ruby-lapack 1.3

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Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
  415. data/dev/defs/dgecon +90 -0
  416. data/dev/defs/dgeequ +107 -0
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  3328. data/ext/zsysvx.c +179 -0
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  3336. data/ext/zsytrs.c +99 -0
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  3338. data/ext/ztbcon.c +82 -0
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  3341. data/ext/ztfsm.c +107 -0
  3342. data/ext/ztftri.c +82 -0
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  3401. data/lib/numru/lapack.rb +51 -0
  3402. data/samples/dsyevr.rb +25 -0
  3403. data/tests/eig/ge/test_gesdd.rb +90 -0
  3404. data/tests/eig/ge/test_gesvd.rb +99 -0
  3405. data/tests/eig/gg/test_ggev.rb +124 -0
  3406. data/tests/eig/gg/test_ggsvd.rb +76 -0
  3407. data/tests/eig/sb/test_sbev.rb +39 -0
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  3414. data/tests/lin/ge/test_gelsy.rb +73 -0
  3415. data/tests/lin/ge/test_gesv.rb +43 -0
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  3419. metadata +3513 -0
data/doc/ctb.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>COMPLEX routines for triangular band matrix</TITLE>
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+ </HEAD>
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+ <BODY>
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+ <A NAME="top"></A>
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+ <H1>COMPLEX routines for triangular band matrix</H1>
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+ <UL>
9
+ <LI><A HREF="#ctbcon">ctbcon</A></LI>
10
+ <LI><A HREF="#ctbrfs">ctbrfs</A></LI>
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+ <LI><A HREF="#ctbtrs">ctbtrs</A></LI>
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+ </UL>
13
+
14
+ <A NAME="ctbcon"></A>
15
+ <H2>ctbcon</H2>
16
+ <PRE>
17
+ USAGE:
18
+ rcond, info = NumRu::Lapack.ctbcon( norm, uplo, diag, kd, ab, [:usage => usage, :help => help])
19
+
20
+
21
+ FORTRAN MANUAL
22
+ SUBROUTINE CTBCON( NORM, UPLO, DIAG, N, KD, AB, LDAB, RCOND, WORK, RWORK, INFO )
23
+
24
+ * Purpose
25
+ * =======
26
+ *
27
+ * CTBCON estimates the reciprocal of the condition number of a
28
+ * triangular band matrix A, in either the 1-norm or the infinity-norm.
29
+ *
30
+ * The norm of A is computed and an estimate is obtained for
31
+ * norm(inv(A)), then the reciprocal of the condition number is
32
+ * computed as
33
+ * RCOND = 1 / ( norm(A) * norm(inv(A)) ).
34
+ *
35
+
36
+ * Arguments
37
+ * =========
38
+ *
39
+ * NORM (input) CHARACTER*1
40
+ * Specifies whether the 1-norm condition number or the
41
+ * infinity-norm condition number is required:
42
+ * = '1' or 'O': 1-norm;
43
+ * = 'I': Infinity-norm.
44
+ *
45
+ * UPLO (input) CHARACTER*1
46
+ * = 'U': A is upper triangular;
47
+ * = 'L': A is lower triangular.
48
+ *
49
+ * DIAG (input) CHARACTER*1
50
+ * = 'N': A is non-unit triangular;
51
+ * = 'U': A is unit triangular.
52
+ *
53
+ * N (input) INTEGER
54
+ * The order of the matrix A. N >= 0.
55
+ *
56
+ * KD (input) INTEGER
57
+ * The number of superdiagonals or subdiagonals of the
58
+ * triangular band matrix A. KD >= 0.
59
+ *
60
+ * AB (input) COMPLEX array, dimension (LDAB,N)
61
+ * The upper or lower triangular band matrix A, stored in the
62
+ * first kd+1 rows of the array. The j-th column of A is stored
63
+ * in the j-th column of the array AB as follows:
64
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
65
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
66
+ * If DIAG = 'U', the diagonal elements of A are not referenced
67
+ * and are assumed to be 1.
68
+ *
69
+ * LDAB (input) INTEGER
70
+ * The leading dimension of the array AB. LDAB >= KD+1.
71
+ *
72
+ * RCOND (output) REAL
73
+ * The reciprocal of the condition number of the matrix A,
74
+ * computed as RCOND = 1/(norm(A) * norm(inv(A))).
75
+ *
76
+ * WORK (workspace) COMPLEX array, dimension (2*N)
77
+ *
78
+ * RWORK (workspace) REAL array, dimension (N)
79
+ *
80
+ * INFO (output) INTEGER
81
+ * = 0: successful exit
82
+ * < 0: if INFO = -i, the i-th argument had an illegal value
83
+ *
84
+
85
+ * =====================================================================
86
+ *
87
+
88
+
89
+ </PRE>
90
+ <A HREF="#top">go to the page top</A>
91
+
92
+ <A NAME="ctbrfs"></A>
93
+ <H2>ctbrfs</H2>
94
+ <PRE>
95
+ USAGE:
96
+ ferr, berr, info = NumRu::Lapack.ctbrfs( uplo, trans, diag, kd, ab, b, x, [:usage => usage, :help => help])
97
+
98
+
99
+ FORTRAN MANUAL
100
+ SUBROUTINE CTBRFS( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
101
+
102
+ * Purpose
103
+ * =======
104
+ *
105
+ * CTBRFS provides error bounds and backward error estimates for the
106
+ * solution to a system of linear equations with a triangular band
107
+ * coefficient matrix.
108
+ *
109
+ * The solution matrix X must be computed by CTBTRS or some other
110
+ * means before entering this routine. CTBRFS does not do iterative
111
+ * refinement because doing so cannot improve the backward error.
112
+ *
113
+
114
+ * Arguments
115
+ * =========
116
+ *
117
+ * UPLO (input) CHARACTER*1
118
+ * = 'U': A is upper triangular;
119
+ * = 'L': A is lower triangular.
120
+ *
121
+ * TRANS (input) CHARACTER*1
122
+ * Specifies the form of the system of equations:
123
+ * = 'N': A * X = B (No transpose)
124
+ * = 'T': A**T * X = B (Transpose)
125
+ * = 'C': A**H * X = B (Conjugate transpose)
126
+ *
127
+ * DIAG (input) CHARACTER*1
128
+ * = 'N': A is non-unit triangular;
129
+ * = 'U': A is unit triangular.
130
+ *
131
+ * N (input) INTEGER
132
+ * The order of the matrix A. N >= 0.
133
+ *
134
+ * KD (input) INTEGER
135
+ * The number of superdiagonals or subdiagonals of the
136
+ * triangular band matrix A. KD >= 0.
137
+ *
138
+ * NRHS (input) INTEGER
139
+ * The number of right hand sides, i.e., the number of columns
140
+ * of the matrices B and X. NRHS >= 0.
141
+ *
142
+ * AB (input) COMPLEX array, dimension (LDAB,N)
143
+ * The upper or lower triangular band matrix A, stored in the
144
+ * first kd+1 rows of the array. The j-th column of A is stored
145
+ * in the j-th column of the array AB as follows:
146
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
147
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
148
+ * If DIAG = 'U', the diagonal elements of A are not referenced
149
+ * and are assumed to be 1.
150
+ *
151
+ * LDAB (input) INTEGER
152
+ * The leading dimension of the array AB. LDAB >= KD+1.
153
+ *
154
+ * B (input) COMPLEX array, dimension (LDB,NRHS)
155
+ * The right hand side matrix B.
156
+ *
157
+ * LDB (input) INTEGER
158
+ * The leading dimension of the array B. LDB >= max(1,N).
159
+ *
160
+ * X (input) COMPLEX array, dimension (LDX,NRHS)
161
+ * The solution matrix X.
162
+ *
163
+ * LDX (input) INTEGER
164
+ * The leading dimension of the array X. LDX >= max(1,N).
165
+ *
166
+ * FERR (output) REAL array, dimension (NRHS)
167
+ * The estimated forward error bound for each solution vector
168
+ * X(j) (the j-th column of the solution matrix X).
169
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
170
+ * is an estimated upper bound for the magnitude of the largest
171
+ * element in (X(j) - XTRUE) divided by the magnitude of the
172
+ * largest element in X(j). The estimate is as reliable as
173
+ * the estimate for RCOND, and is almost always a slight
174
+ * overestimate of the true error.
175
+ *
176
+ * BERR (output) REAL array, dimension (NRHS)
177
+ * The componentwise relative backward error of each solution
178
+ * vector X(j) (i.e., the smallest relative change in
179
+ * any element of A or B that makes X(j) an exact solution).
180
+ *
181
+ * WORK (workspace) COMPLEX array, dimension (2*N)
182
+ *
183
+ * RWORK (workspace) REAL array, dimension (N)
184
+ *
185
+ * INFO (output) INTEGER
186
+ * = 0: successful exit
187
+ * < 0: if INFO = -i, the i-th argument had an illegal value
188
+ *
189
+
190
+ * =====================================================================
191
+ *
192
+
193
+
194
+ </PRE>
195
+ <A HREF="#top">go to the page top</A>
196
+
197
+ <A NAME="ctbtrs"></A>
198
+ <H2>ctbtrs</H2>
199
+ <PRE>
200
+ USAGE:
201
+ info, b = NumRu::Lapack.ctbtrs( uplo, trans, diag, kd, ab, b, [:usage => usage, :help => help])
202
+
203
+
204
+ FORTRAN MANUAL
205
+ SUBROUTINE CTBTRS( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
206
+
207
+ * Purpose
208
+ * =======
209
+ *
210
+ * CTBTRS solves a triangular system of the form
211
+ *
212
+ * A * X = B, A**T * X = B, or A**H * X = B,
213
+ *
214
+ * where A is a triangular band matrix of order N, and B is an
215
+ * N-by-NRHS matrix. A check is made to verify that A is nonsingular.
216
+ *
217
+
218
+ * Arguments
219
+ * =========
220
+ *
221
+ * UPLO (input) CHARACTER*1
222
+ * = 'U': A is upper triangular;
223
+ * = 'L': A is lower triangular.
224
+ *
225
+ * TRANS (input) CHARACTER*1
226
+ * Specifies the form of the system of equations:
227
+ * = 'N': A * X = B (No transpose)
228
+ * = 'T': A**T * X = B (Transpose)
229
+ * = 'C': A**H * X = B (Conjugate transpose)
230
+ *
231
+ * DIAG (input) CHARACTER*1
232
+ * = 'N': A is non-unit triangular;
233
+ * = 'U': A is unit triangular.
234
+ *
235
+ * N (input) INTEGER
236
+ * The order of the matrix A. N >= 0.
237
+ *
238
+ * KD (input) INTEGER
239
+ * The number of superdiagonals or subdiagonals of the
240
+ * triangular band matrix A. KD >= 0.
241
+ *
242
+ * NRHS (input) INTEGER
243
+ * The number of right hand sides, i.e., the number of columns
244
+ * of the matrix B. NRHS >= 0.
245
+ *
246
+ * AB (input) COMPLEX array, dimension (LDAB,N)
247
+ * The upper or lower triangular band matrix A, stored in the
248
+ * first kd+1 rows of AB. The j-th column of A is stored
249
+ * in the j-th column of the array AB as follows:
250
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
251
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
252
+ * If DIAG = 'U', the diagonal elements of A are not referenced
253
+ * and are assumed to be 1.
254
+ *
255
+ * LDAB (input) INTEGER
256
+ * The leading dimension of the array AB. LDAB >= KD+1.
257
+ *
258
+ * B (input/output) COMPLEX array, dimension (LDB,NRHS)
259
+ * On entry, the right hand side matrix B.
260
+ * On exit, if INFO = 0, the solution matrix X.
261
+ *
262
+ * LDB (input) INTEGER
263
+ * The leading dimension of the array B. LDB >= max(1,N).
264
+ *
265
+ * INFO (output) INTEGER
266
+ * = 0: successful exit
267
+ * < 0: if INFO = -i, the i-th argument had an illegal value
268
+ * > 0: if INFO = i, the i-th diagonal element of A is zero,
269
+ * indicating that the matrix is singular and the
270
+ * solutions X have not been computed.
271
+ *
272
+
273
+ * =====================================================================
274
+ *
275
+
276
+
277
+ </PRE>
278
+ <A HREF="#top">go to the page top</A>
279
+
280
+ <HR />
281
+ <A HREF="c.html">back to matrix types</A><BR>
282
+ <A HREF="c.html">back to data types</A>
283
+ </BODY>
284
+ </HTML>
data/doc/ctg.html ADDED
@@ -0,0 +1,1544 @@
1
+ <HTML>
2
+ <HEAD>
3
+ <TITLE>COMPLEX routines for triangular matrices, generalized problem (i.e., a pair of triangular matrices) matrix</TITLE>
4
+ </HEAD>
5
+ <BODY>
6
+ <A NAME="top"></A>
7
+ <H1>COMPLEX routines for triangular matrices, generalized problem (i.e., a pair of triangular matrices) matrix</H1>
8
+ <UL>
9
+ <LI><A HREF="#ctgevc">ctgevc</A></LI>
10
+ <LI><A HREF="#ctgex2">ctgex2</A></LI>
11
+ <LI><A HREF="#ctgexc">ctgexc</A></LI>
12
+ <LI><A HREF="#ctgsen">ctgsen</A></LI>
13
+ <LI><A HREF="#ctgsja">ctgsja</A></LI>
14
+ <LI><A HREF="#ctgsna">ctgsna</A></LI>
15
+ <LI><A HREF="#ctgsy2">ctgsy2</A></LI>
16
+ <LI><A HREF="#ctgsyl">ctgsyl</A></LI>
17
+ </UL>
18
+
19
+ <A NAME="ctgevc"></A>
20
+ <H2>ctgevc</H2>
21
+ <PRE>
22
+ USAGE:
23
+ m, info, vl, vr = NumRu::Lapack.ctgevc( side, howmny, select, s, p, vl, vr, [:usage => usage, :help => help])
24
+
25
+
26
+ FORTRAN MANUAL
27
+ SUBROUTINE CTGEVC( SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, INFO )
28
+
29
+ * Purpose
30
+ * =======
31
+ *
32
+ * CTGEVC computes some or all of the right and/or left eigenvectors of
33
+ * a pair of complex matrices (S,P), where S and P are upper triangular.
34
+ * Matrix pairs of this type are produced by the generalized Schur
35
+ * factorization of a complex matrix pair (A,B):
36
+ *
37
+ * A = Q*S*Z**H, B = Q*P*Z**H
38
+ *
39
+ * as computed by CGGHRD + CHGEQZ.
40
+ *
41
+ * The right eigenvector x and the left eigenvector y of (S,P)
42
+ * corresponding to an eigenvalue w are defined by:
43
+ *
44
+ * S*x = w*P*x, (y**H)*S = w*(y**H)*P,
45
+ *
46
+ * where y**H denotes the conjugate tranpose of y.
47
+ * The eigenvalues are not input to this routine, but are computed
48
+ * directly from the diagonal elements of S and P.
49
+ *
50
+ * This routine returns the matrices X and/or Y of right and left
51
+ * eigenvectors of (S,P), or the products Z*X and/or Q*Y,
52
+ * where Z and Q are input matrices.
53
+ * If Q and Z are the unitary factors from the generalized Schur
54
+ * factorization of a matrix pair (A,B), then Z*X and Q*Y
55
+ * are the matrices of right and left eigenvectors of (A,B).
56
+ *
57
+
58
+ * Arguments
59
+ * =========
60
+ *
61
+ * SIDE (input) CHARACTER*1
62
+ * = 'R': compute right eigenvectors only;
63
+ * = 'L': compute left eigenvectors only;
64
+ * = 'B': compute both right and left eigenvectors.
65
+ *
66
+ * HOWMNY (input) CHARACTER*1
67
+ * = 'A': compute all right and/or left eigenvectors;
68
+ * = 'B': compute all right and/or left eigenvectors,
69
+ * backtransformed by the matrices in VR and/or VL;
70
+ * = 'S': compute selected right and/or left eigenvectors,
71
+ * specified by the logical array SELECT.
72
+ *
73
+ * SELECT (input) LOGICAL array, dimension (N)
74
+ * If HOWMNY='S', SELECT specifies the eigenvectors to be
75
+ * computed. The eigenvector corresponding to the j-th
76
+ * eigenvalue is computed if SELECT(j) = .TRUE..
77
+ * Not referenced if HOWMNY = 'A' or 'B'.
78
+ *
79
+ * N (input) INTEGER
80
+ * The order of the matrices S and P. N >= 0.
81
+ *
82
+ * S (input) COMPLEX array, dimension (LDS,N)
83
+ * The upper triangular matrix S from a generalized Schur
84
+ * factorization, as computed by CHGEQZ.
85
+ *
86
+ * LDS (input) INTEGER
87
+ * The leading dimension of array S. LDS >= max(1,N).
88
+ *
89
+ * P (input) COMPLEX array, dimension (LDP,N)
90
+ * The upper triangular matrix P from a generalized Schur
91
+ * factorization, as computed by CHGEQZ. P must have real
92
+ * diagonal elements.
93
+ *
94
+ * LDP (input) INTEGER
95
+ * The leading dimension of array P. LDP >= max(1,N).
96
+ *
97
+ * VL (input/output) COMPLEX array, dimension (LDVL,MM)
98
+ * On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
99
+ * contain an N-by-N matrix Q (usually the unitary matrix Q
100
+ * of left Schur vectors returned by CHGEQZ).
101
+ * On exit, if SIDE = 'L' or 'B', VL contains:
102
+ * if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P);
103
+ * if HOWMNY = 'B', the matrix Q*Y;
104
+ * if HOWMNY = 'S', the left eigenvectors of (S,P) specified by
105
+ * SELECT, stored consecutively in the columns of
106
+ * VL, in the same order as their eigenvalues.
107
+ * Not referenced if SIDE = 'R'.
108
+ *
109
+ * LDVL (input) INTEGER
110
+ * The leading dimension of array VL. LDVL >= 1, and if
111
+ * SIDE = 'L' or 'l' or 'B' or 'b', LDVL >= N.
112
+ *
113
+ * VR (input/output) COMPLEX array, dimension (LDVR,MM)
114
+ * On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
115
+ * contain an N-by-N matrix Q (usually the unitary matrix Z
116
+ * of right Schur vectors returned by CHGEQZ).
117
+ * On exit, if SIDE = 'R' or 'B', VR contains:
118
+ * if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P);
119
+ * if HOWMNY = 'B', the matrix Z*X;
120
+ * if HOWMNY = 'S', the right eigenvectors of (S,P) specified by
121
+ * SELECT, stored consecutively in the columns of
122
+ * VR, in the same order as their eigenvalues.
123
+ * Not referenced if SIDE = 'L'.
124
+ *
125
+ * LDVR (input) INTEGER
126
+ * The leading dimension of the array VR. LDVR >= 1, and if
127
+ * SIDE = 'R' or 'B', LDVR >= N.
128
+ *
129
+ * MM (input) INTEGER
130
+ * The number of columns in the arrays VL and/or VR. MM >= M.
131
+ *
132
+ * M (output) INTEGER
133
+ * The number of columns in the arrays VL and/or VR actually
134
+ * used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
135
+ * is set to N. Each selected eigenvector occupies one column.
136
+ *
137
+ * WORK (workspace) COMPLEX array, dimension (2*N)
138
+ *
139
+ * RWORK (workspace) REAL array, dimension (2*N)
140
+ *
141
+ * INFO (output) INTEGER
142
+ * = 0: successful exit.
143
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
144
+ *
145
+
146
+ * =====================================================================
147
+ *
148
+
149
+
150
+ </PRE>
151
+ <A HREF="#top">go to the page top</A>
152
+
153
+ <A NAME="ctgex2"></A>
154
+ <H2>ctgex2</H2>
155
+ <PRE>
156
+ USAGE:
157
+ info, a, b, q, z = NumRu::Lapack.ctgex2( wantq, wantz, a, b, q, ldq, z, ldz, j1, [:usage => usage, :help => help])
158
+
159
+
160
+ FORTRAN MANUAL
161
+ SUBROUTINE CTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, INFO )
162
+
163
+ * Purpose
164
+ * =======
165
+ *
166
+ * CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
167
+ * in an upper triangular matrix pair (A, B) by an unitary equivalence
168
+ * transformation.
169
+ *
170
+ * (A, B) must be in generalized Schur canonical form, that is, A and
171
+ * B are both upper triangular.
172
+ *
173
+ * Optionally, the matrices Q and Z of generalized Schur vectors are
174
+ * updated.
175
+ *
176
+ * Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
177
+ * Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
178
+ *
179
+ *
180
+
181
+ * Arguments
182
+ * =========
183
+ *
184
+ * WANTQ (input) LOGICAL
185
+ * .TRUE. : update the left transformation matrix Q;
186
+ * .FALSE.: do not update Q.
187
+ *
188
+ * WANTZ (input) LOGICAL
189
+ * .TRUE. : update the right transformation matrix Z;
190
+ * .FALSE.: do not update Z.
191
+ *
192
+ * N (input) INTEGER
193
+ * The order of the matrices A and B. N >= 0.
194
+ *
195
+ * A (input/output) COMPLEX arrays, dimensions (LDA,N)
196
+ * On entry, the matrix A in the pair (A, B).
197
+ * On exit, the updated matrix A.
198
+ *
199
+ * LDA (input) INTEGER
200
+ * The leading dimension of the array A. LDA >= max(1,N).
201
+ *
202
+ * B (input/output) COMPLEX arrays, dimensions (LDB,N)
203
+ * On entry, the matrix B in the pair (A, B).
204
+ * On exit, the updated matrix B.
205
+ *
206
+ * LDB (input) INTEGER
207
+ * The leading dimension of the array B. LDB >= max(1,N).
208
+ *
209
+ * Q (input/output) COMPLEX array, dimension (LDZ,N)
210
+ * If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit,
211
+ * the updated matrix Q.
212
+ * Not referenced if WANTQ = .FALSE..
213
+ *
214
+ * LDQ (input) INTEGER
215
+ * The leading dimension of the array Q. LDQ >= 1;
216
+ * If WANTQ = .TRUE., LDQ >= N.
217
+ *
218
+ * Z (input/output) COMPLEX array, dimension (LDZ,N)
219
+ * If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit,
220
+ * the updated matrix Z.
221
+ * Not referenced if WANTZ = .FALSE..
222
+ *
223
+ * LDZ (input) INTEGER
224
+ * The leading dimension of the array Z. LDZ >= 1;
225
+ * If WANTZ = .TRUE., LDZ >= N.
226
+ *
227
+ * J1 (input) INTEGER
228
+ * The index to the first block (A11, B11).
229
+ *
230
+ * INFO (output) INTEGER
231
+ * =0: Successful exit.
232
+ * =1: The transformed matrix pair (A, B) would be too far
233
+ * from generalized Schur form; the problem is ill-
234
+ * conditioned.
235
+ *
236
+ *
237
+
238
+ * Further Details
239
+ * ===============
240
+ *
241
+ * Based on contributions by
242
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
243
+ * Umea University, S-901 87 Umea, Sweden.
244
+ *
245
+ * In the current code both weak and strong stability tests are
246
+ * performed. The user can omit the strong stability test by changing
247
+ * the internal logical parameter WANDS to .FALSE.. See ref. [2] for
248
+ * details.
249
+ *
250
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
251
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
252
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
253
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
254
+ *
255
+ * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
256
+ * Eigenvalues of a Regular Matrix Pair (A, B) and Condition
257
+ * Estimation: Theory, Algorithms and Software, Report UMINF-94.04,
258
+ * Department of Computing Science, Umea University, S-901 87 Umea,
259
+ * Sweden, 1994. Also as LAPACK Working Note 87. To appear in
260
+ * Numerical Algorithms, 1996.
261
+ *
262
+ * =====================================================================
263
+ *
264
+
265
+
266
+ </PRE>
267
+ <A HREF="#top">go to the page top</A>
268
+
269
+ <A NAME="ctgexc"></A>
270
+ <H2>ctgexc</H2>
271
+ <PRE>
272
+ USAGE:
273
+ info, a, b, q, z, ilst = NumRu::Lapack.ctgexc( wantq, wantz, a, b, q, ldq, z, ifst, ilst, [:usage => usage, :help => help])
274
+
275
+
276
+ FORTRAN MANUAL
277
+ SUBROUTINE CTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, INFO )
278
+
279
+ * Purpose
280
+ * =======
281
+ *
282
+ * CTGEXC reorders the generalized Schur decomposition of a complex
283
+ * matrix pair (A,B), using an unitary equivalence transformation
284
+ * (A, B) := Q * (A, B) * Z', so that the diagonal block of (A, B) with
285
+ * row index IFST is moved to row ILST.
286
+ *
287
+ * (A, B) must be in generalized Schur canonical form, that is, A and
288
+ * B are both upper triangular.
289
+ *
290
+ * Optionally, the matrices Q and Z of generalized Schur vectors are
291
+ * updated.
292
+ *
293
+ * Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
294
+ * Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
295
+ *
296
+
297
+ * Arguments
298
+ * =========
299
+ *
300
+ * WANTQ (input) LOGICAL
301
+ * .TRUE. : update the left transformation matrix Q;
302
+ * .FALSE.: do not update Q.
303
+ *
304
+ * WANTZ (input) LOGICAL
305
+ * .TRUE. : update the right transformation matrix Z;
306
+ * .FALSE.: do not update Z.
307
+ *
308
+ * N (input) INTEGER
309
+ * The order of the matrices A and B. N >= 0.
310
+ *
311
+ * A (input/output) COMPLEX array, dimension (LDA,N)
312
+ * On entry, the upper triangular matrix A in the pair (A, B).
313
+ * On exit, the updated matrix A.
314
+ *
315
+ * LDA (input) INTEGER
316
+ * The leading dimension of the array A. LDA >= max(1,N).
317
+ *
318
+ * B (input/output) COMPLEX array, dimension (LDB,N)
319
+ * On entry, the upper triangular matrix B in the pair (A, B).
320
+ * On exit, the updated matrix B.
321
+ *
322
+ * LDB (input) INTEGER
323
+ * The leading dimension of the array B. LDB >= max(1,N).
324
+ *
325
+ * Q (input/output) COMPLEX array, dimension (LDZ,N)
326
+ * On entry, if WANTQ = .TRUE., the unitary matrix Q.
327
+ * On exit, the updated matrix Q.
328
+ * If WANTQ = .FALSE., Q is not referenced.
329
+ *
330
+ * LDQ (input) INTEGER
331
+ * The leading dimension of the array Q. LDQ >= 1;
332
+ * If WANTQ = .TRUE., LDQ >= N.
333
+ *
334
+ * Z (input/output) COMPLEX array, dimension (LDZ,N)
335
+ * On entry, if WANTZ = .TRUE., the unitary matrix Z.
336
+ * On exit, the updated matrix Z.
337
+ * If WANTZ = .FALSE., Z is not referenced.
338
+ *
339
+ * LDZ (input) INTEGER
340
+ * The leading dimension of the array Z. LDZ >= 1;
341
+ * If WANTZ = .TRUE., LDZ >= N.
342
+ *
343
+ * IFST (input) INTEGER
344
+ * ILST (input/output) INTEGER
345
+ * Specify the reordering of the diagonal blocks of (A, B).
346
+ * The block with row index IFST is moved to row ILST, by a
347
+ * sequence of swapping between adjacent blocks.
348
+ *
349
+ * INFO (output) INTEGER
350
+ * =0: Successful exit.
351
+ * <0: if INFO = -i, the i-th argument had an illegal value.
352
+ * =1: The transformed matrix pair (A, B) would be too far
353
+ * from generalized Schur form; the problem is ill-
354
+ * conditioned. (A, B) may have been partially reordered,
355
+ * and ILST points to the first row of the current
356
+ * position of the block being moved.
357
+ *
358
+ *
359
+
360
+ * Further Details
361
+ * ===============
362
+ *
363
+ * Based on contributions by
364
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
365
+ * Umea University, S-901 87 Umea, Sweden.
366
+ *
367
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
368
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
369
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
370
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
371
+ *
372
+ * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
373
+ * Eigenvalues of a Regular Matrix Pair (A, B) and Condition
374
+ * Estimation: Theory, Algorithms and Software, Report
375
+ * UMINF - 94.04, Department of Computing Science, Umea University,
376
+ * S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
377
+ * To appear in Numerical Algorithms, 1996.
378
+ *
379
+ * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
380
+ * for Solving the Generalized Sylvester Equation and Estimating the
381
+ * Separation between Regular Matrix Pairs, Report UMINF - 93.23,
382
+ * Department of Computing Science, Umea University, S-901 87 Umea,
383
+ * Sweden, December 1993, Revised April 1994, Also as LAPACK working
384
+ * Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
385
+ * 1996.
386
+ *
387
+ * =====================================================================
388
+ *
389
+ * .. Local Scalars ..
390
+ INTEGER HERE
391
+ * ..
392
+ * .. External Subroutines ..
393
+ EXTERNAL CTGEX2, XERBLA
394
+ * ..
395
+ * .. Intrinsic Functions ..
396
+ INTRINSIC MAX
397
+ * ..
398
+
399
+
400
+ </PRE>
401
+ <A HREF="#top">go to the page top</A>
402
+
403
+ <A NAME="ctgsen"></A>
404
+ <H2>ctgsen</H2>
405
+ <PRE>
406
+ USAGE:
407
+ alpha, beta, m, pl, pr, dif, work, iwork, info, a, b, q, z = NumRu::Lapack.ctgsen( ijob, wantq, wantz, select, a, b, q, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
408
+
409
+
410
+ FORTRAN MANUAL
411
+ SUBROUTINE CTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHA, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
412
+
413
+ * Purpose
414
+ * =======
415
+ *
416
+ * CTGSEN reorders the generalized Schur decomposition of a complex
417
+ * matrix pair (A, B) (in terms of an unitary equivalence trans-
418
+ * formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues
419
+ * appears in the leading diagonal blocks of the pair (A,B). The leading
420
+ * columns of Q and Z form unitary bases of the corresponding left and
421
+ * right eigenspaces (deflating subspaces). (A, B) must be in
422
+ * generalized Schur canonical form, that is, A and B are both upper
423
+ * triangular.
424
+ *
425
+ * CTGSEN also computes the generalized eigenvalues
426
+ *
427
+ * w(j)= ALPHA(j) / BETA(j)
428
+ *
429
+ * of the reordered matrix pair (A, B).
430
+ *
431
+ * Optionally, the routine computes estimates of reciprocal condition
432
+ * numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
433
+ * (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
434
+ * between the matrix pairs (A11, B11) and (A22,B22) that correspond to
435
+ * the selected cluster and the eigenvalues outside the cluster, resp.,
436
+ * and norms of "projections" onto left and right eigenspaces w.r.t.
437
+ * the selected cluster in the (1,1)-block.
438
+ *
439
+ *
440
+
441
+ * Arguments
442
+ * =========
443
+ *
444
+ * IJOB (input) integer
445
+ * Specifies whether condition numbers are required for the
446
+ * cluster of eigenvalues (PL and PR) or the deflating subspaces
447
+ * (Difu and Difl):
448
+ * =0: Only reorder w.r.t. SELECT. No extras.
449
+ * =1: Reciprocal of norms of "projections" onto left and right
450
+ * eigenspaces w.r.t. the selected cluster (PL and PR).
451
+ * =2: Upper bounds on Difu and Difl. F-norm-based estimate
452
+ * (DIF(1:2)).
453
+ * =3: Estimate of Difu and Difl. 1-norm-based estimate
454
+ * (DIF(1:2)).
455
+ * About 5 times as expensive as IJOB = 2.
456
+ * =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
457
+ * version to get it all.
458
+ * =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
459
+ *
460
+ * WANTQ (input) LOGICAL
461
+ * .TRUE. : update the left transformation matrix Q;
462
+ * .FALSE.: do not update Q.
463
+ *
464
+ * WANTZ (input) LOGICAL
465
+ * .TRUE. : update the right transformation matrix Z;
466
+ * .FALSE.: do not update Z.
467
+ *
468
+ * SELECT (input) LOGICAL array, dimension (N)
469
+ * SELECT specifies the eigenvalues in the selected cluster. To
470
+ * select an eigenvalue w(j), SELECT(j) must be set to
471
+ * .TRUE..
472
+ *
473
+ * N (input) INTEGER
474
+ * The order of the matrices A and B. N >= 0.
475
+ *
476
+ * A (input/output) COMPLEX array, dimension(LDA,N)
477
+ * On entry, the upper triangular matrix A, in generalized
478
+ * Schur canonical form.
479
+ * On exit, A is overwritten by the reordered matrix A.
480
+ *
481
+ * LDA (input) INTEGER
482
+ * The leading dimension of the array A. LDA >= max(1,N).
483
+ *
484
+ * B (input/output) COMPLEX array, dimension(LDB,N)
485
+ * On entry, the upper triangular matrix B, in generalized
486
+ * Schur canonical form.
487
+ * On exit, B is overwritten by the reordered matrix B.
488
+ *
489
+ * LDB (input) INTEGER
490
+ * The leading dimension of the array B. LDB >= max(1,N).
491
+ *
492
+ * ALPHA (output) COMPLEX array, dimension (N)
493
+ * BETA (output) COMPLEX array, dimension (N)
494
+ * The diagonal elements of A and B, respectively,
495
+ * when the pair (A,B) has been reduced to generalized Schur
496
+ * form. ALPHA(i)/BETA(i) i=1,...,N are the generalized
497
+ * eigenvalues.
498
+ *
499
+ * Q (input/output) COMPLEX array, dimension (LDQ,N)
500
+ * On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
501
+ * On exit, Q has been postmultiplied by the left unitary
502
+ * transformation matrix which reorder (A, B); The leading M
503
+ * columns of Q form orthonormal bases for the specified pair of
504
+ * left eigenspaces (deflating subspaces).
505
+ * If WANTQ = .FALSE., Q is not referenced.
506
+ *
507
+ * LDQ (input) INTEGER
508
+ * The leading dimension of the array Q. LDQ >= 1.
509
+ * If WANTQ = .TRUE., LDQ >= N.
510
+ *
511
+ * Z (input/output) COMPLEX array, dimension (LDZ,N)
512
+ * On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
513
+ * On exit, Z has been postmultiplied by the left unitary
514
+ * transformation matrix which reorder (A, B); The leading M
515
+ * columns of Z form orthonormal bases for the specified pair of
516
+ * left eigenspaces (deflating subspaces).
517
+ * If WANTZ = .FALSE., Z is not referenced.
518
+ *
519
+ * LDZ (input) INTEGER
520
+ * The leading dimension of the array Z. LDZ >= 1.
521
+ * If WANTZ = .TRUE., LDZ >= N.
522
+ *
523
+ * M (output) INTEGER
524
+ * The dimension of the specified pair of left and right
525
+ * eigenspaces, (deflating subspaces) 0 <= M <= N.
526
+ *
527
+ * PL (output) REAL
528
+ * PR (output) REAL
529
+ * If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
530
+ * reciprocal of the norm of "projections" onto left and right
531
+ * eigenspace with respect to the selected cluster.
532
+ * 0 < PL, PR <= 1.
533
+ * If M = 0 or M = N, PL = PR = 1.
534
+ * If IJOB = 0, 2 or 3 PL, PR are not referenced.
535
+ *
536
+ * DIF (output) REAL array, dimension (2).
537
+ * If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
538
+ * If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
539
+ * Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
540
+ * estimates of Difu and Difl, computed using reversed
541
+ * communication with CLACN2.
542
+ * If M = 0 or N, DIF(1:2) = F-norm([A, B]).
543
+ * If IJOB = 0 or 1, DIF is not referenced.
544
+ *
545
+ * WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
546
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
547
+ *
548
+ * LWORK (input) INTEGER
549
+ * The dimension of the array WORK. LWORK >= 1
550
+ * If IJOB = 1, 2 or 4, LWORK >= 2*M*(N-M)
551
+ * If IJOB = 3 or 5, LWORK >= 4*M*(N-M)
552
+ *
553
+ * If LWORK = -1, then a workspace query is assumed; the routine
554
+ * only calculates the optimal size of the WORK array, returns
555
+ * this value as the first entry of the WORK array, and no error
556
+ * message related to LWORK is issued by XERBLA.
557
+ *
558
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
559
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
560
+ *
561
+ * LIWORK (input) INTEGER
562
+ * The dimension of the array IWORK. LIWORK >= 1.
563
+ * If IJOB = 1, 2 or 4, LIWORK >= N+2;
564
+ * If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M));
565
+ *
566
+ * If LIWORK = -1, then a workspace query is assumed; the
567
+ * routine only calculates the optimal size of the IWORK array,
568
+ * returns this value as the first entry of the IWORK array, and
569
+ * no error message related to LIWORK is issued by XERBLA.
570
+ *
571
+ * INFO (output) INTEGER
572
+ * =0: Successful exit.
573
+ * <0: If INFO = -i, the i-th argument had an illegal value.
574
+ * =1: Reordering of (A, B) failed because the transformed
575
+ * matrix pair (A, B) would be too far from generalized
576
+ * Schur form; the problem is very ill-conditioned.
577
+ * (A, B) may have been partially reordered.
578
+ * If requested, 0 is returned in DIF(*), PL and PR.
579
+ *
580
+ *
581
+
582
+ * Further Details
583
+ * ===============
584
+ *
585
+ * CTGSEN first collects the selected eigenvalues by computing unitary
586
+ * U and W that move them to the top left corner of (A, B). In other
587
+ * words, the selected eigenvalues are the eigenvalues of (A11, B11) in
588
+ *
589
+ * U'*(A, B)*W = (A11 A12) (B11 B12) n1
590
+ * ( 0 A22),( 0 B22) n2
591
+ * n1 n2 n1 n2
592
+ *
593
+ * where N = n1+n2 and U' means the conjugate transpose of U. The first
594
+ * n1 columns of U and W span the specified pair of left and right
595
+ * eigenspaces (deflating subspaces) of (A, B).
596
+ *
597
+ * If (A, B) has been obtained from the generalized real Schur
598
+ * decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
599
+ * reordered generalized Schur form of (C, D) is given by
600
+ *
601
+ * (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
602
+ *
603
+ * and the first n1 columns of Q*U and Z*W span the corresponding
604
+ * deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
605
+ *
606
+ * Note that if the selected eigenvalue is sufficiently ill-conditioned,
607
+ * then its value may differ significantly from its value before
608
+ * reordering.
609
+ *
610
+ * The reciprocal condition numbers of the left and right eigenspaces
611
+ * spanned by the first n1 columns of U and W (or Q*U and Z*W) may
612
+ * be returned in DIF(1:2), corresponding to Difu and Difl, resp.
613
+ *
614
+ * The Difu and Difl are defined as:
615
+ *
616
+ * Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
617
+ * and
618
+ * Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
619
+ *
620
+ * where sigma-min(Zu) is the smallest singular value of the
621
+ * (2*n1*n2)-by-(2*n1*n2) matrix
622
+ *
623
+ * Zu = [ kron(In2, A11) -kron(A22', In1) ]
624
+ * [ kron(In2, B11) -kron(B22', In1) ].
625
+ *
626
+ * Here, Inx is the identity matrix of size nx and A22' is the
627
+ * transpose of A22. kron(X, Y) is the Kronecker product between
628
+ * the matrices X and Y.
629
+ *
630
+ * When DIF(2) is small, small changes in (A, B) can cause large changes
631
+ * in the deflating subspace. An approximate (asymptotic) bound on the
632
+ * maximum angular error in the computed deflating subspaces is
633
+ *
634
+ * EPS * norm((A, B)) / DIF(2),
635
+ *
636
+ * where EPS is the machine precision.
637
+ *
638
+ * The reciprocal norm of the projectors on the left and right
639
+ * eigenspaces associated with (A11, B11) may be returned in PL and PR.
640
+ * They are computed as follows. First we compute L and R so that
641
+ * P*(A, B)*Q is block diagonal, where
642
+ *
643
+ * P = ( I -L ) n1 Q = ( I R ) n1
644
+ * ( 0 I ) n2 and ( 0 I ) n2
645
+ * n1 n2 n1 n2
646
+ *
647
+ * and (L, R) is the solution to the generalized Sylvester equation
648
+ *
649
+ * A11*R - L*A22 = -A12
650
+ * B11*R - L*B22 = -B12
651
+ *
652
+ * Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
653
+ * An approximate (asymptotic) bound on the average absolute error of
654
+ * the selected eigenvalues is
655
+ *
656
+ * EPS * norm((A, B)) / PL.
657
+ *
658
+ * There are also global error bounds which valid for perturbations up
659
+ * to a certain restriction: A lower bound (x) on the smallest
660
+ * F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
661
+ * coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
662
+ * (i.e. (A + E, B + F), is
663
+ *
664
+ * x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
665
+ *
666
+ * An approximate bound on x can be computed from DIF(1:2), PL and PR.
667
+ *
668
+ * If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
669
+ * (L', R') and unperturbed (L, R) left and right deflating subspaces
670
+ * associated with the selected cluster in the (1,1)-blocks can be
671
+ * bounded as
672
+ *
673
+ * max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
674
+ * max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
675
+ *
676
+ * See LAPACK User's Guide section 4.11 or the following references
677
+ * for more information.
678
+ *
679
+ * Note that if the default method for computing the Frobenius-norm-
680
+ * based estimate DIF is not wanted (see CLATDF), then the parameter
681
+ * IDIFJB (see below) should be changed from 3 to 4 (routine CLATDF
682
+ * (IJOB = 2 will be used)). See CTGSYL for more details.
683
+ *
684
+ * Based on contributions by
685
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
686
+ * Umea University, S-901 87 Umea, Sweden.
687
+ *
688
+ * References
689
+ * ==========
690
+ *
691
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
692
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
693
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
694
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
695
+ *
696
+ * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
697
+ * Eigenvalues of a Regular Matrix Pair (A, B) and Condition
698
+ * Estimation: Theory, Algorithms and Software, Report
699
+ * UMINF - 94.04, Department of Computing Science, Umea University,
700
+ * S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
701
+ * To appear in Numerical Algorithms, 1996.
702
+ *
703
+ * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
704
+ * for Solving the Generalized Sylvester Equation and Estimating the
705
+ * Separation between Regular Matrix Pairs, Report UMINF - 93.23,
706
+ * Department of Computing Science, Umea University, S-901 87 Umea,
707
+ * Sweden, December 1993, Revised April 1994, Also as LAPACK working
708
+ * Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
709
+ * 1996.
710
+ *
711
+ * =====================================================================
712
+ *
713
+
714
+
715
+ </PRE>
716
+ <A HREF="#top">go to the page top</A>
717
+
718
+ <A NAME="ctgsja"></A>
719
+ <H2>ctgsja</H2>
720
+ <PRE>
721
+ USAGE:
722
+ alpha, beta, ncycle, info, a, b, u, v, q = NumRu::Lapack.ctgsja( jobu, jobv, jobq, k, l, a, b, tola, tolb, u, v, q, [:usage => usage, :help => help])
723
+
724
+
725
+ FORTRAN MANUAL
726
+ SUBROUTINE CTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO )
727
+
728
+ * Purpose
729
+ * =======
730
+ *
731
+ * CTGSJA computes the generalized singular value decomposition (GSVD)
732
+ * of two complex upper triangular (or trapezoidal) matrices A and B.
733
+ *
734
+ * On entry, it is assumed that matrices A and B have the following
735
+ * forms, which may be obtained by the preprocessing subroutine CGGSVP
736
+ * from a general M-by-N matrix A and P-by-N matrix B:
737
+ *
738
+ * N-K-L K L
739
+ * A = K ( 0 A12 A13 ) if M-K-L >= 0;
740
+ * L ( 0 0 A23 )
741
+ * M-K-L ( 0 0 0 )
742
+ *
743
+ * N-K-L K L
744
+ * A = K ( 0 A12 A13 ) if M-K-L < 0;
745
+ * M-K ( 0 0 A23 )
746
+ *
747
+ * N-K-L K L
748
+ * B = L ( 0 0 B13 )
749
+ * P-L ( 0 0 0 )
750
+ *
751
+ * where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
752
+ * upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
753
+ * otherwise A23 is (M-K)-by-L upper trapezoidal.
754
+ *
755
+ * On exit,
756
+ *
757
+ * U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ),
758
+ *
759
+ * where U, V and Q are unitary matrices, Z' denotes the conjugate
760
+ * transpose of Z, R is a nonsingular upper triangular matrix, and D1
761
+ * and D2 are ``diagonal'' matrices, which are of the following
762
+ * structures:
763
+ *
764
+ * If M-K-L >= 0,
765
+ *
766
+ * K L
767
+ * D1 = K ( I 0 )
768
+ * L ( 0 C )
769
+ * M-K-L ( 0 0 )
770
+ *
771
+ * K L
772
+ * D2 = L ( 0 S )
773
+ * P-L ( 0 0 )
774
+ *
775
+ * N-K-L K L
776
+ * ( 0 R ) = K ( 0 R11 R12 ) K
777
+ * L ( 0 0 R22 ) L
778
+ *
779
+ * where
780
+ *
781
+ * C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
782
+ * S = diag( BETA(K+1), ... , BETA(K+L) ),
783
+ * C**2 + S**2 = I.
784
+ *
785
+ * R is stored in A(1:K+L,N-K-L+1:N) on exit.
786
+ *
787
+ * If M-K-L < 0,
788
+ *
789
+ * K M-K K+L-M
790
+ * D1 = K ( I 0 0 )
791
+ * M-K ( 0 C 0 )
792
+ *
793
+ * K M-K K+L-M
794
+ * D2 = M-K ( 0 S 0 )
795
+ * K+L-M ( 0 0 I )
796
+ * P-L ( 0 0 0 )
797
+ *
798
+ * N-K-L K M-K K+L-M
799
+ * ( 0 R ) = K ( 0 R11 R12 R13 )
800
+ * M-K ( 0 0 R22 R23 )
801
+ * K+L-M ( 0 0 0 R33 )
802
+ *
803
+ * where
804
+ * C = diag( ALPHA(K+1), ... , ALPHA(M) ),
805
+ * S = diag( BETA(K+1), ... , BETA(M) ),
806
+ * C**2 + S**2 = I.
807
+ *
808
+ * R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
809
+ * ( 0 R22 R23 )
810
+ * in B(M-K+1:L,N+M-K-L+1:N) on exit.
811
+ *
812
+ * The computation of the unitary transformation matrices U, V or Q
813
+ * is optional. These matrices may either be formed explicitly, or they
814
+ * may be postmultiplied into input matrices U1, V1, or Q1.
815
+ *
816
+
817
+ * Arguments
818
+ * =========
819
+ *
820
+ * JOBU (input) CHARACTER*1
821
+ * = 'U': U must contain a unitary matrix U1 on entry, and
822
+ * the product U1*U is returned;
823
+ * = 'I': U is initialized to the unit matrix, and the
824
+ * unitary matrix U is returned;
825
+ * = 'N': U is not computed.
826
+ *
827
+ * JOBV (input) CHARACTER*1
828
+ * = 'V': V must contain a unitary matrix V1 on entry, and
829
+ * the product V1*V is returned;
830
+ * = 'I': V is initialized to the unit matrix, and the
831
+ * unitary matrix V is returned;
832
+ * = 'N': V is not computed.
833
+ *
834
+ * JOBQ (input) CHARACTER*1
835
+ * = 'Q': Q must contain a unitary matrix Q1 on entry, and
836
+ * the product Q1*Q is returned;
837
+ * = 'I': Q is initialized to the unit matrix, and the
838
+ * unitary matrix Q is returned;
839
+ * = 'N': Q is not computed.
840
+ *
841
+ * M (input) INTEGER
842
+ * The number of rows of the matrix A. M >= 0.
843
+ *
844
+ * P (input) INTEGER
845
+ * The number of rows of the matrix B. P >= 0.
846
+ *
847
+ * N (input) INTEGER
848
+ * The number of columns of the matrices A and B. N >= 0.
849
+ *
850
+ * K (input) INTEGER
851
+ * L (input) INTEGER
852
+ * K and L specify the subblocks in the input matrices A and B:
853
+ * A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N)
854
+ * of A and B, whose GSVD is going to be computed by CTGSJA.
855
+ * See Further Details.
856
+ *
857
+ * A (input/output) COMPLEX array, dimension (LDA,N)
858
+ * On entry, the M-by-N matrix A.
859
+ * On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
860
+ * matrix R or part of R. See Purpose for details.
861
+ *
862
+ * LDA (input) INTEGER
863
+ * The leading dimension of the array A. LDA >= max(1,M).
864
+ *
865
+ * B (input/output) COMPLEX array, dimension (LDB,N)
866
+ * On entry, the P-by-N matrix B.
867
+ * On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
868
+ * a part of R. See Purpose for details.
869
+ *
870
+ * LDB (input) INTEGER
871
+ * The leading dimension of the array B. LDB >= max(1,P).
872
+ *
873
+ * TOLA (input) REAL
874
+ * TOLB (input) REAL
875
+ * TOLA and TOLB are the convergence criteria for the Jacobi-
876
+ * Kogbetliantz iteration procedure. Generally, they are the
877
+ * same as used in the preprocessing step, say
878
+ * TOLA = MAX(M,N)*norm(A)*MACHEPS,
879
+ * TOLB = MAX(P,N)*norm(B)*MACHEPS.
880
+ *
881
+ * ALPHA (output) REAL array, dimension (N)
882
+ * BETA (output) REAL array, dimension (N)
883
+ * On exit, ALPHA and BETA contain the generalized singular
884
+ * value pairs of A and B;
885
+ * ALPHA(1:K) = 1,
886
+ * BETA(1:K) = 0,
887
+ * and if M-K-L >= 0,
888
+ * ALPHA(K+1:K+L) = diag(C),
889
+ * BETA(K+1:K+L) = diag(S),
890
+ * or if M-K-L < 0,
891
+ * ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
892
+ * BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
893
+ * Furthermore, if K+L < N,
894
+ * ALPHA(K+L+1:N) = 0
895
+ * BETA(K+L+1:N) = 0.
896
+ *
897
+ * U (input/output) COMPLEX array, dimension (LDU,M)
898
+ * On entry, if JOBU = 'U', U must contain a matrix U1 (usually
899
+ * the unitary matrix returned by CGGSVP).
900
+ * On exit,
901
+ * if JOBU = 'I', U contains the unitary matrix U;
902
+ * if JOBU = 'U', U contains the product U1*U.
903
+ * If JOBU = 'N', U is not referenced.
904
+ *
905
+ * LDU (input) INTEGER
906
+ * The leading dimension of the array U. LDU >= max(1,M) if
907
+ * JOBU = 'U'; LDU >= 1 otherwise.
908
+ *
909
+ * V (input/output) COMPLEX array, dimension (LDV,P)
910
+ * On entry, if JOBV = 'V', V must contain a matrix V1 (usually
911
+ * the unitary matrix returned by CGGSVP).
912
+ * On exit,
913
+ * if JOBV = 'I', V contains the unitary matrix V;
914
+ * if JOBV = 'V', V contains the product V1*V.
915
+ * If JOBV = 'N', V is not referenced.
916
+ *
917
+ * LDV (input) INTEGER
918
+ * The leading dimension of the array V. LDV >= max(1,P) if
919
+ * JOBV = 'V'; LDV >= 1 otherwise.
920
+ *
921
+ * Q (input/output) COMPLEX array, dimension (LDQ,N)
922
+ * On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
923
+ * the unitary matrix returned by CGGSVP).
924
+ * On exit,
925
+ * if JOBQ = 'I', Q contains the unitary matrix Q;
926
+ * if JOBQ = 'Q', Q contains the product Q1*Q.
927
+ * If JOBQ = 'N', Q is not referenced.
928
+ *
929
+ * LDQ (input) INTEGER
930
+ * The leading dimension of the array Q. LDQ >= max(1,N) if
931
+ * JOBQ = 'Q'; LDQ >= 1 otherwise.
932
+ *
933
+ * WORK (workspace) COMPLEX array, dimension (2*N)
934
+ *
935
+ * NCYCLE (output) INTEGER
936
+ * The number of cycles required for convergence.
937
+ *
938
+ * INFO (output) INTEGER
939
+ * = 0: successful exit
940
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
941
+ * = 1: the procedure does not converge after MAXIT cycles.
942
+ *
943
+ * Internal Parameters
944
+ * ===================
945
+ *
946
+ * MAXIT INTEGER
947
+ * MAXIT specifies the total loops that the iterative procedure
948
+ * may take. If after MAXIT cycles, the routine fails to
949
+ * converge, we return INFO = 1.
950
+ *
951
+
952
+ * Further Details
953
+ * ===============
954
+ *
955
+ * CTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
956
+ * min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
957
+ * matrix B13 to the form:
958
+ *
959
+ * U1'*A13*Q1 = C1*R1; V1'*B13*Q1 = S1*R1,
960
+ *
961
+ * where U1, V1 and Q1 are unitary matrix, and Z' is the conjugate
962
+ * transpose of Z. C1 and S1 are diagonal matrices satisfying
963
+ *
964
+ * C1**2 + S1**2 = I,
965
+ *
966
+ * and R1 is an L-by-L nonsingular upper triangular matrix.
967
+ *
968
+ * =====================================================================
969
+ *
970
+
971
+
972
+ </PRE>
973
+ <A HREF="#top">go to the page top</A>
974
+
975
+ <A NAME="ctgsna"></A>
976
+ <H2>ctgsna</H2>
977
+ <PRE>
978
+ USAGE:
979
+ s, dif, m, work, info = NumRu::Lapack.ctgsna( job, howmny, select, a, b, vl, vr, [:lwork => lwork, :usage => usage, :help => help])
980
+
981
+
982
+ FORTRAN MANUAL
983
+ SUBROUTINE CTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO )
984
+
985
+ * Purpose
986
+ * =======
987
+ *
988
+ * CTGSNA estimates reciprocal condition numbers for specified
989
+ * eigenvalues and/or eigenvectors of a matrix pair (A, B).
990
+ *
991
+ * (A, B) must be in generalized Schur canonical form, that is, A and
992
+ * B are both upper triangular.
993
+ *
994
+
995
+ * Arguments
996
+ * =========
997
+ *
998
+ * JOB (input) CHARACTER*1
999
+ * Specifies whether condition numbers are required for
1000
+ * eigenvalues (S) or eigenvectors (DIF):
1001
+ * = 'E': for eigenvalues only (S);
1002
+ * = 'V': for eigenvectors only (DIF);
1003
+ * = 'B': for both eigenvalues and eigenvectors (S and DIF).
1004
+ *
1005
+ * HOWMNY (input) CHARACTER*1
1006
+ * = 'A': compute condition numbers for all eigenpairs;
1007
+ * = 'S': compute condition numbers for selected eigenpairs
1008
+ * specified by the array SELECT.
1009
+ *
1010
+ * SELECT (input) LOGICAL array, dimension (N)
1011
+ * If HOWMNY = 'S', SELECT specifies the eigenpairs for which
1012
+ * condition numbers are required. To select condition numbers
1013
+ * for the corresponding j-th eigenvalue and/or eigenvector,
1014
+ * SELECT(j) must be set to .TRUE..
1015
+ * If HOWMNY = 'A', SELECT is not referenced.
1016
+ *
1017
+ * N (input) INTEGER
1018
+ * The order of the square matrix pair (A, B). N >= 0.
1019
+ *
1020
+ * A (input) COMPLEX array, dimension (LDA,N)
1021
+ * The upper triangular matrix A in the pair (A,B).
1022
+ *
1023
+ * LDA (input) INTEGER
1024
+ * The leading dimension of the array A. LDA >= max(1,N).
1025
+ *
1026
+ * B (input) COMPLEX array, dimension (LDB,N)
1027
+ * The upper triangular matrix B in the pair (A, B).
1028
+ *
1029
+ * LDB (input) INTEGER
1030
+ * The leading dimension of the array B. LDB >= max(1,N).
1031
+ *
1032
+ * VL (input) COMPLEX array, dimension (LDVL,M)
1033
+ * IF JOB = 'E' or 'B', VL must contain left eigenvectors of
1034
+ * (A, B), corresponding to the eigenpairs specified by HOWMNY
1035
+ * and SELECT. The eigenvectors must be stored in consecutive
1036
+ * columns of VL, as returned by CTGEVC.
1037
+ * If JOB = 'V', VL is not referenced.
1038
+ *
1039
+ * LDVL (input) INTEGER
1040
+ * The leading dimension of the array VL. LDVL >= 1; and
1041
+ * If JOB = 'E' or 'B', LDVL >= N.
1042
+ *
1043
+ * VR (input) COMPLEX array, dimension (LDVR,M)
1044
+ * IF JOB = 'E' or 'B', VR must contain right eigenvectors of
1045
+ * (A, B), corresponding to the eigenpairs specified by HOWMNY
1046
+ * and SELECT. The eigenvectors must be stored in consecutive
1047
+ * columns of VR, as returned by CTGEVC.
1048
+ * If JOB = 'V', VR is not referenced.
1049
+ *
1050
+ * LDVR (input) INTEGER
1051
+ * The leading dimension of the array VR. LDVR >= 1;
1052
+ * If JOB = 'E' or 'B', LDVR >= N.
1053
+ *
1054
+ * S (output) REAL array, dimension (MM)
1055
+ * If JOB = 'E' or 'B', the reciprocal condition numbers of the
1056
+ * selected eigenvalues, stored in consecutive elements of the
1057
+ * array.
1058
+ * If JOB = 'V', S is not referenced.
1059
+ *
1060
+ * DIF (output) REAL array, dimension (MM)
1061
+ * If JOB = 'V' or 'B', the estimated reciprocal condition
1062
+ * numbers of the selected eigenvectors, stored in consecutive
1063
+ * elements of the array.
1064
+ * If the eigenvalues cannot be reordered to compute DIF(j),
1065
+ * DIF(j) is set to 0; this can only occur when the true value
1066
+ * would be very small anyway.
1067
+ * For each eigenvalue/vector specified by SELECT, DIF stores
1068
+ * a Frobenius norm-based estimate of Difl.
1069
+ * If JOB = 'E', DIF is not referenced.
1070
+ *
1071
+ * MM (input) INTEGER
1072
+ * The number of elements in the arrays S and DIF. MM >= M.
1073
+ *
1074
+ * M (output) INTEGER
1075
+ * The number of elements of the arrays S and DIF used to store
1076
+ * the specified condition numbers; for each selected eigenvalue
1077
+ * one element is used. If HOWMNY = 'A', M is set to N.
1078
+ *
1079
+ * WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
1080
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1081
+ *
1082
+ * LWORK (input) INTEGER
1083
+ * The dimension of the array WORK. LWORK >= max(1,N).
1084
+ * If JOB = 'V' or 'B', LWORK >= max(1,2*N*N).
1085
+ *
1086
+ * IWORK (workspace) INTEGER array, dimension (N+2)
1087
+ * If JOB = 'E', IWORK is not referenced.
1088
+ *
1089
+ * INFO (output) INTEGER
1090
+ * = 0: Successful exit
1091
+ * < 0: If INFO = -i, the i-th argument had an illegal value
1092
+ *
1093
+
1094
+ * Further Details
1095
+ * ===============
1096
+ *
1097
+ * The reciprocal of the condition number of the i-th generalized
1098
+ * eigenvalue w = (a, b) is defined as
1099
+ *
1100
+ * S(I) = (|v'Au|**2 + |v'Bu|**2)**(1/2) / (norm(u)*norm(v))
1101
+ *
1102
+ * where u and v are the right and left eigenvectors of (A, B)
1103
+ * corresponding to w; |z| denotes the absolute value of the complex
1104
+ * number, and norm(u) denotes the 2-norm of the vector u. The pair
1105
+ * (a, b) corresponds to an eigenvalue w = a/b (= v'Au/v'Bu) of the
1106
+ * matrix pair (A, B). If both a and b equal zero, then (A,B) is
1107
+ * singular and S(I) = -1 is returned.
1108
+ *
1109
+ * An approximate error bound on the chordal distance between the i-th
1110
+ * computed generalized eigenvalue w and the corresponding exact
1111
+ * eigenvalue lambda is
1112
+ *
1113
+ * chord(w, lambda) <= EPS * norm(A, B) / S(I),
1114
+ *
1115
+ * where EPS is the machine precision.
1116
+ *
1117
+ * The reciprocal of the condition number of the right eigenvector u
1118
+ * and left eigenvector v corresponding to the generalized eigenvalue w
1119
+ * is defined as follows. Suppose
1120
+ *
1121
+ * (A, B) = ( a * ) ( b * ) 1
1122
+ * ( 0 A22 ),( 0 B22 ) n-1
1123
+ * 1 n-1 1 n-1
1124
+ *
1125
+ * Then the reciprocal condition number DIF(I) is
1126
+ *
1127
+ * Difl[(a, b), (A22, B22)] = sigma-min( Zl )
1128
+ *
1129
+ * where sigma-min(Zl) denotes the smallest singular value of
1130
+ *
1131
+ * Zl = [ kron(a, In-1) -kron(1, A22) ]
1132
+ * [ kron(b, In-1) -kron(1, B22) ].
1133
+ *
1134
+ * Here In-1 is the identity matrix of size n-1 and X' is the conjugate
1135
+ * transpose of X. kron(X, Y) is the Kronecker product between the
1136
+ * matrices X and Y.
1137
+ *
1138
+ * We approximate the smallest singular value of Zl with an upper
1139
+ * bound. This is done by CLATDF.
1140
+ *
1141
+ * An approximate error bound for a computed eigenvector VL(i) or
1142
+ * VR(i) is given by
1143
+ *
1144
+ * EPS * norm(A, B) / DIF(i).
1145
+ *
1146
+ * See ref. [2-3] for more details and further references.
1147
+ *
1148
+ * Based on contributions by
1149
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
1150
+ * Umea University, S-901 87 Umea, Sweden.
1151
+ *
1152
+ * References
1153
+ * ==========
1154
+ *
1155
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
1156
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
1157
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
1158
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
1159
+ *
1160
+ * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
1161
+ * Eigenvalues of a Regular Matrix Pair (A, B) and Condition
1162
+ * Estimation: Theory, Algorithms and Software, Report
1163
+ * UMINF - 94.04, Department of Computing Science, Umea University,
1164
+ * S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
1165
+ * To appear in Numerical Algorithms, 1996.
1166
+ *
1167
+ * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
1168
+ * for Solving the Generalized Sylvester Equation and Estimating the
1169
+ * Separation between Regular Matrix Pairs, Report UMINF - 93.23,
1170
+ * Department of Computing Science, Umea University, S-901 87 Umea,
1171
+ * Sweden, December 1993, Revised April 1994, Also as LAPACK Working
1172
+ * Note 75.
1173
+ * To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996.
1174
+ *
1175
+ * =====================================================================
1176
+ *
1177
+
1178
+
1179
+ </PRE>
1180
+ <A HREF="#top">go to the page top</A>
1181
+
1182
+ <A NAME="ctgsy2"></A>
1183
+ <H2>ctgsy2</H2>
1184
+ <PRE>
1185
+ USAGE:
1186
+ scale, info, c, f, rdsum, rdscal = NumRu::Lapack.ctgsy2( trans, ijob, a, b, c, d, e, f, rdsum, rdscal, [:usage => usage, :help => help])
1187
+
1188
+
1189
+ FORTRAN MANUAL
1190
+ SUBROUTINE CTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, INFO )
1191
+
1192
+ * Purpose
1193
+ * =======
1194
+ *
1195
+ * CTGSY2 solves the generalized Sylvester equation
1196
+ *
1197
+ * A * R - L * B = scale * C (1)
1198
+ * D * R - L * E = scale * F
1199
+ *
1200
+ * using Level 1 and 2 BLAS, where R and L are unknown M-by-N matrices,
1201
+ * (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
1202
+ * N-by-N and M-by-N, respectively. A, B, D and E are upper triangular
1203
+ * (i.e., (A,D) and (B,E) in generalized Schur form).
1204
+ *
1205
+ * The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
1206
+ * scaling factor chosen to avoid overflow.
1207
+ *
1208
+ * In matrix notation solving equation (1) corresponds to solve
1209
+ * Zx = scale * b, where Z is defined as
1210
+ *
1211
+ * Z = [ kron(In, A) -kron(B', Im) ] (2)
1212
+ * [ kron(In, D) -kron(E', Im) ],
1213
+ *
1214
+ * Ik is the identity matrix of size k and X' is the transpose of X.
1215
+ * kron(X, Y) is the Kronecker product between the matrices X and Y.
1216
+ *
1217
+ * If TRANS = 'C', y in the conjugate transposed system Z'y = scale*b
1218
+ * is solved for, which is equivalent to solve for R and L in
1219
+ *
1220
+ * A' * R + D' * L = scale * C (3)
1221
+ * R * B' + L * E' = scale * -F
1222
+ *
1223
+ * This case is used to compute an estimate of Dif[(A, D), (B, E)] =
1224
+ * = sigma_min(Z) using reverse communicaton with CLACON.
1225
+ *
1226
+ * CTGSY2 also (IJOB >= 1) contributes to the computation in CTGSYL
1227
+ * of an upper bound on the separation between to matrix pairs. Then
1228
+ * the input (A, D), (B, E) are sub-pencils of two matrix pairs in
1229
+ * CTGSYL.
1230
+ *
1231
+
1232
+ * Arguments
1233
+ * =========
1234
+ *
1235
+ * TRANS (input) CHARACTER*1
1236
+ * = 'N', solve the generalized Sylvester equation (1).
1237
+ * = 'T': solve the 'transposed' system (3).
1238
+ *
1239
+ * IJOB (input) INTEGER
1240
+ * Specifies what kind of functionality to be performed.
1241
+ * =0: solve (1) only.
1242
+ * =1: A contribution from this subsystem to a Frobenius
1243
+ * norm-based estimate of the separation between two matrix
1244
+ * pairs is computed. (look ahead strategy is used).
1245
+ * =2: A contribution from this subsystem to a Frobenius
1246
+ * norm-based estimate of the separation between two matrix
1247
+ * pairs is computed. (SGECON on sub-systems is used.)
1248
+ * Not referenced if TRANS = 'T'.
1249
+ *
1250
+ * M (input) INTEGER
1251
+ * On entry, M specifies the order of A and D, and the row
1252
+ * dimension of C, F, R and L.
1253
+ *
1254
+ * N (input) INTEGER
1255
+ * On entry, N specifies the order of B and E, and the column
1256
+ * dimension of C, F, R and L.
1257
+ *
1258
+ * A (input) COMPLEX array, dimension (LDA, M)
1259
+ * On entry, A contains an upper triangular matrix.
1260
+ *
1261
+ * LDA (input) INTEGER
1262
+ * The leading dimension of the matrix A. LDA >= max(1, M).
1263
+ *
1264
+ * B (input) COMPLEX array, dimension (LDB, N)
1265
+ * On entry, B contains an upper triangular matrix.
1266
+ *
1267
+ * LDB (input) INTEGER
1268
+ * The leading dimension of the matrix B. LDB >= max(1, N).
1269
+ *
1270
+ * C (input/output) COMPLEX array, dimension (LDC, N)
1271
+ * On entry, C contains the right-hand-side of the first matrix
1272
+ * equation in (1).
1273
+ * On exit, if IJOB = 0, C has been overwritten by the solution
1274
+ * R.
1275
+ *
1276
+ * LDC (input) INTEGER
1277
+ * The leading dimension of the matrix C. LDC >= max(1, M).
1278
+ *
1279
+ * D (input) COMPLEX array, dimension (LDD, M)
1280
+ * On entry, D contains an upper triangular matrix.
1281
+ *
1282
+ * LDD (input) INTEGER
1283
+ * The leading dimension of the matrix D. LDD >= max(1, M).
1284
+ *
1285
+ * E (input) COMPLEX array, dimension (LDE, N)
1286
+ * On entry, E contains an upper triangular matrix.
1287
+ *
1288
+ * LDE (input) INTEGER
1289
+ * The leading dimension of the matrix E. LDE >= max(1, N).
1290
+ *
1291
+ * F (input/output) COMPLEX array, dimension (LDF, N)
1292
+ * On entry, F contains the right-hand-side of the second matrix
1293
+ * equation in (1).
1294
+ * On exit, if IJOB = 0, F has been overwritten by the solution
1295
+ * L.
1296
+ *
1297
+ * LDF (input) INTEGER
1298
+ * The leading dimension of the matrix F. LDF >= max(1, M).
1299
+ *
1300
+ * SCALE (output) REAL
1301
+ * On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
1302
+ * R and L (C and F on entry) will hold the solutions to a
1303
+ * slightly perturbed system but the input matrices A, B, D and
1304
+ * E have not been changed. If SCALE = 0, R and L will hold the
1305
+ * solutions to the homogeneous system with C = F = 0.
1306
+ * Normally, SCALE = 1.
1307
+ *
1308
+ * RDSUM (input/output) REAL
1309
+ * On entry, the sum of squares of computed contributions to
1310
+ * the Dif-estimate under computation by CTGSYL, where the
1311
+ * scaling factor RDSCAL (see below) has been factored out.
1312
+ * On exit, the corresponding sum of squares updated with the
1313
+ * contributions from the current sub-system.
1314
+ * If TRANS = 'T' RDSUM is not touched.
1315
+ * NOTE: RDSUM only makes sense when CTGSY2 is called by
1316
+ * CTGSYL.
1317
+ *
1318
+ * RDSCAL (input/output) REAL
1319
+ * On entry, scaling factor used to prevent overflow in RDSUM.
1320
+ * On exit, RDSCAL is updated w.r.t. the current contributions
1321
+ * in RDSUM.
1322
+ * If TRANS = 'T', RDSCAL is not touched.
1323
+ * NOTE: RDSCAL only makes sense when CTGSY2 is called by
1324
+ * CTGSYL.
1325
+ *
1326
+ * INFO (output) INTEGER
1327
+ * On exit, if INFO is set to
1328
+ * =0: Successful exit
1329
+ * <0: If INFO = -i, input argument number i is illegal.
1330
+ * >0: The matrix pairs (A, D) and (B, E) have common or very
1331
+ * close eigenvalues.
1332
+ *
1333
+
1334
+ * Further Details
1335
+ * ===============
1336
+ *
1337
+ * Based on contributions by
1338
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
1339
+ * Umea University, S-901 87 Umea, Sweden.
1340
+ *
1341
+ * =====================================================================
1342
+ *
1343
+
1344
+
1345
+ </PRE>
1346
+ <A HREF="#top">go to the page top</A>
1347
+
1348
+ <A NAME="ctgsyl"></A>
1349
+ <H2>ctgsyl</H2>
1350
+ <PRE>
1351
+ USAGE:
1352
+ scale, dif, work, info, c, f = NumRu::Lapack.ctgsyl( trans, ijob, a, b, c, d, e, f, [:lwork => lwork, :usage => usage, :help => help])
1353
+
1354
+
1355
+ FORTRAN MANUAL
1356
+ SUBROUTINE CTGSYL( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO )
1357
+
1358
+ * Purpose
1359
+ * =======
1360
+ *
1361
+ * CTGSYL solves the generalized Sylvester equation:
1362
+ *
1363
+ * A * R - L * B = scale * C (1)
1364
+ * D * R - L * E = scale * F
1365
+ *
1366
+ * where R and L are unknown m-by-n matrices, (A, D), (B, E) and
1367
+ * (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
1368
+ * respectively, with complex entries. A, B, D and E are upper
1369
+ * triangular (i.e., (A,D) and (B,E) in generalized Schur form).
1370
+ *
1371
+ * The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1
1372
+ * is an output scaling factor chosen to avoid overflow.
1373
+ *
1374
+ * In matrix notation (1) is equivalent to solve Zx = scale*b, where Z
1375
+ * is defined as
1376
+ *
1377
+ * Z = [ kron(In, A) -kron(B', Im) ] (2)
1378
+ * [ kron(In, D) -kron(E', Im) ],
1379
+ *
1380
+ * Here Ix is the identity matrix of size x and X' is the conjugate
1381
+ * transpose of X. Kron(X, Y) is the Kronecker product between the
1382
+ * matrices X and Y.
1383
+ *
1384
+ * If TRANS = 'C', y in the conjugate transposed system Z'*y = scale*b
1385
+ * is solved for, which is equivalent to solve for R and L in
1386
+ *
1387
+ * A' * R + D' * L = scale * C (3)
1388
+ * R * B' + L * E' = scale * -F
1389
+ *
1390
+ * This case (TRANS = 'C') is used to compute an one-norm-based estimate
1391
+ * of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
1392
+ * and (B,E), using CLACON.
1393
+ *
1394
+ * If IJOB >= 1, CTGSYL computes a Frobenius norm-based estimate of
1395
+ * Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
1396
+ * reciprocal of the smallest singular value of Z.
1397
+ *
1398
+ * This is a level-3 BLAS algorithm.
1399
+ *
1400
+
1401
+ * Arguments
1402
+ * =========
1403
+ *
1404
+ * TRANS (input) CHARACTER*1
1405
+ * = 'N': solve the generalized sylvester equation (1).
1406
+ * = 'C': solve the "conjugate transposed" system (3).
1407
+ *
1408
+ * IJOB (input) INTEGER
1409
+ * Specifies what kind of functionality to be performed.
1410
+ * =0: solve (1) only.
1411
+ * =1: The functionality of 0 and 3.
1412
+ * =2: The functionality of 0 and 4.
1413
+ * =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
1414
+ * (look ahead strategy is used).
1415
+ * =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
1416
+ * (CGECON on sub-systems is used).
1417
+ * Not referenced if TRANS = 'C'.
1418
+ *
1419
+ * M (input) INTEGER
1420
+ * The order of the matrices A and D, and the row dimension of
1421
+ * the matrices C, F, R and L.
1422
+ *
1423
+ * N (input) INTEGER
1424
+ * The order of the matrices B and E, and the column dimension
1425
+ * of the matrices C, F, R and L.
1426
+ *
1427
+ * A (input) COMPLEX array, dimension (LDA, M)
1428
+ * The upper triangular matrix A.
1429
+ *
1430
+ * LDA (input) INTEGER
1431
+ * The leading dimension of the array A. LDA >= max(1, M).
1432
+ *
1433
+ * B (input) COMPLEX array, dimension (LDB, N)
1434
+ * The upper triangular matrix B.
1435
+ *
1436
+ * LDB (input) INTEGER
1437
+ * The leading dimension of the array B. LDB >= max(1, N).
1438
+ *
1439
+ * C (input/output) COMPLEX array, dimension (LDC, N)
1440
+ * On entry, C contains the right-hand-side of the first matrix
1441
+ * equation in (1) or (3).
1442
+ * On exit, if IJOB = 0, 1 or 2, C has been overwritten by
1443
+ * the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
1444
+ * the solution achieved during the computation of the
1445
+ * Dif-estimate.
1446
+ *
1447
+ * LDC (input) INTEGER
1448
+ * The leading dimension of the array C. LDC >= max(1, M).
1449
+ *
1450
+ * D (input) COMPLEX array, dimension (LDD, M)
1451
+ * The upper triangular matrix D.
1452
+ *
1453
+ * LDD (input) INTEGER
1454
+ * The leading dimension of the array D. LDD >= max(1, M).
1455
+ *
1456
+ * E (input) COMPLEX array, dimension (LDE, N)
1457
+ * The upper triangular matrix E.
1458
+ *
1459
+ * LDE (input) INTEGER
1460
+ * The leading dimension of the array E. LDE >= max(1, N).
1461
+ *
1462
+ * F (input/output) COMPLEX array, dimension (LDF, N)
1463
+ * On entry, F contains the right-hand-side of the second matrix
1464
+ * equation in (1) or (3).
1465
+ * On exit, if IJOB = 0, 1 or 2, F has been overwritten by
1466
+ * the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
1467
+ * the solution achieved during the computation of the
1468
+ * Dif-estimate.
1469
+ *
1470
+ * LDF (input) INTEGER
1471
+ * The leading dimension of the array F. LDF >= max(1, M).
1472
+ *
1473
+ * DIF (output) REAL
1474
+ * On exit DIF is the reciprocal of a lower bound of the
1475
+ * reciprocal of the Dif-function, i.e. DIF is an upper bound of
1476
+ * Dif[(A,D), (B,E)] = sigma-min(Z), where Z as in (2).
1477
+ * IF IJOB = 0 or TRANS = 'C', DIF is not referenced.
1478
+ *
1479
+ * SCALE (output) REAL
1480
+ * On exit SCALE is the scaling factor in (1) or (3).
1481
+ * If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
1482
+ * to a slightly perturbed system but the input matrices A, B,
1483
+ * D and E have not been changed. If SCALE = 0, R and L will
1484
+ * hold the solutions to the homogenious system with C = F = 0.
1485
+ *
1486
+ * WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
1487
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1488
+ *
1489
+ * LWORK (input) INTEGER
1490
+ * The dimension of the array WORK. LWORK > = 1.
1491
+ * If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
1492
+ *
1493
+ * If LWORK = -1, then a workspace query is assumed; the routine
1494
+ * only calculates the optimal size of the WORK array, returns
1495
+ * this value as the first entry of the WORK array, and no error
1496
+ * message related to LWORK is issued by XERBLA.
1497
+ *
1498
+ * IWORK (workspace) INTEGER array, dimension (M+N+2)
1499
+ *
1500
+ * INFO (output) INTEGER
1501
+ * =0: successful exit
1502
+ * <0: If INFO = -i, the i-th argument had an illegal value.
1503
+ * >0: (A, D) and (B, E) have common or very close
1504
+ * eigenvalues.
1505
+ *
1506
+
1507
+ * Further Details
1508
+ * ===============
1509
+ *
1510
+ * Based on contributions by
1511
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
1512
+ * Umea University, S-901 87 Umea, Sweden.
1513
+ *
1514
+ * [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
1515
+ * for Solving the Generalized Sylvester Equation and Estimating the
1516
+ * Separation between Regular Matrix Pairs, Report UMINF - 93.23,
1517
+ * Department of Computing Science, Umea University, S-901 87 Umea,
1518
+ * Sweden, December 1993, Revised April 1994, Also as LAPACK Working
1519
+ * Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
1520
+ * No 1, 1996.
1521
+ *
1522
+ * [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
1523
+ * Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
1524
+ * Appl., 15(4):1045-1060, 1994.
1525
+ *
1526
+ * [3] B. Kagstrom and L. Westin, Generalized Schur Methods with
1527
+ * Condition Estimators for Solving the Generalized Sylvester
1528
+ * Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
1529
+ * July 1989, pp 745-751.
1530
+ *
1531
+ * =====================================================================
1532
+ * Replaced various illegal calls to CCOPY by calls to CLASET.
1533
+ * Sven Hammarling, 1/5/02.
1534
+ *
1535
+
1536
+
1537
+ </PRE>
1538
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