work:
|
47
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:type: doublereal
|
48
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:intent: workspace
|
49
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:dims:
|
50
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- 5*n
|
51
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- iwork:
|
52
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:type: integer
|
53
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+
:intent: workspace
|
54
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:dims:
|
55
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- n
|
56
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- ifail:
|
57
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:type: integer
|
58
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:intent: output
|
59
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:dims:
|
60
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- m
|
61
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- info:
|
62
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:type: integer
|
63
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:intent: output
|
64
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:substitutions:
|
65
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ldz: MAX(1,n)
|
66
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m: n
|
67
|
+
:fortran_help: " SUBROUTINE ZSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAIL, INFO )\n\n\
|
68
|
+
* Purpose\n\
|
69
|
+
* =======\n\
|
70
|
+
*\n\
|
71
|
+
* ZSTEIN computes the eigenvectors of a real symmetric tridiagonal\n\
|
72
|
+
* matrix T corresponding to specified eigenvalues, using inverse\n\
|
73
|
+
* iteration.\n\
|
74
|
+
*\n\
|
75
|
+
* The maximum number of iterations allowed for each eigenvector is\n\
|
76
|
+
* specified by an internal parameter MAXITS (currently set to 5).\n\
|
77
|
+
*\n\
|
78
|
+
* Although the eigenvectors are real, they are stored in a complex\n\
|
79
|
+
* array, which may be passed to ZUNMTR or ZUPMTR for back\n\
|
80
|
+
* transformation to the eigenvectors of a complex Hermitian matrix\n\
|
81
|
+
* which was reduced to tridiagonal form.\n\
|
82
|
+
*\n\
|
83
|
+
*\n\n\
|
84
|
+
* Arguments\n\
|
85
|
+
* =========\n\
|
86
|
+
*\n\
|
87
|
+
* N (input) INTEGER\n\
|
88
|
+
* The order of the matrix. N >= 0.\n\
|
89
|
+
*\n\
|
90
|
+
* D (input) DOUBLE PRECISION array, dimension (N)\n\
|
91
|
+
* The n diagonal elements of the tridiagonal matrix T.\n\
|
92
|
+
*\n\
|
93
|
+
* E (input) DOUBLE PRECISION array, dimension (N-1)\n\
|
94
|
+
* The (n-1) subdiagonal elements of the tridiagonal matrix\n\
|
95
|
+
* T, stored in elements 1 to N-1.\n\
|
96
|
+
*\n\
|
97
|
+
* M (input) INTEGER\n\
|
98
|
+
* The number of eigenvectors to be found. 0 <= M <= N.\n\
|
99
|
+
*\n\
|
100
|
+
* W (input) DOUBLE PRECISION array, dimension (N)\n\
|
101
|
+
* The first M elements of W contain the eigenvalues for\n\
|
102
|
+
* which eigenvectors are to be computed. The eigenvalues\n\
|
103
|
+
* should be grouped by split-off block and ordered from\n\
|
104
|
+
* smallest to largest within the block. ( The output array\n\
|
105
|
+
* W from DSTEBZ with ORDER = 'B' is expected here. )\n\
|
106
|
+
*\n\
|
107
|
+
* IBLOCK (input) INTEGER array, dimension (N)\n\
|
108
|
+
* The submatrix indices associated with the corresponding\n\
|
109
|
+
* eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to\n\
|
110
|
+
* the first submatrix from the top, =2 if W(i) belongs to\n\
|
111
|
+
* the second submatrix, etc. ( The output array IBLOCK\n\
|
112
|
+
* from DSTEBZ is expected here. )\n\
|
113
|
+
*\n\
|
114
|
+
* ISPLIT (input) INTEGER array, dimension (N)\n\
|
115
|
+
* The splitting points, at which T breaks up into submatrices.\n\
|
116
|
+
* The first submatrix consists of rows/columns 1 to\n\
|
117
|
+
* ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1\n\
|
118
|
+
* through ISPLIT( 2 ), etc.\n\
|
119
|
+
* ( The output array ISPLIT from DSTEBZ is expected here. )\n\
|
120
|
+
*\n\
|
121
|
+
* Z (output) COMPLEX*16 array, dimension (LDZ, M)\n\
|
122
|
+
* The computed eigenvectors. The eigenvector associated\n\
|
123
|
+
* with the eigenvalue W(i) is stored in the i-th column of\n\
|
124
|
+
* Z. Any vector which fails to converge is set to its current\n\
|
125
|
+
* iterate after MAXITS iterations.\n\
|
126
|
+
* The imaginary parts of the eigenvectors are set to zero.\n\
|
127
|
+
*\n\
|
128
|
+
* LDZ (input) INTEGER\n\
|
129
|
+
* The leading dimension of the array Z. LDZ >= max(1,N).\n\
|
130
|
+
*\n\
|
131
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (5*N)\n\
|
132
|
+
*\n\
|
133
|
+
* IWORK (workspace) INTEGER array, dimension (N)\n\
|
134
|
+
*\n\
|
135
|
+
* IFAIL (output) INTEGER array, dimension (M)\n\
|
136
|
+
* On normal exit, all elements of IFAIL are zero.\n\
|
137
|
+
* If one or more eigenvectors fail to converge after\n\
|
138
|
+
* MAXITS iterations, then their indices are stored in\n\
|
139
|
+
* array IFAIL.\n\
|
140
|
+
*\n\
|
141
|
+
* INFO (output) INTEGER\n\
|
142
|
+
* = 0: successful exit\n\
|
143
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value\n\
|
144
|
+
* > 0: if INFO = i, then i eigenvectors failed to converge\n\
|
145
|
+
* in MAXITS iterations. Their indices are stored in\n\
|
146
|
+
* array IFAIL.\n\
|
147
|
+
*\n\
|
148
|
+
* Internal Parameters\n\
|
149
|
+
* ===================\n\
|
150
|
+
*\n\
|
151
|
+
* MAXITS INTEGER, default = 5\n\
|
152
|
+
* The maximum number of iterations performed.\n\
|
153
|
+
*\n\
|
154
|
+
* EXTRA INTEGER, default = 2\n\
|
155
|
+
* The number of iterations performed after norm growth\n\
|
156
|
+
* criterion is satisfied, should be at least 1.\n\
|
157
|
+
*\n\n\
|
158
|
+
* =====================================================================\n\
|
159
|
+
*\n"
|
data/dev/defs/zstemr
ADDED
@@ -0,0 +1,302 @@
|
|
1
|
+
---
|
2
|
+
:name: zstemr
|
3
|
+
:md5sum: 18429e0d76905fc8f0eb2c094229686f
|
4
|
+
:category: :subroutine
|
5
|
+
:arguments:
|
6
|
+
- jobz:
|
7
|
+
:type: char
|
8
|
+
:intent: input
|
9
|
+
- range:
|
10
|
+
:type: char
|
11
|
+
:intent: input
|
12
|
+
- n:
|
13
|
+
:type: integer
|
14
|
+
:intent: input
|
15
|
+
- d:
|
16
|
+
:type: doublereal
|
17
|
+
:intent: input/output
|
18
|
+
:dims:
|
19
|
+
- n
|
20
|
+
- e:
|
21
|
+
:type: doublereal
|
22
|
+
:intent: input/output
|
23
|
+
:dims:
|
24
|
+
- n
|
25
|
+
- vl:
|
26
|
+
:type: doublereal
|
27
|
+
:intent: input
|
28
|
+
- vu:
|
29
|
+
:type: doublereal
|
30
|
+
:intent: input
|
31
|
+
- il:
|
32
|
+
:type: integer
|
33
|
+
:intent: input
|
34
|
+
- iu:
|
35
|
+
:type: integer
|
36
|
+
:intent: input
|
37
|
+
- m:
|
38
|
+
:type: integer
|
39
|
+
:intent: output
|
40
|
+
- w:
|
41
|
+
:type: doublereal
|
42
|
+
:intent: output
|
43
|
+
:dims:
|
44
|
+
- n
|
45
|
+
- z:
|
46
|
+
:type: doublecomplex
|
47
|
+
:intent: output
|
48
|
+
:dims:
|
49
|
+
- ldz
|
50
|
+
- MAX(1,m)
|
51
|
+
- ldz:
|
52
|
+
:type: integer
|
53
|
+
:intent: input
|
54
|
+
- nzc:
|
55
|
+
:type: integer
|
56
|
+
:intent: input
|
57
|
+
- isuppz:
|
58
|
+
:type: integer
|
59
|
+
:intent: output
|
60
|
+
:dims:
|
61
|
+
- 2*MAX(1,m)
|
62
|
+
- tryrac:
|
63
|
+
:type: logical
|
64
|
+
:intent: input/output
|
65
|
+
- work:
|
66
|
+
:type: doublereal
|
67
|
+
:intent: output
|
68
|
+
:dims:
|
69
|
+
- MAX(1,lwork)
|
70
|
+
- lwork:
|
71
|
+
:type: integer
|
72
|
+
:intent: input
|
73
|
+
:option: true
|
74
|
+
:default: "lsame_(&jobz,\"V\") ? 18*n : lsame_(&jobz,\"N\") ? 12*n : 0"
|
75
|
+
- iwork:
|
76
|
+
:type: integer
|
77
|
+
:intent: output
|
78
|
+
:dims:
|
79
|
+
- MAX(1,liwork)
|
80
|
+
- liwork:
|
81
|
+
:type: integer
|
82
|
+
:intent: input
|
83
|
+
:option: true
|
84
|
+
:default: "lsame_(&jobz,\"V\") ? 10*n : lsame_(&jobz,\"N\") ? 8*n : 0"
|
85
|
+
- info:
|
86
|
+
:type: integer
|
87
|
+
:intent: output
|
88
|
+
:substitutions:
|
89
|
+
ldz: "lsame_(&jobz,\"V\") ? MAX(1,n) : 1"
|
90
|
+
m: "lsame_(&range,\"A\") ? n : lsame_(&range,\"I\") ? iu-il+1 : 0"
|
91
|
+
:fortran_help: " SUBROUTINE ZSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO )\n\n\
|
92
|
+
* Purpose\n\
|
93
|
+
* =======\n\
|
94
|
+
*\n\
|
95
|
+
* ZSTEMR computes selected eigenvalues and, optionally, eigenvectors\n\
|
96
|
+
* of a real symmetric tridiagonal matrix T. Any such unreduced matrix has\n\
|
97
|
+
* a well defined set of pairwise different real eigenvalues, the corresponding\n\
|
98
|
+
* real eigenvectors are pairwise orthogonal.\n\
|
99
|
+
*\n\
|
100
|
+
* The spectrum may be computed either completely or partially by specifying\n\
|
101
|
+
* either an interval (VL,VU] or a range of indices IL:IU for the desired\n\
|
102
|
+
* eigenvalues.\n\
|
103
|
+
*\n\
|
104
|
+
* Depending on the number of desired eigenvalues, these are computed either\n\
|
105
|
+
* by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are\n\
|
106
|
+
* computed by the use of various suitable L D L^T factorizations near clusters\n\
|
107
|
+
* of close eigenvalues (referred to as RRRs, Relatively Robust\n\
|
108
|
+
* Representations). An informal sketch of the algorithm follows.\n\
|
109
|
+
*\n\
|
110
|
+
* For each unreduced block (submatrix) of T,\n\
|
111
|
+
* (a) Compute T - sigma I = L D L^T, so that L and D\n\
|
112
|
+
* define all the wanted eigenvalues to high relative accuracy.\n\
|
113
|
+
* This means that small relative changes in the entries of D and L\n\
|
114
|
+
* cause only small relative changes in the eigenvalues and\n\
|
115
|
+
* eigenvectors. The standard (unfactored) representation of the\n\
|
116
|
+
* tridiagonal matrix T does not have this property in general.\n\
|
117
|
+
* (b) Compute the eigenvalues to suitable accuracy.\n\
|
118
|
+
* If the eigenvectors are desired, the algorithm attains full\n\
|
119
|
+
* accuracy of the computed eigenvalues only right before\n\
|
120
|
+
* the corresponding vectors have to be computed, see steps c) and d).\n\
|
121
|
+
* (c) For each cluster of close eigenvalues, select a new\n\
|
122
|
+
* shift close to the cluster, find a new factorization, and refine\n\
|
123
|
+
* the shifted eigenvalues to suitable accuracy.\n\
|
124
|
+
* (d) For each eigenvalue with a large enough relative separation compute\n\
|
125
|
+
* the corresponding eigenvector by forming a rank revealing twisted\n\
|
126
|
+
* factorization. Go back to (c) for any clusters that remain.\n\
|
127
|
+
*\n\
|
128
|
+
* For more details, see:\n\
|
129
|
+
* - Inderjit S. Dhillon and Beresford N. Parlett: \"Multiple representations\n\
|
130
|
+
* to compute orthogonal eigenvectors of symmetric tridiagonal matrices,\"\n\
|
131
|
+
* Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.\n\
|
132
|
+
* - Inderjit Dhillon and Beresford Parlett: \"Orthogonal Eigenvectors and\n\
|
133
|
+
* Relative Gaps,\" SIAM Journal on Matrix Analysis and Applications, Vol. 25,\n\
|
134
|
+
* 2004. Also LAPACK Working Note 154.\n\
|
135
|
+
* - Inderjit Dhillon: \"A new O(n^2) algorithm for the symmetric\n\
|
136
|
+
* tridiagonal eigenvalue/eigenvector problem\",\n\
|
137
|
+
* Computer Science Division Technical Report No. UCB/CSD-97-971,\n\
|
138
|
+
* UC Berkeley, May 1997.\n\
|
139
|
+
*\n\
|
140
|
+
* Further Details\n\
|
141
|
+
* 1.ZSTEMR works only on machines which follow IEEE-754\n\
|
142
|
+
* floating-point standard in their handling of infinities and NaNs.\n\
|
143
|
+
* This permits the use of efficient inner loops avoiding a check for\n\
|
144
|
+
* zero divisors.\n\
|
145
|
+
*\n\
|
146
|
+
* 2. LAPACK routines can be used to reduce a complex Hermitean matrix to\n\
|
147
|
+
* real symmetric tridiagonal form.\n\
|
148
|
+
*\n\
|
149
|
+
* (Any complex Hermitean tridiagonal matrix has real values on its diagonal\n\
|
150
|
+
* and potentially complex numbers on its off-diagonals. By applying a\n\
|
151
|
+
* similarity transform with an appropriate diagonal matrix\n\
|
152
|
+
* diag(1,e^{i \\phy_1}, ... , e^{i \\phy_{n-1}}), the complex Hermitean\n\
|
153
|
+
* matrix can be transformed into a real symmetric matrix and complex\n\
|
154
|
+
* arithmetic can be entirely avoided.)\n\
|
155
|
+
*\n\
|
156
|
+
* While the eigenvectors of the real symmetric tridiagonal matrix are real,\n\
|
157
|
+
* the eigenvectors of original complex Hermitean matrix have complex entries\n\
|
158
|
+
* in general.\n\
|
159
|
+
* Since LAPACK drivers overwrite the matrix data with the eigenvectors,\n\
|
160
|
+
* ZSTEMR accepts complex workspace to facilitate interoperability\n\
|
161
|
+
* with ZUNMTR or ZUPMTR.\n\
|
162
|
+
*\n\n\
|
163
|
+
* Arguments\n\
|
164
|
+
* =========\n\
|
165
|
+
*\n\
|
166
|
+
* JOBZ (input) CHARACTER*1\n\
|
167
|
+
* = 'N': Compute eigenvalues only;\n\
|
168
|
+
* = 'V': Compute eigenvalues and eigenvectors.\n\
|
169
|
+
*\n\
|
170
|
+
* RANGE (input) CHARACTER*1\n\
|
171
|
+
* = 'A': all eigenvalues will be found.\n\
|
172
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]\n\
|
173
|
+
* will be found.\n\
|
174
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.\n\
|
175
|
+
*\n\
|
176
|
+
* N (input) INTEGER\n\
|
177
|
+
* The order of the matrix. N >= 0.\n\
|
178
|
+
*\n\
|
179
|
+
* D (input/output) DOUBLE PRECISION array, dimension (N)\n\
|
180
|
+
* On entry, the N diagonal elements of the tridiagonal matrix\n\
|
181
|
+
* T. On exit, D is overwritten.\n\
|
182
|
+
*\n\
|
183
|
+
* E (input/output) DOUBLE PRECISION array, dimension (N)\n\
|
184
|
+
* On entry, the (N-1) subdiagonal elements of the tridiagonal\n\
|
185
|
+
* matrix T in elements 1 to N-1 of E. E(N) need not be set on\n\
|
186
|
+
* input, but is used internally as workspace.\n\
|
187
|
+
* On exit, E is overwritten.\n\
|
188
|
+
*\n\
|
189
|
+
* VL (input) DOUBLE PRECISION\n\
|
190
|
+
* VU (input) DOUBLE PRECISION\n\
|
191
|
+
* If RANGE='V', the lower and upper bounds of the interval to\n\
|
192
|
+
* be searched for eigenvalues. VL < VU.\n\
|
193
|
+
* Not referenced if RANGE = 'A' or 'I'.\n\
|
194
|
+
*\n\
|
195
|
+
* IL (input) INTEGER\n\
|
196
|
+
* IU (input) INTEGER\n\
|
197
|
+
* If RANGE='I', the indices (in ascending order) of the\n\
|
198
|
+
* smallest and largest eigenvalues to be returned.\n\
|
199
|
+
* 1 <= IL <= IU <= N, if N > 0.\n\
|
200
|
+
* Not referenced if RANGE = 'A' or 'V'.\n\
|
201
|
+
*\n\
|
202
|
+
* M (output) INTEGER\n\
|
203
|
+
* The total number of eigenvalues found. 0 <= M <= N.\n\
|
204
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.\n\
|
205
|
+
*\n\
|
206
|
+
* W (output) DOUBLE PRECISION array, dimension (N)\n\
|
207
|
+
* The first M elements contain the selected eigenvalues in\n\
|
208
|
+
* ascending order.\n\
|
209
|
+
*\n\
|
210
|
+
* Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M) )\n\
|
211
|
+
* If JOBZ = 'V', and if INFO = 0, then the first M columns of Z\n\
|
212
|
+
* contain the orthonormal eigenvectors of the matrix T\n\
|
213
|
+
* corresponding to the selected eigenvalues, with the i-th\n\
|
214
|
+
* column of Z holding the eigenvector associated with W(i).\n\
|
215
|
+
* If JOBZ = 'N', then Z is not referenced.\n\
|
216
|
+
* Note: the user must ensure that at least max(1,M) columns are\n\
|
217
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M\n\
|
218
|
+
* is not known in advance and can be computed with a workspace\n\
|
219
|
+
* query by setting NZC = -1, see below.\n\
|
220
|
+
*\n\
|
221
|
+
* LDZ (input) INTEGER\n\
|
222
|
+
* The leading dimension of the array Z. LDZ >= 1, and if\n\
|
223
|
+
* JOBZ = 'V', then LDZ >= max(1,N).\n\
|
224
|
+
*\n\
|
225
|
+
* NZC (input) INTEGER\n\
|
226
|
+
* The number of eigenvectors to be held in the array Z.\n\
|
227
|
+
* If RANGE = 'A', then NZC >= max(1,N).\n\
|
228
|
+
* If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].\n\
|
229
|
+
* If RANGE = 'I', then NZC >= IU-IL+1.\n\
|
230
|
+
* If NZC = -1, then a workspace query is assumed; the\n\
|
231
|
+
* routine calculates the number of columns of the array Z that\n\
|
232
|
+
* are needed to hold the eigenvectors.\n\
|
233
|
+
* This value is returned as the first entry of the Z array, and\n\
|
234
|
+
* no error message related to NZC is issued by XERBLA.\n\
|
235
|
+
*\n\
|
236
|
+
* ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) )\n\
|
237
|
+
* The support of the eigenvectors in Z, i.e., the indices\n\
|
238
|
+
* indicating the nonzero elements in Z. The i-th computed eigenvector\n\
|
239
|
+
* is nonzero only in elements ISUPPZ( 2*i-1 ) through\n\
|
240
|
+
* ISUPPZ( 2*i ). This is relevant in the case when the matrix\n\
|
241
|
+
* is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.\n\
|
242
|
+
*\n\
|
243
|
+
* TRYRAC (input/output) LOGICAL\n\
|
244
|
+
* If TRYRAC.EQ..TRUE., indicates that the code should check whether\n\
|
245
|
+
* the tridiagonal matrix defines its eigenvalues to high relative\n\
|
246
|
+
* accuracy. If so, the code uses relative-accuracy preserving\n\
|
247
|
+
* algorithms that might be (a bit) slower depending on the matrix.\n\
|
248
|
+
* If the matrix does not define its eigenvalues to high relative\n\
|
249
|
+
* accuracy, the code can uses possibly faster algorithms.\n\
|
250
|
+
* If TRYRAC.EQ..FALSE., the code is not required to guarantee\n\
|
251
|
+
* relatively accurate eigenvalues and can use the fastest possible\n\
|
252
|
+
* techniques.\n\
|
253
|
+
* On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix\n\
|
254
|
+
* does not define its eigenvalues to high relative accuracy.\n\
|
255
|
+
*\n\
|
256
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)\n\
|
257
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal\n\
|
258
|
+
* (and minimal) LWORK.\n\
|
259
|
+
*\n\
|
260
|
+
* LWORK (input) INTEGER\n\
|
261
|
+
* The dimension of the array WORK. LWORK >= max(1,18*N)\n\
|
262
|
+
* if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.\n\
|
263
|
+
* If LWORK = -1, then a workspace query is assumed; the routine\n\
|
264
|
+
* only calculates the optimal size of the WORK array, returns\n\
|
265
|
+
* this value as the first entry of the WORK array, and no error\n\
|
266
|
+
* message related to LWORK is issued by XERBLA.\n\
|
267
|
+
*\n\
|
268
|
+
* IWORK (workspace/output) INTEGER array, dimension (LIWORK)\n\
|
269
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.\n\
|
270
|
+
*\n\
|
271
|
+
* LIWORK (input) INTEGER\n\
|
272
|
+
* The dimension of the array IWORK. LIWORK >= max(1,10*N)\n\
|
273
|
+
* if the eigenvectors are desired, and LIWORK >= max(1,8*N)\n\
|
274
|
+
* if only the eigenvalues are to be computed.\n\
|
275
|
+
* If LIWORK = -1, then a workspace query is assumed; the\n\
|
276
|
+
* routine only calculates the optimal size of the IWORK array,\n\
|
277
|
+
* returns this value as the first entry of the IWORK array, and\n\
|
278
|
+
* no error message related to LIWORK is issued by XERBLA.\n\
|
279
|
+
*\n\
|
280
|
+
* INFO (output) INTEGER\n\
|
281
|
+
* On exit, INFO\n\
|
282
|
+
* = 0: successful exit\n\
|
283
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value\n\
|
284
|
+
* > 0: if INFO = 1X, internal error in DLARRE,\n\
|
285
|
+
* if INFO = 2X, internal error in ZLARRV.\n\
|
286
|
+
* Here, the digit X = ABS( IINFO ) < 10, where IINFO is\n\
|
287
|
+
* the nonzero error code returned by DLARRE or\n\
|
288
|
+
* ZLARRV, respectively.\n\
|
289
|
+
*\n\
|
290
|
+
*\n\n\
|
291
|
+
* Further Details\n\
|
292
|
+
* ===============\n\
|
293
|
+
*\n\
|
294
|
+
* Based on contributions by\n\
|
295
|
+
* Beresford Parlett, University of California, Berkeley, USA\n\
|
296
|
+
* Jim Demmel, University of California, Berkeley, USA\n\
|
297
|
+
* Inderjit Dhillon, University of Texas, Austin, USA\n\
|
298
|
+
* Osni Marques, LBNL/NERSC, USA\n\
|
299
|
+
* Christof Voemel, University of California, Berkeley, USA\n\
|
300
|
+
*\n\
|
301
|
+
* =====================================================================\n\
|
302
|
+
*\n"
|