ruby-lapack 1.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
- data/dev/defs/cgbtrf +109 -0
- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
- data/dev/defs/cgebrd +178 -0
- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
- data/dev/defs/cgeequb +114 -0
- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
- data/dev/defs/cgeev +154 -0
- data/dev/defs/cgeevx +263 -0
- data/dev/defs/cgegs +204 -0
- data/dev/defs/cgegv +261 -0
- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
- data/dev/defs/cgelqf +113 -0
- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
- data/dev/defs/cgeqrf +114 -0
- data/dev/defs/cgeqrfp +114 -0
- data/dev/defs/cgerfs +164 -0
- data/dev/defs/cgerfsx +394 -0
- data/dev/defs/cgerq2 +91 -0
- data/dev/defs/cgerqf +116 -0
- data/dev/defs/cgesc2 +87 -0
- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
- data/dev/defs/cgesvx +333 -0
- data/dev/defs/cgesvxx +519 -0
- data/dev/defs/cgetc2 +82 -0
- data/dev/defs/cgetf2 +76 -0
- data/dev/defs/cgetrf +76 -0
- data/dev/defs/cgetri +86 -0
- data/dev/defs/cgetrs +91 -0
- data/dev/defs/cggbak +119 -0
- data/dev/defs/cggbal +144 -0
- data/dev/defs/cgges +247 -0
- data/dev/defs/cggesx +311 -0
- data/dev/defs/cggev +197 -0
- data/dev/defs/cggevx +353 -0
- data/dev/defs/cggglm +160 -0
- data/dev/defs/cgghrd +171 -0
- data/dev/defs/cgglse +157 -0
- data/dev/defs/cggqrf +195 -0
- data/dev/defs/cggrqf +194 -0
- data/dev/defs/cggsvd +324 -0
- data/dev/defs/cggsvp +240 -0
- data/dev/defs/cgtcon +112 -0
- data/dev/defs/cgtrfs +193 -0
- data/dev/defs/cgtsv +97 -0
- data/dev/defs/cgtsvx +275 -0
- data/dev/defs/cgttrf +97 -0
- data/dev/defs/cgttrs +119 -0
- data/dev/defs/cgtts2 +108 -0
- data/dev/defs/chbev +124 -0
- data/dev/defs/chbevd +194 -0
- data/dev/defs/chbevx +234 -0
- data/dev/defs/chbgst +137 -0
- data/dev/defs/chbgv +163 -0
- data/dev/defs/chbgvd +231 -0
- data/dev/defs/chbgvx +265 -0
- data/dev/defs/chbtrd +132 -0
- data/dev/defs/checon +91 -0
- data/dev/defs/cheequb +87 -0
- data/dev/defs/cheev +111 -0
- data/dev/defs/cheevd +178 -0
- data/dev/defs/cheevr +325 -0
- data/dev/defs/cheevx +225 -0
- data/dev/defs/chegs2 +96 -0
- data/dev/defs/chegst +96 -0
- data/dev/defs/chegv +155 -0
- data/dev/defs/chegvd +222 -0
- data/dev/defs/chegvx +270 -0
- data/dev/defs/cherfs +170 -0
- data/dev/defs/cherfsx +380 -0
- data/dev/defs/chesv +147 -0
- data/dev/defs/chesvx +261 -0
- data/dev/defs/chesvxx +481 -0
- data/dev/defs/chetd2 +143 -0
- data/dev/defs/chetf2 +141 -0
- data/dev/defs/chetrd +162 -0
- data/dev/defs/chetrf +151 -0
- data/dev/defs/chetri +83 -0
- data/dev/defs/chetrs +90 -0
- data/dev/defs/chetrs2 +97 -0
- data/dev/defs/chfrk +138 -0
- data/dev/defs/chgeqz +258 -0
- data/dev/defs/chla_transtype +32 -0
- data/dev/defs/chpcon +85 -0
- data/dev/defs/chpev +110 -0
- data/dev/defs/chpevd +179 -0
- data/dev/defs/chpevx +204 -0
- data/dev/defs/chpgst +80 -0
- data/dev/defs/chpgv +145 -0
- data/dev/defs/chpgvd +221 -0
- data/dev/defs/chpgvx +247 -0
- data/dev/defs/chprfs +156 -0
- data/dev/defs/chpsv +134 -0
- data/dev/defs/chpsvx +248 -0
- data/dev/defs/chptrd +118 -0
- data/dev/defs/chptrf +120 -0
- data/dev/defs/chptri +77 -0
- data/dev/defs/chptrs +84 -0
- data/dev/defs/chsein +217 -0
- data/dev/defs/chseqr +263 -0
- data/dev/defs/cla_gbamv +154 -0
- data/dev/defs/cla_gbrcond_c +146 -0
- data/dev/defs/cla_gbrcond_x +140 -0
- data/dev/defs/cla_gbrfsx_extended +391 -0
- data/dev/defs/cla_gbrpvgrw +94 -0
- data/dev/defs/cla_geamv +142 -0
- data/dev/defs/cla_gercond_c +128 -0
- data/dev/defs/cla_gercond_x +122 -0
- data/dev/defs/cla_gerfsx_extended +376 -0
- data/dev/defs/cla_heamv +142 -0
- data/dev/defs/cla_hercond_c +125 -0
- data/dev/defs/cla_hercond_x +119 -0
- data/dev/defs/cla_herfsx_extended +375 -0
- data/dev/defs/cla_herpvgrw +105 -0
- data/dev/defs/cla_lin_berr +79 -0
- data/dev/defs/cla_porcond_c +116 -0
- data/dev/defs/cla_porcond_x +110 -0
- data/dev/defs/cla_porfsx_extended +366 -0
- data/dev/defs/cla_porpvgrw +85 -0
- data/dev/defs/cla_rpvgrw +76 -0
- data/dev/defs/cla_syamv +142 -0
- data/dev/defs/cla_syrcond_c +125 -0
- data/dev/defs/cla_syrcond_x +119 -0
- data/dev/defs/cla_syrfsx_extended +375 -0
- data/dev/defs/cla_syrpvgrw +105 -0
- data/dev/defs/cla_wwaddw +53 -0
- data/dev/defs/clabrd +187 -0
- data/dev/defs/clacgv +44 -0
- data/dev/defs/clacn2 +91 -0
- data/dev/defs/clacon +75 -0
- data/dev/defs/clacp2 +78 -0
- data/dev/defs/clacpy +78 -0
- data/dev/defs/clacrm +88 -0
- data/dev/defs/clacrt +73 -0
- data/dev/defs/cladiv +37 -0
- data/dev/defs/claed0 +121 -0
- data/dev/defs/claed7 +237 -0
- data/dev/defs/claed8 +211 -0
- data/dev/defs/claein +117 -0
- data/dev/defs/claesy +81 -0
- data/dev/defs/claev2 +83 -0
- data/dev/defs/clag2z +73 -0
- data/dev/defs/clags2 +116 -0
- data/dev/defs/clagtm +115 -0
- data/dev/defs/clahef +127 -0
- data/dev/defs/clahqr +159 -0
- data/dev/defs/clahr2 +153 -0
- data/dev/defs/clahrd +141 -0
- data/dev/defs/claic1 +101 -0
- data/dev/defs/clals0 +251 -0
- data/dev/defs/clalsa +267 -0
- data/dev/defs/clalsd +160 -0
- data/dev/defs/clangb +92 -0
- data/dev/defs/clange +84 -0
- data/dev/defs/clangt +77 -0
- data/dev/defs/clanhb +99 -0
- data/dev/defs/clanhe +93 -0
- data/dev/defs/clanhf +211 -0
- data/dev/defs/clanhp +85 -0
- data/dev/defs/clanhs +78 -0
- data/dev/defs/clanht +69 -0
- data/dev/defs/clansb +97 -0
- data/dev/defs/clansp +83 -0
- data/dev/defs/clansy +92 -0
- data/dev/defs/clantb +108 -0
- data/dev/defs/clantp +93 -0
- data/dev/defs/clantr +109 -0
- data/dev/defs/clapll +67 -0
- data/dev/defs/clapmr +73 -0
- data/dev/defs/clapmt +73 -0
- data/dev/defs/claqgb +124 -0
- data/dev/defs/claqge +107 -0
- data/dev/defs/claqhb +105 -0
- data/dev/defs/claqhe +98 -0
- data/dev/defs/claqhp +89 -0
- data/dev/defs/claqp2 +115 -0
- data/dev/defs/claqps +146 -0
- data/dev/defs/claqr0 +203 -0
- data/dev/defs/claqr1 +66 -0
- data/dev/defs/claqr2 +243 -0
- data/dev/defs/claqr3 +238 -0
- data/dev/defs/claqr4 +203 -0
- data/dev/defs/claqr5 +221 -0
- data/dev/defs/claqsb +105 -0
- data/dev/defs/claqsp +89 -0
- data/dev/defs/claqsy +98 -0
- data/dev/defs/clar1v +199 -0
- data/dev/defs/clar2v +88 -0
- data/dev/defs/clarcm +88 -0
- data/dev/defs/clarf +97 -0
- data/dev/defs/clarfb +139 -0
- data/dev/defs/clarfg +71 -0
- data/dev/defs/clarfgp +69 -0
- data/dev/defs/clarft +133 -0
- data/dev/defs/clarfx +88 -0
- data/dev/defs/clargv +88 -0
- data/dev/defs/clarnv +63 -0
- data/dev/defs/clarrv +259 -0
- data/dev/defs/clarscl2 +61 -0
- data/dev/defs/clartg +66 -0
- data/dev/defs/clartv +82 -0
- data/dev/defs/clarz +111 -0
- data/dev/defs/clarzb +150 -0
- data/dev/defs/clarzt +151 -0
- data/dev/defs/clascl +102 -0
- data/dev/defs/clascl2 +61 -0
- data/dev/defs/claset +77 -0
- data/dev/defs/clasr +169 -0
- data/dev/defs/classq +71 -0
- data/dev/defs/claswp +81 -0
- data/dev/defs/clasyf +127 -0
- data/dev/defs/clatbs +206 -0
- data/dev/defs/clatdf +133 -0
- data/dev/defs/clatps +193 -0
- data/dev/defs/clatrd +168 -0
- data/dev/defs/clatrs +202 -0
- data/dev/defs/clatrz +106 -0
- data/dev/defs/clatzm +124 -0
- data/dev/defs/clauu2 +68 -0
- data/dev/defs/clauum +68 -0
- data/dev/defs/cpbcon +99 -0
- data/dev/defs/cpbequ +96 -0
- data/dev/defs/cpbrfs +166 -0
- data/dev/defs/cpbstf +116 -0
- data/dev/defs/cpbsv +136 -0
- data/dev/defs/cpbsvx +314 -0
- data/dev/defs/cpbtf2 +105 -0
- data/dev/defs/cpbtrf +103 -0
- data/dev/defs/cpbtrs +98 -0
- data/dev/defs/cpftrf +183 -0
- data/dev/defs/cpftri +175 -0
- data/dev/defs/cpftrs +185 -0
- data/dev/defs/cpocon +87 -0
- data/dev/defs/cpoequ +80 -0
- data/dev/defs/cpoequb +80 -0
- data/dev/defs/cporfs +160 -0
- data/dev/defs/cporfsx +371 -0
- data/dev/defs/cposv +105 -0
- data/dev/defs/cposvx +281 -0
- data/dev/defs/cposvxx +471 -0
- data/dev/defs/cpotf2 +75 -0
- data/dev/defs/cpotrf +73 -0
- data/dev/defs/cpotri +67 -0
- data/dev/defs/cpotrs +79 -0
- data/dev/defs/cppcon +85 -0
- data/dev/defs/cppequ +82 -0
- data/dev/defs/cpprfs +146 -0
- data/dev/defs/cppsv +115 -0
- data/dev/defs/cppsvx +283 -0
- data/dev/defs/cpptrf +81 -0
- data/dev/defs/cpptri +58 -0
- data/dev/defs/cpptrs +84 -0
- data/dev/defs/cpstf2 +108 -0
- data/dev/defs/cpstrf +108 -0
- data/dev/defs/cptcon +84 -0
- data/dev/defs/cpteqr +116 -0
- data/dev/defs/cptrfs +161 -0
- data/dev/defs/cptsv +89 -0
- data/dev/defs/cptsvx +210 -0
- data/dev/defs/cpttrf +59 -0
- data/dev/defs/cpttrs +98 -0
- data/dev/defs/cptts2 +89 -0
- data/dev/defs/crot +72 -0
- data/dev/defs/cspcon +85 -0
- data/dev/defs/cspmv +121 -0
- data/dev/defs/cspr +98 -0
- data/dev/defs/csprfs +156 -0
- data/dev/defs/cspsv +134 -0
- data/dev/defs/cspsvx +248 -0
- data/dev/defs/csptrf +121 -0
- data/dev/defs/csptri +77 -0
- data/dev/defs/csptrs +84 -0
- data/dev/defs/csrscl +49 -0
- data/dev/defs/cstedc +191 -0
- data/dev/defs/cstegr +233 -0
- data/dev/defs/cstein +159 -0
- data/dev/defs/cstemr +302 -0
- data/dev/defs/csteqr +103 -0
- data/dev/defs/csycon +91 -0
- data/dev/defs/csyconv +90 -0
- data/dev/defs/csyequb +104 -0
- data/dev/defs/csymv +126 -0
- data/dev/defs/csyr +102 -0
- data/dev/defs/csyrfs +170 -0
- data/dev/defs/csyrfsx +380 -0
- data/dev/defs/csysv +149 -0
- data/dev/defs/csysvx +261 -0
- data/dev/defs/csysvxx +485 -0
- data/dev/defs/csyswapr +70 -0
- data/dev/defs/csytf2 +140 -0
- data/dev/defs/csytrf +156 -0
- data/dev/defs/csytri +83 -0
- data/dev/defs/csytri2 +110 -0
- data/dev/defs/csytri2x +90 -0
- data/dev/defs/csytrs +90 -0
- data/dev/defs/csytrs2 +97 -0
- data/dev/defs/ctbcon +109 -0
- data/dev/defs/ctbrfs +164 -0
- data/dev/defs/ctbtrs +113 -0
- data/dev/defs/ctfsm +259 -0
- data/dev/defs/ctftri +183 -0
- data/dev/defs/ctfttp +172 -0
- data/dev/defs/ctfttr +182 -0
- data/dev/defs/ctgevc +194 -0
- data/dev/defs/ctgex2 +158 -0
- data/dev/defs/ctgexc +176 -0
- data/dev/defs/ctgsen +406 -0
- data/dev/defs/ctgsja +344 -0
- data/dev/defs/ctgsna +282 -0
- data/dev/defs/ctgsy2 +235 -0
- data/dev/defs/ctgsyl +273 -0
- data/dev/defs/ctpcon +95 -0
- data/dev/defs/ctprfs +150 -0
- data/dev/defs/ctptri +79 -0
- data/dev/defs/ctptrs +98 -0
- data/dev/defs/ctpttf +172 -0
- data/dev/defs/ctpttr +73 -0
- data/dev/defs/ctrcon +103 -0
- data/dev/defs/ctrevc +188 -0
- data/dev/defs/ctrexc +99 -0
- data/dev/defs/ctrrfs +158 -0
- data/dev/defs/ctrsen +234 -0
- data/dev/defs/ctrsna +223 -0
- data/dev/defs/ctrsyl +126 -0
- data/dev/defs/ctrti2 +76 -0
- data/dev/defs/ctrtri +75 -0
- data/dev/defs/ctrtrs +107 -0
- data/dev/defs/ctrttf +181 -0
- data/dev/defs/ctrttp +72 -0
- data/dev/defs/ctzrqf +104 -0
- data/dev/defs/ctzrzf +128 -0
- data/dev/defs/cunbdb +270 -0
- data/dev/defs/cuncsd +283 -0
- data/dev/defs/cung2l +85 -0
- data/dev/defs/cung2r +85 -0
- data/dev/defs/cungbr +129 -0
- data/dev/defs/cunghr +97 -0
- data/dev/defs/cungl2 +84 -0
- data/dev/defs/cunglq +100 -0
- data/dev/defs/cungql +101 -0
- data/dev/defs/cungqr +101 -0
- data/dev/defs/cungr2 +85 -0
- data/dev/defs/cungrq +101 -0
- data/dev/defs/cungtr +95 -0
- data/dev/defs/cunm2l +130 -0
- data/dev/defs/cunm2r +130 -0
- data/dev/defs/cunmbr +179 -0
- data/dev/defs/cunmhr +157 -0
- data/dev/defs/cunml2 +130 -0
- data/dev/defs/cunmlq +143 -0
- data/dev/defs/cunmql +143 -0
- data/dev/defs/cunmqr +143 -0
- data/dev/defs/cunmr2 +130 -0
- data/dev/defs/cunmr3 +152 -0
- data/dev/defs/cunmrq +143 -0
- data/dev/defs/cunmrz +157 -0
- data/dev/defs/cunmtr +152 -0
- data/dev/defs/cupgtr +87 -0
- data/dev/defs/cupmtr +120 -0
- data/dev/defs/dbbcsd +297 -0
- data/dev/defs/dbdsdc +194 -0
- data/dev/defs/dbdsqr +203 -0
- data/dev/defs/ddisna +84 -0
- data/dev/defs/dgbbrd +167 -0
- data/dev/defs/dgbcon +114 -0
- data/dev/defs/dgbequ +121 -0
- data/dev/defs/dgbequb +128 -0
- data/dev/defs/dgbrfs +182 -0
- data/dev/defs/dgbrfsx +418 -0
- data/dev/defs/dgbsv +134 -0
- data/dev/defs/dgbsvx +353 -0
- data/dev/defs/dgbsvxx +536 -0
- data/dev/defs/dgbtf2 +110 -0
- data/dev/defs/dgbtrf +109 -0
- data/dev/defs/dgbtrs +106 -0
- data/dev/defs/dgebak +95 -0
- data/dev/defs/dgebal +125 -0
- data/dev/defs/dgebd2 +162 -0
- data/dev/defs/dgebrd +178 -0
- data/dev/defs/dgecon +90 -0
- data/dev/defs/dgeequ +107 -0
- data/dev/defs/dgeequb +114 -0
- data/dev/defs/dgees +188 -0
- data/dev/defs/dgeesx +251 -0
- data/dev/defs/dgeev +166 -0
- data/dev/defs/dgeevx +282 -0
- data/dev/defs/dgegs +207 -0
- data/dev/defs/dgegv +286 -0
- data/dev/defs/dgehd2 +115 -0
- data/dev/defs/dgehrd +136 -0
- data/dev/defs/dgejsv +862 -0
- data/dev/defs/dgelq2 +89 -0
- data/dev/defs/dgelqf +113 -0
- data/dev/defs/dgels +158 -0
- data/dev/defs/dgelsd +193 -0
- data/dev/defs/dgelss +149 -0
- data/dev/defs/dgelsx +148 -0
- data/dev/defs/dgelsy +181 -0
- data/dev/defs/dgeql2 +91 -0
- data/dev/defs/dgeqlf +116 -0
- data/dev/defs/dgeqp3 +120 -0
- data/dev/defs/dgeqpf +111 -0
- data/dev/defs/dgeqr2 +89 -0
- data/dev/defs/dgeqr2p +89 -0
- data/dev/defs/dgeqrf +114 -0
- data/dev/defs/dgeqrfp +114 -0
- data/dev/defs/dgerfs +164 -0
- data/dev/defs/dgerfsx +394 -0
- data/dev/defs/dgerq2 +91 -0
- data/dev/defs/dgerqf +116 -0
- data/dev/defs/dgesc2 +86 -0
- data/dev/defs/dgesdd +197 -0
- data/dev/defs/dgesv +97 -0
- data/dev/defs/dgesvd +188 -0
- data/dev/defs/dgesvj +308 -0
- data/dev/defs/dgesvx +333 -0
- data/dev/defs/dgesvxx +516 -0
- data/dev/defs/dgetc2 +82 -0
- data/dev/defs/dgetf2 +76 -0
- data/dev/defs/dgetrf +76 -0
- data/dev/defs/dgetri +86 -0
- data/dev/defs/dgetrs +91 -0
- data/dev/defs/dggbak +119 -0
- data/dev/defs/dggbal +145 -0
- data/dev/defs/dgges +261 -0
- data/dev/defs/dggesx +342 -0
- data/dev/defs/dggev +206 -0
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- data/ext/ztpcon.c +78 -0
- data/ext/ztprfs.c +119 -0
- data/ext/ztptri.c +78 -0
- data/ext/ztptrs.c +97 -0
- data/ext/ztpttf.c +75 -0
- data/ext/ztpttr.c +72 -0
- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
- data/ext/ztrsna.c +133 -0
- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
- data/ext/ztrttf.c +73 -0
- data/ext/ztrttp.c +69 -0
- data/ext/ztzrqf.c +79 -0
- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
- data/ext/zunghr.c +107 -0
- data/ext/zungl2.c +86 -0
- data/ext/zunglq.c +103 -0
- data/ext/zungql.c +103 -0
- data/ext/zungqr.c +103 -0
- data/ext/zungr2.c +86 -0
- data/ext/zungrq.c +103 -0
- data/ext/zungtr.c +103 -0
- data/ext/zunm2l.c +110 -0
- data/ext/zunm2r.c +110 -0
- data/ext/zunmbr.c +135 -0
- data/ext/zunmhr.c +129 -0
- data/ext/zunml2.c +106 -0
- data/ext/zunmlq.c +121 -0
- data/ext/zunmql.c +125 -0
- data/ext/zunmqr.c +125 -0
- data/ext/zunmr2.c +106 -0
- data/ext/zunmr3.c +110 -0
- data/ext/zunmrq.c +121 -0
- data/ext/zunmrz.c +125 -0
- data/ext/zunmtr.c +125 -0
- data/ext/zupgtr.c +87 -0
- data/ext/zupmtr.c +112 -0
- data/lib/numru/lapack.rb +51 -0
- data/samples/dsyevr.rb +25 -0
- data/tests/eig/ge/test_gesdd.rb +90 -0
- data/tests/eig/ge/test_gesvd.rb +99 -0
- data/tests/eig/gg/test_ggev.rb +124 -0
- data/tests/eig/gg/test_ggsvd.rb +76 -0
- data/tests/eig/sb/test_sbev.rb +39 -0
- data/tests/lapack_test.rb +50 -0
- data/tests/lin/gb/test_gbsv.rb +46 -0
- data/tests/lin/gb/test_gbsvx.rb +56 -0
- data/tests/lin/ge/test_gels.rb +63 -0
- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
data/doc/ctr.html
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<HTML>
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<HEAD>
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<TITLE>COMPLEX routines for triangular (or in some cases quasi-triangular) matrix</TITLE>
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<BODY>
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<A NAME="top"></A>
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<H1>COMPLEX routines for triangular (or in some cases quasi-triangular) matrix</H1>
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<UL>
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<LI><A HREF="#ctrcon">ctrcon</A></LI>
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<LI><A HREF="#ctrevc">ctrevc</A></LI>
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<LI><A HREF="#ctrexc">ctrexc</A></LI>
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<LI><A HREF="#ctrrfs">ctrrfs</A></LI>
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<LI><A HREF="#ctrsen">ctrsen</A></LI>
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<LI><A HREF="#ctrsna">ctrsna</A></LI>
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<LI><A HREF="#ctrsyl">ctrsyl</A></LI>
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<LI><A HREF="#ctrti2">ctrti2</A></LI>
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<LI><A HREF="#ctrtri">ctrtri</A></LI>
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<LI><A HREF="#ctrtrs">ctrtrs</A></LI>
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<LI><A HREF="#ctrttf">ctrttf</A></LI>
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<LI><A HREF="#ctrttp">ctrttp</A></LI>
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</UL>
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<A NAME="ctrcon"></A>
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<H2>ctrcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.ctrcon( norm, uplo, diag, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CTRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* CTRCON estimates the reciprocal of the condition number of a
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* triangular matrix A, in either the 1-norm or the infinity-norm.
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*
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* The norm of A is computed and an estimate is obtained for
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* norm(inv(A)), then the reciprocal of the condition number is
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* computed as
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* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
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*
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* Arguments
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* =========
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*
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* NORM (input) CHARACTER*1
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* Specifies whether the 1-norm condition number or the
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* infinity-norm condition number is required:
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* = '1' or 'O': 1-norm;
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* = 'I': Infinity-norm.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': A is upper triangular;
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* = 'L': A is lower triangular.
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*
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* DIAG (input) CHARACTER*1
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* = 'N': A is non-unit triangular;
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* = 'U': A is unit triangular.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) COMPLEX array, dimension (LDA,N)
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* The triangular matrix A. If UPLO = 'U', the leading N-by-N
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* upper triangular part of the array A contains the upper
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* triangular matrix, and the strictly lower triangular part of
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* A is not referenced. If UPLO = 'L', the leading N-by-N lower
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* triangular part of the array A contains the lower triangular
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* matrix, and the strictly upper triangular part of A is not
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* referenced. If DIAG = 'U', the diagonal elements of A are
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* also not referenced and are assumed to be 1.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* RCOND (output) REAL
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(norm(A) * norm(inv(A))).
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*
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* WORK (workspace) COMPLEX array, dimension (2*N)
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*
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* RWORK (workspace) REAL array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="ctrevc"></A>
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<H2>ctrevc</H2>
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<PRE>
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USAGE:
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m, info, t, vl, vr = NumRu::Lapack.ctrevc( side, howmny, select, t, vl, vr, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CTREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* CTREVC computes some or all of the right and/or left eigenvectors of
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* a complex upper triangular matrix T.
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* Matrices of this type are produced by the Schur factorization of
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* a complex general matrix: A = Q*T*Q**H, as computed by CHSEQR.
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*
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* The right eigenvector x and the left eigenvector y of T corresponding
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* to an eigenvalue w are defined by:
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*
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* T*x = w*x, (y**H)*T = w*(y**H)
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*
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* where y**H denotes the conjugate transpose of the vector y.
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* The eigenvalues are not input to this routine, but are read directly
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* from the diagonal of T.
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*
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* This routine returns the matrices X and/or Y of right and left
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* eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
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* input matrix. If Q is the unitary factor that reduces a matrix A to
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* Schur form T, then Q*X and Q*Y are the matrices of right and left
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* eigenvectors of A.
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*
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* Arguments
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* =========
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*
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* SIDE (input) CHARACTER*1
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* = 'R': compute right eigenvectors only;
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* = 'L': compute left eigenvectors only;
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* = 'B': compute both right and left eigenvectors.
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*
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* HOWMNY (input) CHARACTER*1
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* = 'A': compute all right and/or left eigenvectors;
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* = 'B': compute all right and/or left eigenvectors,
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* backtransformed using the matrices supplied in
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* VR and/or VL;
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* = 'S': compute selected right and/or left eigenvectors,
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* as indicated by the logical array SELECT.
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*
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* SELECT (input) LOGICAL array, dimension (N)
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* If HOWMNY = 'S', SELECT specifies the eigenvectors to be
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* computed.
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* The eigenvector corresponding to the j-th eigenvalue is
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* computed if SELECT(j) = .TRUE..
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* Not referenced if HOWMNY = 'A' or 'B'.
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*
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* N (input) INTEGER
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* The order of the matrix T. N >= 0.
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*
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* T (input/output) COMPLEX array, dimension (LDT,N)
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* The upper triangular matrix T. T is modified, but restored
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* on exit.
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*
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* LDT (input) INTEGER
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* The leading dimension of the array T. LDT >= max(1,N).
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*
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* VL (input/output) COMPLEX array, dimension (LDVL,MM)
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* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
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* contain an N-by-N matrix Q (usually the unitary matrix Q of
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* Schur vectors returned by CHSEQR).
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* On exit, if SIDE = 'L' or 'B', VL contains:
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* if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
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* if HOWMNY = 'B', the matrix Q*Y;
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* if HOWMNY = 'S', the left eigenvectors of T specified by
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* SELECT, stored consecutively in the columns
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* of VL, in the same order as their
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* eigenvalues.
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* Not referenced if SIDE = 'R'.
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*
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* LDVL (input) INTEGER
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* The leading dimension of the array VL. LDVL >= 1, and if
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* SIDE = 'L' or 'B', LDVL >= N.
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*
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* VR (input/output) COMPLEX array, dimension (LDVR,MM)
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* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
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* contain an N-by-N matrix Q (usually the unitary matrix Q of
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* Schur vectors returned by CHSEQR).
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* On exit, if SIDE = 'R' or 'B', VR contains:
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* if HOWMNY = 'A', the matrix X of right eigenvectors of T;
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* if HOWMNY = 'B', the matrix Q*X;
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* if HOWMNY = 'S', the right eigenvectors of T specified by
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* SELECT, stored consecutively in the columns
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* of VR, in the same order as their
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* eigenvalues.
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* Not referenced if SIDE = 'L'.
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*
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* LDVR (input) INTEGER
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* The leading dimension of the array VR. LDVR >= 1, and if
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* SIDE = 'R' or 'B'; LDVR >= N.
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*
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* MM (input) INTEGER
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* The number of columns in the arrays VL and/or VR. MM >= M.
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*
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* M (output) INTEGER
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* The number of columns in the arrays VL and/or VR actually
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* used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
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* is set to N. Each selected eigenvector occupies one
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* column.
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*
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* WORK (workspace) COMPLEX array, dimension (2*N)
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*
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* RWORK (workspace) REAL array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* Further Details
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* ===============
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*
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* The algorithm used in this program is basically backward (forward)
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* substitution, with scaling to make the the code robust against
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* possible overflow.
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*
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* Each eigenvector is normalized so that the element of largest
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* magnitude has magnitude 1; here the magnitude of a complex number
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* (x,y) is taken to be |x| + |y|.
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="ctrexc"></A>
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<H2>ctrexc</H2>
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237
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<PRE>
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USAGE:
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239
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info, t, q = NumRu::Lapack.ctrexc( compq, t, q, ifst, ilst, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CTREXC( COMPQ, N, T, LDT, Q, LDQ, IFST, ILST, INFO )
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* Purpose
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246
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* =======
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247
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*
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248
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* CTREXC reorders the Schur factorization of a complex matrix
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* A = Q*T*Q**H, so that the diagonal element of T with row index IFST
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* is moved to row ILST.
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*
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* The Schur form T is reordered by a unitary similarity transformation
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* Z**H*T*Z, and optionally the matrix Q of Schur vectors is updated by
|
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* postmultplying it with Z.
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*
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* Arguments
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* =========
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*
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* COMPQ (input) CHARACTER*1
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* = 'V': update the matrix Q of Schur vectors;
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* = 'N': do not update Q.
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*
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* N (input) INTEGER
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265
|
+
* The order of the matrix T. N >= 0.
|
|
266
|
+
*
|
|
267
|
+
* T (input/output) COMPLEX array, dimension (LDT,N)
|
|
268
|
+
* On entry, the upper triangular matrix T.
|
|
269
|
+
* On exit, the reordered upper triangular matrix.
|
|
270
|
+
*
|
|
271
|
+
* LDT (input) INTEGER
|
|
272
|
+
* The leading dimension of the array T. LDT >= max(1,N).
|
|
273
|
+
*
|
|
274
|
+
* Q (input/output) COMPLEX array, dimension (LDQ,N)
|
|
275
|
+
* On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
|
|
276
|
+
* On exit, if COMPQ = 'V', Q has been postmultiplied by the
|
|
277
|
+
* unitary transformation matrix Z which reorders T.
|
|
278
|
+
* If COMPQ = 'N', Q is not referenced.
|
|
279
|
+
*
|
|
280
|
+
* LDQ (input) INTEGER
|
|
281
|
+
* The leading dimension of the array Q. LDQ >= max(1,N).
|
|
282
|
+
*
|
|
283
|
+
* IFST (input) INTEGER
|
|
284
|
+
* ILST (input) INTEGER
|
|
285
|
+
* Specify the reordering of the diagonal elements of T:
|
|
286
|
+
* The element with row index IFST is moved to row ILST by a
|
|
287
|
+
* sequence of transpositions between adjacent elements.
|
|
288
|
+
* 1 <= IFST <= N; 1 <= ILST <= N.
|
|
289
|
+
*
|
|
290
|
+
* INFO (output) INTEGER
|
|
291
|
+
* = 0: successful exit
|
|
292
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
293
|
+
*
|
|
294
|
+
|
|
295
|
+
* =====================================================================
|
|
296
|
+
*
|
|
297
|
+
* .. Local Scalars ..
|
|
298
|
+
LOGICAL WANTQ
|
|
299
|
+
INTEGER K, M1, M2, M3
|
|
300
|
+
REAL CS
|
|
301
|
+
COMPLEX SN, T11, T22, TEMP
|
|
302
|
+
* ..
|
|
303
|
+
* .. External Functions ..
|
|
304
|
+
LOGICAL LSAME
|
|
305
|
+
EXTERNAL LSAME
|
|
306
|
+
* ..
|
|
307
|
+
* .. External Subroutines ..
|
|
308
|
+
EXTERNAL CLARTG, CROT, XERBLA
|
|
309
|
+
* ..
|
|
310
|
+
* .. Intrinsic Functions ..
|
|
311
|
+
INTRINSIC CONJG, MAX
|
|
312
|
+
* ..
|
|
313
|
+
|
|
314
|
+
|
|
315
|
+
</PRE>
|
|
316
|
+
<A HREF="#top">go to the page top</A>
|
|
317
|
+
|
|
318
|
+
<A NAME="ctrrfs"></A>
|
|
319
|
+
<H2>ctrrfs</H2>
|
|
320
|
+
<PRE>
|
|
321
|
+
USAGE:
|
|
322
|
+
ferr, berr, info = NumRu::Lapack.ctrrfs( uplo, trans, diag, a, b, x, [:usage => usage, :help => help])
|
|
323
|
+
|
|
324
|
+
|
|
325
|
+
FORTRAN MANUAL
|
|
326
|
+
SUBROUTINE CTRRFS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
|
|
327
|
+
|
|
328
|
+
* Purpose
|
|
329
|
+
* =======
|
|
330
|
+
*
|
|
331
|
+
* CTRRFS provides error bounds and backward error estimates for the
|
|
332
|
+
* solution to a system of linear equations with a triangular
|
|
333
|
+
* coefficient matrix.
|
|
334
|
+
*
|
|
335
|
+
* The solution matrix X must be computed by CTRTRS or some other
|
|
336
|
+
* means before entering this routine. CTRRFS does not do iterative
|
|
337
|
+
* refinement because doing so cannot improve the backward error.
|
|
338
|
+
*
|
|
339
|
+
|
|
340
|
+
* Arguments
|
|
341
|
+
* =========
|
|
342
|
+
*
|
|
343
|
+
* UPLO (input) CHARACTER*1
|
|
344
|
+
* = 'U': A is upper triangular;
|
|
345
|
+
* = 'L': A is lower triangular.
|
|
346
|
+
*
|
|
347
|
+
* TRANS (input) CHARACTER*1
|
|
348
|
+
* Specifies the form of the system of equations:
|
|
349
|
+
* = 'N': A * X = B (No transpose)
|
|
350
|
+
* = 'T': A**T * X = B (Transpose)
|
|
351
|
+
* = 'C': A**H * X = B (Conjugate transpose)
|
|
352
|
+
*
|
|
353
|
+
* DIAG (input) CHARACTER*1
|
|
354
|
+
* = 'N': A is non-unit triangular;
|
|
355
|
+
* = 'U': A is unit triangular.
|
|
356
|
+
*
|
|
357
|
+
* N (input) INTEGER
|
|
358
|
+
* The order of the matrix A. N >= 0.
|
|
359
|
+
*
|
|
360
|
+
* NRHS (input) INTEGER
|
|
361
|
+
* The number of right hand sides, i.e., the number of columns
|
|
362
|
+
* of the matrices B and X. NRHS >= 0.
|
|
363
|
+
*
|
|
364
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
365
|
+
* The triangular matrix A. If UPLO = 'U', the leading N-by-N
|
|
366
|
+
* upper triangular part of the array A contains the upper
|
|
367
|
+
* triangular matrix, and the strictly lower triangular part of
|
|
368
|
+
* A is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
369
|
+
* triangular part of the array A contains the lower triangular
|
|
370
|
+
* matrix, and the strictly upper triangular part of A is not
|
|
371
|
+
* referenced. If DIAG = 'U', the diagonal elements of A are
|
|
372
|
+
* also not referenced and are assumed to be 1.
|
|
373
|
+
*
|
|
374
|
+
* LDA (input) INTEGER
|
|
375
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
376
|
+
*
|
|
377
|
+
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
|
378
|
+
* The right hand side matrix B.
|
|
379
|
+
*
|
|
380
|
+
* LDB (input) INTEGER
|
|
381
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
382
|
+
*
|
|
383
|
+
* X (input) COMPLEX array, dimension (LDX,NRHS)
|
|
384
|
+
* The solution matrix X.
|
|
385
|
+
*
|
|
386
|
+
* LDX (input) INTEGER
|
|
387
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
388
|
+
*
|
|
389
|
+
* FERR (output) REAL array, dimension (NRHS)
|
|
390
|
+
* The estimated forward error bound for each solution vector
|
|
391
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
392
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
393
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
394
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
395
|
+
* largest element in X(j). The estimate is as reliable as
|
|
396
|
+
* the estimate for RCOND, and is almost always a slight
|
|
397
|
+
* overestimate of the true error.
|
|
398
|
+
*
|
|
399
|
+
* BERR (output) REAL array, dimension (NRHS)
|
|
400
|
+
* The componentwise relative backward error of each solution
|
|
401
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
402
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
403
|
+
*
|
|
404
|
+
* WORK (workspace) COMPLEX array, dimension (2*N)
|
|
405
|
+
*
|
|
406
|
+
* RWORK (workspace) REAL array, dimension (N)
|
|
407
|
+
*
|
|
408
|
+
* INFO (output) INTEGER
|
|
409
|
+
* = 0: successful exit
|
|
410
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
411
|
+
*
|
|
412
|
+
|
|
413
|
+
* =====================================================================
|
|
414
|
+
*
|
|
415
|
+
|
|
416
|
+
|
|
417
|
+
</PRE>
|
|
418
|
+
<A HREF="#top">go to the page top</A>
|
|
419
|
+
|
|
420
|
+
<A NAME="ctrsen"></A>
|
|
421
|
+
<H2>ctrsen</H2>
|
|
422
|
+
<PRE>
|
|
423
|
+
USAGE:
|
|
424
|
+
w, m, s, sep, work, info, t, q = NumRu::Lapack.ctrsen( job, compq, select, t, q, [:lwork => lwork, :usage => usage, :help => help])
|
|
425
|
+
|
|
426
|
+
|
|
427
|
+
FORTRAN MANUAL
|
|
428
|
+
SUBROUTINE CTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S, SEP, WORK, LWORK, INFO )
|
|
429
|
+
|
|
430
|
+
* Purpose
|
|
431
|
+
* =======
|
|
432
|
+
*
|
|
433
|
+
* CTRSEN reorders the Schur factorization of a complex matrix
|
|
434
|
+
* A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in
|
|
435
|
+
* the leading positions on the diagonal of the upper triangular matrix
|
|
436
|
+
* T, and the leading columns of Q form an orthonormal basis of the
|
|
437
|
+
* corresponding right invariant subspace.
|
|
438
|
+
*
|
|
439
|
+
* Optionally the routine computes the reciprocal condition numbers of
|
|
440
|
+
* the cluster of eigenvalues and/or the invariant subspace.
|
|
441
|
+
*
|
|
442
|
+
|
|
443
|
+
* Arguments
|
|
444
|
+
* =========
|
|
445
|
+
*
|
|
446
|
+
* JOB (input) CHARACTER*1
|
|
447
|
+
* Specifies whether condition numbers are required for the
|
|
448
|
+
* cluster of eigenvalues (S) or the invariant subspace (SEP):
|
|
449
|
+
* = 'N': none;
|
|
450
|
+
* = 'E': for eigenvalues only (S);
|
|
451
|
+
* = 'V': for invariant subspace only (SEP);
|
|
452
|
+
* = 'B': for both eigenvalues and invariant subspace (S and
|
|
453
|
+
* SEP).
|
|
454
|
+
*
|
|
455
|
+
* COMPQ (input) CHARACTER*1
|
|
456
|
+
* = 'V': update the matrix Q of Schur vectors;
|
|
457
|
+
* = 'N': do not update Q.
|
|
458
|
+
*
|
|
459
|
+
* SELECT (input) LOGICAL array, dimension (N)
|
|
460
|
+
* SELECT specifies the eigenvalues in the selected cluster. To
|
|
461
|
+
* select the j-th eigenvalue, SELECT(j) must be set to .TRUE..
|
|
462
|
+
*
|
|
463
|
+
* N (input) INTEGER
|
|
464
|
+
* The order of the matrix T. N >= 0.
|
|
465
|
+
*
|
|
466
|
+
* T (input/output) COMPLEX array, dimension (LDT,N)
|
|
467
|
+
* On entry, the upper triangular matrix T.
|
|
468
|
+
* On exit, T is overwritten by the reordered matrix T, with the
|
|
469
|
+
* selected eigenvalues as the leading diagonal elements.
|
|
470
|
+
*
|
|
471
|
+
* LDT (input) INTEGER
|
|
472
|
+
* The leading dimension of the array T. LDT >= max(1,N).
|
|
473
|
+
*
|
|
474
|
+
* Q (input/output) COMPLEX array, dimension (LDQ,N)
|
|
475
|
+
* On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
|
|
476
|
+
* On exit, if COMPQ = 'V', Q has been postmultiplied by the
|
|
477
|
+
* unitary transformation matrix which reorders T; the leading M
|
|
478
|
+
* columns of Q form an orthonormal basis for the specified
|
|
479
|
+
* invariant subspace.
|
|
480
|
+
* If COMPQ = 'N', Q is not referenced.
|
|
481
|
+
*
|
|
482
|
+
* LDQ (input) INTEGER
|
|
483
|
+
* The leading dimension of the array Q.
|
|
484
|
+
* LDQ >= 1; and if COMPQ = 'V', LDQ >= N.
|
|
485
|
+
*
|
|
486
|
+
* W (output) COMPLEX array, dimension (N)
|
|
487
|
+
* The reordered eigenvalues of T, in the same order as they
|
|
488
|
+
* appear on the diagonal of T.
|
|
489
|
+
*
|
|
490
|
+
* M (output) INTEGER
|
|
491
|
+
* The dimension of the specified invariant subspace.
|
|
492
|
+
* 0 <= M <= N.
|
|
493
|
+
*
|
|
494
|
+
* S (output) REAL
|
|
495
|
+
* If JOB = 'E' or 'B', S is a lower bound on the reciprocal
|
|
496
|
+
* condition number for the selected cluster of eigenvalues.
|
|
497
|
+
* S cannot underestimate the true reciprocal condition number
|
|
498
|
+
* by more than a factor of sqrt(N). If M = 0 or N, S = 1.
|
|
499
|
+
* If JOB = 'N' or 'V', S is not referenced.
|
|
500
|
+
*
|
|
501
|
+
* SEP (output) REAL
|
|
502
|
+
* If JOB = 'V' or 'B', SEP is the estimated reciprocal
|
|
503
|
+
* condition number of the specified invariant subspace. If
|
|
504
|
+
* M = 0 or N, SEP = norm(T).
|
|
505
|
+
* If JOB = 'N' or 'E', SEP is not referenced.
|
|
506
|
+
*
|
|
507
|
+
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
|
508
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
509
|
+
*
|
|
510
|
+
* LWORK (input) INTEGER
|
|
511
|
+
* The dimension of the array WORK.
|
|
512
|
+
* If JOB = 'N', LWORK >= 1;
|
|
513
|
+
* if JOB = 'E', LWORK = max(1,M*(N-M));
|
|
514
|
+
* if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)).
|
|
515
|
+
*
|
|
516
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
517
|
+
* only calculates the optimal size of the WORK array, returns
|
|
518
|
+
* this value as the first entry of the WORK array, and no error
|
|
519
|
+
* message related to LWORK is issued by XERBLA.
|
|
520
|
+
*
|
|
521
|
+
* INFO (output) INTEGER
|
|
522
|
+
* = 0: successful exit
|
|
523
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
524
|
+
*
|
|
525
|
+
|
|
526
|
+
* Further Details
|
|
527
|
+
* ===============
|
|
528
|
+
*
|
|
529
|
+
* CTRSEN first collects the selected eigenvalues by computing a unitary
|
|
530
|
+
* transformation Z to move them to the top left corner of T. In other
|
|
531
|
+
* words, the selected eigenvalues are the eigenvalues of T11 in:
|
|
532
|
+
*
|
|
533
|
+
* Z'*T*Z = ( T11 T12 ) n1
|
|
534
|
+
* ( 0 T22 ) n2
|
|
535
|
+
* n1 n2
|
|
536
|
+
*
|
|
537
|
+
* where N = n1+n2 and Z' means the conjugate transpose of Z. The first
|
|
538
|
+
* n1 columns of Z span the specified invariant subspace of T.
|
|
539
|
+
*
|
|
540
|
+
* If T has been obtained from the Schur factorization of a matrix
|
|
541
|
+
* A = Q*T*Q', then the reordered Schur factorization of A is given by
|
|
542
|
+
* A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the
|
|
543
|
+
* corresponding invariant subspace of A.
|
|
544
|
+
*
|
|
545
|
+
* The reciprocal condition number of the average of the eigenvalues of
|
|
546
|
+
* T11 may be returned in S. S lies between 0 (very badly conditioned)
|
|
547
|
+
* and 1 (very well conditioned). It is computed as follows. First we
|
|
548
|
+
* compute R so that
|
|
549
|
+
*
|
|
550
|
+
* P = ( I R ) n1
|
|
551
|
+
* ( 0 0 ) n2
|
|
552
|
+
* n1 n2
|
|
553
|
+
*
|
|
554
|
+
* is the projector on the invariant subspace associated with T11.
|
|
555
|
+
* R is the solution of the Sylvester equation:
|
|
556
|
+
*
|
|
557
|
+
* T11*R - R*T22 = T12.
|
|
558
|
+
*
|
|
559
|
+
* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote
|
|
560
|
+
* the two-norm of M. Then S is computed as the lower bound
|
|
561
|
+
*
|
|
562
|
+
* (1 + F-norm(R)**2)**(-1/2)
|
|
563
|
+
*
|
|
564
|
+
* on the reciprocal of 2-norm(P), the true reciprocal condition number.
|
|
565
|
+
* S cannot underestimate 1 / 2-norm(P) by more than a factor of
|
|
566
|
+
* sqrt(N).
|
|
567
|
+
*
|
|
568
|
+
* An approximate error bound for the computed average of the
|
|
569
|
+
* eigenvalues of T11 is
|
|
570
|
+
*
|
|
571
|
+
* EPS * norm(T) / S
|
|
572
|
+
*
|
|
573
|
+
* where EPS is the machine precision.
|
|
574
|
+
*
|
|
575
|
+
* The reciprocal condition number of the right invariant subspace
|
|
576
|
+
* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP.
|
|
577
|
+
* SEP is defined as the separation of T11 and T22:
|
|
578
|
+
*
|
|
579
|
+
* sep( T11, T22 ) = sigma-min( C )
|
|
580
|
+
*
|
|
581
|
+
* where sigma-min(C) is the smallest singular value of the
|
|
582
|
+
* n1*n2-by-n1*n2 matrix
|
|
583
|
+
*
|
|
584
|
+
* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) )
|
|
585
|
+
*
|
|
586
|
+
* I(m) is an m by m identity matrix, and kprod denotes the Kronecker
|
|
587
|
+
* product. We estimate sigma-min(C) by the reciprocal of an estimate of
|
|
588
|
+
* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C)
|
|
589
|
+
* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2).
|
|
590
|
+
*
|
|
591
|
+
* When SEP is small, small changes in T can cause large changes in
|
|
592
|
+
* the invariant subspace. An approximate bound on the maximum angular
|
|
593
|
+
* error in the computed right invariant subspace is
|
|
594
|
+
*
|
|
595
|
+
* EPS * norm(T) / SEP
|
|
596
|
+
*
|
|
597
|
+
* =====================================================================
|
|
598
|
+
*
|
|
599
|
+
|
|
600
|
+
|
|
601
|
+
</PRE>
|
|
602
|
+
<A HREF="#top">go to the page top</A>
|
|
603
|
+
|
|
604
|
+
<A NAME="ctrsna"></A>
|
|
605
|
+
<H2>ctrsna</H2>
|
|
606
|
+
<PRE>
|
|
607
|
+
USAGE:
|
|
608
|
+
s, sep, m, info = NumRu::Lapack.ctrsna( job, howmny, select, t, vl, vr, [:usage => usage, :help => help])
|
|
609
|
+
|
|
610
|
+
|
|
611
|
+
FORTRAN MANUAL
|
|
612
|
+
SUBROUTINE CTRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, RWORK, INFO )
|
|
613
|
+
|
|
614
|
+
* Purpose
|
|
615
|
+
* =======
|
|
616
|
+
*
|
|
617
|
+
* CTRSNA estimates reciprocal condition numbers for specified
|
|
618
|
+
* eigenvalues and/or right eigenvectors of a complex upper triangular
|
|
619
|
+
* matrix T (or of any matrix Q*T*Q**H with Q unitary).
|
|
620
|
+
*
|
|
621
|
+
|
|
622
|
+
* Arguments
|
|
623
|
+
* =========
|
|
624
|
+
*
|
|
625
|
+
* JOB (input) CHARACTER*1
|
|
626
|
+
* Specifies whether condition numbers are required for
|
|
627
|
+
* eigenvalues (S) or eigenvectors (SEP):
|
|
628
|
+
* = 'E': for eigenvalues only (S);
|
|
629
|
+
* = 'V': for eigenvectors only (SEP);
|
|
630
|
+
* = 'B': for both eigenvalues and eigenvectors (S and SEP).
|
|
631
|
+
*
|
|
632
|
+
* HOWMNY (input) CHARACTER*1
|
|
633
|
+
* = 'A': compute condition numbers for all eigenpairs;
|
|
634
|
+
* = 'S': compute condition numbers for selected eigenpairs
|
|
635
|
+
* specified by the array SELECT.
|
|
636
|
+
*
|
|
637
|
+
* SELECT (input) LOGICAL array, dimension (N)
|
|
638
|
+
* If HOWMNY = 'S', SELECT specifies the eigenpairs for which
|
|
639
|
+
* condition numbers are required. To select condition numbers
|
|
640
|
+
* for the j-th eigenpair, SELECT(j) must be set to .TRUE..
|
|
641
|
+
* If HOWMNY = 'A', SELECT is not referenced.
|
|
642
|
+
*
|
|
643
|
+
* N (input) INTEGER
|
|
644
|
+
* The order of the matrix T. N >= 0.
|
|
645
|
+
*
|
|
646
|
+
* T (input) COMPLEX array, dimension (LDT,N)
|
|
647
|
+
* The upper triangular matrix T.
|
|
648
|
+
*
|
|
649
|
+
* LDT (input) INTEGER
|
|
650
|
+
* The leading dimension of the array T. LDT >= max(1,N).
|
|
651
|
+
*
|
|
652
|
+
* VL (input) COMPLEX array, dimension (LDVL,M)
|
|
653
|
+
* If JOB = 'E' or 'B', VL must contain left eigenvectors of T
|
|
654
|
+
* (or of any Q*T*Q**H with Q unitary), corresponding to the
|
|
655
|
+
* eigenpairs specified by HOWMNY and SELECT. The eigenvectors
|
|
656
|
+
* must be stored in consecutive columns of VL, as returned by
|
|
657
|
+
* CHSEIN or CTREVC.
|
|
658
|
+
* If JOB = 'V', VL is not referenced.
|
|
659
|
+
*
|
|
660
|
+
* LDVL (input) INTEGER
|
|
661
|
+
* The leading dimension of the array VL.
|
|
662
|
+
* LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
|
|
663
|
+
*
|
|
664
|
+
* VR (input) COMPLEX array, dimension (LDVR,M)
|
|
665
|
+
* If JOB = 'E' or 'B', VR must contain right eigenvectors of T
|
|
666
|
+
* (or of any Q*T*Q**H with Q unitary), corresponding to the
|
|
667
|
+
* eigenpairs specified by HOWMNY and SELECT. The eigenvectors
|
|
668
|
+
* must be stored in consecutive columns of VR, as returned by
|
|
669
|
+
* CHSEIN or CTREVC.
|
|
670
|
+
* If JOB = 'V', VR is not referenced.
|
|
671
|
+
*
|
|
672
|
+
* LDVR (input) INTEGER
|
|
673
|
+
* The leading dimension of the array VR.
|
|
674
|
+
* LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
|
|
675
|
+
*
|
|
676
|
+
* S (output) REAL array, dimension (MM)
|
|
677
|
+
* If JOB = 'E' or 'B', the reciprocal condition numbers of the
|
|
678
|
+
* selected eigenvalues, stored in consecutive elements of the
|
|
679
|
+
* array. Thus S(j), SEP(j), and the j-th columns of VL and VR
|
|
680
|
+
* all correspond to the same eigenpair (but not in general the
|
|
681
|
+
* j-th eigenpair, unless all eigenpairs are selected).
|
|
682
|
+
* If JOB = 'V', S is not referenced.
|
|
683
|
+
*
|
|
684
|
+
* SEP (output) REAL array, dimension (MM)
|
|
685
|
+
* If JOB = 'V' or 'B', the estimated reciprocal condition
|
|
686
|
+
* numbers of the selected eigenvectors, stored in consecutive
|
|
687
|
+
* elements of the array.
|
|
688
|
+
* If JOB = 'E', SEP is not referenced.
|
|
689
|
+
*
|
|
690
|
+
* MM (input) INTEGER
|
|
691
|
+
* The number of elements in the arrays S (if JOB = 'E' or 'B')
|
|
692
|
+
* and/or SEP (if JOB = 'V' or 'B'). MM >= M.
|
|
693
|
+
*
|
|
694
|
+
* M (output) INTEGER
|
|
695
|
+
* The number of elements of the arrays S and/or SEP actually
|
|
696
|
+
* used to store the estimated condition numbers.
|
|
697
|
+
* If HOWMNY = 'A', M is set to N.
|
|
698
|
+
*
|
|
699
|
+
* WORK (workspace) COMPLEX array, dimension (LDWORK,N+6)
|
|
700
|
+
* If JOB = 'E', WORK is not referenced.
|
|
701
|
+
*
|
|
702
|
+
* LDWORK (input) INTEGER
|
|
703
|
+
* The leading dimension of the array WORK.
|
|
704
|
+
* LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
|
|
705
|
+
*
|
|
706
|
+
* RWORK (workspace) REAL array, dimension (N)
|
|
707
|
+
* If JOB = 'E', RWORK is not referenced.
|
|
708
|
+
*
|
|
709
|
+
* INFO (output) INTEGER
|
|
710
|
+
* = 0: successful exit
|
|
711
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
712
|
+
*
|
|
713
|
+
|
|
714
|
+
* Further Details
|
|
715
|
+
* ===============
|
|
716
|
+
*
|
|
717
|
+
* The reciprocal of the condition number of an eigenvalue lambda is
|
|
718
|
+
* defined as
|
|
719
|
+
*
|
|
720
|
+
* S(lambda) = |v'*u| / (norm(u)*norm(v))
|
|
721
|
+
*
|
|
722
|
+
* where u and v are the right and left eigenvectors of T corresponding
|
|
723
|
+
* to lambda; v' denotes the conjugate transpose of v, and norm(u)
|
|
724
|
+
* denotes the Euclidean norm. These reciprocal condition numbers always
|
|
725
|
+
* lie between zero (very badly conditioned) and one (very well
|
|
726
|
+
* conditioned). If n = 1, S(lambda) is defined to be 1.
|
|
727
|
+
*
|
|
728
|
+
* An approximate error bound for a computed eigenvalue W(i) is given by
|
|
729
|
+
*
|
|
730
|
+
* EPS * norm(T) / S(i)
|
|
731
|
+
*
|
|
732
|
+
* where EPS is the machine precision.
|
|
733
|
+
*
|
|
734
|
+
* The reciprocal of the condition number of the right eigenvector u
|
|
735
|
+
* corresponding to lambda is defined as follows. Suppose
|
|
736
|
+
*
|
|
737
|
+
* T = ( lambda c )
|
|
738
|
+
* ( 0 T22 )
|
|
739
|
+
*
|
|
740
|
+
* Then the reciprocal condition number is
|
|
741
|
+
*
|
|
742
|
+
* SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
|
|
743
|
+
*
|
|
744
|
+
* where sigma-min denotes the smallest singular value. We approximate
|
|
745
|
+
* the smallest singular value by the reciprocal of an estimate of the
|
|
746
|
+
* one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is
|
|
747
|
+
* defined to be abs(T(1,1)).
|
|
748
|
+
*
|
|
749
|
+
* An approximate error bound for a computed right eigenvector VR(i)
|
|
750
|
+
* is given by
|
|
751
|
+
*
|
|
752
|
+
* EPS * norm(T) / SEP(i)
|
|
753
|
+
*
|
|
754
|
+
* =====================================================================
|
|
755
|
+
*
|
|
756
|
+
|
|
757
|
+
|
|
758
|
+
</PRE>
|
|
759
|
+
<A HREF="#top">go to the page top</A>
|
|
760
|
+
|
|
761
|
+
<A NAME="ctrsyl"></A>
|
|
762
|
+
<H2>ctrsyl</H2>
|
|
763
|
+
<PRE>
|
|
764
|
+
USAGE:
|
|
765
|
+
scale, info, c = NumRu::Lapack.ctrsyl( trana, tranb, isgn, a, b, c, [:usage => usage, :help => help])
|
|
766
|
+
|
|
767
|
+
|
|
768
|
+
FORTRAN MANUAL
|
|
769
|
+
SUBROUTINE CTRSYL( TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO )
|
|
770
|
+
|
|
771
|
+
* Purpose
|
|
772
|
+
* =======
|
|
773
|
+
*
|
|
774
|
+
* CTRSYL solves the complex Sylvester matrix equation:
|
|
775
|
+
*
|
|
776
|
+
* op(A)*X + X*op(B) = scale*C or
|
|
777
|
+
* op(A)*X - X*op(B) = scale*C,
|
|
778
|
+
*
|
|
779
|
+
* where op(A) = A or A**H, and A and B are both upper triangular. A is
|
|
780
|
+
* M-by-M and B is N-by-N; the right hand side C and the solution X are
|
|
781
|
+
* M-by-N; and scale is an output scale factor, set <= 1 to avoid
|
|
782
|
+
* overflow in X.
|
|
783
|
+
*
|
|
784
|
+
|
|
785
|
+
* Arguments
|
|
786
|
+
* =========
|
|
787
|
+
*
|
|
788
|
+
* TRANA (input) CHARACTER*1
|
|
789
|
+
* Specifies the option op(A):
|
|
790
|
+
* = 'N': op(A) = A (No transpose)
|
|
791
|
+
* = 'C': op(A) = A**H (Conjugate transpose)
|
|
792
|
+
*
|
|
793
|
+
* TRANB (input) CHARACTER*1
|
|
794
|
+
* Specifies the option op(B):
|
|
795
|
+
* = 'N': op(B) = B (No transpose)
|
|
796
|
+
* = 'C': op(B) = B**H (Conjugate transpose)
|
|
797
|
+
*
|
|
798
|
+
* ISGN (input) INTEGER
|
|
799
|
+
* Specifies the sign in the equation:
|
|
800
|
+
* = +1: solve op(A)*X + X*op(B) = scale*C
|
|
801
|
+
* = -1: solve op(A)*X - X*op(B) = scale*C
|
|
802
|
+
*
|
|
803
|
+
* M (input) INTEGER
|
|
804
|
+
* The order of the matrix A, and the number of rows in the
|
|
805
|
+
* matrices X and C. M >= 0.
|
|
806
|
+
*
|
|
807
|
+
* N (input) INTEGER
|
|
808
|
+
* The order of the matrix B, and the number of columns in the
|
|
809
|
+
* matrices X and C. N >= 0.
|
|
810
|
+
*
|
|
811
|
+
* A (input) COMPLEX array, dimension (LDA,M)
|
|
812
|
+
* The upper triangular matrix A.
|
|
813
|
+
*
|
|
814
|
+
* LDA (input) INTEGER
|
|
815
|
+
* The leading dimension of the array A. LDA >= max(1,M).
|
|
816
|
+
*
|
|
817
|
+
* B (input) COMPLEX array, dimension (LDB,N)
|
|
818
|
+
* The upper triangular matrix B.
|
|
819
|
+
*
|
|
820
|
+
* LDB (input) INTEGER
|
|
821
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
822
|
+
*
|
|
823
|
+
* C (input/output) COMPLEX array, dimension (LDC,N)
|
|
824
|
+
* On entry, the M-by-N right hand side matrix C.
|
|
825
|
+
* On exit, C is overwritten by the solution matrix X.
|
|
826
|
+
*
|
|
827
|
+
* LDC (input) INTEGER
|
|
828
|
+
* The leading dimension of the array C. LDC >= max(1,M)
|
|
829
|
+
*
|
|
830
|
+
* SCALE (output) REAL
|
|
831
|
+
* The scale factor, scale, set <= 1 to avoid overflow in X.
|
|
832
|
+
*
|
|
833
|
+
* INFO (output) INTEGER
|
|
834
|
+
* = 0: successful exit
|
|
835
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
836
|
+
* = 1: A and B have common or very close eigenvalues; perturbed
|
|
837
|
+
* values were used to solve the equation (but the matrices
|
|
838
|
+
* A and B are unchanged).
|
|
839
|
+
*
|
|
840
|
+
|
|
841
|
+
* =====================================================================
|
|
842
|
+
*
|
|
843
|
+
|
|
844
|
+
|
|
845
|
+
</PRE>
|
|
846
|
+
<A HREF="#top">go to the page top</A>
|
|
847
|
+
|
|
848
|
+
<A NAME="ctrti2"></A>
|
|
849
|
+
<H2>ctrti2</H2>
|
|
850
|
+
<PRE>
|
|
851
|
+
USAGE:
|
|
852
|
+
info, a = NumRu::Lapack.ctrti2( uplo, diag, a, [:usage => usage, :help => help])
|
|
853
|
+
|
|
854
|
+
|
|
855
|
+
FORTRAN MANUAL
|
|
856
|
+
SUBROUTINE CTRTI2( UPLO, DIAG, N, A, LDA, INFO )
|
|
857
|
+
|
|
858
|
+
* Purpose
|
|
859
|
+
* =======
|
|
860
|
+
*
|
|
861
|
+
* CTRTI2 computes the inverse of a complex upper or lower triangular
|
|
862
|
+
* matrix.
|
|
863
|
+
*
|
|
864
|
+
* This is the Level 2 BLAS version of the algorithm.
|
|
865
|
+
*
|
|
866
|
+
|
|
867
|
+
* Arguments
|
|
868
|
+
* =========
|
|
869
|
+
*
|
|
870
|
+
* UPLO (input) CHARACTER*1
|
|
871
|
+
* Specifies whether the matrix A is upper or lower triangular.
|
|
872
|
+
* = 'U': Upper triangular
|
|
873
|
+
* = 'L': Lower triangular
|
|
874
|
+
*
|
|
875
|
+
* DIAG (input) CHARACTER*1
|
|
876
|
+
* Specifies whether or not the matrix A is unit triangular.
|
|
877
|
+
* = 'N': Non-unit triangular
|
|
878
|
+
* = 'U': Unit triangular
|
|
879
|
+
*
|
|
880
|
+
* N (input) INTEGER
|
|
881
|
+
* The order of the matrix A. N >= 0.
|
|
882
|
+
*
|
|
883
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
884
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the
|
|
885
|
+
* leading n by n upper triangular part of the array A contains
|
|
886
|
+
* the upper triangular matrix, and the strictly lower
|
|
887
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
888
|
+
* leading n by n lower triangular part of the array A contains
|
|
889
|
+
* the lower triangular matrix, and the strictly upper
|
|
890
|
+
* triangular part of A is not referenced. If DIAG = 'U', the
|
|
891
|
+
* diagonal elements of A are also not referenced and are
|
|
892
|
+
* assumed to be 1.
|
|
893
|
+
*
|
|
894
|
+
* On exit, the (triangular) inverse of the original matrix, in
|
|
895
|
+
* the same storage format.
|
|
896
|
+
*
|
|
897
|
+
* LDA (input) INTEGER
|
|
898
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
899
|
+
*
|
|
900
|
+
* INFO (output) INTEGER
|
|
901
|
+
* = 0: successful exit
|
|
902
|
+
* < 0: if INFO = -k, the k-th argument had an illegal value
|
|
903
|
+
*
|
|
904
|
+
|
|
905
|
+
* =====================================================================
|
|
906
|
+
*
|
|
907
|
+
|
|
908
|
+
|
|
909
|
+
</PRE>
|
|
910
|
+
<A HREF="#top">go to the page top</A>
|
|
911
|
+
|
|
912
|
+
<A NAME="ctrtri"></A>
|
|
913
|
+
<H2>ctrtri</H2>
|
|
914
|
+
<PRE>
|
|
915
|
+
USAGE:
|
|
916
|
+
info, a = NumRu::Lapack.ctrtri( uplo, diag, a, [:usage => usage, :help => help])
|
|
917
|
+
|
|
918
|
+
|
|
919
|
+
FORTRAN MANUAL
|
|
920
|
+
SUBROUTINE CTRTRI( UPLO, DIAG, N, A, LDA, INFO )
|
|
921
|
+
|
|
922
|
+
* Purpose
|
|
923
|
+
* =======
|
|
924
|
+
*
|
|
925
|
+
* CTRTRI computes the inverse of a complex upper or lower triangular
|
|
926
|
+
* matrix A.
|
|
927
|
+
*
|
|
928
|
+
* This is the Level 3 BLAS version of the algorithm.
|
|
929
|
+
*
|
|
930
|
+
|
|
931
|
+
* Arguments
|
|
932
|
+
* =========
|
|
933
|
+
*
|
|
934
|
+
* UPLO (input) CHARACTER*1
|
|
935
|
+
* = 'U': A is upper triangular;
|
|
936
|
+
* = 'L': A is lower triangular.
|
|
937
|
+
*
|
|
938
|
+
* DIAG (input) CHARACTER*1
|
|
939
|
+
* = 'N': A is non-unit triangular;
|
|
940
|
+
* = 'U': A is unit triangular.
|
|
941
|
+
*
|
|
942
|
+
* N (input) INTEGER
|
|
943
|
+
* The order of the matrix A. N >= 0.
|
|
944
|
+
*
|
|
945
|
+
* A (input/output) COMPLEX array, dimension (LDA,N)
|
|
946
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the
|
|
947
|
+
* leading N-by-N upper triangular part of the array A contains
|
|
948
|
+
* the upper triangular matrix, and the strictly lower
|
|
949
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
950
|
+
* leading N-by-N lower triangular part of the array A contains
|
|
951
|
+
* the lower triangular matrix, and the strictly upper
|
|
952
|
+
* triangular part of A is not referenced. If DIAG = 'U', the
|
|
953
|
+
* diagonal elements of A are also not referenced and are
|
|
954
|
+
* assumed to be 1.
|
|
955
|
+
* On exit, the (triangular) inverse of the original matrix, in
|
|
956
|
+
* the same storage format.
|
|
957
|
+
*
|
|
958
|
+
* LDA (input) INTEGER
|
|
959
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
960
|
+
*
|
|
961
|
+
* INFO (output) INTEGER
|
|
962
|
+
* = 0: successful exit
|
|
963
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
964
|
+
* > 0: if INFO = i, A(i,i) is exactly zero. The triangular
|
|
965
|
+
* matrix is singular and its inverse can not be computed.
|
|
966
|
+
*
|
|
967
|
+
|
|
968
|
+
* =====================================================================
|
|
969
|
+
*
|
|
970
|
+
|
|
971
|
+
|
|
972
|
+
</PRE>
|
|
973
|
+
<A HREF="#top">go to the page top</A>
|
|
974
|
+
|
|
975
|
+
<A NAME="ctrtrs"></A>
|
|
976
|
+
<H2>ctrtrs</H2>
|
|
977
|
+
<PRE>
|
|
978
|
+
USAGE:
|
|
979
|
+
info, b = NumRu::Lapack.ctrtrs( uplo, trans, diag, a, b, [:usage => usage, :help => help])
|
|
980
|
+
|
|
981
|
+
|
|
982
|
+
FORTRAN MANUAL
|
|
983
|
+
SUBROUTINE CTRTRS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, INFO )
|
|
984
|
+
|
|
985
|
+
* Purpose
|
|
986
|
+
* =======
|
|
987
|
+
*
|
|
988
|
+
* CTRTRS solves a triangular system of the form
|
|
989
|
+
*
|
|
990
|
+
* A * X = B, A**T * X = B, or A**H * X = B,
|
|
991
|
+
*
|
|
992
|
+
* where A is a triangular matrix of order N, and B is an N-by-NRHS
|
|
993
|
+
* matrix. A check is made to verify that A is nonsingular.
|
|
994
|
+
*
|
|
995
|
+
|
|
996
|
+
* Arguments
|
|
997
|
+
* =========
|
|
998
|
+
*
|
|
999
|
+
* UPLO (input) CHARACTER*1
|
|
1000
|
+
* = 'U': A is upper triangular;
|
|
1001
|
+
* = 'L': A is lower triangular.
|
|
1002
|
+
*
|
|
1003
|
+
* TRANS (input) CHARACTER*1
|
|
1004
|
+
* Specifies the form of the system of equations:
|
|
1005
|
+
* = 'N': A * X = B (No transpose)
|
|
1006
|
+
* = 'T': A**T * X = B (Transpose)
|
|
1007
|
+
* = 'C': A**H * X = B (Conjugate transpose)
|
|
1008
|
+
*
|
|
1009
|
+
* DIAG (input) CHARACTER*1
|
|
1010
|
+
* = 'N': A is non-unit triangular;
|
|
1011
|
+
* = 'U': A is unit triangular.
|
|
1012
|
+
*
|
|
1013
|
+
* N (input) INTEGER
|
|
1014
|
+
* The order of the matrix A. N >= 0.
|
|
1015
|
+
*
|
|
1016
|
+
* NRHS (input) INTEGER
|
|
1017
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1018
|
+
* of the matrix B. NRHS >= 0.
|
|
1019
|
+
*
|
|
1020
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
1021
|
+
* The triangular matrix A. If UPLO = 'U', the leading N-by-N
|
|
1022
|
+
* upper triangular part of the array A contains the upper
|
|
1023
|
+
* triangular matrix, and the strictly lower triangular part of
|
|
1024
|
+
* A is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
1025
|
+
* triangular part of the array A contains the lower triangular
|
|
1026
|
+
* matrix, and the strictly upper triangular part of A is not
|
|
1027
|
+
* referenced. If DIAG = 'U', the diagonal elements of A are
|
|
1028
|
+
* also not referenced and are assumed to be 1.
|
|
1029
|
+
*
|
|
1030
|
+
* LDA (input) INTEGER
|
|
1031
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1032
|
+
*
|
|
1033
|
+
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
|
1034
|
+
* On entry, the right hand side matrix B.
|
|
1035
|
+
* On exit, if INFO = 0, the solution matrix X.
|
|
1036
|
+
*
|
|
1037
|
+
* LDB (input) INTEGER
|
|
1038
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1039
|
+
*
|
|
1040
|
+
* INFO (output) INTEGER
|
|
1041
|
+
* = 0: successful exit
|
|
1042
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1043
|
+
* > 0: if INFO = i, the i-th diagonal element of A is zero,
|
|
1044
|
+
* indicating that the matrix is singular and the solutions
|
|
1045
|
+
* X have not been computed.
|
|
1046
|
+
*
|
|
1047
|
+
|
|
1048
|
+
* =====================================================================
|
|
1049
|
+
*
|
|
1050
|
+
|
|
1051
|
+
|
|
1052
|
+
</PRE>
|
|
1053
|
+
<A HREF="#top">go to the page top</A>
|
|
1054
|
+
|
|
1055
|
+
<A NAME="ctrttf"></A>
|
|
1056
|
+
<H2>ctrttf</H2>
|
|
1057
|
+
<PRE>
|
|
1058
|
+
USAGE:
|
|
1059
|
+
arf, info = NumRu::Lapack.ctrttf( transr, uplo, a, [:usage => usage, :help => help])
|
|
1060
|
+
|
|
1061
|
+
|
|
1062
|
+
FORTRAN MANUAL
|
|
1063
|
+
SUBROUTINE CTRTTF( TRANSR, UPLO, N, A, LDA, ARF, INFO )
|
|
1064
|
+
|
|
1065
|
+
* Purpose
|
|
1066
|
+
* =======
|
|
1067
|
+
*
|
|
1068
|
+
* CTRTTF copies a triangular matrix A from standard full format (TR)
|
|
1069
|
+
* to rectangular full packed format (TF) .
|
|
1070
|
+
*
|
|
1071
|
+
|
|
1072
|
+
* Arguments
|
|
1073
|
+
* =========
|
|
1074
|
+
*
|
|
1075
|
+
* TRANSR (input) CHARACTER*1
|
|
1076
|
+
* = 'N': ARF in Normal mode is wanted;
|
|
1077
|
+
* = 'C': ARF in Conjugate Transpose mode is wanted;
|
|
1078
|
+
*
|
|
1079
|
+
* UPLO (input) CHARACTER*1
|
|
1080
|
+
* = 'U': A is upper triangular;
|
|
1081
|
+
* = 'L': A is lower triangular.
|
|
1082
|
+
*
|
|
1083
|
+
* N (input) INTEGER
|
|
1084
|
+
* The order of the matrix A. N >= 0.
|
|
1085
|
+
*
|
|
1086
|
+
* A (input) COMPLEX array, dimension ( LDA, N )
|
|
1087
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the
|
|
1088
|
+
* leading N-by-N upper triangular part of the array A contains
|
|
1089
|
+
* the upper triangular matrix, and the strictly lower
|
|
1090
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
1091
|
+
* leading N-by-N lower triangular part of the array A contains
|
|
1092
|
+
* the lower triangular matrix, and the strictly upper
|
|
1093
|
+
* triangular part of A is not referenced.
|
|
1094
|
+
*
|
|
1095
|
+
* LDA (input) INTEGER
|
|
1096
|
+
* The leading dimension of the matrix A. LDA >= max(1,N).
|
|
1097
|
+
*
|
|
1098
|
+
* ARF (output) COMPLEX*16 array, dimension ( N*(N+1)/2 ),
|
|
1099
|
+
* On exit, the upper or lower triangular matrix A stored in
|
|
1100
|
+
* RFP format. For a further discussion see Notes below.
|
|
1101
|
+
*
|
|
1102
|
+
* INFO (output) INTEGER
|
|
1103
|
+
* = 0: successful exit
|
|
1104
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1105
|
+
*
|
|
1106
|
+
|
|
1107
|
+
* Further Details
|
|
1108
|
+
* ===============
|
|
1109
|
+
*
|
|
1110
|
+
* We first consider Standard Packed Format when N is even.
|
|
1111
|
+
* We give an example where N = 6.
|
|
1112
|
+
*
|
|
1113
|
+
* AP is Upper AP is Lower
|
|
1114
|
+
*
|
|
1115
|
+
* 00 01 02 03 04 05 00
|
|
1116
|
+
* 11 12 13 14 15 10 11
|
|
1117
|
+
* 22 23 24 25 20 21 22
|
|
1118
|
+
* 33 34 35 30 31 32 33
|
|
1119
|
+
* 44 45 40 41 42 43 44
|
|
1120
|
+
* 55 50 51 52 53 54 55
|
|
1121
|
+
*
|
|
1122
|
+
*
|
|
1123
|
+
* Let TRANSR = `N'. RFP holds AP as follows:
|
|
1124
|
+
* For UPLO = `U' the upper trapezoid A(0:5,0:2) consists of the last
|
|
1125
|
+
* three columns of AP upper. The lower triangle A(4:6,0:2) consists of
|
|
1126
|
+
* conjugate-transpose of the first three columns of AP upper.
|
|
1127
|
+
* For UPLO = `L' the lower trapezoid A(1:6,0:2) consists of the first
|
|
1128
|
+
* three columns of AP lower. The upper triangle A(0:2,0:2) consists of
|
|
1129
|
+
* conjugate-transpose of the last three columns of AP lower.
|
|
1130
|
+
* To denote conjugate we place -- above the element. This covers the
|
|
1131
|
+
* case N even and TRANSR = `N'.
|
|
1132
|
+
*
|
|
1133
|
+
* RFP A RFP A
|
|
1134
|
+
*
|
|
1135
|
+
* -- -- --
|
|
1136
|
+
* 03 04 05 33 43 53
|
|
1137
|
+
* -- --
|
|
1138
|
+
* 13 14 15 00 44 54
|
|
1139
|
+
* --
|
|
1140
|
+
* 23 24 25 10 11 55
|
|
1141
|
+
*
|
|
1142
|
+
* 33 34 35 20 21 22
|
|
1143
|
+
* --
|
|
1144
|
+
* 00 44 45 30 31 32
|
|
1145
|
+
* -- --
|
|
1146
|
+
* 01 11 55 40 41 42
|
|
1147
|
+
* -- -- --
|
|
1148
|
+
* 02 12 22 50 51 52
|
|
1149
|
+
*
|
|
1150
|
+
* Now let TRANSR = `C'. RFP A in both UPLO cases is just the conjugate-
|
|
1151
|
+
* transpose of RFP A above. One therefore gets:
|
|
1152
|
+
*
|
|
1153
|
+
*
|
|
1154
|
+
* RFP A RFP A
|
|
1155
|
+
*
|
|
1156
|
+
* -- -- -- -- -- -- -- -- -- --
|
|
1157
|
+
* 03 13 23 33 00 01 02 33 00 10 20 30 40 50
|
|
1158
|
+
* -- -- -- -- -- -- -- -- -- --
|
|
1159
|
+
* 04 14 24 34 44 11 12 43 44 11 21 31 41 51
|
|
1160
|
+
* -- -- -- -- -- -- -- -- -- --
|
|
1161
|
+
* 05 15 25 35 45 55 22 53 54 55 22 32 42 52
|
|
1162
|
+
*
|
|
1163
|
+
*
|
|
1164
|
+
* We next consider Standard Packed Format when N is odd.
|
|
1165
|
+
* We give an example where N = 5.
|
|
1166
|
+
*
|
|
1167
|
+
* AP is Upper AP is Lower
|
|
1168
|
+
*
|
|
1169
|
+
* 00 01 02 03 04 00
|
|
1170
|
+
* 11 12 13 14 10 11
|
|
1171
|
+
* 22 23 24 20 21 22
|
|
1172
|
+
* 33 34 30 31 32 33
|
|
1173
|
+
* 44 40 41 42 43 44
|
|
1174
|
+
*
|
|
1175
|
+
*
|
|
1176
|
+
* Let TRANSR = `N'. RFP holds AP as follows:
|
|
1177
|
+
* For UPLO = `U' the upper trapezoid A(0:4,0:2) consists of the last
|
|
1178
|
+
* three columns of AP upper. The lower triangle A(3:4,0:1) consists of
|
|
1179
|
+
* conjugate-transpose of the first two columns of AP upper.
|
|
1180
|
+
* For UPLO = `L' the lower trapezoid A(0:4,0:2) consists of the first
|
|
1181
|
+
* three columns of AP lower. The upper triangle A(0:1,1:2) consists of
|
|
1182
|
+
* conjugate-transpose of the last two columns of AP lower.
|
|
1183
|
+
* To denote conjugate we place -- above the element. This covers the
|
|
1184
|
+
* case N odd and TRANSR = `N'.
|
|
1185
|
+
*
|
|
1186
|
+
* RFP A RFP A
|
|
1187
|
+
*
|
|
1188
|
+
* -- --
|
|
1189
|
+
* 02 03 04 00 33 43
|
|
1190
|
+
* --
|
|
1191
|
+
* 12 13 14 10 11 44
|
|
1192
|
+
*
|
|
1193
|
+
* 22 23 24 20 21 22
|
|
1194
|
+
* --
|
|
1195
|
+
* 00 33 34 30 31 32
|
|
1196
|
+
* -- --
|
|
1197
|
+
* 01 11 44 40 41 42
|
|
1198
|
+
*
|
|
1199
|
+
* Now let TRANSR = `C'. RFP A in both UPLO cases is just the conjugate-
|
|
1200
|
+
* transpose of RFP A above. One therefore gets:
|
|
1201
|
+
*
|
|
1202
|
+
*
|
|
1203
|
+
* RFP A RFP A
|
|
1204
|
+
*
|
|
1205
|
+
* -- -- -- -- -- -- -- -- --
|
|
1206
|
+
* 02 12 22 00 01 00 10 20 30 40 50
|
|
1207
|
+
* -- -- -- -- -- -- -- -- --
|
|
1208
|
+
* 03 13 23 33 11 33 11 21 31 41 51
|
|
1209
|
+
* -- -- -- -- -- -- -- -- --
|
|
1210
|
+
* 04 14 24 34 44 43 44 22 32 42 52
|
|
1211
|
+
*
|
|
1212
|
+
* =====================================================================
|
|
1213
|
+
*
|
|
1214
|
+
|
|
1215
|
+
|
|
1216
|
+
</PRE>
|
|
1217
|
+
<A HREF="#top">go to the page top</A>
|
|
1218
|
+
|
|
1219
|
+
<A NAME="ctrttp"></A>
|
|
1220
|
+
<H2>ctrttp</H2>
|
|
1221
|
+
<PRE>
|
|
1222
|
+
USAGE:
|
|
1223
|
+
ap, info = NumRu::Lapack.ctrttp( uplo, a, [:usage => usage, :help => help])
|
|
1224
|
+
|
|
1225
|
+
|
|
1226
|
+
FORTRAN MANUAL
|
|
1227
|
+
SUBROUTINE CTRTTP( UPLO, N, A, LDA, AP, INFO )
|
|
1228
|
+
|
|
1229
|
+
* Purpose
|
|
1230
|
+
* =======
|
|
1231
|
+
*
|
|
1232
|
+
* CTRTTP copies a triangular matrix A from full format (TR) to standard
|
|
1233
|
+
* packed format (TP).
|
|
1234
|
+
*
|
|
1235
|
+
|
|
1236
|
+
* Arguments
|
|
1237
|
+
* =========
|
|
1238
|
+
*
|
|
1239
|
+
* UPLO (input) CHARACTER*1
|
|
1240
|
+
* = 'U': A is upper triangular;
|
|
1241
|
+
* = 'L': A is lower triangular.
|
|
1242
|
+
*
|
|
1243
|
+
* N (input) INTEGER
|
|
1244
|
+
* The order of the matrices AP and A. N >= 0.
|
|
1245
|
+
*
|
|
1246
|
+
* A (input) COMPLEX array, dimension (LDA,N)
|
|
1247
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the leading
|
|
1248
|
+
* N-by-N upper triangular part of A contains the upper
|
|
1249
|
+
* triangular part of the matrix A, and the strictly lower
|
|
1250
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
1251
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
1252
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1253
|
+
* triangular part of A is not referenced.
|
|
1254
|
+
*
|
|
1255
|
+
* LDA (input) INTEGER
|
|
1256
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1257
|
+
*
|
|
1258
|
+
* AP (output) COMPLEX array, dimension ( N*(N+1)/2 ),
|
|
1259
|
+
* On exit, the upper or lower triangular matrix A, packed
|
|
1260
|
+
* columnwise in a linear array. The j-th column of A is stored
|
|
1261
|
+
* in the array AP as follows:
|
|
1262
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
1263
|
+
* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
|
|
1264
|
+
*
|
|
1265
|
+
* INFO (output) INTEGER
|
|
1266
|
+
* = 0: successful exit
|
|
1267
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1268
|
+
*
|
|
1269
|
+
|
|
1270
|
+
* =====================================================================
|
|
1271
|
+
*
|
|
1272
|
+
|
|
1273
|
+
|
|
1274
|
+
</PRE>
|
|
1275
|
+
<A HREF="#top">go to the page top</A>
|
|
1276
|
+
|
|
1277
|
+
<HR />
|
|
1278
|
+
<A HREF="c.html">back to matrix types</A><BR>
|
|
1279
|
+
<A HREF="c.html">back to data types</A>
|
|
1280
|
+
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|
|
1281
|
+
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|