ruby-lapack 1.3

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Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
  415. data/dev/defs/dgecon +90 -0
  416. data/dev/defs/dgeequ +107 -0
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  3401. data/lib/numru/lapack.rb +51 -0
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  3404. data/tests/eig/ge/test_gesvd.rb +99 -0
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data/doc/cpo.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>COMPLEX routines for symmetric or Hermitian positive definite matrix</TITLE>
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+ </HEAD>
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+ <BODY>
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+ <A NAME="top"></A>
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+ <H1>COMPLEX routines for symmetric or Hermitian positive definite matrix</H1>
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+ <UL>
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+ <LI><A HREF="#cpocon">cpocon</A></LI>
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+ <LI><A HREF="#cpoequ">cpoequ</A></LI>
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+ <LI><A HREF="#cpoequb">cpoequb</A></LI>
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+ <LI><A HREF="#cporfs">cporfs</A></LI>
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+ <LI><A HREF="#cporfsx">cporfsx</A></LI>
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+ <LI><A HREF="#cposv">cposv</A></LI>
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+ <LI><A HREF="#cposvx">cposvx</A></LI>
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+ <LI><A HREF="#cposvxx">cposvxx</A></LI>
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+ <LI><A HREF="#cpotf2">cpotf2</A></LI>
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+ <LI><A HREF="#cpotrf">cpotrf</A></LI>
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+ <LI><A HREF="#cpotri">cpotri</A></LI>
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+ <LI><A HREF="#cpotrs">cpotrs</A></LI>
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+ </UL>
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+
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+ <A NAME="cpocon"></A>
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+ <H2>cpocon</H2>
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+ <PRE>
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+ USAGE:
27
+ rcond, info = NumRu::Lapack.cpocon( uplo, a, anorm, [:usage => usage, :help => help])
28
+
29
+
30
+ FORTRAN MANUAL
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+ SUBROUTINE CPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO )
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+
33
+ * Purpose
34
+ * =======
35
+ *
36
+ * CPOCON estimates the reciprocal of the condition number (in the
37
+ * 1-norm) of a complex Hermitian positive definite matrix using the
38
+ * Cholesky factorization A = U**H*U or A = L*L**H computed by CPOTRF.
39
+ *
40
+ * An estimate is obtained for norm(inv(A)), and the reciprocal of the
41
+ * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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+ *
43
+
44
+ * Arguments
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+ * =========
46
+ *
47
+ * UPLO (input) CHARACTER*1
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+ * = 'U': Upper triangle of A is stored;
49
+ * = '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.
53
+ *
54
+ * A (input) COMPLEX array, dimension (LDA,N)
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+ * The triangular factor U or L from the Cholesky factorization
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+ * A = U**H*U or A = L*L**H, as computed by CPOTRF.
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+ *
58
+ * LDA (input) INTEGER
59
+ * The leading dimension of the array A. LDA >= max(1,N).
60
+ *
61
+ * ANORM (input) REAL
62
+ * The 1-norm (or infinity-norm) of the Hermitian matrix A.
63
+ *
64
+ * RCOND (output) REAL
65
+ * The reciprocal of the condition number of the matrix A,
66
+ * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
67
+ * estimate of the 1-norm of inv(A) computed in this routine.
68
+ *
69
+ * WORK (workspace) COMPLEX array, dimension (2*N)
70
+ *
71
+ * RWORK (workspace) REAL array, dimension (N)
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+ *
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+ * INFO (output) INTEGER
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+ * = 0: successful exit
75
+ * < 0: if INFO = -i, the i-th argument had an illegal value
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+ *
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+
78
+ * =====================================================================
79
+ *
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+
81
+
82
+ </PRE>
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+ <A HREF="#top">go to the page top</A>
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+
85
+ <A NAME="cpoequ"></A>
86
+ <H2>cpoequ</H2>
87
+ <PRE>
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+ USAGE:
89
+ s, scond, amax, info = NumRu::Lapack.cpoequ( a, [:usage => usage, :help => help])
90
+
91
+
92
+ FORTRAN MANUAL
93
+ SUBROUTINE CPOEQU( N, A, LDA, S, SCOND, AMAX, INFO )
94
+
95
+ * Purpose
96
+ * =======
97
+ *
98
+ * CPOEQU computes row and column scalings intended to equilibrate a
99
+ * Hermitian positive definite matrix A and reduce its condition number
100
+ * (with respect to the two-norm). S contains the scale factors,
101
+ * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
102
+ * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
103
+ * choice of S puts the condition number of B within a factor N of the
104
+ * smallest possible condition number over all possible diagonal
105
+ * scalings.
106
+ *
107
+
108
+ * Arguments
109
+ * =========
110
+ *
111
+ * N (input) INTEGER
112
+ * The order of the matrix A. N >= 0.
113
+ *
114
+ * A (input) COMPLEX array, dimension (LDA,N)
115
+ * The N-by-N Hermitian positive definite matrix whose scaling
116
+ * factors are to be computed. Only the diagonal elements of A
117
+ * are referenced.
118
+ *
119
+ * LDA (input) INTEGER
120
+ * The leading dimension of the array A. LDA >= max(1,N).
121
+ *
122
+ * S (output) REAL array, dimension (N)
123
+ * If INFO = 0, S contains the scale factors for A.
124
+ *
125
+ * SCOND (output) REAL
126
+ * If INFO = 0, S contains the ratio of the smallest S(i) to
127
+ * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
128
+ * large nor too small, it is not worth scaling by S.
129
+ *
130
+ * AMAX (output) REAL
131
+ * Absolute value of largest matrix element. If AMAX is very
132
+ * close to overflow or very close to underflow, the matrix
133
+ * should be scaled.
134
+ *
135
+ * INFO (output) INTEGER
136
+ * = 0: successful exit
137
+ * < 0: if INFO = -i, the i-th argument had an illegal value
138
+ * > 0: if INFO = i, the i-th diagonal element is nonpositive.
139
+ *
140
+
141
+ * =====================================================================
142
+ *
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+
144
+
145
+ </PRE>
146
+ <A HREF="#top">go to the page top</A>
147
+
148
+ <A NAME="cpoequb"></A>
149
+ <H2>cpoequb</H2>
150
+ <PRE>
151
+ USAGE:
152
+ s, scond, amax, info = NumRu::Lapack.cpoequb( a, [:usage => usage, :help => help])
153
+
154
+
155
+ FORTRAN MANUAL
156
+ SUBROUTINE CPOEQUB( N, A, LDA, S, SCOND, AMAX, INFO )
157
+
158
+ * Purpose
159
+ * =======
160
+ *
161
+ * CPOEQUB computes row and column scalings intended to equilibrate a
162
+ * symmetric positive definite matrix A and reduce its condition number
163
+ * (with respect to the two-norm). S contains the scale factors,
164
+ * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
165
+ * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
166
+ * choice of S puts the condition number of B within a factor N of the
167
+ * smallest possible condition number over all possible diagonal
168
+ * scalings.
169
+ *
170
+
171
+ * Arguments
172
+ * =========
173
+ *
174
+ * N (input) INTEGER
175
+ * The order of the matrix A. N >= 0.
176
+ *
177
+ * A (input) COMPLEX array, dimension (LDA,N)
178
+ * The N-by-N symmetric positive definite matrix whose scaling
179
+ * factors are to be computed. Only the diagonal elements of A
180
+ * are referenced.
181
+ *
182
+ * LDA (input) INTEGER
183
+ * The leading dimension of the array A. LDA >= max(1,N).
184
+ *
185
+ * S (output) REAL array, dimension (N)
186
+ * If INFO = 0, S contains the scale factors for A.
187
+ *
188
+ * SCOND (output) REAL
189
+ * If INFO = 0, S contains the ratio of the smallest S(i) to
190
+ * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
191
+ * large nor too small, it is not worth scaling by S.
192
+ *
193
+ * AMAX (output) REAL
194
+ * Absolute value of largest matrix element. If AMAX is very
195
+ * close to overflow or very close to underflow, the matrix
196
+ * should be scaled.
197
+ *
198
+ * INFO (output) INTEGER
199
+ * = 0: successful exit
200
+ * < 0: if INFO = -i, the i-th argument had an illegal value
201
+ * > 0: if INFO = i, the i-th diagonal element is nonpositive.
202
+ *
203
+
204
+ * =====================================================================
205
+ *
206
+
207
+
208
+ </PRE>
209
+ <A HREF="#top">go to the page top</A>
210
+
211
+ <A NAME="cporfs"></A>
212
+ <H2>cporfs</H2>
213
+ <PRE>
214
+ USAGE:
215
+ ferr, berr, info, x = NumRu::Lapack.cporfs( uplo, a, af, b, x, [:usage => usage, :help => help])
216
+
217
+
218
+ FORTRAN MANUAL
219
+ SUBROUTINE CPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
220
+
221
+ * Purpose
222
+ * =======
223
+ *
224
+ * CPORFS improves the computed solution to a system of linear
225
+ * equations when the coefficient matrix is Hermitian positive definite,
226
+ * and provides error bounds and backward error estimates for the
227
+ * solution.
228
+ *
229
+
230
+ * Arguments
231
+ * =========
232
+ *
233
+ * UPLO (input) CHARACTER*1
234
+ * = 'U': Upper triangle of A is stored;
235
+ * = 'L': Lower triangle of A is stored.
236
+ *
237
+ * N (input) INTEGER
238
+ * The order of the matrix A. N >= 0.
239
+ *
240
+ * NRHS (input) INTEGER
241
+ * The number of right hand sides, i.e., the number of columns
242
+ * of the matrices B and X. NRHS >= 0.
243
+ *
244
+ * A (input) COMPLEX array, dimension (LDA,N)
245
+ * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
246
+ * upper triangular part of A contains the upper triangular part
247
+ * of the matrix A, and the strictly lower triangular part of A
248
+ * is not referenced. If UPLO = 'L', the leading N-by-N lower
249
+ * triangular part of A contains the lower triangular part of
250
+ * the matrix A, and the strictly upper triangular part of A is
251
+ * not referenced.
252
+ *
253
+ * LDA (input) INTEGER
254
+ * The leading dimension of the array A. LDA >= max(1,N).
255
+ *
256
+ * AF (input) COMPLEX array, dimension (LDAF,N)
257
+ * The triangular factor U or L from the Cholesky factorization
258
+ * A = U**H*U or A = L*L**H, as computed by CPOTRF.
259
+ *
260
+ * LDAF (input) INTEGER
261
+ * The leading dimension of the array AF. LDAF >= max(1,N).
262
+ *
263
+ * B (input) COMPLEX array, dimension (LDB,NRHS)
264
+ * The right hand side matrix B.
265
+ *
266
+ * LDB (input) INTEGER
267
+ * The leading dimension of the array B. LDB >= max(1,N).
268
+ *
269
+ * X (input/output) COMPLEX array, dimension (LDX,NRHS)
270
+ * On entry, the solution matrix X, as computed by CPOTRS.
271
+ * On exit, the improved solution matrix X.
272
+ *
273
+ * LDX (input) INTEGER
274
+ * The leading dimension of the array X. LDX >= max(1,N).
275
+ *
276
+ * FERR (output) REAL array, dimension (NRHS)
277
+ * The estimated forward error bound for each solution vector
278
+ * X(j) (the j-th column of the solution matrix X).
279
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
280
+ * is an estimated upper bound for the magnitude of the largest
281
+ * element in (X(j) - XTRUE) divided by the magnitude of the
282
+ * largest element in X(j). The estimate is as reliable as
283
+ * the estimate for RCOND, and is almost always a slight
284
+ * overestimate of the true error.
285
+ *
286
+ * BERR (output) REAL array, dimension (NRHS)
287
+ * The componentwise relative backward error of each solution
288
+ * vector X(j) (i.e., the smallest relative change in
289
+ * any element of A or B that makes X(j) an exact solution).
290
+ *
291
+ * WORK (workspace) COMPLEX array, dimension (2*N)
292
+ *
293
+ * RWORK (workspace) REAL array, dimension (N)
294
+ *
295
+ * INFO (output) INTEGER
296
+ * = 0: successful exit
297
+ * < 0: if INFO = -i, the i-th argument had an illegal value
298
+ *
299
+ * Internal Parameters
300
+ * ===================
301
+ *
302
+ * ITMAX is the maximum number of steps of iterative refinement.
303
+ *
304
+
305
+ * ====================================================================
306
+ *
307
+
308
+
309
+ </PRE>
310
+ <A HREF="#top">go to the page top</A>
311
+
312
+ <A NAME="cporfsx"></A>
313
+ <H2>cporfsx</H2>
314
+ <PRE>
315
+ USAGE:
316
+ rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.cporfsx( uplo, equed, a, af, s, b, x, params, [:usage => usage, :help => help])
317
+
318
+
319
+ FORTRAN MANUAL
320
+ SUBROUTINE CPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
321
+
322
+ * Purpose
323
+ * =======
324
+ *
325
+ * CPORFSX improves the computed solution to a system of linear
326
+ * equations when the coefficient matrix is symmetric positive
327
+ * definite, and provides error bounds and backward error estimates
328
+ * for the solution. In addition to normwise error bound, the code
329
+ * provides maximum componentwise error bound if possible. See
330
+ * comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
331
+ * error bounds.
332
+ *
333
+ * The original system of linear equations may have been equilibrated
334
+ * before calling this routine, as described by arguments EQUED and S
335
+ * below. In this case, the solution and error bounds returned are
336
+ * for the original unequilibrated system.
337
+ *
338
+
339
+ * Arguments
340
+ * =========
341
+ *
342
+ * Some optional parameters are bundled in the PARAMS array. These
343
+ * settings determine how refinement is performed, but often the
344
+ * defaults are acceptable. If the defaults are acceptable, users
345
+ * can pass NPARAMS = 0 which prevents the source code from accessing
346
+ * the PARAMS argument.
347
+ *
348
+ * UPLO (input) CHARACTER*1
349
+ * = 'U': Upper triangle of A is stored;
350
+ * = 'L': Lower triangle of A is stored.
351
+ *
352
+ * EQUED (input) CHARACTER*1
353
+ * Specifies the form of equilibration that was done to A
354
+ * before calling this routine. This is needed to compute
355
+ * the solution and error bounds correctly.
356
+ * = 'N': No equilibration
357
+ * = 'Y': Both row and column equilibration, i.e., A has been
358
+ * replaced by diag(S) * A * diag(S).
359
+ * The right hand side B has been changed accordingly.
360
+ *
361
+ * N (input) INTEGER
362
+ * The order of the matrix A. N >= 0.
363
+ *
364
+ * NRHS (input) INTEGER
365
+ * The number of right hand sides, i.e., the number of columns
366
+ * of the matrices B and X. NRHS >= 0.
367
+ *
368
+ * A (input) COMPLEX array, dimension (LDA,N)
369
+ * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
370
+ * upper triangular part of A contains the upper triangular part
371
+ * of the matrix A, and the strictly lower triangular part of A
372
+ * is not referenced. If UPLO = 'L', the leading N-by-N lower
373
+ * triangular part of A contains the lower triangular part of
374
+ * the matrix A, and the strictly upper triangular part of A is
375
+ * not referenced.
376
+ *
377
+ * LDA (input) INTEGER
378
+ * The leading dimension of the array A. LDA >= max(1,N).
379
+ *
380
+ * AF (input) COMPLEX array, dimension (LDAF,N)
381
+ * The triangular factor U or L from the Cholesky factorization
382
+ * A = U**T*U or A = L*L**T, as computed by SPOTRF.
383
+ *
384
+ * LDAF (input) INTEGER
385
+ * The leading dimension of the array AF. LDAF >= max(1,N).
386
+ *
387
+ * S (input or output) REAL array, dimension (N)
388
+ * The row scale factors for A. If EQUED = 'Y', A is multiplied on
389
+ * the left and right by diag(S). S is an input argument if FACT =
390
+ * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
391
+ * = 'Y', each element of S must be positive. If S is output, each
392
+ * element of S is a power of the radix. If S is input, each element
393
+ * of S should be a power of the radix to ensure a reliable solution
394
+ * and error estimates. Scaling by powers of the radix does not cause
395
+ * rounding errors unless the result underflows or overflows.
396
+ * Rounding errors during scaling lead to refining with a matrix that
397
+ * is not equivalent to the input matrix, producing error estimates
398
+ * that may not be reliable.
399
+ *
400
+ * B (input) COMPLEX array, dimension (LDB,NRHS)
401
+ * The right hand side matrix B.
402
+ *
403
+ * LDB (input) INTEGER
404
+ * The leading dimension of the array B. LDB >= max(1,N).
405
+ *
406
+ * X (input/output) COMPLEX array, dimension (LDX,NRHS)
407
+ * On entry, the solution matrix X, as computed by SGETRS.
408
+ * On exit, the improved solution matrix X.
409
+ *
410
+ * LDX (input) INTEGER
411
+ * The leading dimension of the array X. LDX >= max(1,N).
412
+ *
413
+ * RCOND (output) REAL
414
+ * Reciprocal scaled condition number. This is an estimate of the
415
+ * reciprocal Skeel condition number of the matrix A after
416
+ * equilibration (if done). If this is less than the machine
417
+ * precision (in particular, if it is zero), the matrix is singular
418
+ * to working precision. Note that the error may still be small even
419
+ * if this number is very small and the matrix appears ill-
420
+ * conditioned.
421
+ *
422
+ * BERR (output) REAL array, dimension (NRHS)
423
+ * Componentwise relative backward error. This is the
424
+ * componentwise relative backward error of each solution vector X(j)
425
+ * (i.e., the smallest relative change in any element of A or B that
426
+ * makes X(j) an exact solution).
427
+ *
428
+ * N_ERR_BNDS (input) INTEGER
429
+ * Number of error bounds to return for each right hand side
430
+ * and each type (normwise or componentwise). See ERR_BNDS_NORM and
431
+ * ERR_BNDS_COMP below.
432
+ *
433
+ * ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
434
+ * For each right-hand side, this array contains information about
435
+ * various error bounds and condition numbers corresponding to the
436
+ * normwise relative error, which is defined as follows:
437
+ *
438
+ * Normwise relative error in the ith solution vector:
439
+ * max_j (abs(XTRUE(j,i) - X(j,i)))
440
+ * ------------------------------
441
+ * max_j abs(X(j,i))
442
+ *
443
+ * The array is indexed by the type of error information as described
444
+ * below. There currently are up to three pieces of information
445
+ * returned.
446
+ *
447
+ * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
448
+ * right-hand side.
449
+ *
450
+ * The second index in ERR_BNDS_NORM(:,err) contains the following
451
+ * three fields:
452
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
453
+ * reciprocal condition number is less than the threshold
454
+ * sqrt(n) * slamch('Epsilon').
455
+ *
456
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
457
+ * almost certainly within a factor of 10 of the true error
458
+ * so long as the next entry is greater than the threshold
459
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
460
+ * be trusted if the previous boolean is true.
461
+ *
462
+ * err = 3 Reciprocal condition number: Estimated normwise
463
+ * reciprocal condition number. Compared with the threshold
464
+ * sqrt(n) * slamch('Epsilon') to determine if the error
465
+ * estimate is "guaranteed". These reciprocal condition
466
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
467
+ * appropriately scaled matrix Z.
468
+ * Let Z = S*A, where S scales each row by a power of the
469
+ * radix so all absolute row sums of Z are approximately 1.
470
+ *
471
+ * See Lapack Working Note 165 for further details and extra
472
+ * cautions.
473
+ *
474
+ * ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
475
+ * For each right-hand side, this array contains information about
476
+ * various error bounds and condition numbers corresponding to the
477
+ * componentwise relative error, which is defined as follows:
478
+ *
479
+ * Componentwise relative error in the ith solution vector:
480
+ * abs(XTRUE(j,i) - X(j,i))
481
+ * max_j ----------------------
482
+ * abs(X(j,i))
483
+ *
484
+ * The array is indexed by the right-hand side i (on which the
485
+ * componentwise relative error depends), and the type of error
486
+ * information as described below. There currently are up to three
487
+ * pieces of information returned for each right-hand side. If
488
+ * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
489
+ * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
490
+ * the first (:,N_ERR_BNDS) entries are returned.
491
+ *
492
+ * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
493
+ * right-hand side.
494
+ *
495
+ * The second index in ERR_BNDS_COMP(:,err) contains the following
496
+ * three fields:
497
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
498
+ * reciprocal condition number is less than the threshold
499
+ * sqrt(n) * slamch('Epsilon').
500
+ *
501
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
502
+ * almost certainly within a factor of 10 of the true error
503
+ * so long as the next entry is greater than the threshold
504
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
505
+ * be trusted if the previous boolean is true.
506
+ *
507
+ * err = 3 Reciprocal condition number: Estimated componentwise
508
+ * reciprocal condition number. Compared with the threshold
509
+ * sqrt(n) * slamch('Epsilon') to determine if the error
510
+ * estimate is "guaranteed". These reciprocal condition
511
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
512
+ * appropriately scaled matrix Z.
513
+ * Let Z = S*(A*diag(x)), where x is the solution for the
514
+ * current right-hand side and S scales each row of
515
+ * A*diag(x) by a power of the radix so all absolute row
516
+ * sums of Z are approximately 1.
517
+ *
518
+ * See Lapack Working Note 165 for further details and extra
519
+ * cautions.
520
+ *
521
+ * NPARAMS (input) INTEGER
522
+ * Specifies the number of parameters set in PARAMS. If .LE. 0, the
523
+ * PARAMS array is never referenced and default values are used.
524
+ *
525
+ * PARAMS (input / output) REAL array, dimension NPARAMS
526
+ * Specifies algorithm parameters. If an entry is .LT. 0.0, then
527
+ * that entry will be filled with default value used for that
528
+ * parameter. Only positions up to NPARAMS are accessed; defaults
529
+ * are used for higher-numbered parameters.
530
+ *
531
+ * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
532
+ * refinement or not.
533
+ * Default: 1.0
534
+ * = 0.0 : No refinement is performed, and no error bounds are
535
+ * computed.
536
+ * = 1.0 : Use the double-precision refinement algorithm,
537
+ * possibly with doubled-single computations if the
538
+ * compilation environment does not support DOUBLE
539
+ * PRECISION.
540
+ * (other values are reserved for future use)
541
+ *
542
+ * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
543
+ * computations allowed for refinement.
544
+ * Default: 10
545
+ * Aggressive: Set to 100 to permit convergence using approximate
546
+ * factorizations or factorizations other than LU. If
547
+ * the factorization uses a technique other than
548
+ * Gaussian elimination, the guarantees in
549
+ * err_bnds_norm and err_bnds_comp may no longer be
550
+ * trustworthy.
551
+ *
552
+ * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
553
+ * will attempt to find a solution with small componentwise
554
+ * relative error in the double-precision algorithm. Positive
555
+ * is true, 0.0 is false.
556
+ * Default: 1.0 (attempt componentwise convergence)
557
+ *
558
+ * WORK (workspace) COMPLEX array, dimension (2*N)
559
+ *
560
+ * RWORK (workspace) REAL array, dimension (2*N)
561
+ *
562
+ * INFO (output) INTEGER
563
+ * = 0: Successful exit. The solution to every right-hand side is
564
+ * guaranteed.
565
+ * < 0: If INFO = -i, the i-th argument had an illegal value
566
+ * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
567
+ * has been completed, but the factor U is exactly singular, so
568
+ * the solution and error bounds could not be computed. RCOND = 0
569
+ * is returned.
570
+ * = N+J: The solution corresponding to the Jth right-hand side is
571
+ * not guaranteed. The solutions corresponding to other right-
572
+ * hand sides K with K > J may not be guaranteed as well, but
573
+ * only the first such right-hand side is reported. If a small
574
+ * componentwise error is not requested (PARAMS(3) = 0.0) then
575
+ * the Jth right-hand side is the first with a normwise error
576
+ * bound that is not guaranteed (the smallest J such
577
+ * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
578
+ * the Jth right-hand side is the first with either a normwise or
579
+ * componentwise error bound that is not guaranteed (the smallest
580
+ * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
581
+ * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
582
+ * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
583
+ * about all of the right-hand sides check ERR_BNDS_NORM or
584
+ * ERR_BNDS_COMP.
585
+ *
586
+
587
+ * ==================================================================
588
+ *
589
+
590
+
591
+ </PRE>
592
+ <A HREF="#top">go to the page top</A>
593
+
594
+ <A NAME="cposv"></A>
595
+ <H2>cposv</H2>
596
+ <PRE>
597
+ USAGE:
598
+ info, a, b = NumRu::Lapack.cposv( uplo, a, b, [:usage => usage, :help => help])
599
+
600
+
601
+ FORTRAN MANUAL
602
+ SUBROUTINE CPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
603
+
604
+ * Purpose
605
+ * =======
606
+ *
607
+ * CPOSV computes the solution to a complex system of linear equations
608
+ * A * X = B,
609
+ * where A is an N-by-N Hermitian positive definite matrix and X and B
610
+ * are N-by-NRHS matrices.
611
+ *
612
+ * The Cholesky decomposition is used to factor A as
613
+ * A = U**H* U, if UPLO = 'U', or
614
+ * A = L * L**H, if UPLO = 'L',
615
+ * where U is an upper triangular matrix and L is a lower triangular
616
+ * matrix. The factored form of A is then used to solve the system of
617
+ * equations A * X = B.
618
+ *
619
+
620
+ * Arguments
621
+ * =========
622
+ *
623
+ * UPLO (input) CHARACTER*1
624
+ * = 'U': Upper triangle of A is stored;
625
+ * = 'L': Lower triangle of A is stored.
626
+ *
627
+ * N (input) INTEGER
628
+ * The number of linear equations, i.e., the order of the
629
+ * matrix A. N >= 0.
630
+ *
631
+ * NRHS (input) INTEGER
632
+ * The number of right hand sides, i.e., the number of columns
633
+ * of the matrix B. NRHS >= 0.
634
+ *
635
+ * A (input/output) COMPLEX array, dimension (LDA,N)
636
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
637
+ * N-by-N upper triangular part of A contains the upper
638
+ * triangular part of the matrix A, and the strictly lower
639
+ * triangular part of A is not referenced. If UPLO = 'L', the
640
+ * leading N-by-N lower triangular part of A contains the lower
641
+ * triangular part of the matrix A, and the strictly upper
642
+ * triangular part of A is not referenced.
643
+ *
644
+ * On exit, if INFO = 0, the factor U or L from the Cholesky
645
+ * factorization A = U**H*U or A = L*L**H.
646
+ *
647
+ * LDA (input) INTEGER
648
+ * The leading dimension of the array A. LDA >= max(1,N).
649
+ *
650
+ * B (input/output) COMPLEX array, dimension (LDB,NRHS)
651
+ * On entry, the N-by-NRHS right hand side matrix B.
652
+ * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
653
+ *
654
+ * LDB (input) INTEGER
655
+ * The leading dimension of the array B. LDB >= max(1,N).
656
+ *
657
+ * INFO (output) INTEGER
658
+ * = 0: successful exit
659
+ * < 0: if INFO = -i, the i-th argument had an illegal value
660
+ * > 0: if INFO = i, the leading minor of order i of A is not
661
+ * positive definite, so the factorization could not be
662
+ * completed, and the solution has not been computed.
663
+ *
664
+
665
+ * =====================================================================
666
+ *
667
+ * .. External Functions ..
668
+ LOGICAL LSAME
669
+ EXTERNAL LSAME
670
+ * ..
671
+ * .. External Subroutines ..
672
+ EXTERNAL CPOTRF, CPOTRS, XERBLA
673
+ * ..
674
+ * .. Intrinsic Functions ..
675
+ INTRINSIC MAX
676
+ * ..
677
+
678
+
679
+ </PRE>
680
+ <A HREF="#top">go to the page top</A>
681
+
682
+ <A NAME="cposvx"></A>
683
+ <H2>cposvx</H2>
684
+ <PRE>
685
+ USAGE:
686
+ x, rcond, ferr, berr, info, a, af, equed, s, b = NumRu::Lapack.cposvx( fact, uplo, a, af, equed, s, b, [:usage => usage, :help => help])
687
+
688
+
689
+ FORTRAN MANUAL
690
+ SUBROUTINE CPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
691
+
692
+ * Purpose
693
+ * =======
694
+ *
695
+ * CPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to
696
+ * compute the solution to a complex system of linear equations
697
+ * A * X = B,
698
+ * where A is an N-by-N Hermitian positive definite matrix and X and B
699
+ * are N-by-NRHS matrices.
700
+ *
701
+ * Error bounds on the solution and a condition estimate are also
702
+ * provided.
703
+ *
704
+ * Description
705
+ * ===========
706
+ *
707
+ * The following steps are performed:
708
+ *
709
+ * 1. If FACT = 'E', real scaling factors are computed to equilibrate
710
+ * the system:
711
+ * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
712
+ * Whether or not the system will be equilibrated depends on the
713
+ * scaling of the matrix A, but if equilibration is used, A is
714
+ * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
715
+ *
716
+ * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
717
+ * factor the matrix A (after equilibration if FACT = 'E') as
718
+ * A = U**H* U, if UPLO = 'U', or
719
+ * A = L * L**H, if UPLO = 'L',
720
+ * where U is an upper triangular matrix and L is a lower triangular
721
+ * matrix.
722
+ *
723
+ * 3. If the leading i-by-i principal minor is not positive definite,
724
+ * then the routine returns with INFO = i. Otherwise, the factored
725
+ * form of A is used to estimate the condition number of the matrix
726
+ * A. If the reciprocal of the condition number is less than machine
727
+ * precision, INFO = N+1 is returned as a warning, but the routine
728
+ * still goes on to solve for X and compute error bounds as
729
+ * described below.
730
+ *
731
+ * 4. The system of equations is solved for X using the factored form
732
+ * of A.
733
+ *
734
+ * 5. Iterative refinement is applied to improve the computed solution
735
+ * matrix and calculate error bounds and backward error estimates
736
+ * for it.
737
+ *
738
+ * 6. If equilibration was used, the matrix X is premultiplied by
739
+ * diag(S) so that it solves the original system before
740
+ * equilibration.
741
+ *
742
+
743
+ * Arguments
744
+ * =========
745
+ *
746
+ * FACT (input) CHARACTER*1
747
+ * Specifies whether or not the factored form of the matrix A is
748
+ * supplied on entry, and if not, whether the matrix A should be
749
+ * equilibrated before it is factored.
750
+ * = 'F': On entry, AF contains the factored form of A.
751
+ * If EQUED = 'Y', the matrix A has been equilibrated
752
+ * with scaling factors given by S. A and AF will not
753
+ * be modified.
754
+ * = 'N': The matrix A will be copied to AF and factored.
755
+ * = 'E': The matrix A will be equilibrated if necessary, then
756
+ * copied to AF and factored.
757
+ *
758
+ * UPLO (input) CHARACTER*1
759
+ * = 'U': Upper triangle of A is stored;
760
+ * = 'L': Lower triangle of A is stored.
761
+ *
762
+ * N (input) INTEGER
763
+ * The number of linear equations, i.e., the order of the
764
+ * matrix A. N >= 0.
765
+ *
766
+ * NRHS (input) INTEGER
767
+ * The number of right hand sides, i.e., the number of columns
768
+ * of the matrices B and X. NRHS >= 0.
769
+ *
770
+ * A (input/output) COMPLEX array, dimension (LDA,N)
771
+ * On entry, the Hermitian matrix A, except if FACT = 'F' and
772
+ * EQUED = 'Y', then A must contain the equilibrated matrix
773
+ * diag(S)*A*diag(S). If UPLO = 'U', the leading
774
+ * N-by-N upper triangular part of A contains the upper
775
+ * triangular part of the matrix A, and the strictly lower
776
+ * triangular part of A is not referenced. If UPLO = 'L', the
777
+ * leading N-by-N lower triangular part of A contains the lower
778
+ * triangular part of the matrix A, and the strictly upper
779
+ * triangular part of A is not referenced. A is not modified if
780
+ * FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
781
+ *
782
+ * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
783
+ * diag(S)*A*diag(S).
784
+ *
785
+ * LDA (input) INTEGER
786
+ * The leading dimension of the array A. LDA >= max(1,N).
787
+ *
788
+ * AF (input or output) COMPLEX array, dimension (LDAF,N)
789
+ * If FACT = 'F', then AF is an input argument and on entry
790
+ * contains the triangular factor U or L from the Cholesky
791
+ * factorization A = U**H*U or A = L*L**H, in the same storage
792
+ * format as A. If EQUED .ne. 'N', then AF is the factored form
793
+ * of the equilibrated matrix diag(S)*A*diag(S).
794
+ *
795
+ * If FACT = 'N', then AF is an output argument and on exit
796
+ * returns the triangular factor U or L from the Cholesky
797
+ * factorization A = U**H*U or A = L*L**H of the original
798
+ * matrix A.
799
+ *
800
+ * If FACT = 'E', then AF is an output argument and on exit
801
+ * returns the triangular factor U or L from the Cholesky
802
+ * factorization A = U**H*U or A = L*L**H of the equilibrated
803
+ * matrix A (see the description of A for the form of the
804
+ * equilibrated matrix).
805
+ *
806
+ * LDAF (input) INTEGER
807
+ * The leading dimension of the array AF. LDAF >= max(1,N).
808
+ *
809
+ * EQUED (input or output) CHARACTER*1
810
+ * Specifies the form of equilibration that was done.
811
+ * = 'N': No equilibration (always true if FACT = 'N').
812
+ * = 'Y': Equilibration was done, i.e., A has been replaced by
813
+ * diag(S) * A * diag(S).
814
+ * EQUED is an input argument if FACT = 'F'; otherwise, it is an
815
+ * output argument.
816
+ *
817
+ * S (input or output) REAL array, dimension (N)
818
+ * The scale factors for A; not accessed if EQUED = 'N'. S is
819
+ * an input argument if FACT = 'F'; otherwise, S is an output
820
+ * argument. If FACT = 'F' and EQUED = 'Y', each element of S
821
+ * must be positive.
822
+ *
823
+ * B (input/output) COMPLEX array, dimension (LDB,NRHS)
824
+ * On entry, the N-by-NRHS righthand side matrix B.
825
+ * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
826
+ * B is overwritten by diag(S) * B.
827
+ *
828
+ * LDB (input) INTEGER
829
+ * The leading dimension of the array B. LDB >= max(1,N).
830
+ *
831
+ * X (output) COMPLEX array, dimension (LDX,NRHS)
832
+ * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
833
+ * the original system of equations. Note that if EQUED = 'Y',
834
+ * A and B are modified on exit, and the solution to the
835
+ * equilibrated system is inv(diag(S))*X.
836
+ *
837
+ * LDX (input) INTEGER
838
+ * The leading dimension of the array X. LDX >= max(1,N).
839
+ *
840
+ * RCOND (output) REAL
841
+ * The estimate of the reciprocal condition number of the matrix
842
+ * A after equilibration (if done). If RCOND is less than the
843
+ * machine precision (in particular, if RCOND = 0), the matrix
844
+ * is singular to working precision. This condition is
845
+ * indicated by a return code of INFO > 0.
846
+ *
847
+ * FERR (output) REAL array, dimension (NRHS)
848
+ * The estimated forward error bound for each solution vector
849
+ * X(j) (the j-th column of the solution matrix X).
850
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
851
+ * is an estimated upper bound for the magnitude of the largest
852
+ * element in (X(j) - XTRUE) divided by the magnitude of the
853
+ * largest element in X(j). The estimate is as reliable as
854
+ * the estimate for RCOND, and is almost always a slight
855
+ * overestimate of the true error.
856
+ *
857
+ * BERR (output) REAL array, dimension (NRHS)
858
+ * The componentwise relative backward error of each solution
859
+ * vector X(j) (i.e., the smallest relative change in
860
+ * any element of A or B that makes X(j) an exact solution).
861
+ *
862
+ * WORK (workspace) COMPLEX array, dimension (2*N)
863
+ *
864
+ * RWORK (workspace) REAL array, dimension (N)
865
+ *
866
+ * INFO (output) INTEGER
867
+ * = 0: successful exit
868
+ * < 0: if INFO = -i, the i-th argument had an illegal value
869
+ * > 0: if INFO = i, and i is
870
+ * <= N: the leading minor of order i of A is
871
+ * not positive definite, so the factorization
872
+ * could not be completed, and the solution has not
873
+ * been computed. RCOND = 0 is returned.
874
+ * = N+1: U is nonsingular, but RCOND is less than machine
875
+ * precision, meaning that the matrix is singular
876
+ * to working precision. Nevertheless, the
877
+ * solution and error bounds are computed because
878
+ * there are a number of situations where the
879
+ * computed solution can be more accurate than the
880
+ * value of RCOND would suggest.
881
+ *
882
+
883
+ * =====================================================================
884
+ *
885
+
886
+
887
+ </PRE>
888
+ <A HREF="#top">go to the page top</A>
889
+
890
+ <A NAME="cposvxx"></A>
891
+ <H2>cposvxx</H2>
892
+ <PRE>
893
+ USAGE:
894
+ x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, equed, s, b, params = NumRu::Lapack.cposvxx( fact, uplo, a, af, equed, s, b, params, [:usage => usage, :help => help])
895
+
896
+
897
+ FORTRAN MANUAL
898
+ SUBROUTINE CPOSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
899
+
900
+ * Purpose
901
+ * =======
902
+ *
903
+ * CPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T
904
+ * to compute the solution to a complex system of linear equations
905
+ * A * X = B, where A is an N-by-N symmetric positive definite matrix
906
+ * and X and B are N-by-NRHS matrices.
907
+ *
908
+ * If requested, both normwise and maximum componentwise error bounds
909
+ * are returned. CPOSVXX will return a solution with a tiny
910
+ * guaranteed error (O(eps) where eps is the working machine
911
+ * precision) unless the matrix is very ill-conditioned, in which
912
+ * case a warning is returned. Relevant condition numbers also are
913
+ * calculated and returned.
914
+ *
915
+ * CPOSVXX accepts user-provided factorizations and equilibration
916
+ * factors; see the definitions of the FACT and EQUED options.
917
+ * Solving with refinement and using a factorization from a previous
918
+ * CPOSVXX call will also produce a solution with either O(eps)
919
+ * errors or warnings, but we cannot make that claim for general
920
+ * user-provided factorizations and equilibration factors if they
921
+ * differ from what CPOSVXX would itself produce.
922
+ *
923
+ * Description
924
+ * ===========
925
+ *
926
+ * The following steps are performed:
927
+ *
928
+ * 1. If FACT = 'E', real scaling factors are computed to equilibrate
929
+ * the system:
930
+ *
931
+ * diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
932
+ *
933
+ * Whether or not the system will be equilibrated depends on the
934
+ * scaling of the matrix A, but if equilibration is used, A is
935
+ * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
936
+ *
937
+ * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
938
+ * factor the matrix A (after equilibration if FACT = 'E') as
939
+ * A = U**T* U, if UPLO = 'U', or
940
+ * A = L * L**T, if UPLO = 'L',
941
+ * where U is an upper triangular matrix and L is a lower triangular
942
+ * matrix.
943
+ *
944
+ * 3. If the leading i-by-i principal minor is not positive definite,
945
+ * then the routine returns with INFO = i. Otherwise, the factored
946
+ * form of A is used to estimate the condition number of the matrix
947
+ * A (see argument RCOND). If the reciprocal of the condition number
948
+ * is less than machine precision, the routine still goes on to solve
949
+ * for X and compute error bounds as described below.
950
+ *
951
+ * 4. The system of equations is solved for X using the factored form
952
+ * of A.
953
+ *
954
+ * 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
955
+ * the routine will use iterative refinement to try to get a small
956
+ * error and error bounds. Refinement calculates the residual to at
957
+ * least twice the working precision.
958
+ *
959
+ * 6. If equilibration was used, the matrix X is premultiplied by
960
+ * diag(S) so that it solves the original system before
961
+ * equilibration.
962
+ *
963
+
964
+ * Arguments
965
+ * =========
966
+ *
967
+ * Some optional parameters are bundled in the PARAMS array. These
968
+ * settings determine how refinement is performed, but often the
969
+ * defaults are acceptable. If the defaults are acceptable, users
970
+ * can pass NPARAMS = 0 which prevents the source code from accessing
971
+ * the PARAMS argument.
972
+ *
973
+ * FACT (input) CHARACTER*1
974
+ * Specifies whether or not the factored form of the matrix A is
975
+ * supplied on entry, and if not, whether the matrix A should be
976
+ * equilibrated before it is factored.
977
+ * = 'F': On entry, AF contains the factored form of A.
978
+ * If EQUED is not 'N', the matrix A has been
979
+ * equilibrated with scaling factors given by S.
980
+ * A and AF are not modified.
981
+ * = 'N': The matrix A will be copied to AF and factored.
982
+ * = 'E': The matrix A will be equilibrated if necessary, then
983
+ * copied to AF and factored.
984
+ *
985
+ * UPLO (input) CHARACTER*1
986
+ * = 'U': Upper triangle of A is stored;
987
+ * = 'L': Lower triangle of A is stored.
988
+ *
989
+ * N (input) INTEGER
990
+ * The number of linear equations, i.e., the order of the
991
+ * matrix A. N >= 0.
992
+ *
993
+ * NRHS (input) INTEGER
994
+ * The number of right hand sides, i.e., the number of columns
995
+ * of the matrices B and X. NRHS >= 0.
996
+ *
997
+ * A (input/output) COMPLEX array, dimension (LDA,N)
998
+ * On entry, the symmetric matrix A, except if FACT = 'F' and EQUED =
999
+ * 'Y', then A must contain the equilibrated matrix
1000
+ * diag(S)*A*diag(S). If UPLO = 'U', the leading N-by-N upper
1001
+ * triangular part of A contains the upper triangular part of the
1002
+ * matrix A, and the strictly lower triangular part of A is not
1003
+ * referenced. If UPLO = 'L', the leading N-by-N lower triangular
1004
+ * part of A contains the lower triangular part of the matrix A, and
1005
+ * the strictly upper triangular part of A is not referenced. A is
1006
+ * not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED =
1007
+ * 'N' on exit.
1008
+ *
1009
+ * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
1010
+ * diag(S)*A*diag(S).
1011
+ *
1012
+ * LDA (input) INTEGER
1013
+ * The leading dimension of the array A. LDA >= max(1,N).
1014
+ *
1015
+ * AF (input or output) COMPLEX array, dimension (LDAF,N)
1016
+ * If FACT = 'F', then AF is an input argument and on entry
1017
+ * contains the triangular factor U or L from the Cholesky
1018
+ * factorization A = U**T*U or A = L*L**T, in the same storage
1019
+ * format as A. If EQUED .ne. 'N', then AF is the factored
1020
+ * form of the equilibrated matrix diag(S)*A*diag(S).
1021
+ *
1022
+ * If FACT = 'N', then AF is an output argument and on exit
1023
+ * returns the triangular factor U or L from the Cholesky
1024
+ * factorization A = U**T*U or A = L*L**T of the original
1025
+ * matrix A.
1026
+ *
1027
+ * If FACT = 'E', then AF is an output argument and on exit
1028
+ * returns the triangular factor U or L from the Cholesky
1029
+ * factorization A = U**T*U or A = L*L**T of the equilibrated
1030
+ * matrix A (see the description of A for the form of the
1031
+ * equilibrated matrix).
1032
+ *
1033
+ * LDAF (input) INTEGER
1034
+ * The leading dimension of the array AF. LDAF >= max(1,N).
1035
+ *
1036
+ * EQUED (input or output) CHARACTER*1
1037
+ * Specifies the form of equilibration that was done.
1038
+ * = 'N': No equilibration (always true if FACT = 'N').
1039
+ * = 'Y': Both row and column equilibration, i.e., A has been
1040
+ * replaced by diag(S) * A * diag(S).
1041
+ * EQUED is an input argument if FACT = 'F'; otherwise, it is an
1042
+ * output argument.
1043
+ *
1044
+ * S (input or output) REAL array, dimension (N)
1045
+ * The row scale factors for A. If EQUED = 'Y', A is multiplied on
1046
+ * the left and right by diag(S). S is an input argument if FACT =
1047
+ * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
1048
+ * = 'Y', each element of S must be positive. If S is output, each
1049
+ * element of S is a power of the radix. If S is input, each element
1050
+ * of S should be a power of the radix to ensure a reliable solution
1051
+ * and error estimates. Scaling by powers of the radix does not cause
1052
+ * rounding errors unless the result underflows or overflows.
1053
+ * Rounding errors during scaling lead to refining with a matrix that
1054
+ * is not equivalent to the input matrix, producing error estimates
1055
+ * that may not be reliable.
1056
+ *
1057
+ * B (input/output) COMPLEX array, dimension (LDB,NRHS)
1058
+ * On entry, the N-by-NRHS right hand side matrix B.
1059
+ * On exit,
1060
+ * if EQUED = 'N', B is not modified;
1061
+ * if EQUED = 'Y', B is overwritten by diag(S)*B;
1062
+ *
1063
+ * LDB (input) INTEGER
1064
+ * The leading dimension of the array B. LDB >= max(1,N).
1065
+ *
1066
+ * X (output) COMPLEX array, dimension (LDX,NRHS)
1067
+ * If INFO = 0, the N-by-NRHS solution matrix X to the original
1068
+ * system of equations. Note that A and B are modified on exit if
1069
+ * EQUED .ne. 'N', and the solution to the equilibrated system is
1070
+ * inv(diag(S))*X.
1071
+ *
1072
+ * LDX (input) INTEGER
1073
+ * The leading dimension of the array X. LDX >= max(1,N).
1074
+ *
1075
+ * RCOND (output) REAL
1076
+ * Reciprocal scaled condition number. This is an estimate of the
1077
+ * reciprocal Skeel condition number of the matrix A after
1078
+ * equilibration (if done). If this is less than the machine
1079
+ * precision (in particular, if it is zero), the matrix is singular
1080
+ * to working precision. Note that the error may still be small even
1081
+ * if this number is very small and the matrix appears ill-
1082
+ * conditioned.
1083
+ *
1084
+ * RPVGRW (output) REAL
1085
+ * Reciprocal pivot growth. On exit, this contains the reciprocal
1086
+ * pivot growth factor norm(A)/norm(U). The "max absolute element"
1087
+ * norm is used. If this is much less than 1, then the stability of
1088
+ * the LU factorization of the (equilibrated) matrix A could be poor.
1089
+ * This also means that the solution X, estimated condition numbers,
1090
+ * and error bounds could be unreliable. If factorization fails with
1091
+ * 0<INFO<=N, then this contains the reciprocal pivot growth factor
1092
+ * for the leading INFO columns of A.
1093
+ *
1094
+ * BERR (output) REAL array, dimension (NRHS)
1095
+ * Componentwise relative backward error. This is the
1096
+ * componentwise relative backward error of each solution vector X(j)
1097
+ * (i.e., the smallest relative change in any element of A or B that
1098
+ * makes X(j) an exact solution).
1099
+ *
1100
+ * N_ERR_BNDS (input) INTEGER
1101
+ * Number of error bounds to return for each right hand side
1102
+ * and each type (normwise or componentwise). See ERR_BNDS_NORM and
1103
+ * ERR_BNDS_COMP below.
1104
+ *
1105
+ * ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
1106
+ * For each right-hand side, this array contains information about
1107
+ * various error bounds and condition numbers corresponding to the
1108
+ * normwise relative error, which is defined as follows:
1109
+ *
1110
+ * Normwise relative error in the ith solution vector:
1111
+ * max_j (abs(XTRUE(j,i) - X(j,i)))
1112
+ * ------------------------------
1113
+ * max_j abs(X(j,i))
1114
+ *
1115
+ * The array is indexed by the type of error information as described
1116
+ * below. There currently are up to three pieces of information
1117
+ * returned.
1118
+ *
1119
+ * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
1120
+ * right-hand side.
1121
+ *
1122
+ * The second index in ERR_BNDS_NORM(:,err) contains the following
1123
+ * three fields:
1124
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1125
+ * reciprocal condition number is less than the threshold
1126
+ * sqrt(n) * slamch('Epsilon').
1127
+ *
1128
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
1129
+ * almost certainly within a factor of 10 of the true error
1130
+ * so long as the next entry is greater than the threshold
1131
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
1132
+ * be trusted if the previous boolean is true.
1133
+ *
1134
+ * err = 3 Reciprocal condition number: Estimated normwise
1135
+ * reciprocal condition number. Compared with the threshold
1136
+ * sqrt(n) * slamch('Epsilon') to determine if the error
1137
+ * estimate is "guaranteed". These reciprocal condition
1138
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1139
+ * appropriately scaled matrix Z.
1140
+ * Let Z = S*A, where S scales each row by a power of the
1141
+ * radix so all absolute row sums of Z are approximately 1.
1142
+ *
1143
+ * See Lapack Working Note 165 for further details and extra
1144
+ * cautions.
1145
+ *
1146
+ * ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
1147
+ * For each right-hand side, this array contains information about
1148
+ * various error bounds and condition numbers corresponding to the
1149
+ * componentwise relative error, which is defined as follows:
1150
+ *
1151
+ * Componentwise relative error in the ith solution vector:
1152
+ * abs(XTRUE(j,i) - X(j,i))
1153
+ * max_j ----------------------
1154
+ * abs(X(j,i))
1155
+ *
1156
+ * The array is indexed by the right-hand side i (on which the
1157
+ * componentwise relative error depends), and the type of error
1158
+ * information as described below. There currently are up to three
1159
+ * pieces of information returned for each right-hand side. If
1160
+ * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1161
+ * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
1162
+ * the first (:,N_ERR_BNDS) entries are returned.
1163
+ *
1164
+ * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
1165
+ * right-hand side.
1166
+ *
1167
+ * The second index in ERR_BNDS_COMP(:,err) contains the following
1168
+ * three fields:
1169
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1170
+ * reciprocal condition number is less than the threshold
1171
+ * sqrt(n) * slamch('Epsilon').
1172
+ *
1173
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
1174
+ * almost certainly within a factor of 10 of the true error
1175
+ * so long as the next entry is greater than the threshold
1176
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
1177
+ * be trusted if the previous boolean is true.
1178
+ *
1179
+ * err = 3 Reciprocal condition number: Estimated componentwise
1180
+ * reciprocal condition number. Compared with the threshold
1181
+ * sqrt(n) * slamch('Epsilon') to determine if the error
1182
+ * estimate is "guaranteed". These reciprocal condition
1183
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1184
+ * appropriately scaled matrix Z.
1185
+ * Let Z = S*(A*diag(x)), where x is the solution for the
1186
+ * current right-hand side and S scales each row of
1187
+ * A*diag(x) by a power of the radix so all absolute row
1188
+ * sums of Z are approximately 1.
1189
+ *
1190
+ * See Lapack Working Note 165 for further details and extra
1191
+ * cautions.
1192
+ *
1193
+ * NPARAMS (input) INTEGER
1194
+ * Specifies the number of parameters set in PARAMS. If .LE. 0, the
1195
+ * PARAMS array is never referenced and default values are used.
1196
+ *
1197
+ * PARAMS (input / output) REAL array, dimension NPARAMS
1198
+ * Specifies algorithm parameters. If an entry is .LT. 0.0, then
1199
+ * that entry will be filled with default value used for that
1200
+ * parameter. Only positions up to NPARAMS are accessed; defaults
1201
+ * are used for higher-numbered parameters.
1202
+ *
1203
+ * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
1204
+ * refinement or not.
1205
+ * Default: 1.0
1206
+ * = 0.0 : No refinement is performed, and no error bounds are
1207
+ * computed.
1208
+ * = 1.0 : Use the double-precision refinement algorithm,
1209
+ * possibly with doubled-single computations if the
1210
+ * compilation environment does not support DOUBLE
1211
+ * PRECISION.
1212
+ * (other values are reserved for future use)
1213
+ *
1214
+ * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
1215
+ * computations allowed for refinement.
1216
+ * Default: 10
1217
+ * Aggressive: Set to 100 to permit convergence using approximate
1218
+ * factorizations or factorizations other than LU. If
1219
+ * the factorization uses a technique other than
1220
+ * Gaussian elimination, the guarantees in
1221
+ * err_bnds_norm and err_bnds_comp may no longer be
1222
+ * trustworthy.
1223
+ *
1224
+ * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
1225
+ * will attempt to find a solution with small componentwise
1226
+ * relative error in the double-precision algorithm. Positive
1227
+ * is true, 0.0 is false.
1228
+ * Default: 1.0 (attempt componentwise convergence)
1229
+ *
1230
+ * WORK (workspace) COMPLEX array, dimension (2*N)
1231
+ *
1232
+ * RWORK (workspace) REAL array, dimension (2*N)
1233
+ *
1234
+ * INFO (output) INTEGER
1235
+ * = 0: Successful exit. The solution to every right-hand side is
1236
+ * guaranteed.
1237
+ * < 0: If INFO = -i, the i-th argument had an illegal value
1238
+ * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
1239
+ * has been completed, but the factor U is exactly singular, so
1240
+ * the solution and error bounds could not be computed. RCOND = 0
1241
+ * is returned.
1242
+ * = N+J: The solution corresponding to the Jth right-hand side is
1243
+ * not guaranteed. The solutions corresponding to other right-
1244
+ * hand sides K with K > J may not be guaranteed as well, but
1245
+ * only the first such right-hand side is reported. If a small
1246
+ * componentwise error is not requested (PARAMS(3) = 0.0) then
1247
+ * the Jth right-hand side is the first with a normwise error
1248
+ * bound that is not guaranteed (the smallest J such
1249
+ * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
1250
+ * the Jth right-hand side is the first with either a normwise or
1251
+ * componentwise error bound that is not guaranteed (the smallest
1252
+ * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
1253
+ * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
1254
+ * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
1255
+ * about all of the right-hand sides check ERR_BNDS_NORM or
1256
+ * ERR_BNDS_COMP.
1257
+ *
1258
+
1259
+ * ==================================================================
1260
+ *
1261
+
1262
+
1263
+ </PRE>
1264
+ <A HREF="#top">go to the page top</A>
1265
+
1266
+ <A NAME="cpotf2"></A>
1267
+ <H2>cpotf2</H2>
1268
+ <PRE>
1269
+ USAGE:
1270
+ info, a = NumRu::Lapack.cpotf2( uplo, a, [:usage => usage, :help => help])
1271
+
1272
+
1273
+ FORTRAN MANUAL
1274
+ SUBROUTINE CPOTF2( UPLO, N, A, LDA, INFO )
1275
+
1276
+ * Purpose
1277
+ * =======
1278
+ *
1279
+ * CPOTF2 computes the Cholesky factorization of a complex Hermitian
1280
+ * positive definite matrix A.
1281
+ *
1282
+ * The factorization has the form
1283
+ * A = U' * U , if UPLO = 'U', or
1284
+ * A = L * L', if UPLO = 'L',
1285
+ * where U is an upper triangular matrix and L is lower triangular.
1286
+ *
1287
+ * This is the unblocked version of the algorithm, calling Level 2 BLAS.
1288
+ *
1289
+
1290
+ * Arguments
1291
+ * =========
1292
+ *
1293
+ * UPLO (input) CHARACTER*1
1294
+ * Specifies whether the upper or lower triangular part of the
1295
+ * Hermitian matrix A is stored.
1296
+ * = 'U': Upper triangular
1297
+ * = 'L': Lower triangular
1298
+ *
1299
+ * N (input) INTEGER
1300
+ * The order of the matrix A. N >= 0.
1301
+ *
1302
+ * A (input/output) COMPLEX array, dimension (LDA,N)
1303
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
1304
+ * n by n upper triangular part of A contains the upper
1305
+ * triangular part of the matrix A, and the strictly lower
1306
+ * triangular part of A is not referenced. If UPLO = 'L', the
1307
+ * leading n by n lower triangular part of A contains the lower
1308
+ * triangular part of the matrix A, and the strictly upper
1309
+ * triangular part of A is not referenced.
1310
+ *
1311
+ * On exit, if INFO = 0, the factor U or L from the Cholesky
1312
+ * factorization A = U'*U or A = L*L'.
1313
+ *
1314
+ * LDA (input) INTEGER
1315
+ * The leading dimension of the array A. LDA >= max(1,N).
1316
+ *
1317
+ * INFO (output) INTEGER
1318
+ * = 0: successful exit
1319
+ * < 0: if INFO = -k, the k-th argument had an illegal value
1320
+ * > 0: if INFO = k, the leading minor of order k is not
1321
+ * positive definite, and the factorization could not be
1322
+ * completed.
1323
+ *
1324
+
1325
+ * =====================================================================
1326
+ *
1327
+
1328
+
1329
+ </PRE>
1330
+ <A HREF="#top">go to the page top</A>
1331
+
1332
+ <A NAME="cpotrf"></A>
1333
+ <H2>cpotrf</H2>
1334
+ <PRE>
1335
+ USAGE:
1336
+ info, a = NumRu::Lapack.cpotrf( uplo, a, [:usage => usage, :help => help])
1337
+
1338
+
1339
+ FORTRAN MANUAL
1340
+ SUBROUTINE CPOTRF( UPLO, N, A, LDA, INFO )
1341
+
1342
+ * Purpose
1343
+ * =======
1344
+ *
1345
+ * CPOTRF computes the Cholesky factorization of a complex Hermitian
1346
+ * positive definite matrix A.
1347
+ *
1348
+ * The factorization has the form
1349
+ * A = U**H * U, if UPLO = 'U', or
1350
+ * A = L * L**H, if UPLO = 'L',
1351
+ * where U is an upper triangular matrix and L is lower triangular.
1352
+ *
1353
+ * This is the block version of the algorithm, calling Level 3 BLAS.
1354
+ *
1355
+
1356
+ * Arguments
1357
+ * =========
1358
+ *
1359
+ * UPLO (input) CHARACTER*1
1360
+ * = 'U': Upper triangle of A is stored;
1361
+ * = 'L': Lower triangle of A is stored.
1362
+ *
1363
+ * N (input) INTEGER
1364
+ * The order of the matrix A. N >= 0.
1365
+ *
1366
+ * A (input/output) COMPLEX array, dimension (LDA,N)
1367
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
1368
+ * N-by-N upper triangular part of A contains the upper
1369
+ * triangular part of the matrix A, and the strictly lower
1370
+ * triangular part of A is not referenced. If UPLO = 'L', the
1371
+ * leading N-by-N lower triangular part of A contains the lower
1372
+ * triangular part of the matrix A, and the strictly upper
1373
+ * triangular part of A is not referenced.
1374
+ *
1375
+ * On exit, if INFO = 0, the factor U or L from the Cholesky
1376
+ * factorization A = U**H*U or A = L*L**H.
1377
+ *
1378
+ * LDA (input) INTEGER
1379
+ * The leading dimension of the array A. LDA >= max(1,N).
1380
+ *
1381
+ * INFO (output) INTEGER
1382
+ * = 0: successful exit
1383
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1384
+ * > 0: if INFO = i, the leading minor of order i is not
1385
+ * positive definite, and the factorization could not be
1386
+ * completed.
1387
+ *
1388
+
1389
+ * =====================================================================
1390
+ *
1391
+
1392
+
1393
+ </PRE>
1394
+ <A HREF="#top">go to the page top</A>
1395
+
1396
+ <A NAME="cpotri"></A>
1397
+ <H2>cpotri</H2>
1398
+ <PRE>
1399
+ USAGE:
1400
+ info, a = NumRu::Lapack.cpotri( uplo, a, [:usage => usage, :help => help])
1401
+
1402
+
1403
+ FORTRAN MANUAL
1404
+ SUBROUTINE CPOTRI( UPLO, N, A, LDA, INFO )
1405
+
1406
+ * Purpose
1407
+ * =======
1408
+ *
1409
+ * CPOTRI computes the inverse of a complex Hermitian positive definite
1410
+ * matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
1411
+ * computed by CPOTRF.
1412
+ *
1413
+
1414
+ * Arguments
1415
+ * =========
1416
+ *
1417
+ * UPLO (input) CHARACTER*1
1418
+ * = 'U': Upper triangle of A is stored;
1419
+ * = 'L': Lower triangle of A is stored.
1420
+ *
1421
+ * N (input) INTEGER
1422
+ * The order of the matrix A. N >= 0.
1423
+ *
1424
+ * A (input/output) COMPLEX array, dimension (LDA,N)
1425
+ * On entry, the triangular factor U or L from the Cholesky
1426
+ * factorization A = U**H*U or A = L*L**H, as computed by
1427
+ * CPOTRF.
1428
+ * On exit, the upper or lower triangle of the (Hermitian)
1429
+ * inverse of A, overwriting the input factor U or L.
1430
+ *
1431
+ * LDA (input) INTEGER
1432
+ * The leading dimension of the array A. LDA >= max(1,N).
1433
+ *
1434
+ * INFO (output) INTEGER
1435
+ * = 0: successful exit
1436
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1437
+ * > 0: if INFO = i, the (i,i) element of the factor U or L is
1438
+ * zero, and the inverse could not be computed.
1439
+ *
1440
+
1441
+ * =====================================================================
1442
+ *
1443
+ * .. External Functions ..
1444
+ LOGICAL LSAME
1445
+ EXTERNAL LSAME
1446
+ * ..
1447
+ * .. External Subroutines ..
1448
+ EXTERNAL CLAUUM, CTRTRI, XERBLA
1449
+ * ..
1450
+ * .. Intrinsic Functions ..
1451
+ INTRINSIC MAX
1452
+ * ..
1453
+
1454
+
1455
+ </PRE>
1456
+ <A HREF="#top">go to the page top</A>
1457
+
1458
+ <A NAME="cpotrs"></A>
1459
+ <H2>cpotrs</H2>
1460
+ <PRE>
1461
+ USAGE:
1462
+ info, b = NumRu::Lapack.cpotrs( uplo, a, b, [:usage => usage, :help => help])
1463
+
1464
+
1465
+ FORTRAN MANUAL
1466
+ SUBROUTINE CPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
1467
+
1468
+ * Purpose
1469
+ * =======
1470
+ *
1471
+ * CPOTRS solves a system of linear equations A*X = B with a Hermitian
1472
+ * positive definite matrix A using the Cholesky factorization
1473
+ * A = U**H*U or A = L*L**H computed by CPOTRF.
1474
+ *
1475
+
1476
+ * Arguments
1477
+ * =========
1478
+ *
1479
+ * UPLO (input) CHARACTER*1
1480
+ * = 'U': Upper triangle of A is stored;
1481
+ * = 'L': Lower triangle of A is stored.
1482
+ *
1483
+ * N (input) INTEGER
1484
+ * The order of the matrix A. N >= 0.
1485
+ *
1486
+ * NRHS (input) INTEGER
1487
+ * The number of right hand sides, i.e., the number of columns
1488
+ * of the matrix B. NRHS >= 0.
1489
+ *
1490
+ * A (input) COMPLEX array, dimension (LDA,N)
1491
+ * The triangular factor U or L from the Cholesky factorization
1492
+ * A = U**H*U or A = L*L**H, as computed by CPOTRF.
1493
+ *
1494
+ * LDA (input) INTEGER
1495
+ * The leading dimension of the array A. LDA >= max(1,N).
1496
+ *
1497
+ * B (input/output) COMPLEX array, dimension (LDB,NRHS)
1498
+ * On entry, the right hand side matrix B.
1499
+ * On exit, the solution matrix X.
1500
+ *
1501
+ * LDB (input) INTEGER
1502
+ * The leading dimension of the array B. LDB >= max(1,N).
1503
+ *
1504
+ * INFO (output) INTEGER
1505
+ * = 0: successful exit
1506
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1507
+ *
1508
+
1509
+ * =====================================================================
1510
+ *
1511
+
1512
+
1513
+ </PRE>
1514
+ <A HREF="#top">go to the page top</A>
1515
+
1516
+ <HR />
1517
+ <A HREF="c.html">back to matrix types</A><BR>
1518
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1519
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1520
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