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.
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
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  416. data/dev/defs/dgeequ +107 -0
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  3328. data/ext/zsysvx.c +179 -0
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  3338. data/ext/ztbcon.c +82 -0
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  3340. data/ext/ztbtrs.c +99 -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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  3415. data/tests/lin/ge/test_gesv.rb +43 -0
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  3418. data/tests/test_all.rb +7 -0
  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>
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+ <LI><A HREF="#ctbrfs">ctbrfs</A></LI>
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+ <LI><A HREF="#ctbtrs">ctbtrs</A></LI>
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+ </UL>
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+
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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