ruby-lapack 1.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
- data/dev/defs/cgbtrf +109 -0
- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
- data/dev/defs/cgebrd +178 -0
- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
- data/dev/defs/cgeequb +114 -0
- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
- data/dev/defs/cgeev +154 -0
- data/dev/defs/cgeevx +263 -0
- data/dev/defs/cgegs +204 -0
- data/dev/defs/cgegv +261 -0
- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
- data/dev/defs/cgelqf +113 -0
- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
- data/dev/defs/cgeqrf +114 -0
- data/dev/defs/cgeqrfp +114 -0
- data/dev/defs/cgerfs +164 -0
- data/dev/defs/cgerfsx +394 -0
- data/dev/defs/cgerq2 +91 -0
- data/dev/defs/cgerqf +116 -0
- data/dev/defs/cgesc2 +87 -0
- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
- data/dev/defs/cgesvx +333 -0
- data/dev/defs/cgesvxx +519 -0
- data/dev/defs/cgetc2 +82 -0
- data/dev/defs/cgetf2 +76 -0
- data/dev/defs/cgetrf +76 -0
- data/dev/defs/cgetri +86 -0
- data/dev/defs/cgetrs +91 -0
- data/dev/defs/cggbak +119 -0
- data/dev/defs/cggbal +144 -0
- data/dev/defs/cgges +247 -0
- data/dev/defs/cggesx +311 -0
- data/dev/defs/cggev +197 -0
- data/dev/defs/cggevx +353 -0
- data/dev/defs/cggglm +160 -0
- data/dev/defs/cgghrd +171 -0
- data/dev/defs/cgglse +157 -0
- data/dev/defs/cggqrf +195 -0
- data/dev/defs/cggrqf +194 -0
- data/dev/defs/cggsvd +324 -0
- data/dev/defs/cggsvp +240 -0
- data/dev/defs/cgtcon +112 -0
- data/dev/defs/cgtrfs +193 -0
- data/dev/defs/cgtsv +97 -0
- data/dev/defs/cgtsvx +275 -0
- data/dev/defs/cgttrf +97 -0
- data/dev/defs/cgttrs +119 -0
- data/dev/defs/cgtts2 +108 -0
- data/dev/defs/chbev +124 -0
- data/dev/defs/chbevd +194 -0
- data/dev/defs/chbevx +234 -0
- data/dev/defs/chbgst +137 -0
- data/dev/defs/chbgv +163 -0
- data/dev/defs/chbgvd +231 -0
- data/dev/defs/chbgvx +265 -0
- data/dev/defs/chbtrd +132 -0
- data/dev/defs/checon +91 -0
- data/dev/defs/cheequb +87 -0
- data/dev/defs/cheev +111 -0
- data/dev/defs/cheevd +178 -0
- data/dev/defs/cheevr +325 -0
- data/dev/defs/cheevx +225 -0
- data/dev/defs/chegs2 +96 -0
- data/dev/defs/chegst +96 -0
- data/dev/defs/chegv +155 -0
- data/dev/defs/chegvd +222 -0
- data/dev/defs/chegvx +270 -0
- data/dev/defs/cherfs +170 -0
- data/dev/defs/cherfsx +380 -0
- data/dev/defs/chesv +147 -0
- data/dev/defs/chesvx +261 -0
- data/dev/defs/chesvxx +481 -0
- data/dev/defs/chetd2 +143 -0
- data/dev/defs/chetf2 +141 -0
- data/dev/defs/chetrd +162 -0
- data/dev/defs/chetrf +151 -0
- data/dev/defs/chetri +83 -0
- data/dev/defs/chetrs +90 -0
- data/dev/defs/chetrs2 +97 -0
- data/dev/defs/chfrk +138 -0
- data/dev/defs/chgeqz +258 -0
- data/dev/defs/chla_transtype +32 -0
- data/dev/defs/chpcon +85 -0
- data/dev/defs/chpev +110 -0
- data/dev/defs/chpevd +179 -0
- data/dev/defs/chpevx +204 -0
- data/dev/defs/chpgst +80 -0
- data/dev/defs/chpgv +145 -0
- data/dev/defs/chpgvd +221 -0
- data/dev/defs/chpgvx +247 -0
- data/dev/defs/chprfs +156 -0
- data/dev/defs/chpsv +134 -0
- data/dev/defs/chpsvx +248 -0
- data/dev/defs/chptrd +118 -0
- data/dev/defs/chptrf +120 -0
- data/dev/defs/chptri +77 -0
- data/dev/defs/chptrs +84 -0
- data/dev/defs/chsein +217 -0
- data/dev/defs/chseqr +263 -0
- data/dev/defs/cla_gbamv +154 -0
- data/dev/defs/cla_gbrcond_c +146 -0
- data/dev/defs/cla_gbrcond_x +140 -0
- data/dev/defs/cla_gbrfsx_extended +391 -0
- data/dev/defs/cla_gbrpvgrw +94 -0
- data/dev/defs/cla_geamv +142 -0
- data/dev/defs/cla_gercond_c +128 -0
- data/dev/defs/cla_gercond_x +122 -0
- data/dev/defs/cla_gerfsx_extended +376 -0
- data/dev/defs/cla_heamv +142 -0
- data/dev/defs/cla_hercond_c +125 -0
- data/dev/defs/cla_hercond_x +119 -0
- data/dev/defs/cla_herfsx_extended +375 -0
- data/dev/defs/cla_herpvgrw +105 -0
- data/dev/defs/cla_lin_berr +79 -0
- data/dev/defs/cla_porcond_c +116 -0
- data/dev/defs/cla_porcond_x +110 -0
- data/dev/defs/cla_porfsx_extended +366 -0
- data/dev/defs/cla_porpvgrw +85 -0
- data/dev/defs/cla_rpvgrw +76 -0
- data/dev/defs/cla_syamv +142 -0
- data/dev/defs/cla_syrcond_c +125 -0
- data/dev/defs/cla_syrcond_x +119 -0
- data/dev/defs/cla_syrfsx_extended +375 -0
- data/dev/defs/cla_syrpvgrw +105 -0
- data/dev/defs/cla_wwaddw +53 -0
- data/dev/defs/clabrd +187 -0
- data/dev/defs/clacgv +44 -0
- data/dev/defs/clacn2 +91 -0
- data/dev/defs/clacon +75 -0
- data/dev/defs/clacp2 +78 -0
- data/dev/defs/clacpy +78 -0
- data/dev/defs/clacrm +88 -0
- data/dev/defs/clacrt +73 -0
- data/dev/defs/cladiv +37 -0
- data/dev/defs/claed0 +121 -0
- data/dev/defs/claed7 +237 -0
- data/dev/defs/claed8 +211 -0
- data/dev/defs/claein +117 -0
- data/dev/defs/claesy +81 -0
- data/dev/defs/claev2 +83 -0
- data/dev/defs/clag2z +73 -0
- data/dev/defs/clags2 +116 -0
- data/dev/defs/clagtm +115 -0
- data/dev/defs/clahef +127 -0
- data/dev/defs/clahqr +159 -0
- data/dev/defs/clahr2 +153 -0
- data/dev/defs/clahrd +141 -0
- data/dev/defs/claic1 +101 -0
- data/dev/defs/clals0 +251 -0
- data/dev/defs/clalsa +267 -0
- data/dev/defs/clalsd +160 -0
- data/dev/defs/clangb +92 -0
- data/dev/defs/clange +84 -0
- data/dev/defs/clangt +77 -0
- data/dev/defs/clanhb +99 -0
- data/dev/defs/clanhe +93 -0
- data/dev/defs/clanhf +211 -0
- data/dev/defs/clanhp +85 -0
- data/dev/defs/clanhs +78 -0
- data/dev/defs/clanht +69 -0
- data/dev/defs/clansb +97 -0
- data/dev/defs/clansp +83 -0
- data/dev/defs/clansy +92 -0
- data/dev/defs/clantb +108 -0
- data/dev/defs/clantp +93 -0
- data/dev/defs/clantr +109 -0
- data/dev/defs/clapll +67 -0
- data/dev/defs/clapmr +73 -0
- data/dev/defs/clapmt +73 -0
- data/dev/defs/claqgb +124 -0
- data/dev/defs/claqge +107 -0
- data/dev/defs/claqhb +105 -0
- data/dev/defs/claqhe +98 -0
- data/dev/defs/claqhp +89 -0
- data/dev/defs/claqp2 +115 -0
- data/dev/defs/claqps +146 -0
- data/dev/defs/claqr0 +203 -0
- data/dev/defs/claqr1 +66 -0
- data/dev/defs/claqr2 +243 -0
- data/dev/defs/claqr3 +238 -0
- data/dev/defs/claqr4 +203 -0
- data/dev/defs/claqr5 +221 -0
- data/dev/defs/claqsb +105 -0
- data/dev/defs/claqsp +89 -0
- data/dev/defs/claqsy +98 -0
- data/dev/defs/clar1v +199 -0
- data/dev/defs/clar2v +88 -0
- data/dev/defs/clarcm +88 -0
- data/dev/defs/clarf +97 -0
- data/dev/defs/clarfb +139 -0
- data/dev/defs/clarfg +71 -0
- data/dev/defs/clarfgp +69 -0
- data/dev/defs/clarft +133 -0
- data/dev/defs/clarfx +88 -0
- data/dev/defs/clargv +88 -0
- data/dev/defs/clarnv +63 -0
- data/dev/defs/clarrv +259 -0
- data/dev/defs/clarscl2 +61 -0
- data/dev/defs/clartg +66 -0
- data/dev/defs/clartv +82 -0
- data/dev/defs/clarz +111 -0
- data/dev/defs/clarzb +150 -0
- data/dev/defs/clarzt +151 -0
- data/dev/defs/clascl +102 -0
- data/dev/defs/clascl2 +61 -0
- data/dev/defs/claset +77 -0
- data/dev/defs/clasr +169 -0
- data/dev/defs/classq +71 -0
- data/dev/defs/claswp +81 -0
- data/dev/defs/clasyf +127 -0
- data/dev/defs/clatbs +206 -0
- data/dev/defs/clatdf +133 -0
- data/dev/defs/clatps +193 -0
- data/dev/defs/clatrd +168 -0
- data/dev/defs/clatrs +202 -0
- data/dev/defs/clatrz +106 -0
- data/dev/defs/clatzm +124 -0
- data/dev/defs/clauu2 +68 -0
- data/dev/defs/clauum +68 -0
- data/dev/defs/cpbcon +99 -0
- data/dev/defs/cpbequ +96 -0
- data/dev/defs/cpbrfs +166 -0
- data/dev/defs/cpbstf +116 -0
- data/dev/defs/cpbsv +136 -0
- data/dev/defs/cpbsvx +314 -0
- data/dev/defs/cpbtf2 +105 -0
- data/dev/defs/cpbtrf +103 -0
- data/dev/defs/cpbtrs +98 -0
- data/dev/defs/cpftrf +183 -0
- data/dev/defs/cpftri +175 -0
- data/dev/defs/cpftrs +185 -0
- data/dev/defs/cpocon +87 -0
- data/dev/defs/cpoequ +80 -0
- data/dev/defs/cpoequb +80 -0
- data/dev/defs/cporfs +160 -0
- data/dev/defs/cporfsx +371 -0
- data/dev/defs/cposv +105 -0
- data/dev/defs/cposvx +281 -0
- data/dev/defs/cposvxx +471 -0
- data/dev/defs/cpotf2 +75 -0
- data/dev/defs/cpotrf +73 -0
- data/dev/defs/cpotri +67 -0
- data/dev/defs/cpotrs +79 -0
- data/dev/defs/cppcon +85 -0
- data/dev/defs/cppequ +82 -0
- data/dev/defs/cpprfs +146 -0
- data/dev/defs/cppsv +115 -0
- data/dev/defs/cppsvx +283 -0
- data/dev/defs/cpptrf +81 -0
- data/dev/defs/cpptri +58 -0
- data/dev/defs/cpptrs +84 -0
- data/dev/defs/cpstf2 +108 -0
- data/dev/defs/cpstrf +108 -0
- data/dev/defs/cptcon +84 -0
- data/dev/defs/cpteqr +116 -0
- data/dev/defs/cptrfs +161 -0
- data/dev/defs/cptsv +89 -0
- data/dev/defs/cptsvx +210 -0
- data/dev/defs/cpttrf +59 -0
- data/dev/defs/cpttrs +98 -0
- data/dev/defs/cptts2 +89 -0
- data/dev/defs/crot +72 -0
- data/dev/defs/cspcon +85 -0
- data/dev/defs/cspmv +121 -0
- data/dev/defs/cspr +98 -0
- data/dev/defs/csprfs +156 -0
- data/dev/defs/cspsv +134 -0
- data/dev/defs/cspsvx +248 -0
- data/dev/defs/csptrf +121 -0
- data/dev/defs/csptri +77 -0
- data/dev/defs/csptrs +84 -0
- data/dev/defs/csrscl +49 -0
- data/dev/defs/cstedc +191 -0
- data/dev/defs/cstegr +233 -0
- data/dev/defs/cstein +159 -0
- data/dev/defs/cstemr +302 -0
- data/dev/defs/csteqr +103 -0
- data/dev/defs/csycon +91 -0
- data/dev/defs/csyconv +90 -0
- data/dev/defs/csyequb +104 -0
- data/dev/defs/csymv +126 -0
- data/dev/defs/csyr +102 -0
- data/dev/defs/csyrfs +170 -0
- data/dev/defs/csyrfsx +380 -0
- data/dev/defs/csysv +149 -0
- data/dev/defs/csysvx +261 -0
- data/dev/defs/csysvxx +485 -0
- data/dev/defs/csyswapr +70 -0
- data/dev/defs/csytf2 +140 -0
- data/dev/defs/csytrf +156 -0
- data/dev/defs/csytri +83 -0
- data/dev/defs/csytri2 +110 -0
- data/dev/defs/csytri2x +90 -0
- data/dev/defs/csytrs +90 -0
- data/dev/defs/csytrs2 +97 -0
- data/dev/defs/ctbcon +109 -0
- data/dev/defs/ctbrfs +164 -0
- data/dev/defs/ctbtrs +113 -0
- data/dev/defs/ctfsm +259 -0
- data/dev/defs/ctftri +183 -0
- data/dev/defs/ctfttp +172 -0
- data/dev/defs/ctfttr +182 -0
- data/dev/defs/ctgevc +194 -0
- data/dev/defs/ctgex2 +158 -0
- data/dev/defs/ctgexc +176 -0
- data/dev/defs/ctgsen +406 -0
- data/dev/defs/ctgsja +344 -0
- data/dev/defs/ctgsna +282 -0
- data/dev/defs/ctgsy2 +235 -0
- data/dev/defs/ctgsyl +273 -0
- data/dev/defs/ctpcon +95 -0
- data/dev/defs/ctprfs +150 -0
- data/dev/defs/ctptri +79 -0
- data/dev/defs/ctptrs +98 -0
- data/dev/defs/ctpttf +172 -0
- data/dev/defs/ctpttr +73 -0
- data/dev/defs/ctrcon +103 -0
- data/dev/defs/ctrevc +188 -0
- data/dev/defs/ctrexc +99 -0
- data/dev/defs/ctrrfs +158 -0
- data/dev/defs/ctrsen +234 -0
- data/dev/defs/ctrsna +223 -0
- data/dev/defs/ctrsyl +126 -0
- data/dev/defs/ctrti2 +76 -0
- data/dev/defs/ctrtri +75 -0
- data/dev/defs/ctrtrs +107 -0
- data/dev/defs/ctrttf +181 -0
- data/dev/defs/ctrttp +72 -0
- data/dev/defs/ctzrqf +104 -0
- data/dev/defs/ctzrzf +128 -0
- data/dev/defs/cunbdb +270 -0
- data/dev/defs/cuncsd +283 -0
- data/dev/defs/cung2l +85 -0
- data/dev/defs/cung2r +85 -0
- data/dev/defs/cungbr +129 -0
- data/dev/defs/cunghr +97 -0
- data/dev/defs/cungl2 +84 -0
- data/dev/defs/cunglq +100 -0
- data/dev/defs/cungql +101 -0
- data/dev/defs/cungqr +101 -0
- data/dev/defs/cungr2 +85 -0
- data/dev/defs/cungrq +101 -0
- data/dev/defs/cungtr +95 -0
- data/dev/defs/cunm2l +130 -0
- data/dev/defs/cunm2r +130 -0
- data/dev/defs/cunmbr +179 -0
- data/dev/defs/cunmhr +157 -0
- data/dev/defs/cunml2 +130 -0
- data/dev/defs/cunmlq +143 -0
- data/dev/defs/cunmql +143 -0
- data/dev/defs/cunmqr +143 -0
- data/dev/defs/cunmr2 +130 -0
- data/dev/defs/cunmr3 +152 -0
- data/dev/defs/cunmrq +143 -0
- data/dev/defs/cunmrz +157 -0
- data/dev/defs/cunmtr +152 -0
- data/dev/defs/cupgtr +87 -0
- data/dev/defs/cupmtr +120 -0
- data/dev/defs/dbbcsd +297 -0
- data/dev/defs/dbdsdc +194 -0
- data/dev/defs/dbdsqr +203 -0
- data/dev/defs/ddisna +84 -0
- data/dev/defs/dgbbrd +167 -0
- data/dev/defs/dgbcon +114 -0
- data/dev/defs/dgbequ +121 -0
- data/dev/defs/dgbequb +128 -0
- data/dev/defs/dgbrfs +182 -0
- data/dev/defs/dgbrfsx +418 -0
- data/dev/defs/dgbsv +134 -0
- data/dev/defs/dgbsvx +353 -0
- data/dev/defs/dgbsvxx +536 -0
- data/dev/defs/dgbtf2 +110 -0
- data/dev/defs/dgbtrf +109 -0
- data/dev/defs/dgbtrs +106 -0
- data/dev/defs/dgebak +95 -0
- data/dev/defs/dgebal +125 -0
- data/dev/defs/dgebd2 +162 -0
- data/dev/defs/dgebrd +178 -0
- data/dev/defs/dgecon +90 -0
- data/dev/defs/dgeequ +107 -0
- data/dev/defs/dgeequb +114 -0
- data/dev/defs/dgees +188 -0
- data/dev/defs/dgeesx +251 -0
- data/dev/defs/dgeev +166 -0
- data/dev/defs/dgeevx +282 -0
- data/dev/defs/dgegs +207 -0
- data/dev/defs/dgegv +286 -0
- data/dev/defs/dgehd2 +115 -0
- data/dev/defs/dgehrd +136 -0
- data/dev/defs/dgejsv +862 -0
- data/dev/defs/dgelq2 +89 -0
- data/dev/defs/dgelqf +113 -0
- data/dev/defs/dgels +158 -0
- data/dev/defs/dgelsd +193 -0
- data/dev/defs/dgelss +149 -0
- data/dev/defs/dgelsx +148 -0
- data/dev/defs/dgelsy +181 -0
- data/dev/defs/dgeql2 +91 -0
- data/dev/defs/dgeqlf +116 -0
- data/dev/defs/dgeqp3 +120 -0
- data/dev/defs/dgeqpf +111 -0
- data/dev/defs/dgeqr2 +89 -0
- data/dev/defs/dgeqr2p +89 -0
- data/dev/defs/dgeqrf +114 -0
- data/dev/defs/dgeqrfp +114 -0
- data/dev/defs/dgerfs +164 -0
- data/dev/defs/dgerfsx +394 -0
- data/dev/defs/dgerq2 +91 -0
- data/dev/defs/dgerqf +116 -0
- data/dev/defs/dgesc2 +86 -0
- data/dev/defs/dgesdd +197 -0
- data/dev/defs/dgesv +97 -0
- data/dev/defs/dgesvd +188 -0
- data/dev/defs/dgesvj +308 -0
- data/dev/defs/dgesvx +333 -0
- data/dev/defs/dgesvxx +516 -0
- data/dev/defs/dgetc2 +82 -0
- data/dev/defs/dgetf2 +76 -0
- data/dev/defs/dgetrf +76 -0
- data/dev/defs/dgetri +86 -0
- data/dev/defs/dgetrs +91 -0
- data/dev/defs/dggbak +119 -0
- data/dev/defs/dggbal +145 -0
- data/dev/defs/dgges +261 -0
- data/dev/defs/dggesx +342 -0
- data/dev/defs/dggev +206 -0
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- data/ext/ztpcon.c +78 -0
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- data/ext/ztpttf.c +75 -0
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- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
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- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
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- data/ext/ztrttp.c +69 -0
- data/ext/ztzrqf.c +79 -0
- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
- data/ext/zunghr.c +107 -0
- data/ext/zungl2.c +86 -0
- data/ext/zunglq.c +103 -0
- data/ext/zungql.c +103 -0
- data/ext/zungqr.c +103 -0
- data/ext/zungr2.c +86 -0
- data/ext/zungrq.c +103 -0
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- data/ext/zunm2l.c +110 -0
- data/ext/zunm2r.c +110 -0
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- data/ext/zunmhr.c +129 -0
- data/ext/zunml2.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
- data/tests/lin/gb/test_gbsvx.rb +56 -0
- data/tests/lin/ge/test_gels.rb +63 -0
- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
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<TITLE>COMPLEX routines for symmetric matrix</TITLE>
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<A NAME="top"></A>
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<H1>COMPLEX routines for symmetric matrix</H1>
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<UL>
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<LI><A HREF="#csycon">csycon</A></LI>
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<LI><A HREF="#csyconv">csyconv</A></LI>
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<LI><A HREF="#csyequb">csyequb</A></LI>
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<LI><A HREF="#csymv">csymv</A></LI>
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<LI><A HREF="#csyr">csyr</A></LI>
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<LI><A HREF="#csyrfs">csyrfs</A></LI>
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<LI><A HREF="#csyrfsx">csyrfsx</A></LI>
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<LI><A HREF="#csysv">csysv</A></LI>
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<LI><A HREF="#csysvx">csysvx</A></LI>
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<LI><A HREF="#csysvxx">csysvxx</A></LI>
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<LI><A HREF="#csyswapr">csyswapr</A></LI>
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<LI><A HREF="#csytf2">csytf2</A></LI>
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<LI><A HREF="#csytrf">csytrf</A></LI>
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<LI><A HREF="#csytri">csytri</A></LI>
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<LI><A HREF="#csytri2">csytri2</A></LI>
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<LI><A HREF="#csytri2x">csytri2x</A></LI>
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<LI><A HREF="#csytrs">csytrs</A></LI>
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<LI><A HREF="#csytrs2">csytrs2</A></LI>
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</UL>
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<A NAME="csycon"></A>
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<H2>csycon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.csycon( uplo, a, ipiv, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CSYCON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO )
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* Purpose
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* =======
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*
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* CSYCON estimates the reciprocal of the condition number (in the
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* 1-norm) of a complex symmetric matrix A using the factorization
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* A = U*D*U**T or A = L*D*L**T computed by CSYTRF.
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*
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**T;
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* = 'L': Lower triangular, form is A = L*D*L**T.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) COMPLEX array, dimension (LDA,N)
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* The block diagonal matrix D and the multipliers used to
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* obtain the factor U or L as computed by CSYTRF.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* IPIV (input) INTEGER array, dimension (N)
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* Details of the interchanges and the block structure of D
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* as determined by CSYTRF.
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*
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* ANORM (input) REAL
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* The 1-norm of the original matrix A.
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*
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* RCOND (output) REAL
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
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* estimate of the 1-norm of inv(A) computed in this routine.
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*
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* WORK (workspace) COMPLEX array, dimension (2*N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="csyconv"></A>
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<H2>csyconv</H2>
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<PRE>
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USAGE:
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info = NumRu::Lapack.csyconv( uplo, way, a, ipiv, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CSYCONV( UPLO, WAY, N, A, LDA, IPIV, WORK, INFO )
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* Purpose
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* =======
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*
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* CSYCONV convert A given by TRF into L and D and vice-versa.
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* Get Non-diag elements of D (returned in workspace) and
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* apply or reverse permutation done in TRF.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**T;
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* = 'L': Lower triangular, form is A = L*D*L**T.
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*
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* WAY (input) CHARACTER*1
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* = 'C': Convert
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* = 'R': Revert
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) COMPLEX array, dimension (LDA,N)
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* The block diagonal matrix D and the multipliers used to
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* obtain the factor U or L as computed by CSYTRF.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* IPIV (input) INTEGER array, dimension (N)
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* Details of the interchanges and the block structure of D
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* as determined by CSYTRF.
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*
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* WORK (workspace) COMPLEX array, dimension (N)
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*
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* LWORK (input) INTEGER
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* The length of WORK. LWORK >=1.
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* LWORK = N
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*
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* If LWORK = -1, then a workspace query is assumed; the routine
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* only calculates the optimal size of the WORK array, returns
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* this value as the first entry of the WORK array, and no error
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* message related to LWORK is issued by XERBLA.
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*
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* 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="csyequb"></A>
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<H2>csyequb</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.csyequb( uplo, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CSYEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
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* Purpose
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* =======
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*
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* CSYEQUB computes row and column scalings intended to equilibrate a
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* symmetric matrix A and reduce its condition number
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* (with respect to the two-norm). S contains the scale factors,
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* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
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* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
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* choice of S puts the condition number of B within a factor N of the
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* smallest possible condition number over all possible diagonal
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* scalings.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**T;
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* = 'L': Lower triangular, form is A = L*D*L**T.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) COMPLEX array, dimension (LDA,N)
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* The N-by-N symmetric matrix whose scaling
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* factors are to be computed. Only the diagonal elements of A
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* are referenced.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* S (output) REAL array, dimension (N)
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* If INFO = 0, S contains the scale factors for A.
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*
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* SCOND (output) REAL
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* If INFO = 0, S contains the ratio of the smallest S(i) to
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* the largest S(i). If SCOND >= 0.1 and AMAX is neither too
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* large nor too small, it is not worth scaling by S.
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*
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* AMAX (output) REAL
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* Absolute value of largest matrix element. If AMAX is very
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* close to overflow or very close to underflow, the matrix
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* should be scaled.
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*
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* WORK (workspace) COMPLEX array, dimension (3*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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* > 0: if INFO = i, the i-th diagonal element is nonpositive.
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*
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* Further Details
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* ======= =======
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*
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* Reference: Livne, O.E. and Golub, G.H., "Scaling by Binormalization",
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* Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
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* DOI 10.1023/B:NUMA.0000016606.32820.69
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* Tech report version: http://ruready.utah.edu/archive/papers/bin.pdf
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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="csymv"></A>
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<H2>csymv</H2>
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<PRE>
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USAGE:
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y = NumRu::Lapack.csymv( uplo, alpha, a, x, incx, beta, y, incy, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CSYMV( UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY )
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* Purpose
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* =======
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*
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* CSYMV performs the matrix-vector operation
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*
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* y := alpha*A*x + beta*y,
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*
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* where alpha and beta are scalars, x and y are n element vectors and
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* A is an n by n symmetric matrix.
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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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* On entry, UPLO specifies whether the upper or lower
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* triangular part of the array A is to be referenced as
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269
|
+
* follows:
|
|
270
|
+
*
|
|
271
|
+
* UPLO = 'U' or 'u' Only the upper triangular part of A
|
|
272
|
+
* is to be referenced.
|
|
273
|
+
*
|
|
274
|
+
* UPLO = 'L' or 'l' Only the lower triangular part of A
|
|
275
|
+
* is to be referenced.
|
|
276
|
+
*
|
|
277
|
+
* Unchanged on exit.
|
|
278
|
+
*
|
|
279
|
+
* N (input) INTEGER
|
|
280
|
+
* On entry, N specifies the order of the matrix A.
|
|
281
|
+
* N must be at least zero.
|
|
282
|
+
* Unchanged on exit.
|
|
283
|
+
*
|
|
284
|
+
* ALPHA (input) COMPLEX
|
|
285
|
+
* On entry, ALPHA specifies the scalar alpha.
|
|
286
|
+
* Unchanged on exit.
|
|
287
|
+
*
|
|
288
|
+
* A (input) COMPLEX array, dimension ( LDA, N )
|
|
289
|
+
* Before entry, with UPLO = 'U' or 'u', the leading n by n
|
|
290
|
+
* upper triangular part of the array A must contain the upper
|
|
291
|
+
* triangular part of the symmetric matrix and the strictly
|
|
292
|
+
* lower triangular part of A is not referenced.
|
|
293
|
+
* Before entry, with UPLO = 'L' or 'l', the leading n by n
|
|
294
|
+
* lower triangular part of the array A must contain the lower
|
|
295
|
+
* triangular part of the symmetric matrix and the strictly
|
|
296
|
+
* upper triangular part of A is not referenced.
|
|
297
|
+
* Unchanged on exit.
|
|
298
|
+
*
|
|
299
|
+
* LDA (input) INTEGER
|
|
300
|
+
* On entry, LDA specifies the first dimension of A as declared
|
|
301
|
+
* in the calling (sub) program. LDA must be at least
|
|
302
|
+
* max( 1, N ).
|
|
303
|
+
* Unchanged on exit.
|
|
304
|
+
*
|
|
305
|
+
* X (input) COMPLEX array, dimension at least
|
|
306
|
+
* ( 1 + ( N - 1 )*abs( INCX ) ).
|
|
307
|
+
* Before entry, the incremented array X must contain the N-
|
|
308
|
+
* element vector x.
|
|
309
|
+
* Unchanged on exit.
|
|
310
|
+
*
|
|
311
|
+
* INCX (input) INTEGER
|
|
312
|
+
* On entry, INCX specifies the increment for the elements of
|
|
313
|
+
* X. INCX must not be zero.
|
|
314
|
+
* Unchanged on exit.
|
|
315
|
+
*
|
|
316
|
+
* BETA (input) COMPLEX
|
|
317
|
+
* On entry, BETA specifies the scalar beta. When BETA is
|
|
318
|
+
* supplied as zero then Y need not be set on input.
|
|
319
|
+
* Unchanged on exit.
|
|
320
|
+
*
|
|
321
|
+
* Y (input/output) COMPLEX array, dimension at least
|
|
322
|
+
* ( 1 + ( N - 1 )*abs( INCY ) ).
|
|
323
|
+
* Before entry, the incremented array Y must contain the n
|
|
324
|
+
* element vector y. On exit, Y is overwritten by the updated
|
|
325
|
+
* vector y.
|
|
326
|
+
*
|
|
327
|
+
* INCY (input) INTEGER
|
|
328
|
+
* On entry, INCY specifies the increment for the elements of
|
|
329
|
+
* Y. INCY must not be zero.
|
|
330
|
+
* Unchanged on exit.
|
|
331
|
+
*
|
|
332
|
+
|
|
333
|
+
* =====================================================================
|
|
334
|
+
*
|
|
335
|
+
|
|
336
|
+
|
|
337
|
+
</PRE>
|
|
338
|
+
<A HREF="#top">go to the page top</A>
|
|
339
|
+
|
|
340
|
+
<A NAME="csyr"></A>
|
|
341
|
+
<H2>csyr</H2>
|
|
342
|
+
<PRE>
|
|
343
|
+
USAGE:
|
|
344
|
+
a = NumRu::Lapack.csyr( uplo, alpha, x, incx, a, [:usage => usage, :help => help])
|
|
345
|
+
|
|
346
|
+
|
|
347
|
+
FORTRAN MANUAL
|
|
348
|
+
SUBROUTINE CSYR( UPLO, N, ALPHA, X, INCX, A, LDA )
|
|
349
|
+
|
|
350
|
+
* Purpose
|
|
351
|
+
* =======
|
|
352
|
+
*
|
|
353
|
+
* CSYR performs the symmetric rank 1 operation
|
|
354
|
+
*
|
|
355
|
+
* A := alpha*x*( x' ) + A,
|
|
356
|
+
*
|
|
357
|
+
* where alpha is a complex scalar, x is an n element vector and A is an
|
|
358
|
+
* n by n symmetric matrix.
|
|
359
|
+
*
|
|
360
|
+
|
|
361
|
+
* Arguments
|
|
362
|
+
* ==========
|
|
363
|
+
*
|
|
364
|
+
* UPLO (input) CHARACTER*1
|
|
365
|
+
* On entry, UPLO specifies whether the upper or lower
|
|
366
|
+
* triangular part of the array A is to be referenced as
|
|
367
|
+
* follows:
|
|
368
|
+
*
|
|
369
|
+
* UPLO = 'U' or 'u' Only the upper triangular part of A
|
|
370
|
+
* is to be referenced.
|
|
371
|
+
*
|
|
372
|
+
* UPLO = 'L' or 'l' Only the lower triangular part of A
|
|
373
|
+
* is to be referenced.
|
|
374
|
+
*
|
|
375
|
+
* Unchanged on exit.
|
|
376
|
+
*
|
|
377
|
+
* N (input) INTEGER
|
|
378
|
+
* On entry, N specifies the order of the matrix A.
|
|
379
|
+
* N must be at least zero.
|
|
380
|
+
* Unchanged on exit.
|
|
381
|
+
*
|
|
382
|
+
* ALPHA (input) COMPLEX
|
|
383
|
+
* On entry, ALPHA specifies the scalar alpha.
|
|
384
|
+
* Unchanged on exit.
|
|
385
|
+
*
|
|
386
|
+
* X (input) COMPLEX array, dimension at least
|
|
387
|
+
* ( 1 + ( N - 1 )*abs( INCX ) ).
|
|
388
|
+
* Before entry, the incremented array X must contain the N-
|
|
389
|
+
* element vector x.
|
|
390
|
+
* Unchanged on exit.
|
|
391
|
+
*
|
|
392
|
+
* INCX (input) INTEGER
|
|
393
|
+
* On entry, INCX specifies the increment for the elements of
|
|
394
|
+
* X. INCX must not be zero.
|
|
395
|
+
* Unchanged on exit.
|
|
396
|
+
*
|
|
397
|
+
* A (input/output) COMPLEX array, dimension ( LDA, N )
|
|
398
|
+
* Before entry, with UPLO = 'U' or 'u', the leading n by n
|
|
399
|
+
* upper triangular part of the array A must contain the upper
|
|
400
|
+
* triangular part of the symmetric matrix and the strictly
|
|
401
|
+
* lower triangular part of A is not referenced. On exit, the
|
|
402
|
+
* upper triangular part of the array A is overwritten by the
|
|
403
|
+
* upper triangular part of the updated matrix.
|
|
404
|
+
* Before entry, with UPLO = 'L' or 'l', the leading n by n
|
|
405
|
+
* lower triangular part of the array A must contain the lower
|
|
406
|
+
* triangular part of the symmetric matrix and the strictly
|
|
407
|
+
* upper triangular part of A is not referenced. On exit, the
|
|
408
|
+
* lower triangular part of the array A is overwritten by the
|
|
409
|
+
* lower triangular part of the updated matrix.
|
|
410
|
+
*
|
|
411
|
+
* LDA (input) INTEGER
|
|
412
|
+
* On entry, LDA specifies the first dimension of A as declared
|
|
413
|
+
* in the calling (sub) program. LDA must be at least
|
|
414
|
+
* max( 1, N ).
|
|
415
|
+
* Unchanged on exit.
|
|
416
|
+
*
|
|
417
|
+
|
|
418
|
+
* =====================================================================
|
|
419
|
+
*
|
|
420
|
+
|
|
421
|
+
|
|
422
|
+
</PRE>
|
|
423
|
+
<A HREF="#top">go to the page top</A>
|
|
424
|
+
|
|
425
|
+
<A NAME="csyrfs"></A>
|
|
426
|
+
<H2>csyrfs</H2>
|
|
427
|
+
<PRE>
|
|
428
|
+
USAGE:
|
|
429
|
+
ferr, berr, info, x = NumRu::Lapack.csyrfs( uplo, a, af, ipiv, b, x, [:usage => usage, :help => help])
|
|
430
|
+
|
|
431
|
+
|
|
432
|
+
FORTRAN MANUAL
|
|
433
|
+
SUBROUTINE CSYRFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
|
|
434
|
+
|
|
435
|
+
* Purpose
|
|
436
|
+
* =======
|
|
437
|
+
*
|
|
438
|
+
* CSYRFS improves the computed solution to a system of linear
|
|
439
|
+
* equations when the coefficient matrix is symmetric indefinite, and
|
|
440
|
+
* provides error bounds and backward error estimates for the solution.
|
|
441
|
+
*
|
|
442
|
+
|
|
443
|
+
* Arguments
|
|
444
|
+
* =========
|
|
445
|
+
*
|
|
446
|
+
* UPLO (input) CHARACTER*1
|
|
447
|
+
* = 'U': Upper triangle of A is stored;
|
|
448
|
+
* = 'L': Lower triangle of A is stored.
|
|
449
|
+
*
|
|
450
|
+
* N (input) INTEGER
|
|
451
|
+
* The order of the matrix A. N >= 0.
|
|
452
|
+
*
|
|
453
|
+
* NRHS (input) INTEGER
|
|
454
|
+
* The number of right hand sides, i.e., the number of columns
|
|
455
|
+
* of the matrices B and X. NRHS >= 0.
|
|
456
|
+
*
|
|
457
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
458
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
459
|
+
* upper triangular part of A contains the upper triangular part
|
|
460
|
+
* of the matrix A, and the strictly lower triangular part of A
|
|
461
|
+
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
462
|
+
* triangular part of A contains the lower triangular part of
|
|
463
|
+
* the matrix A, and the strictly upper triangular part of A is
|
|
464
|
+
* not referenced.
|
|
465
|
+
*
|
|
466
|
+
* LDA (input) INTEGER
|
|
467
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
468
|
+
*
|
|
469
|
+
* AF (input) COMPLEX array, dimension (LDAF,N)
|
|
470
|
+
* The factored form of the matrix A. AF contains the block
|
|
471
|
+
* diagonal matrix D and the multipliers used to obtain the
|
|
472
|
+
* factor U or L from the factorization A = U*D*U**T or
|
|
473
|
+
* A = L*D*L**T as computed by CSYTRF.
|
|
474
|
+
*
|
|
475
|
+
* LDAF (input) INTEGER
|
|
476
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
477
|
+
*
|
|
478
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
479
|
+
* Details of the interchanges and the block structure of D
|
|
480
|
+
* as determined by CSYTRF.
|
|
481
|
+
*
|
|
482
|
+
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
|
483
|
+
* The right hand side matrix B.
|
|
484
|
+
*
|
|
485
|
+
* LDB (input) INTEGER
|
|
486
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
487
|
+
*
|
|
488
|
+
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
|
|
489
|
+
* On entry, the solution matrix X, as computed by CSYTRS.
|
|
490
|
+
* On exit, the improved solution matrix X.
|
|
491
|
+
*
|
|
492
|
+
* LDX (input) INTEGER
|
|
493
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
494
|
+
*
|
|
495
|
+
* FERR (output) REAL array, dimension (NRHS)
|
|
496
|
+
* The estimated forward error bound for each solution vector
|
|
497
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
498
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
499
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
500
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
501
|
+
* largest element in X(j). The estimate is as reliable as
|
|
502
|
+
* the estimate for RCOND, and is almost always a slight
|
|
503
|
+
* overestimate of the true error.
|
|
504
|
+
*
|
|
505
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
506
|
+
* The componentwise relative backward error of each solution
|
|
507
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
508
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
509
|
+
*
|
|
510
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
511
|
+
*
|
|
512
|
+
* RWORK (workspace) REAL array, dimension (N)
|
|
513
|
+
*
|
|
514
|
+
* INFO (output) INTEGER
|
|
515
|
+
* = 0: successful exit
|
|
516
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
517
|
+
*
|
|
518
|
+
* Internal Parameters
|
|
519
|
+
* ===================
|
|
520
|
+
*
|
|
521
|
+
* ITMAX is the maximum number of steps of iterative refinement.
|
|
522
|
+
*
|
|
523
|
+
|
|
524
|
+
* =====================================================================
|
|
525
|
+
*
|
|
526
|
+
|
|
527
|
+
|
|
528
|
+
</PRE>
|
|
529
|
+
<A HREF="#top">go to the page top</A>
|
|
530
|
+
|
|
531
|
+
<A NAME="csyrfsx"></A>
|
|
532
|
+
<H2>csyrfsx</H2>
|
|
533
|
+
<PRE>
|
|
534
|
+
USAGE:
|
|
535
|
+
rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.csyrfsx( uplo, equed, a, af, ipiv, s, b, x, params, [:usage => usage, :help => help])
|
|
536
|
+
|
|
537
|
+
|
|
538
|
+
FORTRAN MANUAL
|
|
539
|
+
SUBROUTINE CSYRFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
|
|
540
|
+
|
|
541
|
+
* Purpose
|
|
542
|
+
* =======
|
|
543
|
+
*
|
|
544
|
+
* CSYRFSX improves the computed solution to a system of linear
|
|
545
|
+
* equations when the coefficient matrix is symmetric indefinite, and
|
|
546
|
+
* provides error bounds and backward error estimates for the
|
|
547
|
+
* solution. In addition to normwise error bound, the code provides
|
|
548
|
+
* maximum componentwise error bound if possible. See comments for
|
|
549
|
+
* ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
|
|
550
|
+
*
|
|
551
|
+
* The original system of linear equations may have been equilibrated
|
|
552
|
+
* before calling this routine, as described by arguments EQUED and S
|
|
553
|
+
* below. In this case, the solution and error bounds returned are
|
|
554
|
+
* for the original unequilibrated system.
|
|
555
|
+
*
|
|
556
|
+
|
|
557
|
+
* Arguments
|
|
558
|
+
* =========
|
|
559
|
+
*
|
|
560
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
561
|
+
* settings determine how refinement is performed, but often the
|
|
562
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
563
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
564
|
+
* the PARAMS argument.
|
|
565
|
+
*
|
|
566
|
+
* UPLO (input) CHARACTER*1
|
|
567
|
+
* = 'U': Upper triangle of A is stored;
|
|
568
|
+
* = 'L': Lower triangle of A is stored.
|
|
569
|
+
*
|
|
570
|
+
* EQUED (input) CHARACTER*1
|
|
571
|
+
* Specifies the form of equilibration that was done to A
|
|
572
|
+
* before calling this routine. This is needed to compute
|
|
573
|
+
* the solution and error bounds correctly.
|
|
574
|
+
* = 'N': No equilibration
|
|
575
|
+
* = 'Y': Both row and column equilibration, i.e., A has been
|
|
576
|
+
* replaced by diag(S) * A * diag(S).
|
|
577
|
+
* The right hand side B has been changed accordingly.
|
|
578
|
+
*
|
|
579
|
+
* N (input) INTEGER
|
|
580
|
+
* The order of the matrix A. N >= 0.
|
|
581
|
+
*
|
|
582
|
+
* NRHS (input) INTEGER
|
|
583
|
+
* The number of right hand sides, i.e., the number of columns
|
|
584
|
+
* of the matrices B and X. NRHS >= 0.
|
|
585
|
+
*
|
|
586
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
587
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
588
|
+
* upper triangular part of A contains the upper triangular
|
|
589
|
+
* part of the matrix A, and the strictly lower triangular
|
|
590
|
+
* part of A is not referenced. If UPLO = 'L', the leading
|
|
591
|
+
* N-by-N lower triangular part of A contains the lower
|
|
592
|
+
* triangular part of the matrix A, and the strictly upper
|
|
593
|
+
* triangular part of A is not referenced.
|
|
594
|
+
*
|
|
595
|
+
* LDA (input) INTEGER
|
|
596
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
597
|
+
*
|
|
598
|
+
* AF (input) COMPLEX array, dimension (LDAF,N)
|
|
599
|
+
* The factored form of the matrix A. AF contains the block
|
|
600
|
+
* diagonal matrix D and the multipliers used to obtain the
|
|
601
|
+
* factor U or L from the factorization A = U*D*U**T or A =
|
|
602
|
+
* L*D*L**T as computed by SSYTRF.
|
|
603
|
+
*
|
|
604
|
+
* LDAF (input) INTEGER
|
|
605
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
606
|
+
*
|
|
607
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
608
|
+
* Details of the interchanges and the block structure of D
|
|
609
|
+
* as determined by SSYTRF.
|
|
610
|
+
*
|
|
611
|
+
* S (input or output) REAL array, dimension (N)
|
|
612
|
+
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
|
613
|
+
* the left and right by diag(S). S is an input argument if FACT =
|
|
614
|
+
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
|
615
|
+
* = 'Y', each element of S must be positive. If S is output, each
|
|
616
|
+
* element of S is a power of the radix. If S is input, each element
|
|
617
|
+
* of S should be a power of the radix to ensure a reliable solution
|
|
618
|
+
* and error estimates. Scaling by powers of the radix does not cause
|
|
619
|
+
* rounding errors unless the result underflows or overflows.
|
|
620
|
+
* Rounding errors during scaling lead to refining with a matrix that
|
|
621
|
+
* is not equivalent to the input matrix, producing error estimates
|
|
622
|
+
* that may not be reliable.
|
|
623
|
+
*
|
|
624
|
+
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
|
625
|
+
* The right hand side matrix B.
|
|
626
|
+
*
|
|
627
|
+
* LDB (input) INTEGER
|
|
628
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
629
|
+
*
|
|
630
|
+
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
|
|
631
|
+
* On entry, the solution matrix X, as computed by SGETRS.
|
|
632
|
+
* On exit, the improved solution matrix X.
|
|
633
|
+
*
|
|
634
|
+
* LDX (input) INTEGER
|
|
635
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
636
|
+
*
|
|
637
|
+
* RCOND (output) REAL
|
|
638
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
639
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
640
|
+
* equilibration (if done). If this is less than the machine
|
|
641
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
642
|
+
* to working precision. Note that the error may still be small even
|
|
643
|
+
* if this number is very small and the matrix appears ill-
|
|
644
|
+
* conditioned.
|
|
645
|
+
*
|
|
646
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
647
|
+
* Componentwise relative backward error. This is the
|
|
648
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
649
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
650
|
+
* makes X(j) an exact solution).
|
|
651
|
+
*
|
|
652
|
+
* N_ERR_BNDS (input) INTEGER
|
|
653
|
+
* Number of error bounds to return for each right hand side
|
|
654
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
655
|
+
* ERR_BNDS_COMP below.
|
|
656
|
+
*
|
|
657
|
+
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
658
|
+
* For each right-hand side, this array contains information about
|
|
659
|
+
* various error bounds and condition numbers corresponding to the
|
|
660
|
+
* normwise relative error, which is defined as follows:
|
|
661
|
+
*
|
|
662
|
+
* Normwise relative error in the ith solution vector:
|
|
663
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
664
|
+
* ------------------------------
|
|
665
|
+
* max_j abs(X(j,i))
|
|
666
|
+
*
|
|
667
|
+
* The array is indexed by the type of error information as described
|
|
668
|
+
* below. There currently are up to three pieces of information
|
|
669
|
+
* returned.
|
|
670
|
+
*
|
|
671
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
672
|
+
* right-hand side.
|
|
673
|
+
*
|
|
674
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
675
|
+
* three fields:
|
|
676
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
677
|
+
* reciprocal condition number is less than the threshold
|
|
678
|
+
* sqrt(n) * slamch('Epsilon').
|
|
679
|
+
*
|
|
680
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
681
|
+
* almost certainly within a factor of 10 of the true error
|
|
682
|
+
* so long as the next entry is greater than the threshold
|
|
683
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
684
|
+
* be trusted if the previous boolean is true.
|
|
685
|
+
*
|
|
686
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
687
|
+
* reciprocal condition number. Compared with the threshold
|
|
688
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
689
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
690
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
691
|
+
* appropriately scaled matrix Z.
|
|
692
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
693
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
694
|
+
*
|
|
695
|
+
* See Lapack Working Note 165 for further details and extra
|
|
696
|
+
* cautions.
|
|
697
|
+
*
|
|
698
|
+
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
699
|
+
* For each right-hand side, this array contains information about
|
|
700
|
+
* various error bounds and condition numbers corresponding to the
|
|
701
|
+
* componentwise relative error, which is defined as follows:
|
|
702
|
+
*
|
|
703
|
+
* Componentwise relative error in the ith solution vector:
|
|
704
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
705
|
+
* max_j ----------------------
|
|
706
|
+
* abs(X(j,i))
|
|
707
|
+
*
|
|
708
|
+
* The array is indexed by the right-hand side i (on which the
|
|
709
|
+
* componentwise relative error depends), and the type of error
|
|
710
|
+
* information as described below. There currently are up to three
|
|
711
|
+
* pieces of information returned for each right-hand side. If
|
|
712
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
713
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
714
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
715
|
+
*
|
|
716
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
717
|
+
* right-hand side.
|
|
718
|
+
*
|
|
719
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
720
|
+
* three fields:
|
|
721
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
722
|
+
* reciprocal condition number is less than the threshold
|
|
723
|
+
* sqrt(n) * slamch('Epsilon').
|
|
724
|
+
*
|
|
725
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
726
|
+
* almost certainly within a factor of 10 of the true error
|
|
727
|
+
* so long as the next entry is greater than the threshold
|
|
728
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
729
|
+
* be trusted if the previous boolean is true.
|
|
730
|
+
*
|
|
731
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
732
|
+
* reciprocal condition number. Compared with the threshold
|
|
733
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
734
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
735
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
736
|
+
* appropriately scaled matrix Z.
|
|
737
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
738
|
+
* current right-hand side and S scales each row of
|
|
739
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
740
|
+
* sums of Z are approximately 1.
|
|
741
|
+
*
|
|
742
|
+
* See Lapack Working Note 165 for further details and extra
|
|
743
|
+
* cautions.
|
|
744
|
+
*
|
|
745
|
+
* NPARAMS (input) INTEGER
|
|
746
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
747
|
+
* PARAMS array is never referenced and default values are used.
|
|
748
|
+
*
|
|
749
|
+
* PARAMS (input / output) REAL array, dimension NPARAMS
|
|
750
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
751
|
+
* that entry will be filled with default value used for that
|
|
752
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
753
|
+
* are used for higher-numbered parameters.
|
|
754
|
+
*
|
|
755
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
756
|
+
* refinement or not.
|
|
757
|
+
* Default: 1.0
|
|
758
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
759
|
+
* computed.
|
|
760
|
+
* = 1.0 : Use the double-precision refinement algorithm,
|
|
761
|
+
* possibly with doubled-single computations if the
|
|
762
|
+
* compilation environment does not support DOUBLE
|
|
763
|
+
* PRECISION.
|
|
764
|
+
* (other values are reserved for future use)
|
|
765
|
+
*
|
|
766
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
767
|
+
* computations allowed for refinement.
|
|
768
|
+
* Default: 10
|
|
769
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
770
|
+
* factorizations or factorizations other than LU. If
|
|
771
|
+
* the factorization uses a technique other than
|
|
772
|
+
* Gaussian elimination, the guarantees in
|
|
773
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
774
|
+
* trustworthy.
|
|
775
|
+
*
|
|
776
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
777
|
+
* will attempt to find a solution with small componentwise
|
|
778
|
+
* relative error in the double-precision algorithm. Positive
|
|
779
|
+
* is true, 0.0 is false.
|
|
780
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
781
|
+
*
|
|
782
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
783
|
+
*
|
|
784
|
+
* RWORK (workspace) REAL array, dimension (2*N)
|
|
785
|
+
*
|
|
786
|
+
* INFO (output) INTEGER
|
|
787
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
788
|
+
* guaranteed.
|
|
789
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
790
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
791
|
+
* has been completed, but the factor U is exactly singular, so
|
|
792
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
793
|
+
* is returned.
|
|
794
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
795
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
796
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
797
|
+
* only the first such right-hand side is reported. If a small
|
|
798
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
799
|
+
* the Jth right-hand side is the first with a normwise error
|
|
800
|
+
* bound that is not guaranteed (the smallest J such
|
|
801
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
802
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
803
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
804
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
805
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
806
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
807
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
808
|
+
* ERR_BNDS_COMP.
|
|
809
|
+
*
|
|
810
|
+
|
|
811
|
+
* ==================================================================
|
|
812
|
+
*
|
|
813
|
+
|
|
814
|
+
|
|
815
|
+
</PRE>
|
|
816
|
+
<A HREF="#top">go to the page top</A>
|
|
817
|
+
|
|
818
|
+
<A NAME="csysv"></A>
|
|
819
|
+
<H2>csysv</H2>
|
|
820
|
+
<PRE>
|
|
821
|
+
USAGE:
|
|
822
|
+
ipiv, work, info, a, b = NumRu::Lapack.csysv( uplo, a, b, [:lwork => lwork, :usage => usage, :help => help])
|
|
823
|
+
|
|
824
|
+
|
|
825
|
+
FORTRAN MANUAL
|
|
826
|
+
SUBROUTINE CSYSV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO )
|
|
827
|
+
|
|
828
|
+
* Purpose
|
|
829
|
+
* =======
|
|
830
|
+
*
|
|
831
|
+
* CSYSV computes the solution to a complex system of linear equations
|
|
832
|
+
* A * X = B,
|
|
833
|
+
* where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
|
|
834
|
+
* matrices.
|
|
835
|
+
*
|
|
836
|
+
* The diagonal pivoting method is used to factor A as
|
|
837
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
838
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
839
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
840
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
841
|
+
* 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
|
|
842
|
+
* used to solve the system of equations A * X = B.
|
|
843
|
+
*
|
|
844
|
+
|
|
845
|
+
* Arguments
|
|
846
|
+
* =========
|
|
847
|
+
*
|
|
848
|
+
* UPLO (input) CHARACTER*1
|
|
849
|
+
* = 'U': Upper triangle of A is stored;
|
|
850
|
+
* = 'L': Lower triangle of A is stored.
|
|
851
|
+
*
|
|
852
|
+
* N (input) INTEGER
|
|
853
|
+
* The number of linear equations, i.e., the order of the
|
|
854
|
+
* matrix A. N >= 0.
|
|
855
|
+
*
|
|
856
|
+
* NRHS (input) INTEGER
|
|
857
|
+
* The number of right hand sides, i.e., the number of columns
|
|
858
|
+
* of the matrix B. NRHS >= 0.
|
|
859
|
+
*
|
|
860
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
861
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
862
|
+
* N-by-N upper triangular part of A contains the upper
|
|
863
|
+
* triangular part of the matrix A, and the strictly lower
|
|
864
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
865
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
866
|
+
* triangular part of the matrix A, and the strictly upper
|
|
867
|
+
* triangular part of A is not referenced.
|
|
868
|
+
*
|
|
869
|
+
* On exit, if INFO = 0, the block diagonal matrix D and the
|
|
870
|
+
* multipliers used to obtain the factor U or L from the
|
|
871
|
+
* factorization A = U*D*U**T or A = L*D*L**T as computed by
|
|
872
|
+
* CSYTRF.
|
|
873
|
+
*
|
|
874
|
+
* LDA (input) INTEGER
|
|
875
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
876
|
+
*
|
|
877
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
878
|
+
* Details of the interchanges and the block structure of D, as
|
|
879
|
+
* determined by CSYTRF. If IPIV(k) > 0, then rows and columns
|
|
880
|
+
* k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
|
|
881
|
+
* diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
|
|
882
|
+
* then rows and columns k-1 and -IPIV(k) were interchanged and
|
|
883
|
+
* D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
|
|
884
|
+
* IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
|
|
885
|
+
* -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
|
|
886
|
+
* diagonal block.
|
|
887
|
+
*
|
|
888
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
889
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
890
|
+
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
|
891
|
+
*
|
|
892
|
+
* LDB (input) INTEGER
|
|
893
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
894
|
+
*
|
|
895
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
896
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
897
|
+
*
|
|
898
|
+
* LWORK (input) INTEGER
|
|
899
|
+
* The length of WORK. LWORK >= 1, and for best performance
|
|
900
|
+
* LWORK >= max(1,N*NB), where NB is the optimal blocksize for
|
|
901
|
+
* CSYTRF.
|
|
902
|
+
*
|
|
903
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
904
|
+
* only calculates the optimal size of the WORK array, returns
|
|
905
|
+
* this value as the first entry of the WORK array, and no error
|
|
906
|
+
* message related to LWORK is issued by XERBLA.
|
|
907
|
+
*
|
|
908
|
+
* INFO (output) INTEGER
|
|
909
|
+
* = 0: successful exit
|
|
910
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
911
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
912
|
+
* has been completed, but the block diagonal matrix D is
|
|
913
|
+
* exactly singular, so the solution could not be computed.
|
|
914
|
+
*
|
|
915
|
+
|
|
916
|
+
* =====================================================================
|
|
917
|
+
*
|
|
918
|
+
* .. Local Scalars ..
|
|
919
|
+
LOGICAL LQUERY
|
|
920
|
+
INTEGER LWKOPT, NB
|
|
921
|
+
* ..
|
|
922
|
+
* .. External Functions ..
|
|
923
|
+
LOGICAL LSAME
|
|
924
|
+
INTEGER ILAENV
|
|
925
|
+
EXTERNAL ILAENV, LSAME
|
|
926
|
+
* ..
|
|
927
|
+
* .. External Subroutines ..
|
|
928
|
+
EXTERNAL CSYTRF, CSYTRS2, XERBLA
|
|
929
|
+
* ..
|
|
930
|
+
* .. Intrinsic Functions ..
|
|
931
|
+
INTRINSIC MAX
|
|
932
|
+
* ..
|
|
933
|
+
|
|
934
|
+
|
|
935
|
+
</PRE>
|
|
936
|
+
<A HREF="#top">go to the page top</A>
|
|
937
|
+
|
|
938
|
+
<A NAME="csysvx"></A>
|
|
939
|
+
<H2>csysvx</H2>
|
|
940
|
+
<PRE>
|
|
941
|
+
USAGE:
|
|
942
|
+
x, rcond, ferr, berr, work, info, af, ipiv = NumRu::Lapack.csysvx( fact, uplo, a, af, ipiv, b, [:lwork => lwork, :usage => usage, :help => help])
|
|
943
|
+
|
|
944
|
+
|
|
945
|
+
FORTRAN MANUAL
|
|
946
|
+
SUBROUTINE CSYSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO )
|
|
947
|
+
|
|
948
|
+
* Purpose
|
|
949
|
+
* =======
|
|
950
|
+
*
|
|
951
|
+
* CSYSVX uses the diagonal pivoting factorization to compute the
|
|
952
|
+
* solution to a complex system of linear equations A * X = B,
|
|
953
|
+
* where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
|
|
954
|
+
* matrices.
|
|
955
|
+
*
|
|
956
|
+
* Error bounds on the solution and a condition estimate are also
|
|
957
|
+
* provided.
|
|
958
|
+
*
|
|
959
|
+
* Description
|
|
960
|
+
* ===========
|
|
961
|
+
*
|
|
962
|
+
* The following steps are performed:
|
|
963
|
+
*
|
|
964
|
+
* 1. If FACT = 'N', the diagonal pivoting method is used to factor A.
|
|
965
|
+
* The form of the factorization is
|
|
966
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
967
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
968
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
969
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
970
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
971
|
+
*
|
|
972
|
+
* 2. If some D(i,i)=0, so that D is exactly singular, then the routine
|
|
973
|
+
* returns with INFO = i. Otherwise, the factored form of A is used
|
|
974
|
+
* to estimate the condition number of the matrix A. If the
|
|
975
|
+
* reciprocal of the condition number is less than machine precision,
|
|
976
|
+
* INFO = N+1 is returned as a warning, but the routine still goes on
|
|
977
|
+
* to solve for X and compute error bounds as described below.
|
|
978
|
+
*
|
|
979
|
+
* 3. The system of equations is solved for X using the factored form
|
|
980
|
+
* of A.
|
|
981
|
+
*
|
|
982
|
+
* 4. Iterative refinement is applied to improve the computed solution
|
|
983
|
+
* matrix and calculate error bounds and backward error estimates
|
|
984
|
+
* for it.
|
|
985
|
+
*
|
|
986
|
+
|
|
987
|
+
* Arguments
|
|
988
|
+
* =========
|
|
989
|
+
*
|
|
990
|
+
* FACT (input) CHARACTER*1
|
|
991
|
+
* Specifies whether or not the factored form of A has been
|
|
992
|
+
* supplied on entry.
|
|
993
|
+
* = 'F': On entry, AF and IPIV contain the factored form
|
|
994
|
+
* of A. A, AF and IPIV will not be modified.
|
|
995
|
+
* = 'N': The matrix A will be copied to AF and factored.
|
|
996
|
+
*
|
|
997
|
+
* UPLO (input) CHARACTER*1
|
|
998
|
+
* = 'U': Upper triangle of A is stored;
|
|
999
|
+
* = 'L': Lower triangle of A is stored.
|
|
1000
|
+
*
|
|
1001
|
+
* N (input) INTEGER
|
|
1002
|
+
* The number of linear equations, i.e., the order of the
|
|
1003
|
+
* matrix A. N >= 0.
|
|
1004
|
+
*
|
|
1005
|
+
* NRHS (input) INTEGER
|
|
1006
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1007
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1008
|
+
*
|
|
1009
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
1010
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
1011
|
+
* upper triangular part of A contains the upper triangular part
|
|
1012
|
+
* of the matrix A, and the strictly lower triangular part of A
|
|
1013
|
+
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
1014
|
+
* triangular part of A contains the lower triangular part of
|
|
1015
|
+
* the matrix A, and the strictly upper triangular part of A is
|
|
1016
|
+
* not referenced.
|
|
1017
|
+
*
|
|
1018
|
+
* LDA (input) INTEGER
|
|
1019
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1020
|
+
*
|
|
1021
|
+
* AF (input or output) COMPLEX array, dimension (LDAF,N)
|
|
1022
|
+
* If FACT = 'F', then AF is an input argument and on entry
|
|
1023
|
+
* contains the block diagonal matrix D and the multipliers used
|
|
1024
|
+
* to obtain the factor U or L from the factorization
|
|
1025
|
+
* A = U*D*U**T or A = L*D*L**T as computed by CSYTRF.
|
|
1026
|
+
*
|
|
1027
|
+
* If FACT = 'N', then AF is an output argument and on exit
|
|
1028
|
+
* returns the block diagonal matrix D and the multipliers used
|
|
1029
|
+
* to obtain the factor U or L from the factorization
|
|
1030
|
+
* A = U*D*U**T or A = L*D*L**T.
|
|
1031
|
+
*
|
|
1032
|
+
* LDAF (input) INTEGER
|
|
1033
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
1034
|
+
*
|
|
1035
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
1036
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
1037
|
+
* contains details of the interchanges and the block structure
|
|
1038
|
+
* of D, as determined by CSYTRF.
|
|
1039
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
1040
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
1041
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
1042
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
1043
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
1044
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
1045
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
1046
|
+
*
|
|
1047
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
1048
|
+
* contains details of the interchanges and the block structure
|
|
1049
|
+
* of D, as determined by CSYTRF.
|
|
1050
|
+
*
|
|
1051
|
+
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
|
1052
|
+
* The N-by-NRHS right hand side matrix B.
|
|
1053
|
+
*
|
|
1054
|
+
* LDB (input) INTEGER
|
|
1055
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1056
|
+
*
|
|
1057
|
+
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
|
1058
|
+
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
|
|
1059
|
+
*
|
|
1060
|
+
* LDX (input) INTEGER
|
|
1061
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1062
|
+
*
|
|
1063
|
+
* RCOND (output) REAL
|
|
1064
|
+
* The estimate of the reciprocal condition number of the matrix
|
|
1065
|
+
* A. If RCOND is less than the machine precision (in
|
|
1066
|
+
* particular, if RCOND = 0), the matrix is singular to working
|
|
1067
|
+
* precision. This condition is indicated by a return code of
|
|
1068
|
+
* INFO > 0.
|
|
1069
|
+
*
|
|
1070
|
+
* FERR (output) REAL array, dimension (NRHS)
|
|
1071
|
+
* The estimated forward error bound for each solution vector
|
|
1072
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
1073
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
1074
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
1075
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
1076
|
+
* largest element in X(j). The estimate is as reliable as
|
|
1077
|
+
* the estimate for RCOND, and is almost always a slight
|
|
1078
|
+
* overestimate of the true error.
|
|
1079
|
+
*
|
|
1080
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
1081
|
+
* The componentwise relative backward error of each solution
|
|
1082
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
1083
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
1084
|
+
*
|
|
1085
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
1086
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1087
|
+
*
|
|
1088
|
+
* LWORK (input) INTEGER
|
|
1089
|
+
* The length of WORK. LWORK >= max(1,2*N), and for best
|
|
1090
|
+
* performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
|
|
1091
|
+
* NB is the optimal blocksize for CSYTRF.
|
|
1092
|
+
*
|
|
1093
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1094
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1095
|
+
* this value as the first entry of the WORK array, and no error
|
|
1096
|
+
* message related to LWORK is issued by XERBLA.
|
|
1097
|
+
*
|
|
1098
|
+
* RWORK (workspace) REAL array, dimension (N)
|
|
1099
|
+
*
|
|
1100
|
+
* INFO (output) INTEGER
|
|
1101
|
+
* = 0: successful exit
|
|
1102
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1103
|
+
* > 0: if INFO = i, and i is
|
|
1104
|
+
* <= N: D(i,i) is exactly zero. The factorization
|
|
1105
|
+
* has been completed but the factor D is exactly
|
|
1106
|
+
* singular, so the solution and error bounds could
|
|
1107
|
+
* not be computed. RCOND = 0 is returned.
|
|
1108
|
+
* = N+1: D is nonsingular, but RCOND is less than machine
|
|
1109
|
+
* precision, meaning that the matrix is singular
|
|
1110
|
+
* to working precision. Nevertheless, the
|
|
1111
|
+
* solution and error bounds are computed because
|
|
1112
|
+
* there are a number of situations where the
|
|
1113
|
+
* computed solution can be more accurate than the
|
|
1114
|
+
* value of RCOND would suggest.
|
|
1115
|
+
*
|
|
1116
|
+
|
|
1117
|
+
* =====================================================================
|
|
1118
|
+
*
|
|
1119
|
+
|
|
1120
|
+
|
|
1121
|
+
</PRE>
|
|
1122
|
+
<A HREF="#top">go to the page top</A>
|
|
1123
|
+
|
|
1124
|
+
<A NAME="csysvxx"></A>
|
|
1125
|
+
<H2>csysvxx</H2>
|
|
1126
|
+
<PRE>
|
|
1127
|
+
USAGE:
|
|
1128
|
+
x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, ipiv, equed, s, b, params = NumRu::Lapack.csysvxx( fact, uplo, a, af, ipiv, equed, s, b, params, [:usage => usage, :help => help])
|
|
1129
|
+
|
|
1130
|
+
|
|
1131
|
+
FORTRAN MANUAL
|
|
1132
|
+
SUBROUTINE CSYSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
|
|
1133
|
+
|
|
1134
|
+
* Purpose
|
|
1135
|
+
* =======
|
|
1136
|
+
*
|
|
1137
|
+
* CSYSVXX uses the diagonal pivoting factorization to compute the
|
|
1138
|
+
* solution to a complex system of linear equations A * X = B, where
|
|
1139
|
+
* A is an N-by-N symmetric matrix and X and B are N-by-NRHS
|
|
1140
|
+
* matrices.
|
|
1141
|
+
*
|
|
1142
|
+
* If requested, both normwise and maximum componentwise error bounds
|
|
1143
|
+
* are returned. CSYSVXX will return a solution with a tiny
|
|
1144
|
+
* guaranteed error (O(eps) where eps is the working machine
|
|
1145
|
+
* precision) unless the matrix is very ill-conditioned, in which
|
|
1146
|
+
* case a warning is returned. Relevant condition numbers also are
|
|
1147
|
+
* calculated and returned.
|
|
1148
|
+
*
|
|
1149
|
+
* CSYSVXX accepts user-provided factorizations and equilibration
|
|
1150
|
+
* factors; see the definitions of the FACT and EQUED options.
|
|
1151
|
+
* Solving with refinement and using a factorization from a previous
|
|
1152
|
+
* CSYSVXX call will also produce a solution with either O(eps)
|
|
1153
|
+
* errors or warnings, but we cannot make that claim for general
|
|
1154
|
+
* user-provided factorizations and equilibration factors if they
|
|
1155
|
+
* differ from what CSYSVXX would itself produce.
|
|
1156
|
+
*
|
|
1157
|
+
* Description
|
|
1158
|
+
* ===========
|
|
1159
|
+
*
|
|
1160
|
+
* The following steps are performed:
|
|
1161
|
+
*
|
|
1162
|
+
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
|
1163
|
+
* the system:
|
|
1164
|
+
*
|
|
1165
|
+
* diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
|
|
1166
|
+
*
|
|
1167
|
+
* Whether or not the system will be equilibrated depends on the
|
|
1168
|
+
* scaling of the matrix A, but if equilibration is used, A is
|
|
1169
|
+
* overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
|
|
1170
|
+
*
|
|
1171
|
+
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
|
|
1172
|
+
* the matrix A (after equilibration if FACT = 'E') as
|
|
1173
|
+
*
|
|
1174
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
1175
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
1176
|
+
*
|
|
1177
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1178
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
1179
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
1180
|
+
*
|
|
1181
|
+
* 3. If some D(i,i)=0, so that D is exactly singular, then the
|
|
1182
|
+
* routine returns with INFO = i. Otherwise, the factored form of A
|
|
1183
|
+
* is used to estimate the condition number of the matrix A (see
|
|
1184
|
+
* argument RCOND). If the reciprocal of the condition number is
|
|
1185
|
+
* less than machine precision, the routine still goes on to solve
|
|
1186
|
+
* for X and compute error bounds as described below.
|
|
1187
|
+
*
|
|
1188
|
+
* 4. The system of equations is solved for X using the factored form
|
|
1189
|
+
* of A.
|
|
1190
|
+
*
|
|
1191
|
+
* 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
|
|
1192
|
+
* the routine will use iterative refinement to try to get a small
|
|
1193
|
+
* error and error bounds. Refinement calculates the residual to at
|
|
1194
|
+
* least twice the working precision.
|
|
1195
|
+
*
|
|
1196
|
+
* 6. If equilibration was used, the matrix X is premultiplied by
|
|
1197
|
+
* diag(R) so that it solves the original system before
|
|
1198
|
+
* equilibration.
|
|
1199
|
+
*
|
|
1200
|
+
|
|
1201
|
+
* Arguments
|
|
1202
|
+
* =========
|
|
1203
|
+
*
|
|
1204
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
1205
|
+
* settings determine how refinement is performed, but often the
|
|
1206
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
1207
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
1208
|
+
* the PARAMS argument.
|
|
1209
|
+
*
|
|
1210
|
+
* FACT (input) CHARACTER*1
|
|
1211
|
+
* Specifies whether or not the factored form of the matrix A is
|
|
1212
|
+
* supplied on entry, and if not, whether the matrix A should be
|
|
1213
|
+
* equilibrated before it is factored.
|
|
1214
|
+
* = 'F': On entry, AF and IPIV contain the factored form of A.
|
|
1215
|
+
* If EQUED is not 'N', the matrix A has been
|
|
1216
|
+
* equilibrated with scaling factors given by S.
|
|
1217
|
+
* A, AF, and IPIV are not modified.
|
|
1218
|
+
* = 'N': The matrix A will be copied to AF and factored.
|
|
1219
|
+
* = 'E': The matrix A will be equilibrated if necessary, then
|
|
1220
|
+
* copied to AF and factored.
|
|
1221
|
+
*
|
|
1222
|
+
* UPLO (input) CHARACTER*1
|
|
1223
|
+
* = 'U': Upper triangle of A is stored;
|
|
1224
|
+
* = 'L': Lower triangle of A is stored.
|
|
1225
|
+
*
|
|
1226
|
+
* N (input) INTEGER
|
|
1227
|
+
* The number of linear equations, i.e., the order of the
|
|
1228
|
+
* matrix A. N >= 0.
|
|
1229
|
+
*
|
|
1230
|
+
* NRHS (input) INTEGER
|
|
1231
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1232
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1233
|
+
*
|
|
1234
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
1235
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
1236
|
+
* upper triangular part of A contains the upper triangular
|
|
1237
|
+
* part of the matrix A, and the strictly lower triangular
|
|
1238
|
+
* part of A is not referenced. If UPLO = 'L', the leading
|
|
1239
|
+
* N-by-N lower triangular part of A contains the lower
|
|
1240
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1241
|
+
* triangular part of A is not referenced.
|
|
1242
|
+
*
|
|
1243
|
+
* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
|
|
1244
|
+
* diag(S)*A*diag(S).
|
|
1245
|
+
*
|
|
1246
|
+
* LDA (input) INTEGER
|
|
1247
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1248
|
+
*
|
|
1249
|
+
* AF (input or output) COMPLEX array, dimension (LDAF,N)
|
|
1250
|
+
* If FACT = 'F', then AF is an input argument and on entry
|
|
1251
|
+
* contains the block diagonal matrix D and the multipliers
|
|
1252
|
+
* used to obtain the factor U or L from the factorization A =
|
|
1253
|
+
* U*D*U**T or A = L*D*L**T as computed by SSYTRF.
|
|
1254
|
+
*
|
|
1255
|
+
* If FACT = 'N', then AF is an output argument and on exit
|
|
1256
|
+
* returns the block diagonal matrix D and the multipliers
|
|
1257
|
+
* used to obtain the factor U or L from the factorization A =
|
|
1258
|
+
* U*D*U**T or A = L*D*L**T.
|
|
1259
|
+
*
|
|
1260
|
+
* LDAF (input) INTEGER
|
|
1261
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
1262
|
+
*
|
|
1263
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
1264
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
1265
|
+
* contains details of the interchanges and the block
|
|
1266
|
+
* structure of D, as determined by SSYTRF. If IPIV(k) > 0,
|
|
1267
|
+
* then rows and columns k and IPIV(k) were interchanged and
|
|
1268
|
+
* D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
|
|
1269
|
+
* IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
|
|
1270
|
+
* -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
|
|
1271
|
+
* diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
|
|
1272
|
+
* then rows and columns k+1 and -IPIV(k) were interchanged
|
|
1273
|
+
* and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
1274
|
+
*
|
|
1275
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
1276
|
+
* contains details of the interchanges and the block
|
|
1277
|
+
* structure of D, as determined by SSYTRF.
|
|
1278
|
+
*
|
|
1279
|
+
* EQUED (input or output) CHARACTER*1
|
|
1280
|
+
* Specifies the form of equilibration that was done.
|
|
1281
|
+
* = 'N': No equilibration (always true if FACT = 'N').
|
|
1282
|
+
* = 'Y': Both row and column equilibration, i.e., A has been
|
|
1283
|
+
* replaced by diag(S) * A * diag(S).
|
|
1284
|
+
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
|
1285
|
+
* output argument.
|
|
1286
|
+
*
|
|
1287
|
+
* S (input or output) REAL array, dimension (N)
|
|
1288
|
+
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
|
1289
|
+
* the left and right by diag(S). S is an input argument if FACT =
|
|
1290
|
+
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
|
1291
|
+
* = 'Y', each element of S must be positive. If S is output, each
|
|
1292
|
+
* element of S is a power of the radix. If S is input, each element
|
|
1293
|
+
* of S should be a power of the radix to ensure a reliable solution
|
|
1294
|
+
* and error estimates. Scaling by powers of the radix does not cause
|
|
1295
|
+
* rounding errors unless the result underflows or overflows.
|
|
1296
|
+
* Rounding errors during scaling lead to refining with a matrix that
|
|
1297
|
+
* is not equivalent to the input matrix, producing error estimates
|
|
1298
|
+
* that may not be reliable.
|
|
1299
|
+
*
|
|
1300
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
1301
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
1302
|
+
* On exit,
|
|
1303
|
+
* if EQUED = 'N', B is not modified;
|
|
1304
|
+
* if EQUED = 'Y', B is overwritten by diag(S)*B;
|
|
1305
|
+
*
|
|
1306
|
+
* LDB (input) INTEGER
|
|
1307
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1308
|
+
*
|
|
1309
|
+
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
|
1310
|
+
* If INFO = 0, the N-by-NRHS solution matrix X to the original
|
|
1311
|
+
* system of equations. Note that A and B are modified on exit if
|
|
1312
|
+
* EQUED .ne. 'N', and the solution to the equilibrated system is
|
|
1313
|
+
* inv(diag(S))*X.
|
|
1314
|
+
*
|
|
1315
|
+
* LDX (input) INTEGER
|
|
1316
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1317
|
+
*
|
|
1318
|
+
* RCOND (output) REAL
|
|
1319
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
1320
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
1321
|
+
* equilibration (if done). If this is less than the machine
|
|
1322
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
1323
|
+
* to working precision. Note that the error may still be small even
|
|
1324
|
+
* if this number is very small and the matrix appears ill-
|
|
1325
|
+
* conditioned.
|
|
1326
|
+
*
|
|
1327
|
+
* RPVGRW (output) REAL
|
|
1328
|
+
* Reciprocal pivot growth. On exit, this contains the reciprocal
|
|
1329
|
+
* pivot growth factor norm(A)/norm(U). The "max absolute element"
|
|
1330
|
+
* norm is used. If this is much less than 1, then the stability of
|
|
1331
|
+
* the LU factorization of the (equilibrated) matrix A could be poor.
|
|
1332
|
+
* This also means that the solution X, estimated condition numbers,
|
|
1333
|
+
* and error bounds could be unreliable. If factorization fails with
|
|
1334
|
+
* 0<INFO<=N, then this contains the reciprocal pivot growth factor
|
|
1335
|
+
* for the leading INFO columns of A.
|
|
1336
|
+
*
|
|
1337
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
1338
|
+
* Componentwise relative backward error. This is the
|
|
1339
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
1340
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
1341
|
+
* makes X(j) an exact solution).
|
|
1342
|
+
*
|
|
1343
|
+
* N_ERR_BNDS (input) INTEGER
|
|
1344
|
+
* Number of error bounds to return for each right hand side
|
|
1345
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
1346
|
+
* ERR_BNDS_COMP below.
|
|
1347
|
+
*
|
|
1348
|
+
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
1349
|
+
* For each right-hand side, this array contains information about
|
|
1350
|
+
* various error bounds and condition numbers corresponding to the
|
|
1351
|
+
* normwise relative error, which is defined as follows:
|
|
1352
|
+
*
|
|
1353
|
+
* Normwise relative error in the ith solution vector:
|
|
1354
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
1355
|
+
* ------------------------------
|
|
1356
|
+
* max_j abs(X(j,i))
|
|
1357
|
+
*
|
|
1358
|
+
* The array is indexed by the type of error information as described
|
|
1359
|
+
* below. There currently are up to three pieces of information
|
|
1360
|
+
* returned.
|
|
1361
|
+
*
|
|
1362
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
1363
|
+
* right-hand side.
|
|
1364
|
+
*
|
|
1365
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
1366
|
+
* three fields:
|
|
1367
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1368
|
+
* reciprocal condition number is less than the threshold
|
|
1369
|
+
* sqrt(n) * slamch('Epsilon').
|
|
1370
|
+
*
|
|
1371
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1372
|
+
* almost certainly within a factor of 10 of the true error
|
|
1373
|
+
* so long as the next entry is greater than the threshold
|
|
1374
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
1375
|
+
* be trusted if the previous boolean is true.
|
|
1376
|
+
*
|
|
1377
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
1378
|
+
* reciprocal condition number. Compared with the threshold
|
|
1379
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
1380
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1381
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1382
|
+
* appropriately scaled matrix Z.
|
|
1383
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
1384
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
1385
|
+
*
|
|
1386
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1387
|
+
* cautions.
|
|
1388
|
+
*
|
|
1389
|
+
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
|
1390
|
+
* For each right-hand side, this array contains information about
|
|
1391
|
+
* various error bounds and condition numbers corresponding to the
|
|
1392
|
+
* componentwise relative error, which is defined as follows:
|
|
1393
|
+
*
|
|
1394
|
+
* Componentwise relative error in the ith solution vector:
|
|
1395
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
1396
|
+
* max_j ----------------------
|
|
1397
|
+
* abs(X(j,i))
|
|
1398
|
+
*
|
|
1399
|
+
* The array is indexed by the right-hand side i (on which the
|
|
1400
|
+
* componentwise relative error depends), and the type of error
|
|
1401
|
+
* information as described below. There currently are up to three
|
|
1402
|
+
* pieces of information returned for each right-hand side. If
|
|
1403
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
1404
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
1405
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
1406
|
+
*
|
|
1407
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
1408
|
+
* right-hand side.
|
|
1409
|
+
*
|
|
1410
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
1411
|
+
* three fields:
|
|
1412
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1413
|
+
* reciprocal condition number is less than the threshold
|
|
1414
|
+
* sqrt(n) * slamch('Epsilon').
|
|
1415
|
+
*
|
|
1416
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1417
|
+
* almost certainly within a factor of 10 of the true error
|
|
1418
|
+
* so long as the next entry is greater than the threshold
|
|
1419
|
+
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
|
1420
|
+
* be trusted if the previous boolean is true.
|
|
1421
|
+
*
|
|
1422
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
1423
|
+
* reciprocal condition number. Compared with the threshold
|
|
1424
|
+
* sqrt(n) * slamch('Epsilon') to determine if the error
|
|
1425
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1426
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1427
|
+
* appropriately scaled matrix Z.
|
|
1428
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
1429
|
+
* current right-hand side and S scales each row of
|
|
1430
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
1431
|
+
* sums of Z are approximately 1.
|
|
1432
|
+
*
|
|
1433
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1434
|
+
* cautions.
|
|
1435
|
+
*
|
|
1436
|
+
* NPARAMS (input) INTEGER
|
|
1437
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
1438
|
+
* PARAMS array is never referenced and default values are used.
|
|
1439
|
+
*
|
|
1440
|
+
* PARAMS (input / output) REAL array, dimension NPARAMS
|
|
1441
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
1442
|
+
* that entry will be filled with default value used for that
|
|
1443
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
1444
|
+
* are used for higher-numbered parameters.
|
|
1445
|
+
*
|
|
1446
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
1447
|
+
* refinement or not.
|
|
1448
|
+
* Default: 1.0
|
|
1449
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
1450
|
+
* computed.
|
|
1451
|
+
* = 1.0 : Use the double-precision refinement algorithm,
|
|
1452
|
+
* possibly with doubled-single computations if the
|
|
1453
|
+
* compilation environment does not support DOUBLE
|
|
1454
|
+
* PRECISION.
|
|
1455
|
+
* (other values are reserved for future use)
|
|
1456
|
+
*
|
|
1457
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
1458
|
+
* computations allowed for refinement.
|
|
1459
|
+
* Default: 10
|
|
1460
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
1461
|
+
* factorizations or factorizations other than LU. If
|
|
1462
|
+
* the factorization uses a technique other than
|
|
1463
|
+
* Gaussian elimination, the guarantees in
|
|
1464
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
1465
|
+
* trustworthy.
|
|
1466
|
+
*
|
|
1467
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
1468
|
+
* will attempt to find a solution with small componentwise
|
|
1469
|
+
* relative error in the double-precision algorithm. Positive
|
|
1470
|
+
* is true, 0.0 is false.
|
|
1471
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
1472
|
+
*
|
|
1473
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
1474
|
+
*
|
|
1475
|
+
* RWORK (workspace) REAL array, dimension (2*N)
|
|
1476
|
+
*
|
|
1477
|
+
* INFO (output) INTEGER
|
|
1478
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
1479
|
+
* guaranteed.
|
|
1480
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
1481
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
1482
|
+
* has been completed, but the factor U is exactly singular, so
|
|
1483
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
1484
|
+
* is returned.
|
|
1485
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
1486
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
1487
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
1488
|
+
* only the first such right-hand side is reported. If a small
|
|
1489
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
1490
|
+
* the Jth right-hand side is the first with a normwise error
|
|
1491
|
+
* bound that is not guaranteed (the smallest J such
|
|
1492
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
1493
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
1494
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
1495
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
1496
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
1497
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
1498
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
1499
|
+
* ERR_BNDS_COMP.
|
|
1500
|
+
*
|
|
1501
|
+
|
|
1502
|
+
* ==================================================================
|
|
1503
|
+
*
|
|
1504
|
+
|
|
1505
|
+
|
|
1506
|
+
</PRE>
|
|
1507
|
+
<A HREF="#top">go to the page top</A>
|
|
1508
|
+
|
|
1509
|
+
<A NAME="csyswapr"></A>
|
|
1510
|
+
<H2>csyswapr</H2>
|
|
1511
|
+
<PRE>
|
|
1512
|
+
USAGE:
|
|
1513
|
+
a = NumRu::Lapack.csyswapr( uplo, a, i1, i2, [:usage => usage, :help => help])
|
|
1514
|
+
|
|
1515
|
+
|
|
1516
|
+
FORTRAN MANUAL
|
|
1517
|
+
SUBROUTINE CSYSWAPR( UPLO, N, A, I1, I2)
|
|
1518
|
+
|
|
1519
|
+
* Purpose
|
|
1520
|
+
* =======
|
|
1521
|
+
*
|
|
1522
|
+
* CSYSWAPR applies an elementary permutation on the rows and the columns of
|
|
1523
|
+
* a symmetric matrix.
|
|
1524
|
+
*
|
|
1525
|
+
|
|
1526
|
+
* Arguments
|
|
1527
|
+
* =========
|
|
1528
|
+
*
|
|
1529
|
+
* UPLO (input) CHARACTER*1
|
|
1530
|
+
* Specifies whether the details of the factorization are stored
|
|
1531
|
+
* as an upper or lower triangular matrix.
|
|
1532
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
1533
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
1534
|
+
*
|
|
1535
|
+
* N (input) INTEGER
|
|
1536
|
+
* The order of the matrix A. N >= 0.
|
|
1537
|
+
*
|
|
1538
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
1539
|
+
* On entry, the NB diagonal matrix D and the multipliers
|
|
1540
|
+
* used to obtain the factor U or L as computed by CSYTRF.
|
|
1541
|
+
*
|
|
1542
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
1543
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
1544
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
1545
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
1546
|
+
* inverse is formed and the part of A above the diagonal is
|
|
1547
|
+
* not referenced.
|
|
1548
|
+
*
|
|
1549
|
+
* I1 (input) INTEGER
|
|
1550
|
+
* Index of the first row to swap
|
|
1551
|
+
*
|
|
1552
|
+
* I2 (input) INTEGER
|
|
1553
|
+
* Index of the second row to swap
|
|
1554
|
+
*
|
|
1555
|
+
|
|
1556
|
+
* =====================================================================
|
|
1557
|
+
*
|
|
1558
|
+
* ..
|
|
1559
|
+
* .. Local Scalars ..
|
|
1560
|
+
LOGICAL UPPER
|
|
1561
|
+
INTEGER I
|
|
1562
|
+
COMPLEX TMP
|
|
1563
|
+
*
|
|
1564
|
+
* .. External Functions ..
|
|
1565
|
+
LOGICAL LSAME
|
|
1566
|
+
EXTERNAL LSAME
|
|
1567
|
+
* ..
|
|
1568
|
+
* .. External Subroutines ..
|
|
1569
|
+
EXTERNAL CSWAP
|
|
1570
|
+
* ..
|
|
1571
|
+
|
|
1572
|
+
|
|
1573
|
+
</PRE>
|
|
1574
|
+
<A HREF="#top">go to the page top</A>
|
|
1575
|
+
|
|
1576
|
+
<A NAME="csytf2"></A>
|
|
1577
|
+
<H2>csytf2</H2>
|
|
1578
|
+
<PRE>
|
|
1579
|
+
USAGE:
|
|
1580
|
+
ipiv, info, a = NumRu::Lapack.csytf2( uplo, a, [:usage => usage, :help => help])
|
|
1581
|
+
|
|
1582
|
+
|
|
1583
|
+
FORTRAN MANUAL
|
|
1584
|
+
SUBROUTINE CSYTF2( UPLO, N, A, LDA, IPIV, INFO )
|
|
1585
|
+
|
|
1586
|
+
* Purpose
|
|
1587
|
+
* =======
|
|
1588
|
+
*
|
|
1589
|
+
* CSYTF2 computes the factorization of a complex symmetric matrix A
|
|
1590
|
+
* using the Bunch-Kaufman diagonal pivoting method:
|
|
1591
|
+
*
|
|
1592
|
+
* A = U*D*U' or A = L*D*L'
|
|
1593
|
+
*
|
|
1594
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1595
|
+
* triangular matrices, U' is the transpose of U, and D is symmetric and
|
|
1596
|
+
* block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
|
|
1597
|
+
*
|
|
1598
|
+
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
|
1599
|
+
*
|
|
1600
|
+
|
|
1601
|
+
* Arguments
|
|
1602
|
+
* =========
|
|
1603
|
+
*
|
|
1604
|
+
* UPLO (input) CHARACTER*1
|
|
1605
|
+
* Specifies whether the upper or lower triangular part of the
|
|
1606
|
+
* symmetric matrix A is stored:
|
|
1607
|
+
* = 'U': Upper triangular
|
|
1608
|
+
* = 'L': Lower triangular
|
|
1609
|
+
*
|
|
1610
|
+
* N (input) INTEGER
|
|
1611
|
+
* The order of the matrix A. N >= 0.
|
|
1612
|
+
*
|
|
1613
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
1614
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
1615
|
+
* n-by-n upper triangular part of A contains the upper
|
|
1616
|
+
* triangular part of the matrix A, and the strictly lower
|
|
1617
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
1618
|
+
* leading n-by-n lower triangular part of A contains the lower
|
|
1619
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1620
|
+
* triangular part of A is not referenced.
|
|
1621
|
+
*
|
|
1622
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
1623
|
+
* to obtain the factor U or L (see below for further details).
|
|
1624
|
+
*
|
|
1625
|
+
* LDA (input) INTEGER
|
|
1626
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1627
|
+
*
|
|
1628
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
1629
|
+
* Details of the interchanges and the block structure of D.
|
|
1630
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
1631
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
1632
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
1633
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
1634
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
1635
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
1636
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
1637
|
+
*
|
|
1638
|
+
* INFO (output) INTEGER
|
|
1639
|
+
* = 0: successful exit
|
|
1640
|
+
* < 0: if INFO = -k, the k-th argument had an illegal value
|
|
1641
|
+
* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
|
|
1642
|
+
* has been completed, but the block diagonal matrix D is
|
|
1643
|
+
* exactly singular, and division by zero will occur if it
|
|
1644
|
+
* is used to solve a system of equations.
|
|
1645
|
+
*
|
|
1646
|
+
|
|
1647
|
+
* Further Details
|
|
1648
|
+
* ===============
|
|
1649
|
+
*
|
|
1650
|
+
* 09-29-06 - patch from
|
|
1651
|
+
* Bobby Cheng, MathWorks
|
|
1652
|
+
*
|
|
1653
|
+
* Replace l.209 and l.377
|
|
1654
|
+
* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
|
|
1655
|
+
* by
|
|
1656
|
+
* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN
|
|
1657
|
+
*
|
|
1658
|
+
* 1-96 - Based on modifications by J. Lewis, Boeing Computer Services
|
|
1659
|
+
* Company
|
|
1660
|
+
*
|
|
1661
|
+
* If UPLO = 'U', then A = U*D*U', where
|
|
1662
|
+
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
|
1663
|
+
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
|
1664
|
+
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
1665
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
1666
|
+
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
|
1667
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
1668
|
+
*
|
|
1669
|
+
* ( I v 0 ) k-s
|
|
1670
|
+
* U(k) = ( 0 I 0 ) s
|
|
1671
|
+
* ( 0 0 I ) n-k
|
|
1672
|
+
* k-s s n-k
|
|
1673
|
+
*
|
|
1674
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
|
1675
|
+
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
|
1676
|
+
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
|
1677
|
+
*
|
|
1678
|
+
* If UPLO = 'L', then A = L*D*L', where
|
|
1679
|
+
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
|
1680
|
+
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
|
1681
|
+
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
1682
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
1683
|
+
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
|
1684
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
1685
|
+
*
|
|
1686
|
+
* ( I 0 0 ) k-1
|
|
1687
|
+
* L(k) = ( 0 I 0 ) s
|
|
1688
|
+
* ( 0 v I ) n-k-s+1
|
|
1689
|
+
* k-1 s n-k-s+1
|
|
1690
|
+
*
|
|
1691
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
|
1692
|
+
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
|
1693
|
+
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
|
1694
|
+
*
|
|
1695
|
+
* =====================================================================
|
|
1696
|
+
*
|
|
1697
|
+
|
|
1698
|
+
|
|
1699
|
+
</PRE>
|
|
1700
|
+
<A HREF="#top">go to the page top</A>
|
|
1701
|
+
|
|
1702
|
+
<A NAME="csytrf"></A>
|
|
1703
|
+
<H2>csytrf</H2>
|
|
1704
|
+
<PRE>
|
|
1705
|
+
USAGE:
|
|
1706
|
+
ipiv, work, info, a = NumRu::Lapack.csytrf( uplo, a, lwork, [:usage => usage, :help => help])
|
|
1707
|
+
|
|
1708
|
+
|
|
1709
|
+
FORTRAN MANUAL
|
|
1710
|
+
SUBROUTINE CSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
|
1711
|
+
|
|
1712
|
+
* Purpose
|
|
1713
|
+
* =======
|
|
1714
|
+
*
|
|
1715
|
+
* CSYTRF computes the factorization of a complex symmetric matrix A
|
|
1716
|
+
* using the Bunch-Kaufman diagonal pivoting method. The form of the
|
|
1717
|
+
* factorization is
|
|
1718
|
+
*
|
|
1719
|
+
* A = U*D*U**T or A = L*D*L**T
|
|
1720
|
+
*
|
|
1721
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1722
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
1723
|
+
* with 1-by-1 and 2-by-2 diagonal blocks.
|
|
1724
|
+
*
|
|
1725
|
+
* This is the blocked version of the algorithm, calling Level 3 BLAS.
|
|
1726
|
+
*
|
|
1727
|
+
|
|
1728
|
+
* Arguments
|
|
1729
|
+
* =========
|
|
1730
|
+
*
|
|
1731
|
+
* UPLO (input) CHARACTER*1
|
|
1732
|
+
* = 'U': Upper triangle of A is stored;
|
|
1733
|
+
* = 'L': Lower triangle of A is stored.
|
|
1734
|
+
*
|
|
1735
|
+
* N (input) INTEGER
|
|
1736
|
+
* The order of the matrix A. N >= 0.
|
|
1737
|
+
*
|
|
1738
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
1739
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
1740
|
+
* N-by-N upper triangular part of A contains the upper
|
|
1741
|
+
* triangular part of the matrix A, and the strictly lower
|
|
1742
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
1743
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
1744
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1745
|
+
* triangular part of A is not referenced.
|
|
1746
|
+
*
|
|
1747
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
1748
|
+
* to obtain the factor U or L (see below for further details).
|
|
1749
|
+
*
|
|
1750
|
+
* LDA (input) INTEGER
|
|
1751
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1752
|
+
*
|
|
1753
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
1754
|
+
* Details of the interchanges and the block structure of D.
|
|
1755
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
1756
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
1757
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
1758
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
1759
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
1760
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
1761
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
1762
|
+
*
|
|
1763
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
1764
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1765
|
+
*
|
|
1766
|
+
* LWORK (input) INTEGER
|
|
1767
|
+
* The length of WORK. LWORK >=1. For best performance
|
|
1768
|
+
* LWORK >= N*NB, where NB is the block size returned by ILAENV.
|
|
1769
|
+
*
|
|
1770
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1771
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1772
|
+
* this value as the first entry of the WORK array, and no error
|
|
1773
|
+
* message related to LWORK is issued by XERBLA.
|
|
1774
|
+
*
|
|
1775
|
+
* INFO (output) INTEGER
|
|
1776
|
+
* = 0: successful exit
|
|
1777
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1778
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
1779
|
+
* has been completed, but the block diagonal matrix D is
|
|
1780
|
+
* exactly singular, and division by zero will occur if it
|
|
1781
|
+
* is used to solve a system of equations.
|
|
1782
|
+
*
|
|
1783
|
+
|
|
1784
|
+
* Further Details
|
|
1785
|
+
* ===============
|
|
1786
|
+
*
|
|
1787
|
+
* If UPLO = 'U', then A = U*D*U', where
|
|
1788
|
+
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
|
1789
|
+
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
|
1790
|
+
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
1791
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
1792
|
+
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
|
1793
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
1794
|
+
*
|
|
1795
|
+
* ( I v 0 ) k-s
|
|
1796
|
+
* U(k) = ( 0 I 0 ) s
|
|
1797
|
+
* ( 0 0 I ) n-k
|
|
1798
|
+
* k-s s n-k
|
|
1799
|
+
*
|
|
1800
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
|
1801
|
+
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
|
1802
|
+
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
|
1803
|
+
*
|
|
1804
|
+
* If UPLO = 'L', then A = L*D*L', where
|
|
1805
|
+
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
|
1806
|
+
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
|
1807
|
+
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
1808
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
1809
|
+
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
|
1810
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
1811
|
+
*
|
|
1812
|
+
* ( I 0 0 ) k-1
|
|
1813
|
+
* L(k) = ( 0 I 0 ) s
|
|
1814
|
+
* ( 0 v I ) n-k-s+1
|
|
1815
|
+
* k-1 s n-k-s+1
|
|
1816
|
+
*
|
|
1817
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
|
1818
|
+
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
|
1819
|
+
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
|
1820
|
+
*
|
|
1821
|
+
* =====================================================================
|
|
1822
|
+
*
|
|
1823
|
+
* .. Local Scalars ..
|
|
1824
|
+
LOGICAL LQUERY, UPPER
|
|
1825
|
+
INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
|
|
1826
|
+
* ..
|
|
1827
|
+
* .. External Functions ..
|
|
1828
|
+
LOGICAL LSAME
|
|
1829
|
+
INTEGER ILAENV
|
|
1830
|
+
EXTERNAL LSAME, ILAENV
|
|
1831
|
+
* ..
|
|
1832
|
+
* .. External Subroutines ..
|
|
1833
|
+
EXTERNAL CLASYF, CSYTF2, XERBLA
|
|
1834
|
+
* ..
|
|
1835
|
+
* .. Intrinsic Functions ..
|
|
1836
|
+
INTRINSIC MAX
|
|
1837
|
+
* ..
|
|
1838
|
+
|
|
1839
|
+
|
|
1840
|
+
</PRE>
|
|
1841
|
+
<A HREF="#top">go to the page top</A>
|
|
1842
|
+
|
|
1843
|
+
<A NAME="csytri"></A>
|
|
1844
|
+
<H2>csytri</H2>
|
|
1845
|
+
<PRE>
|
|
1846
|
+
USAGE:
|
|
1847
|
+
info, a = NumRu::Lapack.csytri( uplo, a, ipiv, [:usage => usage, :help => help])
|
|
1848
|
+
|
|
1849
|
+
|
|
1850
|
+
FORTRAN MANUAL
|
|
1851
|
+
SUBROUTINE CSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
|
|
1852
|
+
|
|
1853
|
+
* Purpose
|
|
1854
|
+
* =======
|
|
1855
|
+
*
|
|
1856
|
+
* CSYTRI computes the inverse of a complex symmetric indefinite matrix
|
|
1857
|
+
* A using the factorization A = U*D*U**T or A = L*D*L**T computed by
|
|
1858
|
+
* CSYTRF.
|
|
1859
|
+
*
|
|
1860
|
+
|
|
1861
|
+
* Arguments
|
|
1862
|
+
* =========
|
|
1863
|
+
*
|
|
1864
|
+
* UPLO (input) CHARACTER*1
|
|
1865
|
+
* Specifies whether the details of the factorization are stored
|
|
1866
|
+
* as an upper or lower triangular matrix.
|
|
1867
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
1868
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
1869
|
+
*
|
|
1870
|
+
* N (input) INTEGER
|
|
1871
|
+
* The order of the matrix A. N >= 0.
|
|
1872
|
+
*
|
|
1873
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
1874
|
+
* On entry, the block diagonal matrix D and the multipliers
|
|
1875
|
+
* used to obtain the factor U or L as computed by CSYTRF.
|
|
1876
|
+
*
|
|
1877
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
1878
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
1879
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
1880
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
1881
|
+
* inverse is formed and the part of A above the diagonal is
|
|
1882
|
+
* not referenced.
|
|
1883
|
+
*
|
|
1884
|
+
* LDA (input) INTEGER
|
|
1885
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1886
|
+
*
|
|
1887
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1888
|
+
* Details of the interchanges and the block structure of D
|
|
1889
|
+
* as determined by CSYTRF.
|
|
1890
|
+
*
|
|
1891
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
1892
|
+
*
|
|
1893
|
+
* INFO (output) INTEGER
|
|
1894
|
+
* = 0: successful exit
|
|
1895
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1896
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
1897
|
+
* inverse could not be computed.
|
|
1898
|
+
*
|
|
1899
|
+
|
|
1900
|
+
* =====================================================================
|
|
1901
|
+
*
|
|
1902
|
+
|
|
1903
|
+
|
|
1904
|
+
</PRE>
|
|
1905
|
+
<A HREF="#top">go to the page top</A>
|
|
1906
|
+
|
|
1907
|
+
<A NAME="csytri2"></A>
|
|
1908
|
+
<H2>csytri2</H2>
|
|
1909
|
+
<PRE>
|
|
1910
|
+
USAGE:
|
|
1911
|
+
info, a = NumRu::Lapack.csytri2( uplo, a, ipiv, [:lwork => lwork, :usage => usage, :help => help])
|
|
1912
|
+
|
|
1913
|
+
|
|
1914
|
+
FORTRAN MANUAL
|
|
1915
|
+
SUBROUTINE CSYTRI2( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
|
1916
|
+
|
|
1917
|
+
* Purpose
|
|
1918
|
+
* =======
|
|
1919
|
+
*
|
|
1920
|
+
* CSYTRI2 computes the inverse of a complex symmetric indefinite matrix
|
|
1921
|
+
* A using the factorization A = U*D*U**T or A = L*D*L**T computed by
|
|
1922
|
+
* CSYTRF. CSYTRI2 sets the LEADING DIMENSION of the workspace
|
|
1923
|
+
* before calling CSYTRI2X that actually computes the inverse.
|
|
1924
|
+
*
|
|
1925
|
+
|
|
1926
|
+
* Arguments
|
|
1927
|
+
* =========
|
|
1928
|
+
*
|
|
1929
|
+
* UPLO (input) CHARACTER*1
|
|
1930
|
+
* Specifies whether the details of the factorization are stored
|
|
1931
|
+
* as an upper or lower triangular matrix.
|
|
1932
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
1933
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
1934
|
+
*
|
|
1935
|
+
* N (input) INTEGER
|
|
1936
|
+
* The order of the matrix A. N >= 0.
|
|
1937
|
+
*
|
|
1938
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
1939
|
+
* On entry, the NB diagonal matrix D and the multipliers
|
|
1940
|
+
* used to obtain the factor U or L as computed by CSYTRF.
|
|
1941
|
+
*
|
|
1942
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
1943
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
1944
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
1945
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
1946
|
+
* inverse is formed and the part of A above the diagonal is
|
|
1947
|
+
* not referenced.
|
|
1948
|
+
*
|
|
1949
|
+
* LDA (input) INTEGER
|
|
1950
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1951
|
+
*
|
|
1952
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1953
|
+
* Details of the interchanges and the NB structure of D
|
|
1954
|
+
* as determined by CSYTRF.
|
|
1955
|
+
*
|
|
1956
|
+
* WORK (workspace) COMPLEX array, dimension (N+NB+1)*(NB+3)
|
|
1957
|
+
*
|
|
1958
|
+
* LWORK (input) INTEGER
|
|
1959
|
+
* The dimension of the array WORK.
|
|
1960
|
+
* WORK is size >= (N+NB+1)*(NB+3)
|
|
1961
|
+
* If LDWORK = -1, then a workspace query is assumed; the routine
|
|
1962
|
+
* calculates:
|
|
1963
|
+
* - the optimal size of the WORK array, returns
|
|
1964
|
+
* this value as the first entry of the WORK array,
|
|
1965
|
+
* - and no error message related to LDWORK is issued by XERBLA.
|
|
1966
|
+
*
|
|
1967
|
+
* INFO (output) INTEGER
|
|
1968
|
+
* = 0: successful exit
|
|
1969
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1970
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
1971
|
+
* inverse could not be computed.
|
|
1972
|
+
*
|
|
1973
|
+
|
|
1974
|
+
* =====================================================================
|
|
1975
|
+
*
|
|
1976
|
+
* .. Local Scalars ..
|
|
1977
|
+
LOGICAL UPPER, LQUERY
|
|
1978
|
+
INTEGER MINSIZE, NBMAX
|
|
1979
|
+
* ..
|
|
1980
|
+
* .. External Functions ..
|
|
1981
|
+
LOGICAL LSAME
|
|
1982
|
+
INTEGER ILAENV
|
|
1983
|
+
EXTERNAL LSAME, ILAENV
|
|
1984
|
+
* ..
|
|
1985
|
+
* .. External Subroutines ..
|
|
1986
|
+
EXTERNAL CSYTRI2X
|
|
1987
|
+
* ..
|
|
1988
|
+
|
|
1989
|
+
|
|
1990
|
+
</PRE>
|
|
1991
|
+
<A HREF="#top">go to the page top</A>
|
|
1992
|
+
|
|
1993
|
+
<A NAME="csytri2x"></A>
|
|
1994
|
+
<H2>csytri2x</H2>
|
|
1995
|
+
<PRE>
|
|
1996
|
+
USAGE:
|
|
1997
|
+
info, a = NumRu::Lapack.csytri2x( uplo, a, ipiv, nb, [:usage => usage, :help => help])
|
|
1998
|
+
|
|
1999
|
+
|
|
2000
|
+
FORTRAN MANUAL
|
|
2001
|
+
SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
|
|
2002
|
+
|
|
2003
|
+
* Purpose
|
|
2004
|
+
* =======
|
|
2005
|
+
*
|
|
2006
|
+
* CSYTRI2X computes the inverse of a real symmetric indefinite matrix
|
|
2007
|
+
* A using the factorization A = U*D*U**T or A = L*D*L**T computed by
|
|
2008
|
+
* CSYTRF.
|
|
2009
|
+
*
|
|
2010
|
+
|
|
2011
|
+
* Arguments
|
|
2012
|
+
* =========
|
|
2013
|
+
*
|
|
2014
|
+
* UPLO (input) CHARACTER*1
|
|
2015
|
+
* Specifies whether the details of the factorization are stored
|
|
2016
|
+
* as an upper or lower triangular matrix.
|
|
2017
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
2018
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
2019
|
+
*
|
|
2020
|
+
* N (input) INTEGER
|
|
2021
|
+
* The order of the matrix A. N >= 0.
|
|
2022
|
+
*
|
|
2023
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
2024
|
+
* On entry, the NNB diagonal matrix D and the multipliers
|
|
2025
|
+
* used to obtain the factor U or L as computed by CSYTRF.
|
|
2026
|
+
*
|
|
2027
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
2028
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
2029
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
2030
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
2031
|
+
* inverse is formed and the part of A above the diagonal is
|
|
2032
|
+
* not referenced.
|
|
2033
|
+
*
|
|
2034
|
+
* LDA (input) INTEGER
|
|
2035
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2036
|
+
*
|
|
2037
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
2038
|
+
* Details of the interchanges and the NNB structure of D
|
|
2039
|
+
* as determined by CSYTRF.
|
|
2040
|
+
*
|
|
2041
|
+
* WORK (workspace) COMPLEX array, dimension (N+NNB+1,NNB+3)
|
|
2042
|
+
*
|
|
2043
|
+
* NB (input) INTEGER
|
|
2044
|
+
* Block size
|
|
2045
|
+
*
|
|
2046
|
+
* INFO (output) INTEGER
|
|
2047
|
+
* = 0: successful exit
|
|
2048
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2049
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
2050
|
+
* inverse could not be computed.
|
|
2051
|
+
*
|
|
2052
|
+
|
|
2053
|
+
* =====================================================================
|
|
2054
|
+
*
|
|
2055
|
+
|
|
2056
|
+
|
|
2057
|
+
</PRE>
|
|
2058
|
+
<A HREF="#top">go to the page top</A>
|
|
2059
|
+
|
|
2060
|
+
<A NAME="csytrs"></A>
|
|
2061
|
+
<H2>csytrs</H2>
|
|
2062
|
+
<PRE>
|
|
2063
|
+
USAGE:
|
|
2064
|
+
info, b = NumRu::Lapack.csytrs( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
|
2065
|
+
|
|
2066
|
+
|
|
2067
|
+
FORTRAN MANUAL
|
|
2068
|
+
SUBROUTINE CSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
|
|
2069
|
+
|
|
2070
|
+
* Purpose
|
|
2071
|
+
* =======
|
|
2072
|
+
*
|
|
2073
|
+
* CSYTRS solves a system of linear equations A*X = B with a complex
|
|
2074
|
+
* symmetric matrix A using the factorization A = U*D*U**T or
|
|
2075
|
+
* A = L*D*L**T computed by CSYTRF.
|
|
2076
|
+
*
|
|
2077
|
+
|
|
2078
|
+
* Arguments
|
|
2079
|
+
* =========
|
|
2080
|
+
*
|
|
2081
|
+
* UPLO (input) CHARACTER*1
|
|
2082
|
+
* Specifies whether the details of the factorization are stored
|
|
2083
|
+
* as an upper or lower triangular matrix.
|
|
2084
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
2085
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
2086
|
+
*
|
|
2087
|
+
* N (input) INTEGER
|
|
2088
|
+
* The order of the matrix A. N >= 0.
|
|
2089
|
+
*
|
|
2090
|
+
* NRHS (input) INTEGER
|
|
2091
|
+
* The number of right hand sides, i.e., the number of columns
|
|
2092
|
+
* of the matrix B. NRHS >= 0.
|
|
2093
|
+
*
|
|
2094
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
2095
|
+
* The block diagonal matrix D and the multipliers used to
|
|
2096
|
+
* obtain the factor U or L as computed by CSYTRF.
|
|
2097
|
+
*
|
|
2098
|
+
* LDA (input) INTEGER
|
|
2099
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2100
|
+
*
|
|
2101
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
2102
|
+
* Details of the interchanges and the block structure of D
|
|
2103
|
+
* as determined by CSYTRF.
|
|
2104
|
+
*
|
|
2105
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
2106
|
+
* On entry, the right hand side matrix B.
|
|
2107
|
+
* On exit, the solution matrix X.
|
|
2108
|
+
*
|
|
2109
|
+
* LDB (input) INTEGER
|
|
2110
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
2111
|
+
*
|
|
2112
|
+
* INFO (output) INTEGER
|
|
2113
|
+
* = 0: successful exit
|
|
2114
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2115
|
+
*
|
|
2116
|
+
|
|
2117
|
+
* =====================================================================
|
|
2118
|
+
*
|
|
2119
|
+
|
|
2120
|
+
|
|
2121
|
+
</PRE>
|
|
2122
|
+
<A HREF="#top">go to the page top</A>
|
|
2123
|
+
|
|
2124
|
+
<A NAME="csytrs2"></A>
|
|
2125
|
+
<H2>csytrs2</H2>
|
|
2126
|
+
<PRE>
|
|
2127
|
+
USAGE:
|
|
2128
|
+
info, b = NumRu::Lapack.csytrs2( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
|
2129
|
+
|
|
2130
|
+
|
|
2131
|
+
FORTRAN MANUAL
|
|
2132
|
+
SUBROUTINE CSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO )
|
|
2133
|
+
|
|
2134
|
+
* Purpose
|
|
2135
|
+
* =======
|
|
2136
|
+
*
|
|
2137
|
+
* CSYTRS2 solves a system of linear equations A*X = B with a COMPLEX
|
|
2138
|
+
* symmetric matrix A using the factorization A = U*D*U**T or
|
|
2139
|
+
* A = L*D*L**T computed by CSYTRF and converted by CSYCONV.
|
|
2140
|
+
*
|
|
2141
|
+
|
|
2142
|
+
* Arguments
|
|
2143
|
+
* =========
|
|
2144
|
+
*
|
|
2145
|
+
* UPLO (input) CHARACTER*1
|
|
2146
|
+
* Specifies whether the details of the factorization are stored
|
|
2147
|
+
* as an upper or lower triangular matrix.
|
|
2148
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
2149
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
2150
|
+
*
|
|
2151
|
+
* N (input) INTEGER
|
|
2152
|
+
* The order of the matrix A. N >= 0.
|
|
2153
|
+
*
|
|
2154
|
+
* NRHS (input) INTEGER
|
|
2155
|
+
* The number of right hand sides, i.e., the number of columns
|
|
2156
|
+
* of the matrix B. NRHS >= 0.
|
|
2157
|
+
*
|
|
2158
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
2159
|
+
* The block diagonal matrix D and the multipliers used to
|
|
2160
|
+
* obtain the factor U or L as computed by CSYTRF.
|
|
2161
|
+
*
|
|
2162
|
+
* LDA (input) INTEGER
|
|
2163
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2164
|
+
*
|
|
2165
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
2166
|
+
* Details of the interchanges and the block structure of D
|
|
2167
|
+
* as determined by CSYTRF.
|
|
2168
|
+
*
|
|
2169
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
2170
|
+
* On entry, the right hand side matrix B.
|
|
2171
|
+
* On exit, the solution matrix X.
|
|
2172
|
+
*
|
|
2173
|
+
* LDB (input) INTEGER
|
|
2174
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
2175
|
+
*
|
|
2176
|
+
* WORK (workspace) COMPLEX array, dimension (N)
|
|
2177
|
+
*
|
|
2178
|
+
* INFO (output) INTEGER
|
|
2179
|
+
* = 0: successful exit
|
|
2180
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2181
|
+
*
|
|
2182
|
+
|
|
2183
|
+
* =====================================================================
|
|
2184
|
+
*
|
|
2185
|
+
|
|
2186
|
+
|
|
2187
|
+
</PRE>
|
|
2188
|
+
<A HREF="#top">go to the page top</A>
|
|
2189
|
+
|
|
2190
|
+
<HR />
|
|
2191
|
+
<A HREF="c.html">back to matrix types</A><BR>
|
|
2192
|
+
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|
|
2193
|
+
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|
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2194
|
+
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