ruby-lapack 1.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- 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
- data/dev/defs/cgbtrf +109 -0
- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
- data/dev/defs/cgebrd +178 -0
- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
- data/dev/defs/cgeequb +114 -0
- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
- data/dev/defs/cgeev +154 -0
- data/dev/defs/cgeevx +263 -0
- data/dev/defs/cgegs +204 -0
- data/dev/defs/cgegv +261 -0
- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
- data/dev/defs/cgelqf +113 -0
- 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
- data/dev/defs/cgeqrf +114 -0
- data/dev/defs/cgeqrfp +114 -0
- data/dev/defs/cgerfs +164 -0
- data/dev/defs/cgerfsx +394 -0
- data/dev/defs/cgerq2 +91 -0
- data/dev/defs/cgerqf +116 -0
- data/dev/defs/cgesc2 +87 -0
- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
- data/dev/defs/cgesvx +333 -0
- data/dev/defs/cgesvxx +519 -0
- data/dev/defs/cgetc2 +82 -0
- data/dev/defs/cgetf2 +76 -0
- data/dev/defs/cgetrf +76 -0
- data/dev/defs/cgetri +86 -0
- data/dev/defs/cgetrs +91 -0
- data/dev/defs/cggbak +119 -0
- data/dev/defs/cggbal +144 -0
- data/dev/defs/cgges +247 -0
- data/dev/defs/cggesx +311 -0
- data/dev/defs/cggev +197 -0
- data/dev/defs/cggevx +353 -0
- data/dev/defs/cggglm +160 -0
- data/dev/defs/cgghrd +171 -0
- data/dev/defs/cgglse +157 -0
- data/dev/defs/cggqrf +195 -0
- data/dev/defs/cggrqf +194 -0
- data/dev/defs/cggsvd +324 -0
- data/dev/defs/cggsvp +240 -0
- data/dev/defs/cgtcon +112 -0
- data/dev/defs/cgtrfs +193 -0
- data/dev/defs/cgtsv +97 -0
- data/dev/defs/cgtsvx +275 -0
- data/dev/defs/cgttrf +97 -0
- data/dev/defs/cgttrs +119 -0
- data/dev/defs/cgtts2 +108 -0
- data/dev/defs/chbev +124 -0
- data/dev/defs/chbevd +194 -0
- data/dev/defs/chbevx +234 -0
- data/dev/defs/chbgst +137 -0
- data/dev/defs/chbgv +163 -0
- data/dev/defs/chbgvd +231 -0
- data/dev/defs/chbgvx +265 -0
- data/dev/defs/chbtrd +132 -0
- data/dev/defs/checon +91 -0
- data/dev/defs/cheequb +87 -0
- data/dev/defs/cheev +111 -0
- data/dev/defs/cheevd +178 -0
- data/dev/defs/cheevr +325 -0
- data/dev/defs/cheevx +225 -0
- data/dev/defs/chegs2 +96 -0
- data/dev/defs/chegst +96 -0
- data/dev/defs/chegv +155 -0
- data/dev/defs/chegvd +222 -0
- data/dev/defs/chegvx +270 -0
- data/dev/defs/cherfs +170 -0
- data/dev/defs/cherfsx +380 -0
- data/dev/defs/chesv +147 -0
- data/dev/defs/chesvx +261 -0
- data/dev/defs/chesvxx +481 -0
- data/dev/defs/chetd2 +143 -0
- data/dev/defs/chetf2 +141 -0
- data/dev/defs/chetrd +162 -0
- data/dev/defs/chetrf +151 -0
- data/dev/defs/chetri +83 -0
- data/dev/defs/chetrs +90 -0
- data/dev/defs/chetrs2 +97 -0
- data/dev/defs/chfrk +138 -0
- data/dev/defs/chgeqz +258 -0
- data/dev/defs/chla_transtype +32 -0
- data/dev/defs/chpcon +85 -0
- data/dev/defs/chpev +110 -0
- data/dev/defs/chpevd +179 -0
- data/dev/defs/chpevx +204 -0
- data/dev/defs/chpgst +80 -0
- data/dev/defs/chpgv +145 -0
- data/dev/defs/chpgvd +221 -0
- data/dev/defs/chpgvx +247 -0
- data/dev/defs/chprfs +156 -0
- data/dev/defs/chpsv +134 -0
- data/dev/defs/chpsvx +248 -0
- data/dev/defs/chptrd +118 -0
- data/dev/defs/chptrf +120 -0
- data/dev/defs/chptri +77 -0
- data/dev/defs/chptrs +84 -0
- data/dev/defs/chsein +217 -0
- data/dev/defs/chseqr +263 -0
- data/dev/defs/cla_gbamv +154 -0
- data/dev/defs/cla_gbrcond_c +146 -0
- data/dev/defs/cla_gbrcond_x +140 -0
- data/dev/defs/cla_gbrfsx_extended +391 -0
- data/dev/defs/cla_gbrpvgrw +94 -0
- data/dev/defs/cla_geamv +142 -0
- data/dev/defs/cla_gercond_c +128 -0
- data/dev/defs/cla_gercond_x +122 -0
- data/dev/defs/cla_gerfsx_extended +376 -0
- data/dev/defs/cla_heamv +142 -0
- data/dev/defs/cla_hercond_c +125 -0
- data/dev/defs/cla_hercond_x +119 -0
- data/dev/defs/cla_herfsx_extended +375 -0
- data/dev/defs/cla_herpvgrw +105 -0
- data/dev/defs/cla_lin_berr +79 -0
- data/dev/defs/cla_porcond_c +116 -0
- data/dev/defs/cla_porcond_x +110 -0
- data/dev/defs/cla_porfsx_extended +366 -0
- data/dev/defs/cla_porpvgrw +85 -0
- data/dev/defs/cla_rpvgrw +76 -0
- data/dev/defs/cla_syamv +142 -0
- data/dev/defs/cla_syrcond_c +125 -0
- data/dev/defs/cla_syrcond_x +119 -0
- data/dev/defs/cla_syrfsx_extended +375 -0
- data/dev/defs/cla_syrpvgrw +105 -0
- data/dev/defs/cla_wwaddw +53 -0
- data/dev/defs/clabrd +187 -0
- data/dev/defs/clacgv +44 -0
- data/dev/defs/clacn2 +91 -0
- data/dev/defs/clacon +75 -0
- data/dev/defs/clacp2 +78 -0
- data/dev/defs/clacpy +78 -0
- data/dev/defs/clacrm +88 -0
- data/dev/defs/clacrt +73 -0
- data/dev/defs/cladiv +37 -0
- data/dev/defs/claed0 +121 -0
- data/dev/defs/claed7 +237 -0
- data/dev/defs/claed8 +211 -0
- data/dev/defs/claein +117 -0
- data/dev/defs/claesy +81 -0
- data/dev/defs/claev2 +83 -0
- data/dev/defs/clag2z +73 -0
- data/dev/defs/clags2 +116 -0
- data/dev/defs/clagtm +115 -0
- data/dev/defs/clahef +127 -0
- data/dev/defs/clahqr +159 -0
- data/dev/defs/clahr2 +153 -0
- data/dev/defs/clahrd +141 -0
- data/dev/defs/claic1 +101 -0
- data/dev/defs/clals0 +251 -0
- data/dev/defs/clalsa +267 -0
- data/dev/defs/clalsd +160 -0
- data/dev/defs/clangb +92 -0
- data/dev/defs/clange +84 -0
- data/dev/defs/clangt +77 -0
- data/dev/defs/clanhb +99 -0
- data/dev/defs/clanhe +93 -0
- data/dev/defs/clanhf +211 -0
- data/dev/defs/clanhp +85 -0
- data/dev/defs/clanhs +78 -0
- data/dev/defs/clanht +69 -0
- data/dev/defs/clansb +97 -0
- data/dev/defs/clansp +83 -0
- data/dev/defs/clansy +92 -0
- data/dev/defs/clantb +108 -0
- data/dev/defs/clantp +93 -0
- data/dev/defs/clantr +109 -0
- data/dev/defs/clapll +67 -0
- data/dev/defs/clapmr +73 -0
- data/dev/defs/clapmt +73 -0
- data/dev/defs/claqgb +124 -0
- data/dev/defs/claqge +107 -0
- data/dev/defs/claqhb +105 -0
- data/dev/defs/claqhe +98 -0
- data/dev/defs/claqhp +89 -0
- data/dev/defs/claqp2 +115 -0
- data/dev/defs/claqps +146 -0
- data/dev/defs/claqr0 +203 -0
- data/dev/defs/claqr1 +66 -0
- data/dev/defs/claqr2 +243 -0
- data/dev/defs/claqr3 +238 -0
- data/dev/defs/claqr4 +203 -0
- data/dev/defs/claqr5 +221 -0
- data/dev/defs/claqsb +105 -0
- data/dev/defs/claqsp +89 -0
- data/dev/defs/claqsy +98 -0
- data/dev/defs/clar1v +199 -0
- data/dev/defs/clar2v +88 -0
- data/dev/defs/clarcm +88 -0
- data/dev/defs/clarf +97 -0
- data/dev/defs/clarfb +139 -0
- data/dev/defs/clarfg +71 -0
- data/dev/defs/clarfgp +69 -0
- data/dev/defs/clarft +133 -0
- data/dev/defs/clarfx +88 -0
- data/dev/defs/clargv +88 -0
- data/dev/defs/clarnv +63 -0
- data/dev/defs/clarrv +259 -0
- data/dev/defs/clarscl2 +61 -0
- data/dev/defs/clartg +66 -0
- data/dev/defs/clartv +82 -0
- data/dev/defs/clarz +111 -0
- data/dev/defs/clarzb +150 -0
- data/dev/defs/clarzt +151 -0
- data/dev/defs/clascl +102 -0
- data/dev/defs/clascl2 +61 -0
- data/dev/defs/claset +77 -0
- data/dev/defs/clasr +169 -0
- data/dev/defs/classq +71 -0
- data/dev/defs/claswp +81 -0
- data/dev/defs/clasyf +127 -0
- data/dev/defs/clatbs +206 -0
- data/dev/defs/clatdf +133 -0
- data/dev/defs/clatps +193 -0
- data/dev/defs/clatrd +168 -0
- data/dev/defs/clatrs +202 -0
- data/dev/defs/clatrz +106 -0
- data/dev/defs/clatzm +124 -0
- data/dev/defs/clauu2 +68 -0
- data/dev/defs/clauum +68 -0
- data/dev/defs/cpbcon +99 -0
- data/dev/defs/cpbequ +96 -0
- data/dev/defs/cpbrfs +166 -0
- data/dev/defs/cpbstf +116 -0
- data/dev/defs/cpbsv +136 -0
- data/dev/defs/cpbsvx +314 -0
- data/dev/defs/cpbtf2 +105 -0
- data/dev/defs/cpbtrf +103 -0
- data/dev/defs/cpbtrs +98 -0
- data/dev/defs/cpftrf +183 -0
- data/dev/defs/cpftri +175 -0
- data/dev/defs/cpftrs +185 -0
- data/dev/defs/cpocon +87 -0
- data/dev/defs/cpoequ +80 -0
- data/dev/defs/cpoequb +80 -0
- data/dev/defs/cporfs +160 -0
- data/dev/defs/cporfsx +371 -0
- data/dev/defs/cposv +105 -0
- data/dev/defs/cposvx +281 -0
- data/dev/defs/cposvxx +471 -0
- data/dev/defs/cpotf2 +75 -0
- data/dev/defs/cpotrf +73 -0
- data/dev/defs/cpotri +67 -0
- data/dev/defs/cpotrs +79 -0
- data/dev/defs/cppcon +85 -0
- data/dev/defs/cppequ +82 -0
- data/dev/defs/cpprfs +146 -0
- data/dev/defs/cppsv +115 -0
- data/dev/defs/cppsvx +283 -0
- data/dev/defs/cpptrf +81 -0
- data/dev/defs/cpptri +58 -0
- data/dev/defs/cpptrs +84 -0
- data/dev/defs/cpstf2 +108 -0
- data/dev/defs/cpstrf +108 -0
- data/dev/defs/cptcon +84 -0
- data/dev/defs/cpteqr +116 -0
- data/dev/defs/cptrfs +161 -0
- data/dev/defs/cptsv +89 -0
- data/dev/defs/cptsvx +210 -0
- data/dev/defs/cpttrf +59 -0
- data/dev/defs/cpttrs +98 -0
- data/dev/defs/cptts2 +89 -0
- data/dev/defs/crot +72 -0
- data/dev/defs/cspcon +85 -0
- data/dev/defs/cspmv +121 -0
- data/dev/defs/cspr +98 -0
- data/dev/defs/csprfs +156 -0
- data/dev/defs/cspsv +134 -0
- data/dev/defs/cspsvx +248 -0
- data/dev/defs/csptrf +121 -0
- data/dev/defs/csptri +77 -0
- data/dev/defs/csptrs +84 -0
- data/dev/defs/csrscl +49 -0
- data/dev/defs/cstedc +191 -0
- data/dev/defs/cstegr +233 -0
- data/dev/defs/cstein +159 -0
- data/dev/defs/cstemr +302 -0
- data/dev/defs/csteqr +103 -0
- data/dev/defs/csycon +91 -0
- data/dev/defs/csyconv +90 -0
- data/dev/defs/csyequb +104 -0
- data/dev/defs/csymv +126 -0
- data/dev/defs/csyr +102 -0
- data/dev/defs/csyrfs +170 -0
- data/dev/defs/csyrfsx +380 -0
- data/dev/defs/csysv +149 -0
- data/dev/defs/csysvx +261 -0
- data/dev/defs/csysvxx +485 -0
- data/dev/defs/csyswapr +70 -0
- data/dev/defs/csytf2 +140 -0
- data/dev/defs/csytrf +156 -0
- data/dev/defs/csytri +83 -0
- data/dev/defs/csytri2 +110 -0
- data/dev/defs/csytri2x +90 -0
- data/dev/defs/csytrs +90 -0
- data/dev/defs/csytrs2 +97 -0
- data/dev/defs/ctbcon +109 -0
- data/dev/defs/ctbrfs +164 -0
- data/dev/defs/ctbtrs +113 -0
- data/dev/defs/ctfsm +259 -0
- data/dev/defs/ctftri +183 -0
- data/dev/defs/ctfttp +172 -0
- data/dev/defs/ctfttr +182 -0
- data/dev/defs/ctgevc +194 -0
- data/dev/defs/ctgex2 +158 -0
- data/dev/defs/ctgexc +176 -0
- data/dev/defs/ctgsen +406 -0
- data/dev/defs/ctgsja +344 -0
- data/dev/defs/ctgsna +282 -0
- data/dev/defs/ctgsy2 +235 -0
- data/dev/defs/ctgsyl +273 -0
- data/dev/defs/ctpcon +95 -0
- data/dev/defs/ctprfs +150 -0
- data/dev/defs/ctptri +79 -0
- data/dev/defs/ctptrs +98 -0
- data/dev/defs/ctpttf +172 -0
- data/dev/defs/ctpttr +73 -0
- data/dev/defs/ctrcon +103 -0
- data/dev/defs/ctrevc +188 -0
- data/dev/defs/ctrexc +99 -0
- data/dev/defs/ctrrfs +158 -0
- data/dev/defs/ctrsen +234 -0
- data/dev/defs/ctrsna +223 -0
- data/dev/defs/ctrsyl +126 -0
- data/dev/defs/ctrti2 +76 -0
- data/dev/defs/ctrtri +75 -0
- data/dev/defs/ctrtrs +107 -0
- data/dev/defs/ctrttf +181 -0
- data/dev/defs/ctrttp +72 -0
- data/dev/defs/ctzrqf +104 -0
- data/dev/defs/ctzrzf +128 -0
- data/dev/defs/cunbdb +270 -0
- data/dev/defs/cuncsd +283 -0
- data/dev/defs/cung2l +85 -0
- data/dev/defs/cung2r +85 -0
- data/dev/defs/cungbr +129 -0
- data/dev/defs/cunghr +97 -0
- data/dev/defs/cungl2 +84 -0
- data/dev/defs/cunglq +100 -0
- data/dev/defs/cungql +101 -0
- data/dev/defs/cungqr +101 -0
- data/dev/defs/cungr2 +85 -0
- data/dev/defs/cungrq +101 -0
- data/dev/defs/cungtr +95 -0
- data/dev/defs/cunm2l +130 -0
- data/dev/defs/cunm2r +130 -0
- data/dev/defs/cunmbr +179 -0
- data/dev/defs/cunmhr +157 -0
- data/dev/defs/cunml2 +130 -0
- data/dev/defs/cunmlq +143 -0
- data/dev/defs/cunmql +143 -0
- data/dev/defs/cunmqr +143 -0
- data/dev/defs/cunmr2 +130 -0
- data/dev/defs/cunmr3 +152 -0
- data/dev/defs/cunmrq +143 -0
- data/dev/defs/cunmrz +157 -0
- data/dev/defs/cunmtr +152 -0
- data/dev/defs/cupgtr +87 -0
- data/dev/defs/cupmtr +120 -0
- data/dev/defs/dbbcsd +297 -0
- data/dev/defs/dbdsdc +194 -0
- data/dev/defs/dbdsqr +203 -0
- data/dev/defs/ddisna +84 -0
- data/dev/defs/dgbbrd +167 -0
- data/dev/defs/dgbcon +114 -0
- data/dev/defs/dgbequ +121 -0
- data/dev/defs/dgbequb +128 -0
- data/dev/defs/dgbrfs +182 -0
- data/dev/defs/dgbrfsx +418 -0
- data/dev/defs/dgbsv +134 -0
- data/dev/defs/dgbsvx +353 -0
- data/dev/defs/dgbsvxx +536 -0
- data/dev/defs/dgbtf2 +110 -0
- data/dev/defs/dgbtrf +109 -0
- data/dev/defs/dgbtrs +106 -0
- data/dev/defs/dgebak +95 -0
- data/dev/defs/dgebal +125 -0
- data/dev/defs/dgebd2 +162 -0
- data/dev/defs/dgebrd +178 -0
- data/dev/defs/dgecon +90 -0
- data/dev/defs/dgeequ +107 -0
- data/dev/defs/dgeequb +114 -0
- data/dev/defs/dgees +188 -0
- data/dev/defs/dgeesx +251 -0
- data/dev/defs/dgeev +166 -0
- data/dev/defs/dgeevx +282 -0
- data/dev/defs/dgegs +207 -0
- data/dev/defs/dgegv +286 -0
- data/dev/defs/dgehd2 +115 -0
- data/dev/defs/dgehrd +136 -0
- data/dev/defs/dgejsv +862 -0
- data/dev/defs/dgelq2 +89 -0
- data/dev/defs/dgelqf +113 -0
- data/dev/defs/dgels +158 -0
- data/dev/defs/dgelsd +193 -0
- data/dev/defs/dgelss +149 -0
- data/dev/defs/dgelsx +148 -0
- data/dev/defs/dgelsy +181 -0
- data/dev/defs/dgeql2 +91 -0
- data/dev/defs/dgeqlf +116 -0
- data/dev/defs/dgeqp3 +120 -0
- data/dev/defs/dgeqpf +111 -0
- data/dev/defs/dgeqr2 +89 -0
- data/dev/defs/dgeqr2p +89 -0
- data/dev/defs/dgeqrf +114 -0
- data/dev/defs/dgeqrfp +114 -0
- data/dev/defs/dgerfs +164 -0
- data/dev/defs/dgerfsx +394 -0
- data/dev/defs/dgerq2 +91 -0
- data/dev/defs/dgerqf +116 -0
- data/dev/defs/dgesc2 +86 -0
- data/dev/defs/dgesdd +197 -0
- data/dev/defs/dgesv +97 -0
- data/dev/defs/dgesvd +188 -0
- data/dev/defs/dgesvj +308 -0
- data/dev/defs/dgesvx +333 -0
- data/dev/defs/dgesvxx +516 -0
- data/dev/defs/dgetc2 +82 -0
- data/dev/defs/dgetf2 +76 -0
- data/dev/defs/dgetrf +76 -0
- data/dev/defs/dgetri +86 -0
- data/dev/defs/dgetrs +91 -0
- data/dev/defs/dggbak +119 -0
- data/dev/defs/dggbal +145 -0
- data/dev/defs/dgges +261 -0
- data/dev/defs/dggesx +342 -0
- data/dev/defs/dggev +206 -0
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- data/ext/ztpcon.c +78 -0
- 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
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<HTML>
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<TITLE>COMPLEX routines for (complex) Hermitian matrix</TITLE>
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<A NAME="top"></A>
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<H1>COMPLEX routines for (complex) Hermitian matrix</H1>
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<UL>
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<LI><A HREF="#checon">checon</A></LI>
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<LI><A HREF="#cheequb">cheequb</A></LI>
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<LI><A HREF="#cheev">cheev</A></LI>
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<LI><A HREF="#cheevd">cheevd</A></LI>
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<LI><A HREF="#cheevr">cheevr</A></LI>
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<LI><A HREF="#cheevx">cheevx</A></LI>
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<LI><A HREF="#chegs2">chegs2</A></LI>
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<LI><A HREF="#chegst">chegst</A></LI>
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<LI><A HREF="#chegv">chegv</A></LI>
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<LI><A HREF="#chegvd">chegvd</A></LI>
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<LI><A HREF="#chegvx">chegvx</A></LI>
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<LI><A HREF="#cherfs">cherfs</A></LI>
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<LI><A HREF="#cherfsx">cherfsx</A></LI>
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<LI><A HREF="#chesv">chesv</A></LI>
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<LI><A HREF="#chesvx">chesvx</A></LI>
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<LI><A HREF="#chesvxx">chesvxx</A></LI>
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<LI><A HREF="#chetd2">chetd2</A></LI>
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<LI><A HREF="#chetf2">chetf2</A></LI>
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<LI><A HREF="#chetrd">chetrd</A></LI>
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<LI><A HREF="#chetrf">chetrf</A></LI>
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<LI><A HREF="#chetri">chetri</A></LI>
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<LI><A HREF="#chetrs">chetrs</A></LI>
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<LI><A HREF="#chetrs2">chetrs2</A></LI>
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</UL>
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<A NAME="checon"></A>
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<H2>checon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.checon( uplo, a, ipiv, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHECON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO )
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* Purpose
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* =======
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*
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* CHECON estimates the reciprocal of the condition number of a complex
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* Hermitian matrix A using the factorization A = U*D*U**H or
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* A = L*D*L**H computed by CHETRF.
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*
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**H;
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* = 'L': Lower triangular, form is A = L*D*L**H.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) COMPLEX array, dimension (LDA,N)
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* The block diagonal matrix D and the multipliers used to
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* obtain the factor U or L as computed by CHETRF.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* IPIV (input) INTEGER array, dimension (N)
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* Details of the interchanges and the block structure of D
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* as determined by CHETRF.
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*
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* ANORM (input) REAL
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* The 1-norm of the original matrix A.
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*
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* RCOND (output) REAL
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
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* estimate of the 1-norm of inv(A) computed in this routine.
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*
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* WORK (workspace) COMPLEX array, dimension (2*N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="cheequb"></A>
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<H2>cheequb</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.cheequb( uplo, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHEEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
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* Purpose
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* =======
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*
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* CSYEQUB computes row and column scalings intended to equilibrate a
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* symmetric matrix A and reduce its condition number
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* (with respect to the two-norm). S contains the scale factors,
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* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
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* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
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* choice of S puts the condition number of B within a factor N of the
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* smallest possible condition number over all possible diagonal
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* scalings.
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*
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* Arguments
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* =========
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) COMPLEX array, dimension (LDA,N)
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* The N-by-N symmetric matrix whose scaling
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* factors are to be computed. Only the diagonal elements of A
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* are referenced.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* S (output) REAL array, dimension (N)
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* If INFO = 0, S contains the scale factors for A.
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*
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* SCOND (output) REAL
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* If INFO = 0, S contains the ratio of the smallest S(i) to
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* the largest S(i). If SCOND >= 0.1 and AMAX is neither too
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* large nor too small, it is not worth scaling by S.
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*
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* AMAX (output) REAL
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* Absolute value of largest matrix element. If AMAX is very
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* close to overflow or very close to underflow, the matrix
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* should be scaled.
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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* > 0: if INFO = i, the i-th diagonal element is nonpositive.
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="cheev"></A>
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<H2>cheev</H2>
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<PRE>
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USAGE:
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w, work, info, a = NumRu::Lapack.cheev( jobz, uplo, a, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* CHEEV computes all eigenvalues and, optionally, eigenvectors of a
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* complex Hermitian matrix A.
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*
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* Arguments
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* =========
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*
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* JOBZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only;
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* = 'V': Compute eigenvalues and eigenvectors.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangle of A is stored;
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* = 'L': Lower triangle of A is stored.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input/output) COMPLEX array, dimension (LDA, N)
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* On entry, the Hermitian matrix A. If UPLO = 'U', the
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* leading N-by-N upper triangular part of A contains the
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* upper triangular part of the matrix A. If UPLO = 'L',
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* the leading N-by-N lower triangular part of A contains
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* the lower triangular part of the matrix A.
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* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
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* orthonormal eigenvectors of the matrix A.
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* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
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* or the upper triangle (if UPLO='U') of A, including the
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* diagonal, is destroyed.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* W (output) REAL array, dimension (N)
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* If INFO = 0, the eigenvalues in ascending order.
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*
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* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
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* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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*
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* LWORK (input) INTEGER
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* The length of the array WORK. LWORK >= max(1,2*N-1).
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* For optimal efficiency, LWORK >= (NB+1)*N,
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* where NB is the blocksize for CHETRD returned by ILAENV.
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*
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* If LWORK = -1, then a workspace query is assumed; the routine
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* only calculates the optimal size of the WORK array, returns
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* this value as the first entry of the WORK array, and no error
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* message related to LWORK is issued by XERBLA.
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*
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* RWORK (workspace) REAL array, dimension (max(1, 3*N-2))
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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* > 0: if INFO = i, the algorithm failed to converge; i
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* off-diagonal elements of an intermediate tridiagonal
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* form did not converge to zero.
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="cheevd"></A>
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<H2>cheevd</H2>
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<PRE>
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USAGE:
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w, work, rwork, iwork, info, a = NumRu::Lapack.cheevd( jobz, uplo, a, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHEEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
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* Purpose
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* =======
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*
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* CHEEVD computes all eigenvalues and, optionally, eigenvectors of a
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* complex Hermitian matrix A. If eigenvectors are desired, it uses a
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* divide and conquer algorithm.
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*
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* The divide and conquer algorithm makes very mild assumptions about
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* floating point arithmetic. It will work on machines with a guard
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* digit in add/subtract, or on those binary machines without guard
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* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
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* Cray-2. It could conceivably fail on hexadecimal or decimal machines
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* without guard digits, but we know of none.
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*
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+
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* Arguments
|
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|
+
* =========
|
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*
|
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* JOBZ (input) CHARACTER*1
|
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* = 'N': Compute eigenvalues only;
|
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|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
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*
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273
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* UPLO (input) CHARACTER*1
|
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274
|
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* = 'U': Upper triangle of A is stored;
|
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275
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* = 'L': Lower triangle of A is stored.
|
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276
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+
*
|
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* N (input) INTEGER
|
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* The order of the matrix A. N >= 0.
|
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*
|
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280
|
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* A (input/output) COMPLEX array, dimension (LDA, N)
|
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|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
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282
|
+
* leading N-by-N upper triangular part of A contains the
|
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283
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
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284
|
+
* the leading N-by-N lower triangular part of A contains
|
|
285
|
+
* the lower triangular part of the matrix A.
|
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286
|
+
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
|
287
|
+
* orthonormal eigenvectors of the matrix A.
|
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288
|
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* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
|
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|
+
* or the upper triangle (if UPLO='U') of A, including the
|
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290
|
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* diagonal, is destroyed.
|
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291
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+
*
|
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292
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+
* LDA (input) INTEGER
|
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293
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* The leading dimension of the array A. LDA >= max(1,N).
|
|
294
|
+
*
|
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295
|
+
* W (output) REAL array, dimension (N)
|
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296
|
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* If INFO = 0, the eigenvalues in ascending order.
|
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297
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*
|
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298
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
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299
|
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* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
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300
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+
*
|
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301
|
+
* LWORK (input) INTEGER
|
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* The length of the array WORK.
|
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303
|
+
* If N <= 1, LWORK must be at least 1.
|
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304
|
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* If JOBZ = 'N' and N > 1, LWORK must be at least N + 1.
|
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305
|
+
* If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2.
|
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306
|
+
*
|
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307
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
308
|
+
* only calculates the optimal sizes of the WORK, RWORK and
|
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309
|
+
* IWORK arrays, returns these values as the first entries of
|
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310
|
+
* the WORK, RWORK and IWORK arrays, and no error message
|
|
311
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
312
|
+
*
|
|
313
|
+
* RWORK (workspace/output) REAL array,
|
|
314
|
+
* dimension (LRWORK)
|
|
315
|
+
* On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
|
|
316
|
+
*
|
|
317
|
+
* LRWORK (input) INTEGER
|
|
318
|
+
* The dimension of the array RWORK.
|
|
319
|
+
* If N <= 1, LRWORK must be at least 1.
|
|
320
|
+
* If JOBZ = 'N' and N > 1, LRWORK must be at least N.
|
|
321
|
+
* If JOBZ = 'V' and N > 1, LRWORK must be at least
|
|
322
|
+
* 1 + 5*N + 2*N**2.
|
|
323
|
+
*
|
|
324
|
+
* If LRWORK = -1, then a workspace query is assumed; the
|
|
325
|
+
* routine only calculates the optimal sizes of the WORK, RWORK
|
|
326
|
+
* and IWORK arrays, returns these values as the first entries
|
|
327
|
+
* of the WORK, RWORK and IWORK arrays, and no error message
|
|
328
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
329
|
+
*
|
|
330
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
331
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
|
|
332
|
+
*
|
|
333
|
+
* LIWORK (input) INTEGER
|
|
334
|
+
* The dimension of the array IWORK.
|
|
335
|
+
* If N <= 1, LIWORK must be at least 1.
|
|
336
|
+
* If JOBZ = 'N' and N > 1, LIWORK must be at least 1.
|
|
337
|
+
* If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
|
|
338
|
+
*
|
|
339
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
340
|
+
* routine only calculates the optimal sizes of the WORK, RWORK
|
|
341
|
+
* and IWORK arrays, returns these values as the first entries
|
|
342
|
+
* of the WORK, RWORK and IWORK arrays, and no error message
|
|
343
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
344
|
+
*
|
|
345
|
+
* INFO (output) INTEGER
|
|
346
|
+
* = 0: successful exit
|
|
347
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
348
|
+
* > 0: if INFO = i and JOBZ = 'N', then the algorithm failed
|
|
349
|
+
* to converge; i off-diagonal elements of an intermediate
|
|
350
|
+
* tridiagonal form did not converge to zero;
|
|
351
|
+
* if INFO = i and JOBZ = 'V', then the algorithm failed
|
|
352
|
+
* to compute an eigenvalue while working on the submatrix
|
|
353
|
+
* lying in rows and columns INFO/(N+1) through
|
|
354
|
+
* mod(INFO,N+1).
|
|
355
|
+
*
|
|
356
|
+
|
|
357
|
+
* Further Details
|
|
358
|
+
* ===============
|
|
359
|
+
*
|
|
360
|
+
* Based on contributions by
|
|
361
|
+
* Jeff Rutter, Computer Science Division, University of California
|
|
362
|
+
* at Berkeley, USA
|
|
363
|
+
*
|
|
364
|
+
* Modified description of INFO. Sven, 16 Feb 05.
|
|
365
|
+
* =====================================================================
|
|
366
|
+
*
|
|
367
|
+
|
|
368
|
+
|
|
369
|
+
</PRE>
|
|
370
|
+
<A HREF="#top">go to the page top</A>
|
|
371
|
+
|
|
372
|
+
<A NAME="cheevr"></A>
|
|
373
|
+
<H2>cheevr</H2>
|
|
374
|
+
<PRE>
|
|
375
|
+
USAGE:
|
|
376
|
+
m, w, z, isuppz, work, rwork, iwork, info, a = NumRu::Lapack.cheevr( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
|
|
377
|
+
|
|
378
|
+
|
|
379
|
+
FORTRAN MANUAL
|
|
380
|
+
SUBROUTINE CHEEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
|
|
381
|
+
|
|
382
|
+
* Purpose
|
|
383
|
+
* =======
|
|
384
|
+
*
|
|
385
|
+
* CHEEVR computes selected eigenvalues and, optionally, eigenvectors
|
|
386
|
+
* of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
|
|
387
|
+
* be selected by specifying either a range of values or a range of
|
|
388
|
+
* indices for the desired eigenvalues.
|
|
389
|
+
*
|
|
390
|
+
* CHEEVR first reduces the matrix A to tridiagonal form T with a call
|
|
391
|
+
* to CHETRD. Then, whenever possible, CHEEVR calls CSTEMR to compute
|
|
392
|
+
* the eigenspectrum using Relatively Robust Representations. CSTEMR
|
|
393
|
+
* computes eigenvalues by the dqds algorithm, while orthogonal
|
|
394
|
+
* eigenvectors are computed from various "good" L D L^T representations
|
|
395
|
+
* (also known as Relatively Robust Representations). Gram-Schmidt
|
|
396
|
+
* orthogonalization is avoided as far as possible. More specifically,
|
|
397
|
+
* the various steps of the algorithm are as follows.
|
|
398
|
+
*
|
|
399
|
+
* For each unreduced block (submatrix) of T,
|
|
400
|
+
* (a) Compute T - sigma I = L D L^T, so that L and D
|
|
401
|
+
* define all the wanted eigenvalues to high relative accuracy.
|
|
402
|
+
* This means that small relative changes in the entries of D and L
|
|
403
|
+
* cause only small relative changes in the eigenvalues and
|
|
404
|
+
* eigenvectors. The standard (unfactored) representation of the
|
|
405
|
+
* tridiagonal matrix T does not have this property in general.
|
|
406
|
+
* (b) Compute the eigenvalues to suitable accuracy.
|
|
407
|
+
* If the eigenvectors are desired, the algorithm attains full
|
|
408
|
+
* accuracy of the computed eigenvalues only right before
|
|
409
|
+
* the corresponding vectors have to be computed, see steps c) and d).
|
|
410
|
+
* (c) For each cluster of close eigenvalues, select a new
|
|
411
|
+
* shift close to the cluster, find a new factorization, and refine
|
|
412
|
+
* the shifted eigenvalues to suitable accuracy.
|
|
413
|
+
* (d) For each eigenvalue with a large enough relative separation compute
|
|
414
|
+
* the corresponding eigenvector by forming a rank revealing twisted
|
|
415
|
+
* factorization. Go back to (c) for any clusters that remain.
|
|
416
|
+
*
|
|
417
|
+
* The desired accuracy of the output can be specified by the input
|
|
418
|
+
* parameter ABSTOL.
|
|
419
|
+
*
|
|
420
|
+
* For more details, see DSTEMR's documentation and:
|
|
421
|
+
* - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
|
|
422
|
+
* to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
|
|
423
|
+
* Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
|
|
424
|
+
* - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
|
|
425
|
+
* Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
|
|
426
|
+
* 2004. Also LAPACK Working Note 154.
|
|
427
|
+
* - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
|
|
428
|
+
* tridiagonal eigenvalue/eigenvector problem",
|
|
429
|
+
* Computer Science Division Technical Report No. UCB/CSD-97-971,
|
|
430
|
+
* UC Berkeley, May 1997.
|
|
431
|
+
*
|
|
432
|
+
*
|
|
433
|
+
* Note 1 : CHEEVR calls CSTEMR when the full spectrum is requested
|
|
434
|
+
* on machines which conform to the ieee-754 floating point standard.
|
|
435
|
+
* CHEEVR calls SSTEBZ and CSTEIN on non-ieee machines and
|
|
436
|
+
* when partial spectrum requests are made.
|
|
437
|
+
*
|
|
438
|
+
* Normal execution of CSTEMR may create NaNs and infinities and
|
|
439
|
+
* hence may abort due to a floating point exception in environments
|
|
440
|
+
* which do not handle NaNs and infinities in the ieee standard default
|
|
441
|
+
* manner.
|
|
442
|
+
*
|
|
443
|
+
|
|
444
|
+
* Arguments
|
|
445
|
+
* =========
|
|
446
|
+
*
|
|
447
|
+
* JOBZ (input) CHARACTER*1
|
|
448
|
+
* = 'N': Compute eigenvalues only;
|
|
449
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
450
|
+
*
|
|
451
|
+
* RANGE (input) CHARACTER*1
|
|
452
|
+
* = 'A': all eigenvalues will be found.
|
|
453
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
454
|
+
* will be found.
|
|
455
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
456
|
+
********** For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and
|
|
457
|
+
********** CSTEIN are called
|
|
458
|
+
*
|
|
459
|
+
* UPLO (input) CHARACTER*1
|
|
460
|
+
* = 'U': Upper triangle of A is stored;
|
|
461
|
+
* = 'L': Lower triangle of A is stored.
|
|
462
|
+
*
|
|
463
|
+
* N (input) INTEGER
|
|
464
|
+
* The order of the matrix A. N >= 0.
|
|
465
|
+
*
|
|
466
|
+
* A (input/output) COMPLEX array, dimension (LDA, N)
|
|
467
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
|
468
|
+
* leading N-by-N upper triangular part of A contains the
|
|
469
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
470
|
+
* the leading N-by-N lower triangular part of A contains
|
|
471
|
+
* the lower triangular part of the matrix A.
|
|
472
|
+
* On exit, the lower triangle (if UPLO='L') or the upper
|
|
473
|
+
* triangle (if UPLO='U') of A, including the diagonal, is
|
|
474
|
+
* destroyed.
|
|
475
|
+
*
|
|
476
|
+
* LDA (input) INTEGER
|
|
477
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
478
|
+
*
|
|
479
|
+
* VL (input) REAL
|
|
480
|
+
* VU (input) REAL
|
|
481
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
482
|
+
* be searched for eigenvalues. VL < VU.
|
|
483
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
484
|
+
*
|
|
485
|
+
* IL (input) INTEGER
|
|
486
|
+
* IU (input) INTEGER
|
|
487
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
488
|
+
* smallest and largest eigenvalues to be returned.
|
|
489
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
490
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
491
|
+
*
|
|
492
|
+
* ABSTOL (input) REAL
|
|
493
|
+
* The absolute error tolerance for the eigenvalues.
|
|
494
|
+
* An approximate eigenvalue is accepted as converged
|
|
495
|
+
* when it is determined to lie in an interval [a,b]
|
|
496
|
+
* of width less than or equal to
|
|
497
|
+
*
|
|
498
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
499
|
+
*
|
|
500
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
501
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
502
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
503
|
+
* by reducing A to tridiagonal form.
|
|
504
|
+
*
|
|
505
|
+
* See "Computing Small Singular Values of Bidiagonal Matrices
|
|
506
|
+
* with Guaranteed High Relative Accuracy," by Demmel and
|
|
507
|
+
* Kahan, LAPACK Working Note #3.
|
|
508
|
+
*
|
|
509
|
+
* If high relative accuracy is important, set ABSTOL to
|
|
510
|
+
* SLAMCH( 'Safe minimum' ). Doing so will guarantee that
|
|
511
|
+
* eigenvalues are computed to high relative accuracy when
|
|
512
|
+
* possible in future releases. The current code does not
|
|
513
|
+
* make any guarantees about high relative accuracy, but
|
|
514
|
+
* furutre releases will. See J. Barlow and J. Demmel,
|
|
515
|
+
* "Computing Accurate Eigensystems of Scaled Diagonally
|
|
516
|
+
* Dominant Matrices", LAPACK Working Note #7, for a discussion
|
|
517
|
+
* of which matrices define their eigenvalues to high relative
|
|
518
|
+
* accuracy.
|
|
519
|
+
*
|
|
520
|
+
* M (output) INTEGER
|
|
521
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
522
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
523
|
+
*
|
|
524
|
+
* W (output) REAL array, dimension (N)
|
|
525
|
+
* The first M elements contain the selected eigenvalues in
|
|
526
|
+
* ascending order.
|
|
527
|
+
*
|
|
528
|
+
* Z (output) COMPLEX array, dimension (LDZ, max(1,M))
|
|
529
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
530
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
531
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
532
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
533
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
534
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
535
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
536
|
+
* is not known in advance and an upper bound must be used.
|
|
537
|
+
*
|
|
538
|
+
* LDZ (input) INTEGER
|
|
539
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
540
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
541
|
+
*
|
|
542
|
+
* ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) )
|
|
543
|
+
* The support of the eigenvectors in Z, i.e., the indices
|
|
544
|
+
* indicating the nonzero elements in Z. The i-th eigenvector
|
|
545
|
+
* is nonzero only in elements ISUPPZ( 2*i-1 ) through
|
|
546
|
+
* ISUPPZ( 2*i ).
|
|
547
|
+
********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
|
|
548
|
+
*
|
|
549
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
550
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
551
|
+
*
|
|
552
|
+
* LWORK (input) INTEGER
|
|
553
|
+
* The length of the array WORK. LWORK >= max(1,2*N).
|
|
554
|
+
* For optimal efficiency, LWORK >= (NB+1)*N,
|
|
555
|
+
* where NB is the max of the blocksize for CHETRD and for
|
|
556
|
+
* CUNMTR as returned by ILAENV.
|
|
557
|
+
*
|
|
558
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
559
|
+
* only calculates the optimal sizes of the WORK, RWORK and
|
|
560
|
+
* IWORK arrays, returns these values as the first entries of
|
|
561
|
+
* the WORK, RWORK and IWORK arrays, and no error message
|
|
562
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
563
|
+
*
|
|
564
|
+
* RWORK (workspace/output) REAL array, dimension (MAX(1,LRWORK))
|
|
565
|
+
* On exit, if INFO = 0, RWORK(1) returns the optimal
|
|
566
|
+
* (and minimal) LRWORK.
|
|
567
|
+
*
|
|
568
|
+
* LRWORK (input) INTEGER
|
|
569
|
+
* The length of the array RWORK. LRWORK >= max(1,24*N).
|
|
570
|
+
*
|
|
571
|
+
* If LRWORK = -1, then a workspace query is assumed; the
|
|
572
|
+
* routine only calculates the optimal sizes of the WORK, RWORK
|
|
573
|
+
* and IWORK arrays, returns these values as the first entries
|
|
574
|
+
* of the WORK, RWORK and IWORK arrays, and no error message
|
|
575
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
576
|
+
*
|
|
577
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
578
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal
|
|
579
|
+
* (and minimal) LIWORK.
|
|
580
|
+
*
|
|
581
|
+
* LIWORK (input) INTEGER
|
|
582
|
+
* The dimension of the array IWORK. LIWORK >= max(1,10*N).
|
|
583
|
+
*
|
|
584
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
585
|
+
* routine only calculates the optimal sizes of the WORK, RWORK
|
|
586
|
+
* and IWORK arrays, returns these values as the first entries
|
|
587
|
+
* of the WORK, RWORK and IWORK arrays, and no error message
|
|
588
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
589
|
+
*
|
|
590
|
+
* INFO (output) INTEGER
|
|
591
|
+
* = 0: successful exit
|
|
592
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
593
|
+
* > 0: Internal error
|
|
594
|
+
*
|
|
595
|
+
|
|
596
|
+
* Further Details
|
|
597
|
+
* ===============
|
|
598
|
+
*
|
|
599
|
+
* Based on contributions by
|
|
600
|
+
* Inderjit Dhillon, IBM Almaden, USA
|
|
601
|
+
* Osni Marques, LBNL/NERSC, USA
|
|
602
|
+
* Ken Stanley, Computer Science Division, University of
|
|
603
|
+
* California at Berkeley, USA
|
|
604
|
+
* Jason Riedy, Computer Science Division, University of
|
|
605
|
+
* California at Berkeley, USA
|
|
606
|
+
*
|
|
607
|
+
* =====================================================================
|
|
608
|
+
*
|
|
609
|
+
|
|
610
|
+
|
|
611
|
+
</PRE>
|
|
612
|
+
<A HREF="#top">go to the page top</A>
|
|
613
|
+
|
|
614
|
+
<A NAME="cheevx"></A>
|
|
615
|
+
<H2>cheevx</H2>
|
|
616
|
+
<PRE>
|
|
617
|
+
USAGE:
|
|
618
|
+
m, w, z, work, ifail, info, a = NumRu::Lapack.cheevx( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
|
|
619
|
+
|
|
620
|
+
|
|
621
|
+
FORTRAN MANUAL
|
|
622
|
+
SUBROUTINE CHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO )
|
|
623
|
+
|
|
624
|
+
* Purpose
|
|
625
|
+
* =======
|
|
626
|
+
*
|
|
627
|
+
* CHEEVX computes selected eigenvalues and, optionally, eigenvectors
|
|
628
|
+
* of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
|
|
629
|
+
* be selected by specifying either a range of values or a range of
|
|
630
|
+
* indices for the desired eigenvalues.
|
|
631
|
+
*
|
|
632
|
+
|
|
633
|
+
* Arguments
|
|
634
|
+
* =========
|
|
635
|
+
*
|
|
636
|
+
* JOBZ (input) CHARACTER*1
|
|
637
|
+
* = 'N': Compute eigenvalues only;
|
|
638
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
639
|
+
*
|
|
640
|
+
* RANGE (input) CHARACTER*1
|
|
641
|
+
* = 'A': all eigenvalues will be found.
|
|
642
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
643
|
+
* will be found.
|
|
644
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
645
|
+
*
|
|
646
|
+
* UPLO (input) CHARACTER*1
|
|
647
|
+
* = 'U': Upper triangle of A is stored;
|
|
648
|
+
* = 'L': Lower triangle of A is stored.
|
|
649
|
+
*
|
|
650
|
+
* N (input) INTEGER
|
|
651
|
+
* The order of the matrix A. N >= 0.
|
|
652
|
+
*
|
|
653
|
+
* A (input/output) COMPLEX array, dimension (LDA, N)
|
|
654
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
|
655
|
+
* leading N-by-N upper triangular part of A contains the
|
|
656
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
657
|
+
* the leading N-by-N lower triangular part of A contains
|
|
658
|
+
* the lower triangular part of the matrix A.
|
|
659
|
+
* On exit, the lower triangle (if UPLO='L') or the upper
|
|
660
|
+
* triangle (if UPLO='U') of A, including the diagonal, is
|
|
661
|
+
* destroyed.
|
|
662
|
+
*
|
|
663
|
+
* LDA (input) INTEGER
|
|
664
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
665
|
+
*
|
|
666
|
+
* VL (input) REAL
|
|
667
|
+
* VU (input) REAL
|
|
668
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
669
|
+
* be searched for eigenvalues. VL < VU.
|
|
670
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
671
|
+
*
|
|
672
|
+
* IL (input) INTEGER
|
|
673
|
+
* IU (input) INTEGER
|
|
674
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
675
|
+
* smallest and largest eigenvalues to be returned.
|
|
676
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
677
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
678
|
+
*
|
|
679
|
+
* ABSTOL (input) REAL
|
|
680
|
+
* The absolute error tolerance for the eigenvalues.
|
|
681
|
+
* An approximate eigenvalue is accepted as converged
|
|
682
|
+
* when it is determined to lie in an interval [a,b]
|
|
683
|
+
* of width less than or equal to
|
|
684
|
+
*
|
|
685
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
686
|
+
*
|
|
687
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
688
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
689
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
690
|
+
* by reducing A to tridiagonal form.
|
|
691
|
+
*
|
|
692
|
+
* Eigenvalues will be computed most accurately when ABSTOL is
|
|
693
|
+
* set to twice the underflow threshold 2*SLAMCH('S'), not zero.
|
|
694
|
+
* If this routine returns with INFO>0, indicating that some
|
|
695
|
+
* eigenvectors did not converge, try setting ABSTOL to
|
|
696
|
+
* 2*SLAMCH('S').
|
|
697
|
+
*
|
|
698
|
+
* See "Computing Small Singular Values of Bidiagonal Matrices
|
|
699
|
+
* with Guaranteed High Relative Accuracy," by Demmel and
|
|
700
|
+
* Kahan, LAPACK Working Note #3.
|
|
701
|
+
*
|
|
702
|
+
* M (output) INTEGER
|
|
703
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
704
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
705
|
+
*
|
|
706
|
+
* W (output) REAL array, dimension (N)
|
|
707
|
+
* On normal exit, the first M elements contain the selected
|
|
708
|
+
* eigenvalues in ascending order.
|
|
709
|
+
*
|
|
710
|
+
* Z (output) COMPLEX array, dimension (LDZ, max(1,M))
|
|
711
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
712
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
713
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
714
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
715
|
+
* If an eigenvector fails to converge, then that column of Z
|
|
716
|
+
* contains the latest approximation to the eigenvector, and the
|
|
717
|
+
* index of the eigenvector is returned in IFAIL.
|
|
718
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
719
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
720
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
721
|
+
* is not known in advance and an upper bound must be used.
|
|
722
|
+
*
|
|
723
|
+
* LDZ (input) INTEGER
|
|
724
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
725
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
726
|
+
*
|
|
727
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
728
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
729
|
+
*
|
|
730
|
+
* LWORK (input) INTEGER
|
|
731
|
+
* The length of the array WORK. LWORK >= 1, when N <= 1;
|
|
732
|
+
* otherwise 2*N.
|
|
733
|
+
* For optimal efficiency, LWORK >= (NB+1)*N,
|
|
734
|
+
* where NB is the max of the blocksize for CHETRD and for
|
|
735
|
+
* CUNMTR as returned by ILAENV.
|
|
736
|
+
*
|
|
737
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
738
|
+
* only calculates the optimal size of the WORK array, returns
|
|
739
|
+
* this value as the first entry of the WORK array, and no error
|
|
740
|
+
* message related to LWORK is issued by XERBLA.
|
|
741
|
+
*
|
|
742
|
+
* RWORK (workspace) REAL array, dimension (7*N)
|
|
743
|
+
*
|
|
744
|
+
* IWORK (workspace) INTEGER array, dimension (5*N)
|
|
745
|
+
*
|
|
746
|
+
* IFAIL (output) INTEGER array, dimension (N)
|
|
747
|
+
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
|
748
|
+
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
|
749
|
+
* indices of the eigenvectors that failed to converge.
|
|
750
|
+
* If JOBZ = 'N', then IFAIL is not referenced.
|
|
751
|
+
*
|
|
752
|
+
* INFO (output) INTEGER
|
|
753
|
+
* = 0: successful exit
|
|
754
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
755
|
+
* > 0: if INFO = i, then i eigenvectors failed to converge.
|
|
756
|
+
* Their indices are stored in array IFAIL.
|
|
757
|
+
*
|
|
758
|
+
|
|
759
|
+
* =====================================================================
|
|
760
|
+
*
|
|
761
|
+
|
|
762
|
+
|
|
763
|
+
</PRE>
|
|
764
|
+
<A HREF="#top">go to the page top</A>
|
|
765
|
+
|
|
766
|
+
<A NAME="chegs2"></A>
|
|
767
|
+
<H2>chegs2</H2>
|
|
768
|
+
<PRE>
|
|
769
|
+
USAGE:
|
|
770
|
+
info, a = NumRu::Lapack.chegs2( itype, uplo, a, b, [:usage => usage, :help => help])
|
|
771
|
+
|
|
772
|
+
|
|
773
|
+
FORTRAN MANUAL
|
|
774
|
+
SUBROUTINE CHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
|
|
775
|
+
|
|
776
|
+
* Purpose
|
|
777
|
+
* =======
|
|
778
|
+
*
|
|
779
|
+
* CHEGS2 reduces a complex Hermitian-definite generalized
|
|
780
|
+
* eigenproblem to standard form.
|
|
781
|
+
*
|
|
782
|
+
* If ITYPE = 1, the problem is A*x = lambda*B*x,
|
|
783
|
+
* and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L')
|
|
784
|
+
*
|
|
785
|
+
* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
|
|
786
|
+
* B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L.
|
|
787
|
+
*
|
|
788
|
+
* B must have been previously factorized as U'*U or L*L' by CPOTRF.
|
|
789
|
+
*
|
|
790
|
+
|
|
791
|
+
* Arguments
|
|
792
|
+
* =========
|
|
793
|
+
*
|
|
794
|
+
* ITYPE (input) INTEGER
|
|
795
|
+
* = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
|
|
796
|
+
* = 2 or 3: compute U*A*U' or L'*A*L.
|
|
797
|
+
*
|
|
798
|
+
* UPLO (input) CHARACTER*1
|
|
799
|
+
* Specifies whether the upper or lower triangular part of the
|
|
800
|
+
* Hermitian matrix A is stored, and how B has been factorized.
|
|
801
|
+
* = 'U': Upper triangular
|
|
802
|
+
* = 'L': Lower triangular
|
|
803
|
+
*
|
|
804
|
+
* N (input) INTEGER
|
|
805
|
+
* The order of the matrices A and B. N >= 0.
|
|
806
|
+
*
|
|
807
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
808
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
|
809
|
+
* n by n upper triangular part of A contains the upper
|
|
810
|
+
* triangular part of the matrix A, and the strictly lower
|
|
811
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
812
|
+
* leading n by n lower triangular part of A contains the lower
|
|
813
|
+
* triangular part of the matrix A, and the strictly upper
|
|
814
|
+
* triangular part of A is not referenced.
|
|
815
|
+
*
|
|
816
|
+
* On exit, if INFO = 0, the transformed matrix, stored in the
|
|
817
|
+
* same format as A.
|
|
818
|
+
*
|
|
819
|
+
* LDA (input) INTEGER
|
|
820
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
821
|
+
*
|
|
822
|
+
* B (input) COMPLEX array, dimension (LDB,N)
|
|
823
|
+
* The triangular factor from the Cholesky factorization of B,
|
|
824
|
+
* as returned by CPOTRF.
|
|
825
|
+
*
|
|
826
|
+
* LDB (input) INTEGER
|
|
827
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
828
|
+
*
|
|
829
|
+
* INFO (output) INTEGER
|
|
830
|
+
* = 0: successful exit.
|
|
831
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
|
832
|
+
*
|
|
833
|
+
|
|
834
|
+
* =====================================================================
|
|
835
|
+
*
|
|
836
|
+
|
|
837
|
+
|
|
838
|
+
</PRE>
|
|
839
|
+
<A HREF="#top">go to the page top</A>
|
|
840
|
+
|
|
841
|
+
<A NAME="chegst"></A>
|
|
842
|
+
<H2>chegst</H2>
|
|
843
|
+
<PRE>
|
|
844
|
+
USAGE:
|
|
845
|
+
info, a = NumRu::Lapack.chegst( itype, uplo, a, b, [:usage => usage, :help => help])
|
|
846
|
+
|
|
847
|
+
|
|
848
|
+
FORTRAN MANUAL
|
|
849
|
+
SUBROUTINE CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
|
|
850
|
+
|
|
851
|
+
* Purpose
|
|
852
|
+
* =======
|
|
853
|
+
*
|
|
854
|
+
* CHEGST reduces a complex Hermitian-definite generalized
|
|
855
|
+
* eigenproblem to standard form.
|
|
856
|
+
*
|
|
857
|
+
* If ITYPE = 1, the problem is A*x = lambda*B*x,
|
|
858
|
+
* and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
|
|
859
|
+
*
|
|
860
|
+
* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
|
|
861
|
+
* B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
|
|
862
|
+
*
|
|
863
|
+
* B must have been previously factorized as U**H*U or L*L**H by CPOTRF.
|
|
864
|
+
*
|
|
865
|
+
|
|
866
|
+
* Arguments
|
|
867
|
+
* =========
|
|
868
|
+
*
|
|
869
|
+
* ITYPE (input) INTEGER
|
|
870
|
+
* = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
|
|
871
|
+
* = 2 or 3: compute U*A*U**H or L**H*A*L.
|
|
872
|
+
*
|
|
873
|
+
* UPLO (input) CHARACTER*1
|
|
874
|
+
* = 'U': Upper triangle of A is stored and B is factored as
|
|
875
|
+
* U**H*U;
|
|
876
|
+
* = 'L': Lower triangle of A is stored and B is factored as
|
|
877
|
+
* L*L**H.
|
|
878
|
+
*
|
|
879
|
+
* N (input) INTEGER
|
|
880
|
+
* The order of the matrices A and B. N >= 0.
|
|
881
|
+
*
|
|
882
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
883
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
|
884
|
+
* N-by-N upper triangular part of A contains the upper
|
|
885
|
+
* triangular part of the matrix A, and the strictly lower
|
|
886
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
887
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
888
|
+
* triangular part of the matrix A, and the strictly upper
|
|
889
|
+
* triangular part of A is not referenced.
|
|
890
|
+
*
|
|
891
|
+
* On exit, if INFO = 0, the transformed matrix, stored in the
|
|
892
|
+
* same format as A.
|
|
893
|
+
*
|
|
894
|
+
* LDA (input) INTEGER
|
|
895
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
896
|
+
*
|
|
897
|
+
* B (input) COMPLEX array, dimension (LDB,N)
|
|
898
|
+
* The triangular factor from the Cholesky factorization of B,
|
|
899
|
+
* as returned by CPOTRF.
|
|
900
|
+
*
|
|
901
|
+
* LDB (input) INTEGER
|
|
902
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
903
|
+
*
|
|
904
|
+
* INFO (output) INTEGER
|
|
905
|
+
* = 0: successful exit
|
|
906
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
907
|
+
*
|
|
908
|
+
|
|
909
|
+
* =====================================================================
|
|
910
|
+
*
|
|
911
|
+
|
|
912
|
+
|
|
913
|
+
</PRE>
|
|
914
|
+
<A HREF="#top">go to the page top</A>
|
|
915
|
+
|
|
916
|
+
<A NAME="chegv"></A>
|
|
917
|
+
<H2>chegv</H2>
|
|
918
|
+
<PRE>
|
|
919
|
+
USAGE:
|
|
920
|
+
w, work, info, a, b = NumRu::Lapack.chegv( itype, jobz, uplo, a, b, [:lwork => lwork, :usage => usage, :help => help])
|
|
921
|
+
|
|
922
|
+
|
|
923
|
+
FORTRAN MANUAL
|
|
924
|
+
SUBROUTINE CHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, INFO )
|
|
925
|
+
|
|
926
|
+
* Purpose
|
|
927
|
+
* =======
|
|
928
|
+
*
|
|
929
|
+
* CHEGV computes all the eigenvalues, and optionally, the eigenvectors
|
|
930
|
+
* of a complex generalized Hermitian-definite eigenproblem, of the form
|
|
931
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
|
|
932
|
+
* Here A and B are assumed to be Hermitian and B is also
|
|
933
|
+
* positive definite.
|
|
934
|
+
*
|
|
935
|
+
|
|
936
|
+
* Arguments
|
|
937
|
+
* =========
|
|
938
|
+
*
|
|
939
|
+
* ITYPE (input) INTEGER
|
|
940
|
+
* Specifies the problem type to be solved:
|
|
941
|
+
* = 1: A*x = (lambda)*B*x
|
|
942
|
+
* = 2: A*B*x = (lambda)*x
|
|
943
|
+
* = 3: B*A*x = (lambda)*x
|
|
944
|
+
*
|
|
945
|
+
* JOBZ (input) CHARACTER*1
|
|
946
|
+
* = 'N': Compute eigenvalues only;
|
|
947
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
948
|
+
*
|
|
949
|
+
* UPLO (input) CHARACTER*1
|
|
950
|
+
* = 'U': Upper triangles of A and B are stored;
|
|
951
|
+
* = 'L': Lower triangles of A and B are stored.
|
|
952
|
+
*
|
|
953
|
+
* N (input) INTEGER
|
|
954
|
+
* The order of the matrices A and B. N >= 0.
|
|
955
|
+
*
|
|
956
|
+
* A (input/output) COMPLEX array, dimension (LDA, N)
|
|
957
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
|
958
|
+
* leading N-by-N upper triangular part of A contains the
|
|
959
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
960
|
+
* the leading N-by-N lower triangular part of A contains
|
|
961
|
+
* the lower triangular part of the matrix A.
|
|
962
|
+
*
|
|
963
|
+
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
|
964
|
+
* matrix Z of eigenvectors. The eigenvectors are normalized
|
|
965
|
+
* as follows:
|
|
966
|
+
* if ITYPE = 1 or 2, Z**H*B*Z = I;
|
|
967
|
+
* if ITYPE = 3, Z**H*inv(B)*Z = I.
|
|
968
|
+
* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
|
|
969
|
+
* or the lower triangle (if UPLO='L') of A, including the
|
|
970
|
+
* diagonal, is destroyed.
|
|
971
|
+
*
|
|
972
|
+
* LDA (input) INTEGER
|
|
973
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
974
|
+
*
|
|
975
|
+
* B (input/output) COMPLEX array, dimension (LDB, N)
|
|
976
|
+
* On entry, the Hermitian positive definite matrix B.
|
|
977
|
+
* If UPLO = 'U', the leading N-by-N upper triangular part of B
|
|
978
|
+
* contains the upper triangular part of the matrix B.
|
|
979
|
+
* If UPLO = 'L', the leading N-by-N lower triangular part of B
|
|
980
|
+
* contains the lower triangular part of the matrix B.
|
|
981
|
+
*
|
|
982
|
+
* On exit, if INFO <= N, the part of B containing the matrix is
|
|
983
|
+
* overwritten by the triangular factor U or L from the Cholesky
|
|
984
|
+
* factorization B = U**H*U or B = L*L**H.
|
|
985
|
+
*
|
|
986
|
+
* LDB (input) INTEGER
|
|
987
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
988
|
+
*
|
|
989
|
+
* W (output) REAL array, dimension (N)
|
|
990
|
+
* If INFO = 0, the eigenvalues in ascending order.
|
|
991
|
+
*
|
|
992
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
993
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
994
|
+
*
|
|
995
|
+
* LWORK (input) INTEGER
|
|
996
|
+
* The length of the array WORK. LWORK >= max(1,2*N-1).
|
|
997
|
+
* For optimal efficiency, LWORK >= (NB+1)*N,
|
|
998
|
+
* where NB is the blocksize for CHETRD returned by ILAENV.
|
|
999
|
+
*
|
|
1000
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1001
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1002
|
+
* this value as the first entry of the WORK array, and no error
|
|
1003
|
+
* message related to LWORK is issued by XERBLA.
|
|
1004
|
+
*
|
|
1005
|
+
* RWORK (workspace) REAL array, dimension (max(1, 3*N-2))
|
|
1006
|
+
*
|
|
1007
|
+
* INFO (output) INTEGER
|
|
1008
|
+
* = 0: successful exit
|
|
1009
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1010
|
+
* > 0: CPOTRF or CHEEV returned an error code:
|
|
1011
|
+
* <= N: if INFO = i, CHEEV failed to converge;
|
|
1012
|
+
* i off-diagonal elements of an intermediate
|
|
1013
|
+
* tridiagonal form did not converge to zero;
|
|
1014
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
1015
|
+
* minor of order i of B is not positive definite.
|
|
1016
|
+
* The factorization of B could not be completed and
|
|
1017
|
+
* no eigenvalues or eigenvectors were computed.
|
|
1018
|
+
*
|
|
1019
|
+
|
|
1020
|
+
* =====================================================================
|
|
1021
|
+
*
|
|
1022
|
+
|
|
1023
|
+
|
|
1024
|
+
</PRE>
|
|
1025
|
+
<A HREF="#top">go to the page top</A>
|
|
1026
|
+
|
|
1027
|
+
<A NAME="chegvd"></A>
|
|
1028
|
+
<H2>chegvd</H2>
|
|
1029
|
+
<PRE>
|
|
1030
|
+
USAGE:
|
|
1031
|
+
w, work, rwork, iwork, info, a, b = NumRu::Lapack.chegvd( itype, jobz, uplo, a, b, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
|
|
1032
|
+
|
|
1033
|
+
|
|
1034
|
+
FORTRAN MANUAL
|
|
1035
|
+
SUBROUTINE CHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
|
|
1036
|
+
|
|
1037
|
+
* Purpose
|
|
1038
|
+
* =======
|
|
1039
|
+
*
|
|
1040
|
+
* CHEGVD computes all the eigenvalues, and optionally, the eigenvectors
|
|
1041
|
+
* of a complex generalized Hermitian-definite eigenproblem, of the form
|
|
1042
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
|
|
1043
|
+
* B are assumed to be Hermitian and B is also positive definite.
|
|
1044
|
+
* If eigenvectors are desired, it uses a divide and conquer algorithm.
|
|
1045
|
+
*
|
|
1046
|
+
* The divide and conquer algorithm makes very mild assumptions about
|
|
1047
|
+
* floating point arithmetic. It will work on machines with a guard
|
|
1048
|
+
* digit in add/subtract, or on those binary machines without guard
|
|
1049
|
+
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
|
|
1050
|
+
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
|
|
1051
|
+
* without guard digits, but we know of none.
|
|
1052
|
+
*
|
|
1053
|
+
|
|
1054
|
+
* Arguments
|
|
1055
|
+
* =========
|
|
1056
|
+
*
|
|
1057
|
+
* ITYPE (input) INTEGER
|
|
1058
|
+
* Specifies the problem type to be solved:
|
|
1059
|
+
* = 1: A*x = (lambda)*B*x
|
|
1060
|
+
* = 2: A*B*x = (lambda)*x
|
|
1061
|
+
* = 3: B*A*x = (lambda)*x
|
|
1062
|
+
*
|
|
1063
|
+
* JOBZ (input) CHARACTER*1
|
|
1064
|
+
* = 'N': Compute eigenvalues only;
|
|
1065
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
1066
|
+
*
|
|
1067
|
+
* UPLO (input) CHARACTER*1
|
|
1068
|
+
* = 'U': Upper triangles of A and B are stored;
|
|
1069
|
+
* = 'L': Lower triangles of A and B are stored.
|
|
1070
|
+
*
|
|
1071
|
+
* N (input) INTEGER
|
|
1072
|
+
* The order of the matrices A and B. N >= 0.
|
|
1073
|
+
*
|
|
1074
|
+
* A (input/output) COMPLEX array, dimension (LDA, N)
|
|
1075
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
|
1076
|
+
* leading N-by-N upper triangular part of A contains the
|
|
1077
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
1078
|
+
* the leading N-by-N lower triangular part of A contains
|
|
1079
|
+
* the lower triangular part of the matrix A.
|
|
1080
|
+
*
|
|
1081
|
+
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
|
1082
|
+
* matrix Z of eigenvectors. The eigenvectors are normalized
|
|
1083
|
+
* as follows:
|
|
1084
|
+
* if ITYPE = 1 or 2, Z**H*B*Z = I;
|
|
1085
|
+
* if ITYPE = 3, Z**H*inv(B)*Z = I.
|
|
1086
|
+
* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
|
|
1087
|
+
* or the lower triangle (if UPLO='L') of A, including the
|
|
1088
|
+
* diagonal, is destroyed.
|
|
1089
|
+
*
|
|
1090
|
+
* LDA (input) INTEGER
|
|
1091
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1092
|
+
*
|
|
1093
|
+
* B (input/output) COMPLEX array, dimension (LDB, N)
|
|
1094
|
+
* On entry, the Hermitian matrix B. If UPLO = 'U', the
|
|
1095
|
+
* leading N-by-N upper triangular part of B contains the
|
|
1096
|
+
* upper triangular part of the matrix B. If UPLO = 'L',
|
|
1097
|
+
* the leading N-by-N lower triangular part of B contains
|
|
1098
|
+
* the lower triangular part of the matrix B.
|
|
1099
|
+
*
|
|
1100
|
+
* On exit, if INFO <= N, the part of B containing the matrix is
|
|
1101
|
+
* overwritten by the triangular factor U or L from the Cholesky
|
|
1102
|
+
* factorization B = U**H*U or B = L*L**H.
|
|
1103
|
+
*
|
|
1104
|
+
* LDB (input) INTEGER
|
|
1105
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1106
|
+
*
|
|
1107
|
+
* W (output) REAL array, dimension (N)
|
|
1108
|
+
* If INFO = 0, the eigenvalues in ascending order.
|
|
1109
|
+
*
|
|
1110
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
1111
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1112
|
+
*
|
|
1113
|
+
* LWORK (input) INTEGER
|
|
1114
|
+
* The length of the array WORK.
|
|
1115
|
+
* If N <= 1, LWORK >= 1.
|
|
1116
|
+
* If JOBZ = 'N' and N > 1, LWORK >= N + 1.
|
|
1117
|
+
* If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2.
|
|
1118
|
+
*
|
|
1119
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1120
|
+
* only calculates the optimal sizes of the WORK, RWORK and
|
|
1121
|
+
* IWORK arrays, returns these values as the first entries of
|
|
1122
|
+
* the WORK, RWORK and IWORK arrays, and no error message
|
|
1123
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
1124
|
+
*
|
|
1125
|
+
* RWORK (workspace/output) REAL array, dimension (MAX(1,LRWORK))
|
|
1126
|
+
* On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
|
|
1127
|
+
*
|
|
1128
|
+
* LRWORK (input) INTEGER
|
|
1129
|
+
* The dimension of the array RWORK.
|
|
1130
|
+
* If N <= 1, LRWORK >= 1.
|
|
1131
|
+
* If JOBZ = 'N' and N > 1, LRWORK >= N.
|
|
1132
|
+
* If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
|
|
1133
|
+
*
|
|
1134
|
+
* If LRWORK = -1, then a workspace query is assumed; the
|
|
1135
|
+
* routine only calculates the optimal sizes of the WORK, RWORK
|
|
1136
|
+
* and IWORK arrays, returns these values as the first entries
|
|
1137
|
+
* of the WORK, RWORK and IWORK arrays, and no error message
|
|
1138
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
1139
|
+
*
|
|
1140
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
1141
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
|
|
1142
|
+
*
|
|
1143
|
+
* LIWORK (input) INTEGER
|
|
1144
|
+
* The dimension of the array IWORK.
|
|
1145
|
+
* If N <= 1, LIWORK >= 1.
|
|
1146
|
+
* If JOBZ = 'N' and N > 1, LIWORK >= 1.
|
|
1147
|
+
* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
|
|
1148
|
+
*
|
|
1149
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
1150
|
+
* routine only calculates the optimal sizes of the WORK, RWORK
|
|
1151
|
+
* and IWORK arrays, returns these values as the first entries
|
|
1152
|
+
* of the WORK, RWORK and IWORK arrays, and no error message
|
|
1153
|
+
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
|
1154
|
+
*
|
|
1155
|
+
* INFO (output) INTEGER
|
|
1156
|
+
* = 0: successful exit
|
|
1157
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1158
|
+
* > 0: CPOTRF or CHEEVD returned an error code:
|
|
1159
|
+
* <= N: if INFO = i and JOBZ = 'N', then the algorithm
|
|
1160
|
+
* failed to converge; i off-diagonal elements of an
|
|
1161
|
+
* intermediate tridiagonal form did not converge to
|
|
1162
|
+
* zero;
|
|
1163
|
+
* if INFO = i and JOBZ = 'V', then the algorithm
|
|
1164
|
+
* failed to compute an eigenvalue while working on
|
|
1165
|
+
* the submatrix lying in rows and columns INFO/(N+1)
|
|
1166
|
+
* through mod(INFO,N+1);
|
|
1167
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
1168
|
+
* minor of order i of B is not positive definite.
|
|
1169
|
+
* The factorization of B could not be completed and
|
|
1170
|
+
* no eigenvalues or eigenvectors were computed.
|
|
1171
|
+
*
|
|
1172
|
+
|
|
1173
|
+
* Further Details
|
|
1174
|
+
* ===============
|
|
1175
|
+
*
|
|
1176
|
+
* Based on contributions by
|
|
1177
|
+
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
|
1178
|
+
*
|
|
1179
|
+
* Modified so that no backsubstitution is performed if CHEEVD fails to
|
|
1180
|
+
* converge (NEIG in old code could be greater than N causing out of
|
|
1181
|
+
* bounds reference to A - reported by Ralf Meyer). Also corrected the
|
|
1182
|
+
* description of INFO and the test on ITYPE. Sven, 16 Feb 05.
|
|
1183
|
+
* =====================================================================
|
|
1184
|
+
*
|
|
1185
|
+
|
|
1186
|
+
|
|
1187
|
+
</PRE>
|
|
1188
|
+
<A HREF="#top">go to the page top</A>
|
|
1189
|
+
|
|
1190
|
+
<A NAME="chegvx"></A>
|
|
1191
|
+
<H2>chegvx</H2>
|
|
1192
|
+
<PRE>
|
|
1193
|
+
USAGE:
|
|
1194
|
+
m, w, z, work, ifail, info, a, b = NumRu::Lapack.chegvx( itype, jobz, range, uplo, a, b, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
|
|
1195
|
+
|
|
1196
|
+
|
|
1197
|
+
FORTRAN MANUAL
|
|
1198
|
+
SUBROUTINE CHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO )
|
|
1199
|
+
|
|
1200
|
+
* Purpose
|
|
1201
|
+
* =======
|
|
1202
|
+
*
|
|
1203
|
+
* CHEGVX computes selected eigenvalues, and optionally, eigenvectors
|
|
1204
|
+
* of a complex generalized Hermitian-definite eigenproblem, of the form
|
|
1205
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
|
|
1206
|
+
* B are assumed to be Hermitian and B is also positive definite.
|
|
1207
|
+
* Eigenvalues and eigenvectors can be selected by specifying either a
|
|
1208
|
+
* range of values or a range of indices for the desired eigenvalues.
|
|
1209
|
+
*
|
|
1210
|
+
|
|
1211
|
+
* Arguments
|
|
1212
|
+
* =========
|
|
1213
|
+
*
|
|
1214
|
+
* ITYPE (input) INTEGER
|
|
1215
|
+
* Specifies the problem type to be solved:
|
|
1216
|
+
* = 1: A*x = (lambda)*B*x
|
|
1217
|
+
* = 2: A*B*x = (lambda)*x
|
|
1218
|
+
* = 3: B*A*x = (lambda)*x
|
|
1219
|
+
*
|
|
1220
|
+
* JOBZ (input) CHARACTER*1
|
|
1221
|
+
* = 'N': Compute eigenvalues only;
|
|
1222
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
1223
|
+
*
|
|
1224
|
+
* RANGE (input) CHARACTER*1
|
|
1225
|
+
* = 'A': all eigenvalues will be found.
|
|
1226
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
1227
|
+
* will be found.
|
|
1228
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
1229
|
+
**
|
|
1230
|
+
* UPLO (input) CHARACTER*1
|
|
1231
|
+
* = 'U': Upper triangles of A and B are stored;
|
|
1232
|
+
* = 'L': Lower triangles of A and B are stored.
|
|
1233
|
+
*
|
|
1234
|
+
* N (input) INTEGER
|
|
1235
|
+
* The order of the matrices A and B. N >= 0.
|
|
1236
|
+
*
|
|
1237
|
+
* A (input/output) COMPLEX array, dimension (LDA, N)
|
|
1238
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
|
1239
|
+
* leading N-by-N upper triangular part of A contains the
|
|
1240
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
1241
|
+
* the leading N-by-N lower triangular part of A contains
|
|
1242
|
+
* the lower triangular part of the matrix A.
|
|
1243
|
+
*
|
|
1244
|
+
* On exit, the lower triangle (if UPLO='L') or the upper
|
|
1245
|
+
* triangle (if UPLO='U') of A, including the diagonal, is
|
|
1246
|
+
* destroyed.
|
|
1247
|
+
*
|
|
1248
|
+
* LDA (input) INTEGER
|
|
1249
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1250
|
+
*
|
|
1251
|
+
* B (input/output) COMPLEX array, dimension (LDB, N)
|
|
1252
|
+
* On entry, the Hermitian matrix B. If UPLO = 'U', the
|
|
1253
|
+
* leading N-by-N upper triangular part of B contains the
|
|
1254
|
+
* upper triangular part of the matrix B. If UPLO = 'L',
|
|
1255
|
+
* the leading N-by-N lower triangular part of B contains
|
|
1256
|
+
* the lower triangular part of the matrix B.
|
|
1257
|
+
*
|
|
1258
|
+
* On exit, if INFO <= N, the part of B containing the matrix is
|
|
1259
|
+
* overwritten by the triangular factor U or L from the Cholesky
|
|
1260
|
+
* factorization B = U**H*U or B = L*L**H.
|
|
1261
|
+
*
|
|
1262
|
+
* LDB (input) INTEGER
|
|
1263
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1264
|
+
*
|
|
1265
|
+
* VL (input) REAL
|
|
1266
|
+
* VU (input) REAL
|
|
1267
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
1268
|
+
* be searched for eigenvalues. VL < VU.
|
|
1269
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
1270
|
+
*
|
|
1271
|
+
* IL (input) INTEGER
|
|
1272
|
+
* IU (input) INTEGER
|
|
1273
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
1274
|
+
* smallest and largest eigenvalues to be returned.
|
|
1275
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
1276
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
1277
|
+
*
|
|
1278
|
+
* ABSTOL (input) REAL
|
|
1279
|
+
* The absolute error tolerance for the eigenvalues.
|
|
1280
|
+
* An approximate eigenvalue is accepted as converged
|
|
1281
|
+
* when it is determined to lie in an interval [a,b]
|
|
1282
|
+
* of width less than or equal to
|
|
1283
|
+
*
|
|
1284
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
1285
|
+
*
|
|
1286
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
1287
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
1288
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
1289
|
+
* by reducing A to tridiagonal form.
|
|
1290
|
+
*
|
|
1291
|
+
* Eigenvalues will be computed most accurately when ABSTOL is
|
|
1292
|
+
* set to twice the underflow threshold 2*SLAMCH('S'), not zero.
|
|
1293
|
+
* If this routine returns with INFO>0, indicating that some
|
|
1294
|
+
* eigenvectors did not converge, try setting ABSTOL to
|
|
1295
|
+
* 2*SLAMCH('S').
|
|
1296
|
+
*
|
|
1297
|
+
* M (output) INTEGER
|
|
1298
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
1299
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
1300
|
+
*
|
|
1301
|
+
* W (output) REAL array, dimension (N)
|
|
1302
|
+
* The first M elements contain the selected
|
|
1303
|
+
* eigenvalues in ascending order.
|
|
1304
|
+
*
|
|
1305
|
+
* Z (output) COMPLEX array, dimension (LDZ, max(1,M))
|
|
1306
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
1307
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
1308
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
1309
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
1310
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
1311
|
+
* The eigenvectors are normalized as follows:
|
|
1312
|
+
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
|
1313
|
+
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
|
1314
|
+
*
|
|
1315
|
+
* If an eigenvector fails to converge, then that column of Z
|
|
1316
|
+
* contains the latest approximation to the eigenvector, and the
|
|
1317
|
+
* index of the eigenvector is returned in IFAIL.
|
|
1318
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
1319
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
1320
|
+
* is not known in advance and an upper bound must be used.
|
|
1321
|
+
*
|
|
1322
|
+
* LDZ (input) INTEGER
|
|
1323
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
1324
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
1325
|
+
*
|
|
1326
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
1327
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1328
|
+
*
|
|
1329
|
+
* LWORK (input) INTEGER
|
|
1330
|
+
* The length of the array WORK. LWORK >= max(1,2*N).
|
|
1331
|
+
* For optimal efficiency, LWORK >= (NB+1)*N,
|
|
1332
|
+
* where NB is the blocksize for CHETRD returned by ILAENV.
|
|
1333
|
+
*
|
|
1334
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1335
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1336
|
+
* this value as the first entry of the WORK array, and no error
|
|
1337
|
+
* message related to LWORK is issued by XERBLA.
|
|
1338
|
+
*
|
|
1339
|
+
* RWORK (workspace) REAL array, dimension (7*N)
|
|
1340
|
+
*
|
|
1341
|
+
* IWORK (workspace) INTEGER array, dimension (5*N)
|
|
1342
|
+
*
|
|
1343
|
+
* IFAIL (output) INTEGER array, dimension (N)
|
|
1344
|
+
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
|
1345
|
+
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
|
1346
|
+
* indices of the eigenvectors that failed to converge.
|
|
1347
|
+
* If JOBZ = 'N', then IFAIL is not referenced.
|
|
1348
|
+
*
|
|
1349
|
+
* INFO (output) INTEGER
|
|
1350
|
+
* = 0: successful exit
|
|
1351
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1352
|
+
* > 0: CPOTRF or CHEEVX returned an error code:
|
|
1353
|
+
* <= N: if INFO = i, CHEEVX failed to converge;
|
|
1354
|
+
* i eigenvectors failed to converge. Their indices
|
|
1355
|
+
* are stored in array IFAIL.
|
|
1356
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
1357
|
+
* minor of order i of B is not positive definite.
|
|
1358
|
+
* The factorization of B could not be completed and
|
|
1359
|
+
* no eigenvalues or eigenvectors were computed.
|
|
1360
|
+
*
|
|
1361
|
+
|
|
1362
|
+
* Further Details
|
|
1363
|
+
* ===============
|
|
1364
|
+
*
|
|
1365
|
+
* Based on contributions by
|
|
1366
|
+
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
|
1367
|
+
*
|
|
1368
|
+
* =====================================================================
|
|
1369
|
+
*
|
|
1370
|
+
|
|
1371
|
+
|
|
1372
|
+
</PRE>
|
|
1373
|
+
<A HREF="#top">go to the page top</A>
|
|
1374
|
+
|
|
1375
|
+
<A NAME="cherfs"></A>
|
|
1376
|
+
<H2>cherfs</H2>
|
|
1377
|
+
<PRE>
|
|
1378
|
+
USAGE:
|
|
1379
|
+
ferr, berr, info, x = NumRu::Lapack.cherfs( uplo, a, af, ipiv, b, x, [:usage => usage, :help => help])
|
|
1380
|
+
|
|
1381
|
+
|
|
1382
|
+
FORTRAN MANUAL
|
|
1383
|
+
SUBROUTINE CHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
|
|
1384
|
+
|
|
1385
|
+
* Purpose
|
|
1386
|
+
* =======
|
|
1387
|
+
*
|
|
1388
|
+
* CHERFS improves the computed solution to a system of linear
|
|
1389
|
+
* equations when the coefficient matrix is Hermitian indefinite, and
|
|
1390
|
+
* provides error bounds and backward error estimates for the solution.
|
|
1391
|
+
*
|
|
1392
|
+
|
|
1393
|
+
* Arguments
|
|
1394
|
+
* =========
|
|
1395
|
+
*
|
|
1396
|
+
* UPLO (input) CHARACTER*1
|
|
1397
|
+
* = 'U': Upper triangle of A is stored;
|
|
1398
|
+
* = 'L': Lower triangle of A is stored.
|
|
1399
|
+
*
|
|
1400
|
+
* N (input) INTEGER
|
|
1401
|
+
* The order of the matrix A. N >= 0.
|
|
1402
|
+
*
|
|
1403
|
+
* NRHS (input) INTEGER
|
|
1404
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1405
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1406
|
+
*
|
|
1407
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
1408
|
+
* The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
|
|
1409
|
+
* upper triangular part of A contains the upper triangular part
|
|
1410
|
+
* of the matrix A, and the strictly lower triangular part of A
|
|
1411
|
+
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
1412
|
+
* triangular part of A contains the lower triangular part of
|
|
1413
|
+
* the matrix A, and the strictly upper triangular part of A is
|
|
1414
|
+
* not referenced.
|
|
1415
|
+
*
|
|
1416
|
+
* LDA (input) INTEGER
|
|
1417
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1418
|
+
*
|
|
1419
|
+
* AF (input) COMPLEX array, dimension (LDAF,N)
|
|
1420
|
+
* The factored form of the matrix A. AF contains the block
|
|
1421
|
+
* diagonal matrix D and the multipliers used to obtain the
|
|
1422
|
+
* factor U or L from the factorization A = U*D*U**H or
|
|
1423
|
+
* A = L*D*L**H as computed by CHETRF.
|
|
1424
|
+
*
|
|
1425
|
+
* LDAF (input) INTEGER
|
|
1426
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
1427
|
+
*
|
|
1428
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1429
|
+
* Details of the interchanges and the block structure of D
|
|
1430
|
+
* as determined by CHETRF.
|
|
1431
|
+
*
|
|
1432
|
+
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
|
1433
|
+
* The right hand side matrix B.
|
|
1434
|
+
*
|
|
1435
|
+
* LDB (input) INTEGER
|
|
1436
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1437
|
+
*
|
|
1438
|
+
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
|
|
1439
|
+
* On entry, the solution matrix X, as computed by CHETRS.
|
|
1440
|
+
* On exit, the improved solution matrix X.
|
|
1441
|
+
*
|
|
1442
|
+
* LDX (input) INTEGER
|
|
1443
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1444
|
+
*
|
|
1445
|
+
* FERR (output) REAL array, dimension (NRHS)
|
|
1446
|
+
* The estimated forward error bound for each solution vector
|
|
1447
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
1448
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
1449
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
1450
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
1451
|
+
* largest element in X(j). The estimate is as reliable as
|
|
1452
|
+
* the estimate for RCOND, and is almost always a slight
|
|
1453
|
+
* overestimate of the true error.
|
|
1454
|
+
*
|
|
1455
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
1456
|
+
* The componentwise relative backward error of each solution
|
|
1457
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
1458
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
1459
|
+
*
|
|
1460
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
1461
|
+
*
|
|
1462
|
+
* RWORK (workspace) REAL array, dimension (N)
|
|
1463
|
+
*
|
|
1464
|
+
* INFO (output) INTEGER
|
|
1465
|
+
* = 0: successful exit
|
|
1466
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1467
|
+
*
|
|
1468
|
+
* Internal Parameters
|
|
1469
|
+
* ===================
|
|
1470
|
+
*
|
|
1471
|
+
* ITMAX is the maximum number of steps of iterative refinement.
|
|
1472
|
+
*
|
|
1473
|
+
|
|
1474
|
+
* =====================================================================
|
|
1475
|
+
*
|
|
1476
|
+
|
|
1477
|
+
|
|
1478
|
+
</PRE>
|
|
1479
|
+
<A HREF="#top">go to the page top</A>
|
|
1480
|
+
|
|
1481
|
+
<A NAME="cherfsx"></A>
|
|
1482
|
+
<H2>cherfsx</H2>
|
|
1483
|
+
<PRE>
|
|
1484
|
+
USAGE:
|
|
1485
|
+
rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.cherfsx( uplo, equed, a, af, ipiv, s, b, x, params, [:usage => usage, :help => help])
|
|
1486
|
+
|
|
1487
|
+
|
|
1488
|
+
FORTRAN MANUAL
|
|
1489
|
+
SUBROUTINE CHERFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
|
|
1490
|
+
|
|
1491
|
+
* Purpose
|
|
1492
|
+
* =======
|
|
1493
|
+
*
|
|
1494
|
+
* CHERFSX improves the computed solution to a system of linear
|
|
1495
|
+
* equations when the coefficient matrix is Hermitian indefinite, and
|
|
1496
|
+
* provides error bounds and backward error estimates for the
|
|
1497
|
+
* solution. In addition to normwise error bound, the code provides
|
|
1498
|
+
* maximum componentwise error bound if possible. See comments for
|
|
1499
|
+
* ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
|
|
1500
|
+
*
|
|
1501
|
+
* The original system of linear equations may have been equilibrated
|
|
1502
|
+
* before calling this routine, as described by arguments EQUED and S
|
|
1503
|
+
* below. In this case, the solution and error bounds returned are
|
|
1504
|
+
* for the original unequilibrated system.
|
|
1505
|
+
*
|
|
1506
|
+
|
|
1507
|
+
* Arguments
|
|
1508
|
+
* =========
|
|
1509
|
+
*
|
|
1510
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
1511
|
+
* settings determine how refinement is performed, but often the
|
|
1512
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
1513
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
1514
|
+
* the PARAMS argument.
|
|
1515
|
+
*
|
|
1516
|
+
* UPLO (input) CHARACTER*1
|
|
1517
|
+
* = 'U': Upper triangle of A is stored;
|
|
1518
|
+
* = 'L': Lower triangle of A is stored.
|
|
1519
|
+
*
|
|
1520
|
+
* EQUED (input) CHARACTER*1
|
|
1521
|
+
* Specifies the form of equilibration that was done to A
|
|
1522
|
+
* before calling this routine. This is needed to compute
|
|
1523
|
+
* the solution and error bounds correctly.
|
|
1524
|
+
* = 'N': No equilibration
|
|
1525
|
+
* = 'Y': Both row and column equilibration, i.e., A has been
|
|
1526
|
+
* replaced by diag(S) * A * diag(S).
|
|
1527
|
+
* The right hand side B has been changed accordingly.
|
|
1528
|
+
*
|
|
1529
|
+
* N (input) INTEGER
|
|
1530
|
+
* The order of the matrix A. N >= 0.
|
|
1531
|
+
*
|
|
1532
|
+
* NRHS (input) INTEGER
|
|
1533
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1534
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1535
|
+
*
|
|
1536
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
1537
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
1538
|
+
* upper triangular part of A contains the upper triangular
|
|
1539
|
+
* part of the matrix A, and the strictly lower triangular
|
|
1540
|
+
* part of A is not referenced. If UPLO = 'L', the leading
|
|
1541
|
+
* N-by-N lower triangular part of A contains the lower
|
|
1542
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1543
|
+
* triangular part of A is not referenced.
|
|
1544
|
+
*
|
|
1545
|
+
* LDA (input) INTEGER
|
|
1546
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1547
|
+
*
|
|
1548
|
+
* AF (input) COMPLEX array, dimension (LDAF,N)
|
|
1549
|
+
* The factored form of the matrix A. AF contains the block
|
|
1550
|
+
* diagonal matrix D and the multipliers used to obtain the
|
|
1551
|
+
* factor U or L from the factorization A = U*D*U**T or A =
|
|
1552
|
+
* L*D*L**T as computed by SSYTRF.
|
|
1553
|
+
*
|
|
1554
|
+
* LDAF (input) INTEGER
|
|
1555
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
1556
|
+
*
|
|
1557
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1558
|
+
* Details of the interchanges and the block structure of D
|
|
1559
|
+
* as determined by SSYTRF.
|
|
1560
|
+
*
|
|
1561
|
+
* S (input or output) REAL array, dimension (N)
|
|
1562
|
+
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
|
1563
|
+
* the left and right by diag(S). S is an input argument if FACT =
|
|
1564
|
+
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
|
1565
|
+
* = 'Y', each element of S must be positive. If S is output, each
|
|
1566
|
+
* element of S is a power of the radix. If S is input, each element
|
|
1567
|
+
* of S should be a power of the radix to ensure a reliable solution
|
|
1568
|
+
* and error estimates. Scaling by powers of the radix does not cause
|
|
1569
|
+
* rounding errors unless the result underflows or overflows.
|
|
1570
|
+
* Rounding errors during scaling lead to refining with a matrix that
|
|
1571
|
+
* is not equivalent to the input matrix, producing error estimates
|
|
1572
|
+
* that may not be reliable.
|
|
1573
|
+
*
|
|
1574
|
+
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
|
1575
|
+
* The right hand side matrix B.
|
|
1576
|
+
*
|
|
1577
|
+
* LDB (input) INTEGER
|
|
1578
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1579
|
+
*
|
|
1580
|
+
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
|
|
1581
|
+
* On entry, the solution matrix X, as computed by SGETRS.
|
|
1582
|
+
* On exit, the improved solution matrix X.
|
|
1583
|
+
*
|
|
1584
|
+
* LDX (input) INTEGER
|
|
1585
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1586
|
+
*
|
|
1587
|
+
* RCOND (output) REAL
|
|
1588
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
1589
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
1590
|
+
* equilibration (if done). If this is less than the machine
|
|
1591
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
1592
|
+
* to working precision. Note that the error may still be small even
|
|
1593
|
+
* if this number is very small and the matrix appears ill-
|
|
1594
|
+
* conditioned.
|
|
1595
|
+
*
|
|
1596
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
1597
|
+
* Componentwise relative backward error. This is the
|
|
1598
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
1599
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
1600
|
+
* makes X(j) an exact solution).
|
|
1601
|
+
*
|
|
1602
|
+
* N_ERR_BNDS (input) INTEGER
|
|
1603
|
+
* Number of error bounds to return for each right hand side
|
|
1604
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
1605
|
+
* ERR_BNDS_COMP below.
|
|
1606
|
+
*
|
|
1607
|
+
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
1608
|
+
* For each right-hand side, this array contains information about
|
|
1609
|
+
* various error bounds and condition numbers corresponding to the
|
|
1610
|
+
* normwise relative error, which is defined as follows:
|
|
1611
|
+
*
|
|
1612
|
+
* Normwise relative error in the ith solution vector:
|
|
1613
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
1614
|
+
* ------------------------------
|
|
1615
|
+
* max_j abs(X(j,i))
|
|
1616
|
+
*
|
|
1617
|
+
* The array is indexed by the type of error information as described
|
|
1618
|
+
* below. There currently are up to three pieces of information
|
|
1619
|
+
* returned.
|
|
1620
|
+
*
|
|
1621
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
1622
|
+
* right-hand side.
|
|
1623
|
+
*
|
|
1624
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
1625
|
+
* three fields:
|
|
1626
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1627
|
+
* reciprocal condition number is less than the threshold
|
|
1628
|
+
* sqrt(n) * slamch('Epsilon').
|
|
1629
|
+
*
|
|
1630
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1631
|
+
* almost certainly within a factor of 10 of the true error
|
|
1632
|
+
* so long as the next entry is greater than the threshold
|
|
1633
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
1634
|
+
* be trusted if the previous boolean is true.
|
|
1635
|
+
*
|
|
1636
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
1637
|
+
* reciprocal condition number. Compared with the threshold
|
|
1638
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
1639
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1640
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1641
|
+
* appropriately scaled matrix Z.
|
|
1642
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
1643
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
1644
|
+
*
|
|
1645
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1646
|
+
* cautions.
|
|
1647
|
+
*
|
|
1648
|
+
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
1649
|
+
* For each right-hand side, this array contains information about
|
|
1650
|
+
* various error bounds and condition numbers corresponding to the
|
|
1651
|
+
* componentwise relative error, which is defined as follows:
|
|
1652
|
+
*
|
|
1653
|
+
* Componentwise relative error in the ith solution vector:
|
|
1654
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
1655
|
+
* max_j ----------------------
|
|
1656
|
+
* abs(X(j,i))
|
|
1657
|
+
*
|
|
1658
|
+
* The array is indexed by the right-hand side i (on which the
|
|
1659
|
+
* componentwise relative error depends), and the type of error
|
|
1660
|
+
* information as described below. There currently are up to three
|
|
1661
|
+
* pieces of information returned for each right-hand side. If
|
|
1662
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
1663
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
1664
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
1665
|
+
*
|
|
1666
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
1667
|
+
* right-hand side.
|
|
1668
|
+
*
|
|
1669
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
1670
|
+
* three fields:
|
|
1671
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1672
|
+
* reciprocal condition number is less than the threshold
|
|
1673
|
+
* sqrt(n) * slamch('Epsilon').
|
|
1674
|
+
*
|
|
1675
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1676
|
+
* almost certainly within a factor of 10 of the true error
|
|
1677
|
+
* so long as the next entry is greater than the threshold
|
|
1678
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
1679
|
+
* be trusted if the previous boolean is true.
|
|
1680
|
+
*
|
|
1681
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
1682
|
+
* reciprocal condition number. Compared with the threshold
|
|
1683
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
1684
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1685
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1686
|
+
* appropriately scaled matrix Z.
|
|
1687
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
1688
|
+
* current right-hand side and S scales each row of
|
|
1689
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
1690
|
+
* sums of Z are approximately 1.
|
|
1691
|
+
*
|
|
1692
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1693
|
+
* cautions.
|
|
1694
|
+
*
|
|
1695
|
+
* NPARAMS (input) INTEGER
|
|
1696
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
1697
|
+
* PARAMS array is never referenced and default values are used.
|
|
1698
|
+
*
|
|
1699
|
+
* PARAMS (input / output) REAL array, dimension NPARAMS
|
|
1700
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
1701
|
+
* that entry will be filled with default value used for that
|
|
1702
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
1703
|
+
* are used for higher-numbered parameters.
|
|
1704
|
+
*
|
|
1705
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
1706
|
+
* refinement or not.
|
|
1707
|
+
* Default: 1.0
|
|
1708
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
1709
|
+
* computed.
|
|
1710
|
+
* = 1.0 : Use the double-precision refinement algorithm,
|
|
1711
|
+
* possibly with doubled-single computations if the
|
|
1712
|
+
* compilation environment does not support DOUBLE
|
|
1713
|
+
* PRECISION.
|
|
1714
|
+
* (other values are reserved for future use)
|
|
1715
|
+
*
|
|
1716
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
1717
|
+
* computations allowed for refinement.
|
|
1718
|
+
* Default: 10
|
|
1719
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
1720
|
+
* factorizations or factorizations other than LU. If
|
|
1721
|
+
* the factorization uses a technique other than
|
|
1722
|
+
* Gaussian elimination, the guarantees in
|
|
1723
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
1724
|
+
* trustworthy.
|
|
1725
|
+
*
|
|
1726
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
1727
|
+
* will attempt to find a solution with small componentwise
|
|
1728
|
+
* relative error in the double-precision algorithm. Positive
|
|
1729
|
+
* is true, 0.0 is false.
|
|
1730
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
1731
|
+
*
|
|
1732
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
1733
|
+
*
|
|
1734
|
+
* RWORK (workspace) REAL array, dimension (2*N)
|
|
1735
|
+
*
|
|
1736
|
+
* INFO (output) INTEGER
|
|
1737
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
1738
|
+
* guaranteed.
|
|
1739
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
1740
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
1741
|
+
* has been completed, but the factor U is exactly singular, so
|
|
1742
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
1743
|
+
* is returned.
|
|
1744
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
1745
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
1746
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
1747
|
+
* only the first such right-hand side is reported. If a small
|
|
1748
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
1749
|
+
* the Jth right-hand side is the first with a normwise error
|
|
1750
|
+
* bound that is not guaranteed (the smallest J such
|
|
1751
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
1752
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
1753
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
1754
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
1755
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
1756
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
1757
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
1758
|
+
* ERR_BNDS_COMP.
|
|
1759
|
+
*
|
|
1760
|
+
|
|
1761
|
+
* ==================================================================
|
|
1762
|
+
*
|
|
1763
|
+
|
|
1764
|
+
|
|
1765
|
+
</PRE>
|
|
1766
|
+
<A HREF="#top">go to the page top</A>
|
|
1767
|
+
|
|
1768
|
+
<A NAME="chesv"></A>
|
|
1769
|
+
<H2>chesv</H2>
|
|
1770
|
+
<PRE>
|
|
1771
|
+
USAGE:
|
|
1772
|
+
ipiv, work, info, a, b = NumRu::Lapack.chesv( uplo, a, b, lwork, [:usage => usage, :help => help])
|
|
1773
|
+
|
|
1774
|
+
|
|
1775
|
+
FORTRAN MANUAL
|
|
1776
|
+
SUBROUTINE CHESV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO )
|
|
1777
|
+
|
|
1778
|
+
* Purpose
|
|
1779
|
+
* =======
|
|
1780
|
+
*
|
|
1781
|
+
* CHESV computes the solution to a complex system of linear equations
|
|
1782
|
+
* A * X = B,
|
|
1783
|
+
* where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
|
|
1784
|
+
* matrices.
|
|
1785
|
+
*
|
|
1786
|
+
* The diagonal pivoting method is used to factor A as
|
|
1787
|
+
* A = U * D * U**H, if UPLO = 'U', or
|
|
1788
|
+
* A = L * D * L**H, if UPLO = 'L',
|
|
1789
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1790
|
+
* triangular matrices, and D is Hermitian and block diagonal with
|
|
1791
|
+
* 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
|
|
1792
|
+
* used to solve the system of equations A * X = B.
|
|
1793
|
+
*
|
|
1794
|
+
|
|
1795
|
+
* Arguments
|
|
1796
|
+
* =========
|
|
1797
|
+
*
|
|
1798
|
+
* UPLO (input) CHARACTER*1
|
|
1799
|
+
* = 'U': Upper triangle of A is stored;
|
|
1800
|
+
* = 'L': Lower triangle of A is stored.
|
|
1801
|
+
*
|
|
1802
|
+
* N (input) INTEGER
|
|
1803
|
+
* The number of linear equations, i.e., the order of the
|
|
1804
|
+
* matrix A. N >= 0.
|
|
1805
|
+
*
|
|
1806
|
+
* NRHS (input) INTEGER
|
|
1807
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1808
|
+
* of the matrix B. NRHS >= 0.
|
|
1809
|
+
*
|
|
1810
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
1811
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
|
1812
|
+
* N-by-N upper triangular part of A contains the upper
|
|
1813
|
+
* triangular part of the matrix A, and the strictly lower
|
|
1814
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
1815
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
1816
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1817
|
+
* triangular part of A is not referenced.
|
|
1818
|
+
*
|
|
1819
|
+
* On exit, if INFO = 0, the block diagonal matrix D and the
|
|
1820
|
+
* multipliers used to obtain the factor U or L from the
|
|
1821
|
+
* factorization A = U*D*U**H or A = L*D*L**H as computed by
|
|
1822
|
+
* CHETRF.
|
|
1823
|
+
*
|
|
1824
|
+
* LDA (input) INTEGER
|
|
1825
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1826
|
+
*
|
|
1827
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
1828
|
+
* Details of the interchanges and the block structure of D, as
|
|
1829
|
+
* determined by CHETRF. If IPIV(k) > 0, then rows and columns
|
|
1830
|
+
* k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
|
|
1831
|
+
* diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
|
|
1832
|
+
* then rows and columns k-1 and -IPIV(k) were interchanged and
|
|
1833
|
+
* D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
|
|
1834
|
+
* IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
|
|
1835
|
+
* -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
|
|
1836
|
+
* diagonal block.
|
|
1837
|
+
*
|
|
1838
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
1839
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
1840
|
+
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
|
1841
|
+
*
|
|
1842
|
+
* LDB (input) INTEGER
|
|
1843
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1844
|
+
*
|
|
1845
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
1846
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1847
|
+
*
|
|
1848
|
+
* LWORK (input) INTEGER
|
|
1849
|
+
* The length of WORK. LWORK >= 1, and for best performance
|
|
1850
|
+
* LWORK >= max(1,N*NB), where NB is the optimal blocksize for
|
|
1851
|
+
* CHETRF.
|
|
1852
|
+
*
|
|
1853
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1854
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1855
|
+
* this value as the first entry of the WORK array, and no error
|
|
1856
|
+
* message related to LWORK is issued by XERBLA.
|
|
1857
|
+
*
|
|
1858
|
+
* INFO (output) INTEGER
|
|
1859
|
+
* = 0: successful exit
|
|
1860
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1861
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
1862
|
+
* has been completed, but the block diagonal matrix D is
|
|
1863
|
+
* exactly singular, so the solution could not be computed.
|
|
1864
|
+
*
|
|
1865
|
+
|
|
1866
|
+
* =====================================================================
|
|
1867
|
+
*
|
|
1868
|
+
* .. Local Scalars ..
|
|
1869
|
+
LOGICAL LQUERY
|
|
1870
|
+
INTEGER LWKOPT, NB
|
|
1871
|
+
* ..
|
|
1872
|
+
* .. External Functions ..
|
|
1873
|
+
LOGICAL LSAME
|
|
1874
|
+
INTEGER ILAENV
|
|
1875
|
+
EXTERNAL ILAENV, LSAME
|
|
1876
|
+
* ..
|
|
1877
|
+
* .. External Subroutines ..
|
|
1878
|
+
EXTERNAL CHETRF, CHETRS2, XERBLA
|
|
1879
|
+
* ..
|
|
1880
|
+
* .. Intrinsic Functions ..
|
|
1881
|
+
INTRINSIC MAX
|
|
1882
|
+
* ..
|
|
1883
|
+
|
|
1884
|
+
|
|
1885
|
+
</PRE>
|
|
1886
|
+
<A HREF="#top">go to the page top</A>
|
|
1887
|
+
|
|
1888
|
+
<A NAME="chesvx"></A>
|
|
1889
|
+
<H2>chesvx</H2>
|
|
1890
|
+
<PRE>
|
|
1891
|
+
USAGE:
|
|
1892
|
+
x, rcond, ferr, berr, work, info, af, ipiv = NumRu::Lapack.chesvx( fact, uplo, a, af, ipiv, b, [:lwork => lwork, :usage => usage, :help => help])
|
|
1893
|
+
|
|
1894
|
+
|
|
1895
|
+
FORTRAN MANUAL
|
|
1896
|
+
SUBROUTINE CHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO )
|
|
1897
|
+
|
|
1898
|
+
* Purpose
|
|
1899
|
+
* =======
|
|
1900
|
+
*
|
|
1901
|
+
* CHESVX uses the diagonal pivoting factorization to compute the
|
|
1902
|
+
* solution to a complex system of linear equations A * X = B,
|
|
1903
|
+
* where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
|
|
1904
|
+
* matrices.
|
|
1905
|
+
*
|
|
1906
|
+
* Error bounds on the solution and a condition estimate are also
|
|
1907
|
+
* provided.
|
|
1908
|
+
*
|
|
1909
|
+
* Description
|
|
1910
|
+
* ===========
|
|
1911
|
+
*
|
|
1912
|
+
* The following steps are performed:
|
|
1913
|
+
*
|
|
1914
|
+
* 1. If FACT = 'N', the diagonal pivoting method is used to factor A.
|
|
1915
|
+
* The form of the factorization is
|
|
1916
|
+
* A = U * D * U**H, if UPLO = 'U', or
|
|
1917
|
+
* A = L * D * L**H, if UPLO = 'L',
|
|
1918
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1919
|
+
* triangular matrices, and D is Hermitian and block diagonal with
|
|
1920
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
1921
|
+
*
|
|
1922
|
+
* 2. If some D(i,i)=0, so that D is exactly singular, then the routine
|
|
1923
|
+
* returns with INFO = i. Otherwise, the factored form of A is used
|
|
1924
|
+
* to estimate the condition number of the matrix A. If the
|
|
1925
|
+
* reciprocal of the condition number is less than machine precision,
|
|
1926
|
+
* INFO = N+1 is returned as a warning, but the routine still goes on
|
|
1927
|
+
* to solve for X and compute error bounds as described below.
|
|
1928
|
+
*
|
|
1929
|
+
* 3. The system of equations is solved for X using the factored form
|
|
1930
|
+
* of A.
|
|
1931
|
+
*
|
|
1932
|
+
* 4. Iterative refinement is applied to improve the computed solution
|
|
1933
|
+
* matrix and calculate error bounds and backward error estimates
|
|
1934
|
+
* for it.
|
|
1935
|
+
*
|
|
1936
|
+
|
|
1937
|
+
* Arguments
|
|
1938
|
+
* =========
|
|
1939
|
+
*
|
|
1940
|
+
* FACT (input) CHARACTER*1
|
|
1941
|
+
* Specifies whether or not the factored form of A has been
|
|
1942
|
+
* supplied on entry.
|
|
1943
|
+
* = 'F': On entry, AF and IPIV contain the factored form
|
|
1944
|
+
* of A. A, AF and IPIV will not be modified.
|
|
1945
|
+
* = 'N': The matrix A will be copied to AF and factored.
|
|
1946
|
+
*
|
|
1947
|
+
* UPLO (input) CHARACTER*1
|
|
1948
|
+
* = 'U': Upper triangle of A is stored;
|
|
1949
|
+
* = 'L': Lower triangle of A is stored.
|
|
1950
|
+
*
|
|
1951
|
+
* N (input) INTEGER
|
|
1952
|
+
* The number of linear equations, i.e., the order of the
|
|
1953
|
+
* matrix A. N >= 0.
|
|
1954
|
+
*
|
|
1955
|
+
* NRHS (input) INTEGER
|
|
1956
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1957
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1958
|
+
*
|
|
1959
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
1960
|
+
* The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
|
|
1961
|
+
* upper triangular part of A contains the upper triangular part
|
|
1962
|
+
* of the matrix A, and the strictly lower triangular part of A
|
|
1963
|
+
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
1964
|
+
* triangular part of A contains the lower triangular part of
|
|
1965
|
+
* the matrix A, and the strictly upper triangular part of A is
|
|
1966
|
+
* not referenced.
|
|
1967
|
+
*
|
|
1968
|
+
* LDA (input) INTEGER
|
|
1969
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1970
|
+
*
|
|
1971
|
+
* AF (input or output) COMPLEX array, dimension (LDAF,N)
|
|
1972
|
+
* If FACT = 'F', then AF is an input argument and on entry
|
|
1973
|
+
* contains the block diagonal matrix D and the multipliers used
|
|
1974
|
+
* to obtain the factor U or L from the factorization
|
|
1975
|
+
* A = U*D*U**H or A = L*D*L**H as computed by CHETRF.
|
|
1976
|
+
*
|
|
1977
|
+
* If FACT = 'N', then AF is an output argument and on exit
|
|
1978
|
+
* returns the block diagonal matrix D and the multipliers used
|
|
1979
|
+
* to obtain the factor U or L from the factorization
|
|
1980
|
+
* A = U*D*U**H or A = L*D*L**H.
|
|
1981
|
+
*
|
|
1982
|
+
* LDAF (input) INTEGER
|
|
1983
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
1984
|
+
*
|
|
1985
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
1986
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
1987
|
+
* contains details of the interchanges and the block structure
|
|
1988
|
+
* of D, as determined by CHETRF.
|
|
1989
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
1990
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
1991
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
1992
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
1993
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
1994
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
1995
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
1996
|
+
*
|
|
1997
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
1998
|
+
* contains details of the interchanges and the block structure
|
|
1999
|
+
* of D, as determined by CHETRF.
|
|
2000
|
+
*
|
|
2001
|
+
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
|
2002
|
+
* The N-by-NRHS right hand side matrix B.
|
|
2003
|
+
*
|
|
2004
|
+
* LDB (input) INTEGER
|
|
2005
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
2006
|
+
*
|
|
2007
|
+
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
|
2008
|
+
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
|
|
2009
|
+
*
|
|
2010
|
+
* LDX (input) INTEGER
|
|
2011
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
2012
|
+
*
|
|
2013
|
+
* RCOND (output) REAL
|
|
2014
|
+
* The estimate of the reciprocal condition number of the matrix
|
|
2015
|
+
* A. If RCOND is less than the machine precision (in
|
|
2016
|
+
* particular, if RCOND = 0), the matrix is singular to working
|
|
2017
|
+
* precision. This condition is indicated by a return code of
|
|
2018
|
+
* INFO > 0.
|
|
2019
|
+
*
|
|
2020
|
+
* FERR (output) REAL array, dimension (NRHS)
|
|
2021
|
+
* The estimated forward error bound for each solution vector
|
|
2022
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
2023
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
2024
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
2025
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
2026
|
+
* largest element in X(j). The estimate is as reliable as
|
|
2027
|
+
* the estimate for RCOND, and is almost always a slight
|
|
2028
|
+
* overestimate of the true error.
|
|
2029
|
+
*
|
|
2030
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
2031
|
+
* The componentwise relative backward error of each solution
|
|
2032
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
2033
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
2034
|
+
*
|
|
2035
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
2036
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
2037
|
+
*
|
|
2038
|
+
* LWORK (input) INTEGER
|
|
2039
|
+
* The length of WORK. LWORK >= max(1,2*N), and for best
|
|
2040
|
+
* performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
|
|
2041
|
+
* NB is the optimal blocksize for CHETRF.
|
|
2042
|
+
*
|
|
2043
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
2044
|
+
* only calculates the optimal size of the WORK array, returns
|
|
2045
|
+
* this value as the first entry of the WORK array, and no error
|
|
2046
|
+
* message related to LWORK is issued by XERBLA.
|
|
2047
|
+
*
|
|
2048
|
+
* RWORK (workspace) REAL array, dimension (N)
|
|
2049
|
+
*
|
|
2050
|
+
* INFO (output) INTEGER
|
|
2051
|
+
* = 0: successful exit
|
|
2052
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2053
|
+
* > 0: if INFO = i, and i is
|
|
2054
|
+
* <= N: D(i,i) is exactly zero. The factorization
|
|
2055
|
+
* has been completed but the factor D is exactly
|
|
2056
|
+
* singular, so the solution and error bounds could
|
|
2057
|
+
* not be computed. RCOND = 0 is returned.
|
|
2058
|
+
* = N+1: D is nonsingular, but RCOND is less than machine
|
|
2059
|
+
* precision, meaning that the matrix is singular
|
|
2060
|
+
* to working precision. Nevertheless, the
|
|
2061
|
+
* solution and error bounds are computed because
|
|
2062
|
+
* there are a number of situations where the
|
|
2063
|
+
* computed solution can be more accurate than the
|
|
2064
|
+
* value of RCOND would suggest.
|
|
2065
|
+
*
|
|
2066
|
+
|
|
2067
|
+
* =====================================================================
|
|
2068
|
+
*
|
|
2069
|
+
|
|
2070
|
+
|
|
2071
|
+
</PRE>
|
|
2072
|
+
<A HREF="#top">go to the page top</A>
|
|
2073
|
+
|
|
2074
|
+
<A NAME="chesvxx"></A>
|
|
2075
|
+
<H2>chesvxx</H2>
|
|
2076
|
+
<PRE>
|
|
2077
|
+
USAGE:
|
|
2078
|
+
x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, ipiv, equed, s, b, params = NumRu::Lapack.chesvxx( fact, uplo, a, af, ipiv, equed, s, b, params, [:usage => usage, :help => help])
|
|
2079
|
+
|
|
2080
|
+
|
|
2081
|
+
FORTRAN MANUAL
|
|
2082
|
+
SUBROUTINE CHESVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
|
|
2083
|
+
|
|
2084
|
+
* Purpose
|
|
2085
|
+
* =======
|
|
2086
|
+
*
|
|
2087
|
+
* CHESVXX uses the diagonal pivoting factorization to compute the
|
|
2088
|
+
* solution to a complex system of linear equations A * X = B, where
|
|
2089
|
+
* A is an N-by-N symmetric matrix and X and B are N-by-NRHS
|
|
2090
|
+
* matrices.
|
|
2091
|
+
*
|
|
2092
|
+
* If requested, both normwise and maximum componentwise error bounds
|
|
2093
|
+
* are returned. CHESVXX will return a solution with a tiny
|
|
2094
|
+
* guaranteed error (O(eps) where eps is the working machine
|
|
2095
|
+
* precision) unless the matrix is very ill-conditioned, in which
|
|
2096
|
+
* case a warning is returned. Relevant condition numbers also are
|
|
2097
|
+
* calculated and returned.
|
|
2098
|
+
*
|
|
2099
|
+
* CHESVXX accepts user-provided factorizations and equilibration
|
|
2100
|
+
* factors; see the definitions of the FACT and EQUED options.
|
|
2101
|
+
* Solving with refinement and using a factorization from a previous
|
|
2102
|
+
* CHESVXX call will also produce a solution with either O(eps)
|
|
2103
|
+
* errors or warnings, but we cannot make that claim for general
|
|
2104
|
+
* user-provided factorizations and equilibration factors if they
|
|
2105
|
+
* differ from what CHESVXX would itself produce.
|
|
2106
|
+
*
|
|
2107
|
+
* Description
|
|
2108
|
+
* ===========
|
|
2109
|
+
*
|
|
2110
|
+
* The following steps are performed:
|
|
2111
|
+
*
|
|
2112
|
+
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
|
2113
|
+
* the system:
|
|
2114
|
+
*
|
|
2115
|
+
* diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
|
|
2116
|
+
*
|
|
2117
|
+
* Whether or not the system will be equilibrated depends on the
|
|
2118
|
+
* scaling of the matrix A, but if equilibration is used, A is
|
|
2119
|
+
* overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
|
|
2120
|
+
*
|
|
2121
|
+
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
|
|
2122
|
+
* the matrix A (after equilibration if FACT = 'E') as
|
|
2123
|
+
*
|
|
2124
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
2125
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
2126
|
+
*
|
|
2127
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
2128
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
2129
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
2130
|
+
*
|
|
2131
|
+
* 3. If some D(i,i)=0, so that D is exactly singular, then the
|
|
2132
|
+
* routine returns with INFO = i. Otherwise, the factored form of A
|
|
2133
|
+
* is used to estimate the condition number of the matrix A (see
|
|
2134
|
+
* argument RCOND). If the reciprocal of the condition number is
|
|
2135
|
+
* less than machine precision, the routine still goes on to solve
|
|
2136
|
+
* for X and compute error bounds as described below.
|
|
2137
|
+
*
|
|
2138
|
+
* 4. The system of equations is solved for X using the factored form
|
|
2139
|
+
* of A.
|
|
2140
|
+
*
|
|
2141
|
+
* 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
|
|
2142
|
+
* the routine will use iterative refinement to try to get a small
|
|
2143
|
+
* error and error bounds. Refinement calculates the residual to at
|
|
2144
|
+
* least twice the working precision.
|
|
2145
|
+
*
|
|
2146
|
+
* 6. If equilibration was used, the matrix X is premultiplied by
|
|
2147
|
+
* diag(R) so that it solves the original system before
|
|
2148
|
+
* equilibration.
|
|
2149
|
+
*
|
|
2150
|
+
|
|
2151
|
+
* Arguments
|
|
2152
|
+
* =========
|
|
2153
|
+
*
|
|
2154
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
2155
|
+
* settings determine how refinement is performed, but often the
|
|
2156
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
2157
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
2158
|
+
* the PARAMS argument.
|
|
2159
|
+
*
|
|
2160
|
+
* FACT (input) CHARACTER*1
|
|
2161
|
+
* Specifies whether or not the factored form of the matrix A is
|
|
2162
|
+
* supplied on entry, and if not, whether the matrix A should be
|
|
2163
|
+
* equilibrated before it is factored.
|
|
2164
|
+
* = 'F': On entry, AF and IPIV contain the factored form of A.
|
|
2165
|
+
* If EQUED is not 'N', the matrix A has been
|
|
2166
|
+
* equilibrated with scaling factors given by S.
|
|
2167
|
+
* A, AF, and IPIV are not modified.
|
|
2168
|
+
* = 'N': The matrix A will be copied to AF and factored.
|
|
2169
|
+
* = 'E': The matrix A will be equilibrated if necessary, then
|
|
2170
|
+
* copied to AF and factored.
|
|
2171
|
+
*
|
|
2172
|
+
* N (input) INTEGER
|
|
2173
|
+
* The number of linear equations, i.e., the order of the
|
|
2174
|
+
* matrix A. N >= 0.
|
|
2175
|
+
*
|
|
2176
|
+
* NRHS (input) INTEGER
|
|
2177
|
+
* The number of right hand sides, i.e., the number of columns
|
|
2178
|
+
* of the matrices B and X. NRHS >= 0.
|
|
2179
|
+
*
|
|
2180
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
2181
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
2182
|
+
* upper triangular part of A contains the upper triangular
|
|
2183
|
+
* part of the matrix A, and the strictly lower triangular
|
|
2184
|
+
* part of A is not referenced. If UPLO = 'L', the leading
|
|
2185
|
+
* N-by-N lower triangular part of A contains the lower
|
|
2186
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2187
|
+
* triangular part of A is not referenced.
|
|
2188
|
+
*
|
|
2189
|
+
* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
|
|
2190
|
+
* diag(S)*A*diag(S).
|
|
2191
|
+
*
|
|
2192
|
+
* LDA (input) INTEGER
|
|
2193
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2194
|
+
*
|
|
2195
|
+
* AF (input or output) COMPLEX array, dimension (LDAF,N)
|
|
2196
|
+
* If FACT = 'F', then AF is an input argument and on entry
|
|
2197
|
+
* contains the block diagonal matrix D and the multipliers
|
|
2198
|
+
* used to obtain the factor U or L from the factorization A =
|
|
2199
|
+
* U*D*U**T or A = L*D*L**T as computed by SSYTRF.
|
|
2200
|
+
*
|
|
2201
|
+
* If FACT = 'N', then AF is an output argument and on exit
|
|
2202
|
+
* returns the block diagonal matrix D and the multipliers
|
|
2203
|
+
* used to obtain the factor U or L from the factorization A =
|
|
2204
|
+
* U*D*U**T or A = L*D*L**T.
|
|
2205
|
+
*
|
|
2206
|
+
* LDAF (input) INTEGER
|
|
2207
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
2208
|
+
*
|
|
2209
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
2210
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
2211
|
+
* contains details of the interchanges and the block
|
|
2212
|
+
* structure of D, as determined by CHETRF. If IPIV(k) > 0,
|
|
2213
|
+
* then rows and columns k and IPIV(k) were interchanged and
|
|
2214
|
+
* D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
|
|
2215
|
+
* IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
|
|
2216
|
+
* -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
|
|
2217
|
+
* diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
|
|
2218
|
+
* then rows and columns k+1 and -IPIV(k) were interchanged
|
|
2219
|
+
* and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
2220
|
+
*
|
|
2221
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
2222
|
+
* contains details of the interchanges and the block
|
|
2223
|
+
* structure of D, as determined by CHETRF.
|
|
2224
|
+
*
|
|
2225
|
+
* EQUED (input or output) CHARACTER*1
|
|
2226
|
+
* Specifies the form of equilibration that was done.
|
|
2227
|
+
* = 'N': No equilibration (always true if FACT = 'N').
|
|
2228
|
+
* = 'Y': Both row and column equilibration, i.e., A has been
|
|
2229
|
+
* replaced by diag(S) * A * diag(S).
|
|
2230
|
+
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
|
2231
|
+
* output argument.
|
|
2232
|
+
*
|
|
2233
|
+
* S (input or output) REAL array, dimension (N)
|
|
2234
|
+
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
|
2235
|
+
* the left and right by diag(S). S is an input argument if FACT =
|
|
2236
|
+
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
|
2237
|
+
* = 'Y', each element of S must be positive. If S is output, each
|
|
2238
|
+
* element of S is a power of the radix. If S is input, each element
|
|
2239
|
+
* of S should be a power of the radix to ensure a reliable solution
|
|
2240
|
+
* and error estimates. Scaling by powers of the radix does not cause
|
|
2241
|
+
* rounding errors unless the result underflows or overflows.
|
|
2242
|
+
* Rounding errors during scaling lead to refining with a matrix that
|
|
2243
|
+
* is not equivalent to the input matrix, producing error estimates
|
|
2244
|
+
* that may not be reliable.
|
|
2245
|
+
*
|
|
2246
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
2247
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
2248
|
+
* On exit,
|
|
2249
|
+
* if EQUED = 'N', B is not modified;
|
|
2250
|
+
* if EQUED = 'Y', B is overwritten by diag(S)*B;
|
|
2251
|
+
*
|
|
2252
|
+
* LDB (input) INTEGER
|
|
2253
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
2254
|
+
*
|
|
2255
|
+
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
|
2256
|
+
* If INFO = 0, the N-by-NRHS solution matrix X to the original
|
|
2257
|
+
* system of equations. Note that A and B are modified on exit if
|
|
2258
|
+
* EQUED .ne. 'N', and the solution to the equilibrated system is
|
|
2259
|
+
* inv(diag(S))*X.
|
|
2260
|
+
*
|
|
2261
|
+
* LDX (input) INTEGER
|
|
2262
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
2263
|
+
*
|
|
2264
|
+
* RCOND (output) REAL
|
|
2265
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
2266
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
2267
|
+
* equilibration (if done). If this is less than the machine
|
|
2268
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
2269
|
+
* to working precision. Note that the error may still be small even
|
|
2270
|
+
* if this number is very small and the matrix appears ill-
|
|
2271
|
+
* conditioned.
|
|
2272
|
+
*
|
|
2273
|
+
* RPVGRW (output) REAL
|
|
2274
|
+
* Reciprocal pivot growth. On exit, this contains the reciprocal
|
|
2275
|
+
* pivot growth factor norm(A)/norm(U). The "max absolute element"
|
|
2276
|
+
* norm is used. If this is much less than 1, then the stability of
|
|
2277
|
+
* the LU factorization of the (equilibrated) matrix A could be poor.
|
|
2278
|
+
* This also means that the solution X, estimated condition numbers,
|
|
2279
|
+
* and error bounds could be unreliable. If factorization fails with
|
|
2280
|
+
* 0<INFO<=N, then this contains the reciprocal pivot growth factor
|
|
2281
|
+
* for the leading INFO columns of A.
|
|
2282
|
+
*
|
|
2283
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
2284
|
+
* Componentwise relative backward error. This is the
|
|
2285
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
2286
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
2287
|
+
* makes X(j) an exact solution).
|
|
2288
|
+
*
|
|
2289
|
+
* N_ERR_BNDS (input) INTEGER
|
|
2290
|
+
* Number of error bounds to return for each right hand side
|
|
2291
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
2292
|
+
* ERR_BNDS_COMP below.
|
|
2293
|
+
*
|
|
2294
|
+
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
2295
|
+
* For each right-hand side, this array contains information about
|
|
2296
|
+
* various error bounds and condition numbers corresponding to the
|
|
2297
|
+
* normwise relative error, which is defined as follows:
|
|
2298
|
+
*
|
|
2299
|
+
* Normwise relative error in the ith solution vector:
|
|
2300
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
2301
|
+
* ------------------------------
|
|
2302
|
+
* max_j abs(X(j,i))
|
|
2303
|
+
*
|
|
2304
|
+
* The array is indexed by the type of error information as described
|
|
2305
|
+
* below. There currently are up to three pieces of information
|
|
2306
|
+
* returned.
|
|
2307
|
+
*
|
|
2308
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
2309
|
+
* right-hand side.
|
|
2310
|
+
*
|
|
2311
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
2312
|
+
* three fields:
|
|
2313
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
2314
|
+
* reciprocal condition number is less than the threshold
|
|
2315
|
+
* sqrt(n) * slamch('Epsilon').
|
|
2316
|
+
*
|
|
2317
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
2318
|
+
* almost certainly within a factor of 10 of the true error
|
|
2319
|
+
* so long as the next entry is greater than the threshold
|
|
2320
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
2321
|
+
* be trusted if the previous boolean is true.
|
|
2322
|
+
*
|
|
2323
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
2324
|
+
* reciprocal condition number. Compared with the threshold
|
|
2325
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
2326
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
2327
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
2328
|
+
* appropriately scaled matrix Z.
|
|
2329
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
2330
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
2331
|
+
*
|
|
2332
|
+
* See Lapack Working Note 165 for further details and extra
|
|
2333
|
+
* cautions.
|
|
2334
|
+
*
|
|
2335
|
+
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
2336
|
+
* For each right-hand side, this array contains information about
|
|
2337
|
+
* various error bounds and condition numbers corresponding to the
|
|
2338
|
+
* componentwise relative error, which is defined as follows:
|
|
2339
|
+
*
|
|
2340
|
+
* Componentwise relative error in the ith solution vector:
|
|
2341
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
2342
|
+
* max_j ----------------------
|
|
2343
|
+
* abs(X(j,i))
|
|
2344
|
+
*
|
|
2345
|
+
* The array is indexed by the right-hand side i (on which the
|
|
2346
|
+
* componentwise relative error depends), and the type of error
|
|
2347
|
+
* information as described below. There currently are up to three
|
|
2348
|
+
* pieces of information returned for each right-hand side. If
|
|
2349
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
2350
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
2351
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
2352
|
+
*
|
|
2353
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
2354
|
+
* right-hand side.
|
|
2355
|
+
*
|
|
2356
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
2357
|
+
* three fields:
|
|
2358
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
2359
|
+
* reciprocal condition number is less than the threshold
|
|
2360
|
+
* sqrt(n) * slamch('Epsilon').
|
|
2361
|
+
*
|
|
2362
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
2363
|
+
* almost certainly within a factor of 10 of the true error
|
|
2364
|
+
* so long as the next entry is greater than the threshold
|
|
2365
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
2366
|
+
* be trusted if the previous boolean is true.
|
|
2367
|
+
*
|
|
2368
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
2369
|
+
* reciprocal condition number. Compared with the threshold
|
|
2370
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
2371
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
2372
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
2373
|
+
* appropriately scaled matrix Z.
|
|
2374
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
2375
|
+
* current right-hand side and S scales each row of
|
|
2376
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
2377
|
+
* sums of Z are approximately 1.
|
|
2378
|
+
*
|
|
2379
|
+
* See Lapack Working Note 165 for further details and extra
|
|
2380
|
+
* cautions.
|
|
2381
|
+
*
|
|
2382
|
+
* NPARAMS (input) INTEGER
|
|
2383
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
2384
|
+
* PARAMS array is never referenced and default values are used.
|
|
2385
|
+
*
|
|
2386
|
+
* PARAMS (input / output) REAL array, dimension NPARAMS
|
|
2387
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
2388
|
+
* that entry will be filled with default value used for that
|
|
2389
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
2390
|
+
* are used for higher-numbered parameters.
|
|
2391
|
+
*
|
|
2392
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
2393
|
+
* refinement or not.
|
|
2394
|
+
* Default: 1.0
|
|
2395
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
2396
|
+
* computed.
|
|
2397
|
+
* = 1.0 : Use the double-precision refinement algorithm,
|
|
2398
|
+
* possibly with doubled-single computations if the
|
|
2399
|
+
* compilation environment does not support DOUBLE
|
|
2400
|
+
* PRECISION.
|
|
2401
|
+
* (other values are reserved for future use)
|
|
2402
|
+
*
|
|
2403
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
2404
|
+
* computations allowed for refinement.
|
|
2405
|
+
* Default: 10
|
|
2406
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
2407
|
+
* factorizations or factorizations other than LU. If
|
|
2408
|
+
* the factorization uses a technique other than
|
|
2409
|
+
* Gaussian elimination, the guarantees in
|
|
2410
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
2411
|
+
* trustworthy.
|
|
2412
|
+
*
|
|
2413
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
2414
|
+
* will attempt to find a solution with small componentwise
|
|
2415
|
+
* relative error in the double-precision algorithm. Positive
|
|
2416
|
+
* is true, 0.0 is false.
|
|
2417
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
2418
|
+
*
|
|
2419
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
2420
|
+
*
|
|
2421
|
+
* RWORK (workspace) REAL array, dimension (2*N)
|
|
2422
|
+
*
|
|
2423
|
+
* INFO (output) INTEGER
|
|
2424
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
2425
|
+
* guaranteed.
|
|
2426
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
2427
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
2428
|
+
* has been completed, but the factor U is exactly singular, so
|
|
2429
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
2430
|
+
* is returned.
|
|
2431
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
2432
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
2433
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
2434
|
+
* only the first such right-hand side is reported. If a small
|
|
2435
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
2436
|
+
* the Jth right-hand side is the first with a normwise error
|
|
2437
|
+
* bound that is not guaranteed (the smallest J such
|
|
2438
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
2439
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
2440
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
2441
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
2442
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
2443
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
2444
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
2445
|
+
* ERR_BNDS_COMP.
|
|
2446
|
+
*
|
|
2447
|
+
|
|
2448
|
+
* ==================================================================
|
|
2449
|
+
*
|
|
2450
|
+
|
|
2451
|
+
|
|
2452
|
+
</PRE>
|
|
2453
|
+
<A HREF="#top">go to the page top</A>
|
|
2454
|
+
|
|
2455
|
+
<A NAME="chetd2"></A>
|
|
2456
|
+
<H2>chetd2</H2>
|
|
2457
|
+
<PRE>
|
|
2458
|
+
USAGE:
|
|
2459
|
+
d, e, tau, info, a = NumRu::Lapack.chetd2( uplo, a, [:usage => usage, :help => help])
|
|
2460
|
+
|
|
2461
|
+
|
|
2462
|
+
FORTRAN MANUAL
|
|
2463
|
+
SUBROUTINE CHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
|
|
2464
|
+
|
|
2465
|
+
* Purpose
|
|
2466
|
+
* =======
|
|
2467
|
+
*
|
|
2468
|
+
* CHETD2 reduces a complex Hermitian matrix A to real symmetric
|
|
2469
|
+
* tridiagonal form T by a unitary similarity transformation:
|
|
2470
|
+
* Q' * A * Q = T.
|
|
2471
|
+
*
|
|
2472
|
+
|
|
2473
|
+
* Arguments
|
|
2474
|
+
* =========
|
|
2475
|
+
*
|
|
2476
|
+
* UPLO (input) CHARACTER*1
|
|
2477
|
+
* Specifies whether the upper or lower triangular part of the
|
|
2478
|
+
* Hermitian matrix A is stored:
|
|
2479
|
+
* = 'U': Upper triangular
|
|
2480
|
+
* = 'L': Lower triangular
|
|
2481
|
+
*
|
|
2482
|
+
* N (input) INTEGER
|
|
2483
|
+
* The order of the matrix A. N >= 0.
|
|
2484
|
+
*
|
|
2485
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
2486
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
|
2487
|
+
* n-by-n upper triangular part of A contains the upper
|
|
2488
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2489
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2490
|
+
* leading n-by-n lower triangular part of A contains the lower
|
|
2491
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2492
|
+
* triangular part of A is not referenced.
|
|
2493
|
+
* On exit, if UPLO = 'U', the diagonal and first superdiagonal
|
|
2494
|
+
* of A are overwritten by the corresponding elements of the
|
|
2495
|
+
* tridiagonal matrix T, and the elements above the first
|
|
2496
|
+
* superdiagonal, with the array TAU, represent the unitary
|
|
2497
|
+
* matrix Q as a product of elementary reflectors; if UPLO
|
|
2498
|
+
* = 'L', the diagonal and first subdiagonal of A are over-
|
|
2499
|
+
* written by the corresponding elements of the tridiagonal
|
|
2500
|
+
* matrix T, and the elements below the first subdiagonal, with
|
|
2501
|
+
* the array TAU, represent the unitary matrix Q as a product
|
|
2502
|
+
* of elementary reflectors. See Further Details.
|
|
2503
|
+
*
|
|
2504
|
+
* LDA (input) INTEGER
|
|
2505
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2506
|
+
*
|
|
2507
|
+
* D (output) REAL array, dimension (N)
|
|
2508
|
+
* The diagonal elements of the tridiagonal matrix T:
|
|
2509
|
+
* D(i) = A(i,i).
|
|
2510
|
+
*
|
|
2511
|
+
* E (output) REAL array, dimension (N-1)
|
|
2512
|
+
* The off-diagonal elements of the tridiagonal matrix T:
|
|
2513
|
+
* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
|
|
2514
|
+
*
|
|
2515
|
+
* TAU (output) COMPLEX array, dimension (N-1)
|
|
2516
|
+
* The scalar factors of the elementary reflectors (see Further
|
|
2517
|
+
* Details).
|
|
2518
|
+
*
|
|
2519
|
+
* INFO (output) INTEGER
|
|
2520
|
+
* = 0: successful exit
|
|
2521
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
|
2522
|
+
*
|
|
2523
|
+
|
|
2524
|
+
* Further Details
|
|
2525
|
+
* ===============
|
|
2526
|
+
*
|
|
2527
|
+
* If UPLO = 'U', the matrix Q is represented as a product of elementary
|
|
2528
|
+
* reflectors
|
|
2529
|
+
*
|
|
2530
|
+
* Q = H(n-1) . . . H(2) H(1).
|
|
2531
|
+
*
|
|
2532
|
+
* Each H(i) has the form
|
|
2533
|
+
*
|
|
2534
|
+
* H(i) = I - tau * v * v'
|
|
2535
|
+
*
|
|
2536
|
+
* where tau is a complex scalar, and v is a complex vector with
|
|
2537
|
+
* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
|
|
2538
|
+
* A(1:i-1,i+1), and tau in TAU(i).
|
|
2539
|
+
*
|
|
2540
|
+
* If UPLO = 'L', the matrix Q is represented as a product of elementary
|
|
2541
|
+
* reflectors
|
|
2542
|
+
*
|
|
2543
|
+
* Q = H(1) H(2) . . . H(n-1).
|
|
2544
|
+
*
|
|
2545
|
+
* Each H(i) has the form
|
|
2546
|
+
*
|
|
2547
|
+
* H(i) = I - tau * v * v'
|
|
2548
|
+
*
|
|
2549
|
+
* where tau is a complex scalar, and v is a complex vector with
|
|
2550
|
+
* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
|
|
2551
|
+
* and tau in TAU(i).
|
|
2552
|
+
*
|
|
2553
|
+
* The contents of A on exit are illustrated by the following examples
|
|
2554
|
+
* with n = 5:
|
|
2555
|
+
*
|
|
2556
|
+
* if UPLO = 'U': if UPLO = 'L':
|
|
2557
|
+
*
|
|
2558
|
+
* ( d e v2 v3 v4 ) ( d )
|
|
2559
|
+
* ( d e v3 v4 ) ( e d )
|
|
2560
|
+
* ( d e v4 ) ( v1 e d )
|
|
2561
|
+
* ( d e ) ( v1 v2 e d )
|
|
2562
|
+
* ( d ) ( v1 v2 v3 e d )
|
|
2563
|
+
*
|
|
2564
|
+
* where d and e denote diagonal and off-diagonal elements of T, and vi
|
|
2565
|
+
* denotes an element of the vector defining H(i).
|
|
2566
|
+
*
|
|
2567
|
+
* =====================================================================
|
|
2568
|
+
*
|
|
2569
|
+
|
|
2570
|
+
|
|
2571
|
+
</PRE>
|
|
2572
|
+
<A HREF="#top">go to the page top</A>
|
|
2573
|
+
|
|
2574
|
+
<A NAME="chetf2"></A>
|
|
2575
|
+
<H2>chetf2</H2>
|
|
2576
|
+
<PRE>
|
|
2577
|
+
USAGE:
|
|
2578
|
+
ipiv, info, a = NumRu::Lapack.chetf2( uplo, a, [:usage => usage, :help => help])
|
|
2579
|
+
|
|
2580
|
+
|
|
2581
|
+
FORTRAN MANUAL
|
|
2582
|
+
SUBROUTINE CHETF2( UPLO, N, A, LDA, IPIV, INFO )
|
|
2583
|
+
|
|
2584
|
+
* Purpose
|
|
2585
|
+
* =======
|
|
2586
|
+
*
|
|
2587
|
+
* CHETF2 computes the factorization of a complex Hermitian matrix A
|
|
2588
|
+
* using the Bunch-Kaufman diagonal pivoting method:
|
|
2589
|
+
*
|
|
2590
|
+
* A = U*D*U' or A = L*D*L'
|
|
2591
|
+
*
|
|
2592
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
2593
|
+
* triangular matrices, U' is the conjugate transpose of U, and D is
|
|
2594
|
+
* Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
|
|
2595
|
+
*
|
|
2596
|
+
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
|
2597
|
+
*
|
|
2598
|
+
|
|
2599
|
+
* Arguments
|
|
2600
|
+
* =========
|
|
2601
|
+
*
|
|
2602
|
+
* UPLO (input) CHARACTER*1
|
|
2603
|
+
* Specifies whether the upper or lower triangular part of the
|
|
2604
|
+
* Hermitian matrix A is stored:
|
|
2605
|
+
* = 'U': Upper triangular
|
|
2606
|
+
* = 'L': Lower triangular
|
|
2607
|
+
*
|
|
2608
|
+
* N (input) INTEGER
|
|
2609
|
+
* The order of the matrix A. N >= 0.
|
|
2610
|
+
*
|
|
2611
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
2612
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
|
2613
|
+
* n-by-n upper triangular part of A contains the upper
|
|
2614
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2615
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2616
|
+
* leading n-by-n lower triangular part of A contains the lower
|
|
2617
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2618
|
+
* triangular part of A is not referenced.
|
|
2619
|
+
*
|
|
2620
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
2621
|
+
* to obtain the factor U or L (see below for further details).
|
|
2622
|
+
*
|
|
2623
|
+
* LDA (input) INTEGER
|
|
2624
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2625
|
+
*
|
|
2626
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
2627
|
+
* Details of the interchanges and the block structure of D.
|
|
2628
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
2629
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
2630
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
2631
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
2632
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
2633
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
2634
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
2635
|
+
*
|
|
2636
|
+
* INFO (output) INTEGER
|
|
2637
|
+
* = 0: successful exit
|
|
2638
|
+
* < 0: if INFO = -k, the k-th argument had an illegal value
|
|
2639
|
+
* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
|
|
2640
|
+
* has been completed, but the block diagonal matrix D is
|
|
2641
|
+
* exactly singular, and division by zero will occur if it
|
|
2642
|
+
* is used to solve a system of equations.
|
|
2643
|
+
*
|
|
2644
|
+
|
|
2645
|
+
* Further Details
|
|
2646
|
+
* ===============
|
|
2647
|
+
*
|
|
2648
|
+
* 09-29-06 - patch from
|
|
2649
|
+
* Bobby Cheng, MathWorks
|
|
2650
|
+
*
|
|
2651
|
+
* Replace l.210 and l.392
|
|
2652
|
+
* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
|
|
2653
|
+
* by
|
|
2654
|
+
* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN
|
|
2655
|
+
*
|
|
2656
|
+
* 01-01-96 - Based on modifications by
|
|
2657
|
+
* J. Lewis, Boeing Computer Services Company
|
|
2658
|
+
* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
|
|
2659
|
+
*
|
|
2660
|
+
* If UPLO = 'U', then A = U*D*U', where
|
|
2661
|
+
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
|
2662
|
+
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
|
2663
|
+
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
2664
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
2665
|
+
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
|
2666
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
2667
|
+
*
|
|
2668
|
+
* ( I v 0 ) k-s
|
|
2669
|
+
* U(k) = ( 0 I 0 ) s
|
|
2670
|
+
* ( 0 0 I ) n-k
|
|
2671
|
+
* k-s s n-k
|
|
2672
|
+
*
|
|
2673
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
|
2674
|
+
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
|
2675
|
+
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
|
2676
|
+
*
|
|
2677
|
+
* If UPLO = 'L', then A = L*D*L', where
|
|
2678
|
+
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
|
2679
|
+
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
|
2680
|
+
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
2681
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
2682
|
+
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
|
2683
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
2684
|
+
*
|
|
2685
|
+
* ( I 0 0 ) k-1
|
|
2686
|
+
* L(k) = ( 0 I 0 ) s
|
|
2687
|
+
* ( 0 v I ) n-k-s+1
|
|
2688
|
+
* k-1 s n-k-s+1
|
|
2689
|
+
*
|
|
2690
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
|
2691
|
+
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
|
2692
|
+
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
|
2693
|
+
*
|
|
2694
|
+
* =====================================================================
|
|
2695
|
+
*
|
|
2696
|
+
|
|
2697
|
+
|
|
2698
|
+
</PRE>
|
|
2699
|
+
<A HREF="#top">go to the page top</A>
|
|
2700
|
+
|
|
2701
|
+
<A NAME="chetrd"></A>
|
|
2702
|
+
<H2>chetrd</H2>
|
|
2703
|
+
<PRE>
|
|
2704
|
+
USAGE:
|
|
2705
|
+
d, e, tau, work, info, a = NumRu::Lapack.chetrd( uplo, a, lwork, [:usage => usage, :help => help])
|
|
2706
|
+
|
|
2707
|
+
|
|
2708
|
+
FORTRAN MANUAL
|
|
2709
|
+
SUBROUTINE CHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
|
|
2710
|
+
|
|
2711
|
+
* Purpose
|
|
2712
|
+
* =======
|
|
2713
|
+
*
|
|
2714
|
+
* CHETRD reduces a complex Hermitian matrix A to real symmetric
|
|
2715
|
+
* tridiagonal form T by a unitary similarity transformation:
|
|
2716
|
+
* Q**H * A * Q = T.
|
|
2717
|
+
*
|
|
2718
|
+
|
|
2719
|
+
* Arguments
|
|
2720
|
+
* =========
|
|
2721
|
+
*
|
|
2722
|
+
* UPLO (input) CHARACTER*1
|
|
2723
|
+
* = 'U': Upper triangle of A is stored;
|
|
2724
|
+
* = 'L': Lower triangle of A is stored.
|
|
2725
|
+
*
|
|
2726
|
+
* N (input) INTEGER
|
|
2727
|
+
* The order of the matrix A. N >= 0.
|
|
2728
|
+
*
|
|
2729
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
2730
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
|
2731
|
+
* N-by-N upper triangular part of A contains the upper
|
|
2732
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2733
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2734
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
2735
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2736
|
+
* triangular part of A is not referenced.
|
|
2737
|
+
* On exit, if UPLO = 'U', the diagonal and first superdiagonal
|
|
2738
|
+
* of A are overwritten by the corresponding elements of the
|
|
2739
|
+
* tridiagonal matrix T, and the elements above the first
|
|
2740
|
+
* superdiagonal, with the array TAU, represent the unitary
|
|
2741
|
+
* matrix Q as a product of elementary reflectors; if UPLO
|
|
2742
|
+
* = 'L', the diagonal and first subdiagonal of A are over-
|
|
2743
|
+
* written by the corresponding elements of the tridiagonal
|
|
2744
|
+
* matrix T, and the elements below the first subdiagonal, with
|
|
2745
|
+
* the array TAU, represent the unitary matrix Q as a product
|
|
2746
|
+
* of elementary reflectors. See Further Details.
|
|
2747
|
+
*
|
|
2748
|
+
* LDA (input) INTEGER
|
|
2749
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2750
|
+
*
|
|
2751
|
+
* D (output) REAL array, dimension (N)
|
|
2752
|
+
* The diagonal elements of the tridiagonal matrix T:
|
|
2753
|
+
* D(i) = A(i,i).
|
|
2754
|
+
*
|
|
2755
|
+
* E (output) REAL array, dimension (N-1)
|
|
2756
|
+
* The off-diagonal elements of the tridiagonal matrix T:
|
|
2757
|
+
* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
|
|
2758
|
+
*
|
|
2759
|
+
* TAU (output) COMPLEX array, dimension (N-1)
|
|
2760
|
+
* The scalar factors of the elementary reflectors (see Further
|
|
2761
|
+
* Details).
|
|
2762
|
+
*
|
|
2763
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
2764
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
2765
|
+
*
|
|
2766
|
+
* LWORK (input) INTEGER
|
|
2767
|
+
* The dimension of the array WORK. LWORK >= 1.
|
|
2768
|
+
* For optimum performance LWORK >= N*NB, where NB is the
|
|
2769
|
+
* optimal blocksize.
|
|
2770
|
+
*
|
|
2771
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
2772
|
+
* only calculates the optimal size of the WORK array, returns
|
|
2773
|
+
* this value as the first entry of the WORK array, and no error
|
|
2774
|
+
* message related to LWORK is issued by XERBLA.
|
|
2775
|
+
*
|
|
2776
|
+
* INFO (output) INTEGER
|
|
2777
|
+
* = 0: successful exit
|
|
2778
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2779
|
+
*
|
|
2780
|
+
|
|
2781
|
+
* Further Details
|
|
2782
|
+
* ===============
|
|
2783
|
+
*
|
|
2784
|
+
* If UPLO = 'U', the matrix Q is represented as a product of elementary
|
|
2785
|
+
* reflectors
|
|
2786
|
+
*
|
|
2787
|
+
* Q = H(n-1) . . . H(2) H(1).
|
|
2788
|
+
*
|
|
2789
|
+
* Each H(i) has the form
|
|
2790
|
+
*
|
|
2791
|
+
* H(i) = I - tau * v * v'
|
|
2792
|
+
*
|
|
2793
|
+
* where tau is a complex scalar, and v is a complex vector with
|
|
2794
|
+
* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
|
|
2795
|
+
* A(1:i-1,i+1), and tau in TAU(i).
|
|
2796
|
+
*
|
|
2797
|
+
* If UPLO = 'L', the matrix Q is represented as a product of elementary
|
|
2798
|
+
* reflectors
|
|
2799
|
+
*
|
|
2800
|
+
* Q = H(1) H(2) . . . H(n-1).
|
|
2801
|
+
*
|
|
2802
|
+
* Each H(i) has the form
|
|
2803
|
+
*
|
|
2804
|
+
* H(i) = I - tau * v * v'
|
|
2805
|
+
*
|
|
2806
|
+
* where tau is a complex scalar, and v is a complex vector with
|
|
2807
|
+
* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
|
|
2808
|
+
* and tau in TAU(i).
|
|
2809
|
+
*
|
|
2810
|
+
* The contents of A on exit are illustrated by the following examples
|
|
2811
|
+
* with n = 5:
|
|
2812
|
+
*
|
|
2813
|
+
* if UPLO = 'U': if UPLO = 'L':
|
|
2814
|
+
*
|
|
2815
|
+
* ( d e v2 v3 v4 ) ( d )
|
|
2816
|
+
* ( d e v3 v4 ) ( e d )
|
|
2817
|
+
* ( d e v4 ) ( v1 e d )
|
|
2818
|
+
* ( d e ) ( v1 v2 e d )
|
|
2819
|
+
* ( d ) ( v1 v2 v3 e d )
|
|
2820
|
+
*
|
|
2821
|
+
* where d and e denote diagonal and off-diagonal elements of T, and vi
|
|
2822
|
+
* denotes an element of the vector defining H(i).
|
|
2823
|
+
*
|
|
2824
|
+
* =====================================================================
|
|
2825
|
+
*
|
|
2826
|
+
|
|
2827
|
+
|
|
2828
|
+
</PRE>
|
|
2829
|
+
<A HREF="#top">go to the page top</A>
|
|
2830
|
+
|
|
2831
|
+
<A NAME="chetrf"></A>
|
|
2832
|
+
<H2>chetrf</H2>
|
|
2833
|
+
<PRE>
|
|
2834
|
+
USAGE:
|
|
2835
|
+
ipiv, work, info, a = NumRu::Lapack.chetrf( uplo, a, lwork, [:usage => usage, :help => help])
|
|
2836
|
+
|
|
2837
|
+
|
|
2838
|
+
FORTRAN MANUAL
|
|
2839
|
+
SUBROUTINE CHETRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
|
2840
|
+
|
|
2841
|
+
* Purpose
|
|
2842
|
+
* =======
|
|
2843
|
+
*
|
|
2844
|
+
* CHETRF computes the factorization of a complex Hermitian matrix A
|
|
2845
|
+
* using the Bunch-Kaufman diagonal pivoting method. The form of the
|
|
2846
|
+
* factorization is
|
|
2847
|
+
*
|
|
2848
|
+
* A = U*D*U**H or A = L*D*L**H
|
|
2849
|
+
*
|
|
2850
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
2851
|
+
* triangular matrices, and D is Hermitian and block diagonal with
|
|
2852
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
2853
|
+
*
|
|
2854
|
+
* This is the blocked version of the algorithm, calling Level 3 BLAS.
|
|
2855
|
+
*
|
|
2856
|
+
|
|
2857
|
+
* Arguments
|
|
2858
|
+
* =========
|
|
2859
|
+
*
|
|
2860
|
+
* UPLO (input) CHARACTER*1
|
|
2861
|
+
* = 'U': Upper triangle of A is stored;
|
|
2862
|
+
* = 'L': Lower triangle of A is stored.
|
|
2863
|
+
*
|
|
2864
|
+
* N (input) INTEGER
|
|
2865
|
+
* The order of the matrix A. N >= 0.
|
|
2866
|
+
*
|
|
2867
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
2868
|
+
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
|
2869
|
+
* N-by-N upper triangular part of A contains the upper
|
|
2870
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2871
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2872
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
2873
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2874
|
+
* triangular part of A is not referenced.
|
|
2875
|
+
*
|
|
2876
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
2877
|
+
* to obtain the factor U or L (see below for further details).
|
|
2878
|
+
*
|
|
2879
|
+
* LDA (input) INTEGER
|
|
2880
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2881
|
+
*
|
|
2882
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
2883
|
+
* Details of the interchanges and the block structure of D.
|
|
2884
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
2885
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
2886
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
2887
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
2888
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
2889
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
2890
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
2891
|
+
*
|
|
2892
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
2893
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
2894
|
+
*
|
|
2895
|
+
* LWORK (input) INTEGER
|
|
2896
|
+
* The length of WORK. LWORK >=1. For best performance
|
|
2897
|
+
* LWORK >= N*NB, where NB is the block size returned by ILAENV.
|
|
2898
|
+
*
|
|
2899
|
+
* INFO (output) INTEGER
|
|
2900
|
+
* = 0: successful exit
|
|
2901
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2902
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
2903
|
+
* has been completed, but the block diagonal matrix D is
|
|
2904
|
+
* exactly singular, and division by zero will occur if it
|
|
2905
|
+
* is used to solve a system of equations.
|
|
2906
|
+
*
|
|
2907
|
+
|
|
2908
|
+
* Further Details
|
|
2909
|
+
* ===============
|
|
2910
|
+
*
|
|
2911
|
+
* If UPLO = 'U', then A = U*D*U', where
|
|
2912
|
+
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
|
2913
|
+
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
|
2914
|
+
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
2915
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
2916
|
+
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
|
2917
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
2918
|
+
*
|
|
2919
|
+
* ( I v 0 ) k-s
|
|
2920
|
+
* U(k) = ( 0 I 0 ) s
|
|
2921
|
+
* ( 0 0 I ) n-k
|
|
2922
|
+
* k-s s n-k
|
|
2923
|
+
*
|
|
2924
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
|
2925
|
+
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
|
2926
|
+
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
|
2927
|
+
*
|
|
2928
|
+
* If UPLO = 'L', then A = L*D*L', where
|
|
2929
|
+
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
|
2930
|
+
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
|
2931
|
+
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
2932
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
2933
|
+
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
|
2934
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
2935
|
+
*
|
|
2936
|
+
* ( I 0 0 ) k-1
|
|
2937
|
+
* L(k) = ( 0 I 0 ) s
|
|
2938
|
+
* ( 0 v I ) n-k-s+1
|
|
2939
|
+
* k-1 s n-k-s+1
|
|
2940
|
+
*
|
|
2941
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
|
2942
|
+
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
|
2943
|
+
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
|
2944
|
+
*
|
|
2945
|
+
* =====================================================================
|
|
2946
|
+
*
|
|
2947
|
+
* .. Local Scalars ..
|
|
2948
|
+
LOGICAL LQUERY, UPPER
|
|
2949
|
+
INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
|
|
2950
|
+
* ..
|
|
2951
|
+
* .. External Functions ..
|
|
2952
|
+
LOGICAL LSAME
|
|
2953
|
+
INTEGER ILAENV
|
|
2954
|
+
EXTERNAL LSAME, ILAENV
|
|
2955
|
+
* ..
|
|
2956
|
+
* .. External Subroutines ..
|
|
2957
|
+
EXTERNAL CHETF2, CLAHEF, XERBLA
|
|
2958
|
+
* ..
|
|
2959
|
+
* .. Intrinsic Functions ..
|
|
2960
|
+
INTRINSIC MAX
|
|
2961
|
+
* ..
|
|
2962
|
+
|
|
2963
|
+
|
|
2964
|
+
</PRE>
|
|
2965
|
+
<A HREF="#top">go to the page top</A>
|
|
2966
|
+
|
|
2967
|
+
<A NAME="chetri"></A>
|
|
2968
|
+
<H2>chetri</H2>
|
|
2969
|
+
<PRE>
|
|
2970
|
+
USAGE:
|
|
2971
|
+
info, a = NumRu::Lapack.chetri( uplo, a, ipiv, [:usage => usage, :help => help])
|
|
2972
|
+
|
|
2973
|
+
|
|
2974
|
+
FORTRAN MANUAL
|
|
2975
|
+
SUBROUTINE CHETRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
|
|
2976
|
+
|
|
2977
|
+
* Purpose
|
|
2978
|
+
* =======
|
|
2979
|
+
*
|
|
2980
|
+
* CHETRI computes the inverse of a complex Hermitian indefinite matrix
|
|
2981
|
+
* A using the factorization A = U*D*U**H or A = L*D*L**H computed by
|
|
2982
|
+
* CHETRF.
|
|
2983
|
+
*
|
|
2984
|
+
|
|
2985
|
+
* Arguments
|
|
2986
|
+
* =========
|
|
2987
|
+
*
|
|
2988
|
+
* UPLO (input) CHARACTER*1
|
|
2989
|
+
* Specifies whether the details of the factorization are stored
|
|
2990
|
+
* as an upper or lower triangular matrix.
|
|
2991
|
+
* = 'U': Upper triangular, form is A = U*D*U**H;
|
|
2992
|
+
* = 'L': Lower triangular, form is A = L*D*L**H.
|
|
2993
|
+
*
|
|
2994
|
+
* N (input) INTEGER
|
|
2995
|
+
* The order of the matrix A. N >= 0.
|
|
2996
|
+
*
|
|
2997
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
2998
|
+
* On entry, the block diagonal matrix D and the multipliers
|
|
2999
|
+
* used to obtain the factor U or L as computed by CHETRF.
|
|
3000
|
+
*
|
|
3001
|
+
* On exit, if INFO = 0, the (Hermitian) inverse of the original
|
|
3002
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
3003
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
3004
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
3005
|
+
* inverse is formed and the part of A above the diagonal is
|
|
3006
|
+
* not referenced.
|
|
3007
|
+
*
|
|
3008
|
+
* LDA (input) INTEGER
|
|
3009
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3010
|
+
*
|
|
3011
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3012
|
+
* Details of the interchanges and the block structure of D
|
|
3013
|
+
* as determined by CHETRF.
|
|
3014
|
+
*
|
|
3015
|
+
* WORK (workspace) COMPLEX array, dimension (N)
|
|
3016
|
+
*
|
|
3017
|
+
* INFO (output) INTEGER
|
|
3018
|
+
* = 0: successful exit
|
|
3019
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3020
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
3021
|
+
* inverse could not be computed.
|
|
3022
|
+
*
|
|
3023
|
+
|
|
3024
|
+
* =====================================================================
|
|
3025
|
+
*
|
|
3026
|
+
|
|
3027
|
+
|
|
3028
|
+
</PRE>
|
|
3029
|
+
<A HREF="#top">go to the page top</A>
|
|
3030
|
+
|
|
3031
|
+
<A NAME="chetrs"></A>
|
|
3032
|
+
<H2>chetrs</H2>
|
|
3033
|
+
<PRE>
|
|
3034
|
+
USAGE:
|
|
3035
|
+
info, b = NumRu::Lapack.chetrs( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
|
3036
|
+
|
|
3037
|
+
|
|
3038
|
+
FORTRAN MANUAL
|
|
3039
|
+
SUBROUTINE CHETRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
|
|
3040
|
+
|
|
3041
|
+
* Purpose
|
|
3042
|
+
* =======
|
|
3043
|
+
*
|
|
3044
|
+
* CHETRS solves a system of linear equations A*X = B with a complex
|
|
3045
|
+
* Hermitian matrix A using the factorization A = U*D*U**H or
|
|
3046
|
+
* A = L*D*L**H computed by CHETRF.
|
|
3047
|
+
*
|
|
3048
|
+
|
|
3049
|
+
* Arguments
|
|
3050
|
+
* =========
|
|
3051
|
+
*
|
|
3052
|
+
* UPLO (input) CHARACTER*1
|
|
3053
|
+
* Specifies whether the details of the factorization are stored
|
|
3054
|
+
* as an upper or lower triangular matrix.
|
|
3055
|
+
* = 'U': Upper triangular, form is A = U*D*U**H;
|
|
3056
|
+
* = 'L': Lower triangular, form is A = L*D*L**H.
|
|
3057
|
+
*
|
|
3058
|
+
* N (input) INTEGER
|
|
3059
|
+
* The order of the matrix A. N >= 0.
|
|
3060
|
+
*
|
|
3061
|
+
* NRHS (input) INTEGER
|
|
3062
|
+
* The number of right hand sides, i.e., the number of columns
|
|
3063
|
+
* of the matrix B. NRHS >= 0.
|
|
3064
|
+
*
|
|
3065
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
3066
|
+
* The block diagonal matrix D and the multipliers used to
|
|
3067
|
+
* obtain the factor U or L as computed by CHETRF.
|
|
3068
|
+
*
|
|
3069
|
+
* LDA (input) INTEGER
|
|
3070
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3071
|
+
*
|
|
3072
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3073
|
+
* Details of the interchanges and the block structure of D
|
|
3074
|
+
* as determined by CHETRF.
|
|
3075
|
+
*
|
|
3076
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
3077
|
+
* On entry, the right hand side matrix B.
|
|
3078
|
+
* On exit, the solution matrix X.
|
|
3079
|
+
*
|
|
3080
|
+
* LDB (input) INTEGER
|
|
3081
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
3082
|
+
*
|
|
3083
|
+
* INFO (output) INTEGER
|
|
3084
|
+
* = 0: successful exit
|
|
3085
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3086
|
+
*
|
|
3087
|
+
|
|
3088
|
+
* =====================================================================
|
|
3089
|
+
*
|
|
3090
|
+
|
|
3091
|
+
|
|
3092
|
+
</PRE>
|
|
3093
|
+
<A HREF="#top">go to the page top</A>
|
|
3094
|
+
|
|
3095
|
+
<A NAME="chetrs2"></A>
|
|
3096
|
+
<H2>chetrs2</H2>
|
|
3097
|
+
<PRE>
|
|
3098
|
+
USAGE:
|
|
3099
|
+
info, b = NumRu::Lapack.chetrs2( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
|
3100
|
+
|
|
3101
|
+
|
|
3102
|
+
FORTRAN MANUAL
|
|
3103
|
+
SUBROUTINE CHETRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO )
|
|
3104
|
+
|
|
3105
|
+
* Purpose
|
|
3106
|
+
* =======
|
|
3107
|
+
*
|
|
3108
|
+
* CHETRS2 solves a system of linear equations A*X = B with a COMPLEX
|
|
3109
|
+
* Hermitian matrix A using the factorization A = U*D*U**T or
|
|
3110
|
+
* A = L*D*L**T computed by CSYTRF and converted by CSYCONV.
|
|
3111
|
+
*
|
|
3112
|
+
|
|
3113
|
+
* Arguments
|
|
3114
|
+
* =========
|
|
3115
|
+
*
|
|
3116
|
+
* UPLO (input) CHARACTER*1
|
|
3117
|
+
* Specifies whether the details of the factorization are stored
|
|
3118
|
+
* as an upper or lower triangular matrix.
|
|
3119
|
+
* = 'U': Upper triangular, form is A = U*D*U**H;
|
|
3120
|
+
* = 'L': Lower triangular, form is A = L*D*L**H.
|
|
3121
|
+
*
|
|
3122
|
+
* N (input) INTEGER
|
|
3123
|
+
* The order of the matrix A. N >= 0.
|
|
3124
|
+
*
|
|
3125
|
+
* NRHS (input) INTEGER
|
|
3126
|
+
* The number of right hand sides, i.e., the number of columns
|
|
3127
|
+
* of the matrix B. NRHS >= 0.
|
|
3128
|
+
*
|
|
3129
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
3130
|
+
* The block diagonal matrix D and the multipliers used to
|
|
3131
|
+
* obtain the factor U or L as computed by CHETRF.
|
|
3132
|
+
*
|
|
3133
|
+
* LDA (input) INTEGER
|
|
3134
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3135
|
+
*
|
|
3136
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3137
|
+
* Details of the interchanges and the block structure of D
|
|
3138
|
+
* as determined by CHETRF.
|
|
3139
|
+
*
|
|
3140
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
3141
|
+
* On entry, the right hand side matrix B.
|
|
3142
|
+
* On exit, the solution matrix X.
|
|
3143
|
+
*
|
|
3144
|
+
* LDB (input) INTEGER
|
|
3145
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
3146
|
+
*
|
|
3147
|
+
* WORK (workspace) COMPLEX array, dimension (N)
|
|
3148
|
+
*
|
|
3149
|
+
* INFO (output) INTEGER
|
|
3150
|
+
* = 0: successful exit
|
|
3151
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3152
|
+
*
|
|
3153
|
+
|
|
3154
|
+
* =====================================================================
|
|
3155
|
+
*
|
|
3156
|
+
|
|
3157
|
+
|
|
3158
|
+
</PRE>
|
|
3159
|
+
<A HREF="#top">go to the page top</A>
|
|
3160
|
+
|
|
3161
|
+
<HR />
|
|
3162
|
+
<A HREF="c.html">back to matrix types</A><BR>
|
|
3163
|
+
<A HREF="c.html">back to data types</A>
|
|
3164
|
+
</BODY>
|
|
3165
|
+
</HTML>
|