ruby-lapack 1.3
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- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
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- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
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- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
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- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
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- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
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- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
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- data/dev/defs/cgerfs +164 -0
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- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
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- data/dev/defs/cgetc2 +82 -0
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- data/dev/defs/cla_wwaddw +53 -0
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- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
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- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
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- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
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- 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
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- data/ext/zunmhr.c +129 -0
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- data/ext/zunmqr.c +125 -0
- data/ext/zunmr2.c +106 -0
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- 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
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- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
data/doc/cpo.html
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<HTML>
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<TITLE>COMPLEX routines for symmetric or Hermitian positive definite matrix</TITLE>
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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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<A NAME="cpocon"></A>
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<H2>cpocon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.cpocon( uplo, a, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* CPOCON estimates the reciprocal of the condition number (in the
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* 1-norm) of a complex Hermitian positive definite matrix using the
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* Cholesky factorization A = U**H*U or A = L*L**H computed by CPOTRF.
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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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* = '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) 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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*
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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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* ANORM (input) REAL
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* The 1-norm (or infinity-norm) of the Hermitian 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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* RWORK (workspace) REAL array, dimension (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="cpoequ"></A>
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<H2>cpoequ</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.cpoequ( a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CPOEQU( N, A, LDA, S, SCOND, AMAX, INFO )
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* Purpose
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* =======
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*
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* CPOEQU computes row and column scalings intended to equilibrate a
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* Hermitian positive definite 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 Hermitian positive definite 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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*
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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="cpoequb"></A>
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<H2>cpoequb</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.cpoequb( a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CPOEQUB( N, A, LDA, S, SCOND, AMAX, INFO )
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* Purpose
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* =======
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*
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* CPOEQUB computes row and column scalings intended to equilibrate a
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* symmetric positive definite 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 positive definite 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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*
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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="cporfs"></A>
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<H2>cporfs</H2>
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<PRE>
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USAGE:
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ferr, berr, info, x = NumRu::Lapack.cporfs( uplo, a, af, b, x, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* CPORFS improves the computed solution to a system of linear
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* equations when the coefficient matrix is Hermitian positive definite,
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* and provides error bounds and backward error estimates for the
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* solution.
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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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* = '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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* NRHS (input) INTEGER
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* The number of right hand sides, i.e., the number of columns
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* of the matrices B and X. NRHS >= 0.
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*
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* A (input) COMPLEX array, dimension (LDA,N)
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* The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
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* upper triangular part of A contains the upper triangular part
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* of the matrix A, and the strictly lower triangular part of A
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* is not referenced. If UPLO = 'L', the leading N-by-N lower
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* triangular part of A contains the lower triangular part of
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* the matrix A, and the strictly upper triangular part of A is
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* not 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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* AF (input) COMPLEX array, dimension (LDAF,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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*
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* LDAF (input) INTEGER
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* The leading dimension of the array AF. LDAF >= max(1,N).
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*
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* B (input) COMPLEX array, dimension (LDB,NRHS)
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* The right hand side matrix B.
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*
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* LDB (input) INTEGER
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* The leading dimension of the array B. LDB >= max(1,N).
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*
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* X (input/output) COMPLEX array, dimension (LDX,NRHS)
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* On entry, the solution matrix X, as computed by CPOTRS.
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* On exit, the improved solution matrix X.
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*
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* LDX (input) INTEGER
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* The leading dimension of the array X. LDX >= max(1,N).
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*
|
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276
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* FERR (output) REAL array, dimension (NRHS)
|
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* The estimated forward error bound for each solution vector
|
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+
* X(j) (the j-th column of the solution matrix X).
|
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* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
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* is an estimated upper bound for the magnitude of the largest
|
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* element in (X(j) - XTRUE) divided by the magnitude of the
|
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+
* largest element in X(j). The estimate is as reliable as
|
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* the estimate for RCOND, and is almost always a slight
|
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+
* overestimate of the true error.
|
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*
|
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* BERR (output) REAL array, dimension (NRHS)
|
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* The componentwise relative backward error of each solution
|
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+
* vector X(j) (i.e., the smallest relative change in
|
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* any element of A or B that makes X(j) an exact solution).
|
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*
|
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* WORK (workspace) COMPLEX array, dimension (2*N)
|
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+
*
|
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+
* RWORK (workspace) REAL array, dimension (N)
|
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+
*
|
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295
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+
* INFO (output) INTEGER
|
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296
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* = 0: successful exit
|
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297
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* < 0: if INFO = -i, the i-th argument had an illegal value
|
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*
|
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+
* Internal Parameters
|
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300
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+
* ===================
|
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+
*
|
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* ITMAX is the maximum number of steps of iterative refinement.
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*
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+
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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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+
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<A NAME="cporfsx"></A>
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<H2>cporfsx</H2>
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<PRE>
|
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315
|
+
USAGE:
|
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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])
|
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317
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+
|
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318
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+
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319
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+
FORTRAN MANUAL
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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 )
|
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321
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+
|
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322
|
+
* Purpose
|
|
323
|
+
* =======
|
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324
|
+
*
|
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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
|
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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
|
+
<A HREF="c.html">back to data types</A>
|
|
1519
|
+
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|
|
1520
|
+
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|