ruby-lapack 1.3
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- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
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- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
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- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
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- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
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- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
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- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
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- data/dev/defs/cgerfs +164 -0
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- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
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- data/dev/defs/cgetc2 +82 -0
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- data/dev/defs/cla_wwaddw +53 -0
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- data/ext/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/ddi.html
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<HTML>
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<HEAD>
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<TITLE>DOUBLE PRECISION routines for diagonal 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>DOUBLE PRECISION routines for diagonal matrix</H1>
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<UL>
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<LI><A HREF="#ddisna">ddisna</A></LI>
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</UL>
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<A NAME="ddisna"></A>
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<H2>ddisna</H2>
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<PRE>
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USAGE:
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sep, info = NumRu::Lapack.ddisna( job, n, d, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DDISNA( JOB, M, N, D, SEP, INFO )
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* Purpose
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* =======
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*
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* DDISNA computes the reciprocal condition numbers for the eigenvectors
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* of a real symmetric or complex Hermitian matrix or for the left or
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* right singular vectors of a general m-by-n matrix. The reciprocal
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* condition number is the 'gap' between the corresponding eigenvalue or
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* singular value and the nearest other one.
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*
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* The bound on the error, measured by angle in radians, in the I-th
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* computed vector is given by
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*
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* DLAMCH( 'E' ) * ( ANORM / SEP( I ) )
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*
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* where ANORM = 2-norm(A) = max( abs( D(j) ) ). SEP(I) is not allowed
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* to be smaller than DLAMCH( 'E' )*ANORM in order to limit the size of
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* the error bound.
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*
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* DDISNA may also be used to compute error bounds for eigenvectors of
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* the generalized symmetric definite eigenproblem.
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*
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* Arguments
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* =========
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*
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* JOB (input) CHARACTER*1
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* Specifies for which problem the reciprocal condition numbers
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* should be computed:
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* = 'E': the eigenvectors of a symmetric/Hermitian matrix;
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* = 'L': the left singular vectors of a general matrix;
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* = 'R': the right singular vectors of a general matrix.
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*
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* M (input) INTEGER
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* The number of rows of the matrix. M >= 0.
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*
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* N (input) INTEGER
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* If JOB = 'L' or 'R', the number of columns of the matrix,
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* in which case N >= 0. Ignored if JOB = 'E'.
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*
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* D (input) DOUBLE PRECISION array, dimension (M) if JOB = 'E'
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* dimension (min(M,N)) if JOB = 'L' or 'R'
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* The eigenvalues (if JOB = 'E') or singular values (if JOB =
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* 'L' or 'R') of the matrix, in either increasing or decreasing
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* order. If singular values, they must be non-negative.
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*
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* SEP (output) DOUBLE PRECISION array, dimension (M) if JOB = 'E'
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* dimension (min(M,N)) if JOB = 'L' or 'R'
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* The reciprocal condition numbers of the vectors.
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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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<HR />
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<A HREF="d.html">back to matrix types</A><BR>
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<A HREF="d.html">back to data types</A>
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</BODY>
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<HTML>
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<HEAD>
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<TITLE>DOUBLE PRECISION routines for general 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>DOUBLE PRECISION routines for general band matrix</H1>
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<UL>
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<LI><A HREF="#dgbbrd">dgbbrd</A></LI>
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<LI><A HREF="#dgbcon">dgbcon</A></LI>
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<LI><A HREF="#dgbequ">dgbequ</A></LI>
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<LI><A HREF="#dgbequb">dgbequb</A></LI>
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<LI><A HREF="#dgbrfs">dgbrfs</A></LI>
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<LI><A HREF="#dgbrfsx">dgbrfsx</A></LI>
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<LI><A HREF="#dgbsv">dgbsv</A></LI>
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<LI><A HREF="#dgbsvx">dgbsvx</A></LI>
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<LI><A HREF="#dgbsvxx">dgbsvxx</A></LI>
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<LI><A HREF="#dgbtf2">dgbtf2</A></LI>
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<LI><A HREF="#dgbtrf">dgbtrf</A></LI>
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<LI><A HREF="#dgbtrs">dgbtrs</A></LI>
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</UL>
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<A NAME="dgbbrd"></A>
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<H2>dgbbrd</H2>
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<PRE>
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26
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USAGE:
|
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27
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d, e, q, pt, info, ab, c = NumRu::Lapack.dgbbrd( vect, kl, ku, ab, c, [:usage => usage, :help => help])
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29
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FORTRAN MANUAL
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31
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SUBROUTINE DGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, INFO )
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* Purpose
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* =======
|
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35
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*
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36
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* DGBBRD reduces a real general m-by-n band matrix A to upper
|
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37
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* bidiagonal form B by an orthogonal transformation: Q' * A * P = B.
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38
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*
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* The routine computes B, and optionally forms Q or P', or computes
|
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* Q'*C for a given matrix C.
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41
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*
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* Arguments
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* =========
|
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45
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*
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* VECT (input) CHARACTER*1
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47
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* Specifies whether or not the matrices Q and P' are to be
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* formed.
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* = 'N': do not form Q or P';
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* = 'Q': form Q only;
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* = 'P': form P' only;
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* = 'B': form both.
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*
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* M (input) INTEGER
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* The number of rows of the matrix A. M >= 0.
|
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56
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*
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* N (input) INTEGER
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* The number of columns of the matrix A. N >= 0.
|
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*
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* NCC (input) INTEGER
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* The number of columns of the matrix C. NCC >= 0.
|
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*
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* KL (input) INTEGER
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* The number of subdiagonals of the matrix A. KL >= 0.
|
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65
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*
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66
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* KU (input) INTEGER
|
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67
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* The number of superdiagonals of the matrix A. KU >= 0.
|
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68
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*
|
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69
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* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
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70
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+
* On entry, the m-by-n band matrix A, stored in rows 1 to
|
|
71
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+
* KL+KU+1. The j-th column of A is stored in the j-th column of
|
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72
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* the array AB as follows:
|
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73
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+
* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
|
|
74
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+
* On exit, A is overwritten by values generated during the
|
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75
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* reduction.
|
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76
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*
|
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77
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* LDAB (input) INTEGER
|
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78
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* The leading dimension of the array A. LDAB >= KL+KU+1.
|
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79
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*
|
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80
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* D (output) DOUBLE PRECISION array, dimension (min(M,N))
|
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81
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* The diagonal elements of the bidiagonal matrix B.
|
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82
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*
|
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83
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* E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
|
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84
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* The superdiagonal elements of the bidiagonal matrix B.
|
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85
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*
|
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86
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+
* Q (output) DOUBLE PRECISION array, dimension (LDQ,M)
|
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87
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* If VECT = 'Q' or 'B', the m-by-m orthogonal matrix Q.
|
|
88
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+
* If VECT = 'N' or 'P', the array Q is not referenced.
|
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89
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+
*
|
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90
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+
* LDQ (input) INTEGER
|
|
91
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+
* The leading dimension of the array Q.
|
|
92
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+
* LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
|
|
93
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+
*
|
|
94
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+
* PT (output) DOUBLE PRECISION array, dimension (LDPT,N)
|
|
95
|
+
* If VECT = 'P' or 'B', the n-by-n orthogonal matrix P'.
|
|
96
|
+
* If VECT = 'N' or 'Q', the array PT is not referenced.
|
|
97
|
+
*
|
|
98
|
+
* LDPT (input) INTEGER
|
|
99
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+
* The leading dimension of the array PT.
|
|
100
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+
* LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
|
|
101
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+
*
|
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102
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+
* C (input/output) DOUBLE PRECISION array, dimension (LDC,NCC)
|
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103
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+
* On entry, an m-by-ncc matrix C.
|
|
104
|
+
* On exit, C is overwritten by Q'*C.
|
|
105
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+
* C is not referenced if NCC = 0.
|
|
106
|
+
*
|
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107
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+
* LDC (input) INTEGER
|
|
108
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+
* The leading dimension of the array C.
|
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109
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+
* LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
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110
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+
*
|
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111
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* WORK (workspace) DOUBLE PRECISION array, dimension (2*max(M,N))
|
|
112
|
+
*
|
|
113
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+
* INFO (output) INTEGER
|
|
114
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+
* = 0: successful exit.
|
|
115
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+
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
|
116
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*
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117
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+
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118
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* =====================================================================
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119
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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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124
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125
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<A NAME="dgbcon"></A>
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126
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<H2>dgbcon</H2>
|
|
127
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<PRE>
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|
128
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USAGE:
|
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129
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+
rcond, info = NumRu::Lapack.dgbcon( norm, kl, ku, ab, ipiv, anorm, [:usage => usage, :help => help])
|
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130
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+
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131
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132
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FORTRAN MANUAL
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133
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SUBROUTINE DGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
|
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134
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+
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135
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* Purpose
|
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136
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* =======
|
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137
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*
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138
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* DGBCON estimates the reciprocal of the condition number of a real
|
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139
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* general band matrix A, in either the 1-norm or the infinity-norm,
|
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140
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+
* using the LU factorization computed by DGBTRF.
|
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141
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*
|
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142
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+
* An estimate is obtained for norm(inv(A)), and the reciprocal of the
|
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143
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+
* condition number is computed as
|
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144
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+
* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
|
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145
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+
*
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146
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+
|
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147
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* Arguments
|
|
148
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* =========
|
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149
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+
*
|
|
150
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+
* NORM (input) CHARACTER*1
|
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151
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+
* Specifies whether the 1-norm condition number or the
|
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152
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+
* infinity-norm condition number is required:
|
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153
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+
* = '1' or 'O': 1-norm;
|
|
154
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+
* = 'I': Infinity-norm.
|
|
155
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+
*
|
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156
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+
* N (input) INTEGER
|
|
157
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+
* The order of the matrix A. N >= 0.
|
|
158
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+
*
|
|
159
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+
* KL (input) INTEGER
|
|
160
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+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
161
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+
*
|
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162
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+
* KU (input) INTEGER
|
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163
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+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
164
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+
*
|
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165
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+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
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166
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+
* Details of the LU factorization of the band matrix A, as
|
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167
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+
* computed by DGBTRF. U is stored as an upper triangular band
|
|
168
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+
* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
|
|
169
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+
* the multipliers used during the factorization are stored in
|
|
170
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+
* rows KL+KU+2 to 2*KL+KU+1.
|
|
171
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+
*
|
|
172
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+
* LDAB (input) INTEGER
|
|
173
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+
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
|
174
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+
*
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175
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* IPIV (input) INTEGER array, dimension (N)
|
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176
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* The pivot indices; for 1 <= i <= N, row i of the matrix was
|
|
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|
+
* interchanged with row IPIV(i).
|
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178
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+
*
|
|
179
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* ANORM (input) DOUBLE PRECISION
|
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* If NORM = '1' or 'O', the 1-norm of the original matrix A.
|
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181
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* If NORM = 'I', the infinity-norm of the original matrix A.
|
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182
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*
|
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183
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* RCOND (output) DOUBLE PRECISION
|
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* The reciprocal of the condition number of the matrix A,
|
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185
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* computed as RCOND = 1/(norm(A) * norm(inv(A))).
|
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186
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+
*
|
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187
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
|
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188
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*
|
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189
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
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190
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+
*
|
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191
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+
* INFO (output) INTEGER
|
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* = 0: successful exit
|
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193
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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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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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+
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203
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+
<A NAME="dgbequ"></A>
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204
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<H2>dgbequ</H2>
|
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205
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<PRE>
|
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206
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+
USAGE:
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r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.dgbequ( m, kl, ku, ab, [:usage => usage, :help => help])
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208
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+
|
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209
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+
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210
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+
FORTRAN MANUAL
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SUBROUTINE DGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO )
|
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212
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+
|
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213
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* Purpose
|
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214
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+
* =======
|
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215
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+
*
|
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216
|
+
* DGBEQU computes row and column scalings intended to equilibrate an
|
|
217
|
+
* M-by-N band matrix A and reduce its condition number. R returns the
|
|
218
|
+
* row scale factors and C the column scale factors, chosen to try to
|
|
219
|
+
* make the largest element in each row and column of the matrix B with
|
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220
|
+
* elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
|
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221
|
+
*
|
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222
|
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* R(i) and C(j) are restricted to be between SMLNUM = smallest safe
|
|
223
|
+
* number and BIGNUM = largest safe number. Use of these scaling
|
|
224
|
+
* factors is not guaranteed to reduce the condition number of A but
|
|
225
|
+
* works well in practice.
|
|
226
|
+
*
|
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227
|
+
|
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228
|
+
* Arguments
|
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229
|
+
* =========
|
|
230
|
+
*
|
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231
|
+
* M (input) INTEGER
|
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232
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* The number of rows of the matrix A. M >= 0.
|
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233
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+
*
|
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234
|
+
* N (input) INTEGER
|
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235
|
+
* The number of columns of the matrix A. N >= 0.
|
|
236
|
+
*
|
|
237
|
+
* KL (input) INTEGER
|
|
238
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
239
|
+
*
|
|
240
|
+
* KU (input) INTEGER
|
|
241
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
242
|
+
*
|
|
243
|
+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
244
|
+
* The band matrix A, stored in rows 1 to KL+KU+1. The j-th
|
|
245
|
+
* column of A is stored in the j-th column of the array AB as
|
|
246
|
+
* follows:
|
|
247
|
+
* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
|
|
248
|
+
*
|
|
249
|
+
* LDAB (input) INTEGER
|
|
250
|
+
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
|
251
|
+
*
|
|
252
|
+
* R (output) DOUBLE PRECISION array, dimension (M)
|
|
253
|
+
* If INFO = 0, or INFO > M, R contains the row scale factors
|
|
254
|
+
* for A.
|
|
255
|
+
*
|
|
256
|
+
* C (output) DOUBLE PRECISION array, dimension (N)
|
|
257
|
+
* If INFO = 0, C contains the column scale factors for A.
|
|
258
|
+
*
|
|
259
|
+
* ROWCND (output) DOUBLE PRECISION
|
|
260
|
+
* If INFO = 0 or INFO > M, ROWCND contains the ratio of the
|
|
261
|
+
* smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
|
|
262
|
+
* AMAX is neither too large nor too small, it is not worth
|
|
263
|
+
* scaling by R.
|
|
264
|
+
*
|
|
265
|
+
* COLCND (output) DOUBLE PRECISION
|
|
266
|
+
* If INFO = 0, COLCND contains the ratio of the smallest
|
|
267
|
+
* C(i) to the largest C(i). If COLCND >= 0.1, it is not
|
|
268
|
+
* worth scaling by C.
|
|
269
|
+
*
|
|
270
|
+
* AMAX (output) DOUBLE PRECISION
|
|
271
|
+
* Absolute value of largest matrix element. If AMAX is very
|
|
272
|
+
* close to overflow or very close to underflow, the matrix
|
|
273
|
+
* should be scaled.
|
|
274
|
+
*
|
|
275
|
+
* INFO (output) INTEGER
|
|
276
|
+
* = 0: successful exit
|
|
277
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
278
|
+
* > 0: if INFO = i, and i is
|
|
279
|
+
* <= M: the i-th row of A is exactly zero
|
|
280
|
+
* > M: the (i-M)-th column of A is exactly zero
|
|
281
|
+
*
|
|
282
|
+
|
|
283
|
+
* =====================================================================
|
|
284
|
+
*
|
|
285
|
+
|
|
286
|
+
|
|
287
|
+
</PRE>
|
|
288
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+
<A HREF="#top">go to the page top</A>
|
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289
|
+
|
|
290
|
+
<A NAME="dgbequb"></A>
|
|
291
|
+
<H2>dgbequb</H2>
|
|
292
|
+
<PRE>
|
|
293
|
+
USAGE:
|
|
294
|
+
r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.dgbequb( kl, ku, ab, [:usage => usage, :help => help])
|
|
295
|
+
|
|
296
|
+
|
|
297
|
+
FORTRAN MANUAL
|
|
298
|
+
SUBROUTINE DGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO )
|
|
299
|
+
|
|
300
|
+
* Purpose
|
|
301
|
+
* =======
|
|
302
|
+
*
|
|
303
|
+
* DGBEQUB computes row and column scalings intended to equilibrate an
|
|
304
|
+
* M-by-N matrix A and reduce its condition number. R returns the row
|
|
305
|
+
* scale factors and C the column scale factors, chosen to try to make
|
|
306
|
+
* the largest element in each row and column of the matrix B with
|
|
307
|
+
* elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
|
|
308
|
+
* the radix.
|
|
309
|
+
*
|
|
310
|
+
* R(i) and C(j) are restricted to be a power of the radix between
|
|
311
|
+
* SMLNUM = smallest safe number and BIGNUM = largest safe number. Use
|
|
312
|
+
* of these scaling factors is not guaranteed to reduce the condition
|
|
313
|
+
* number of A but works well in practice.
|
|
314
|
+
*
|
|
315
|
+
* This routine differs from DGEEQU by restricting the scaling factors
|
|
316
|
+
* to a power of the radix. Baring over- and underflow, scaling by
|
|
317
|
+
* these factors introduces no additional rounding errors. However, the
|
|
318
|
+
* scaled entries' magnitured are no longer approximately 1 but lie
|
|
319
|
+
* between sqrt(radix) and 1/sqrt(radix).
|
|
320
|
+
*
|
|
321
|
+
|
|
322
|
+
* Arguments
|
|
323
|
+
* =========
|
|
324
|
+
*
|
|
325
|
+
* M (input) INTEGER
|
|
326
|
+
* The number of rows of the matrix A. M >= 0.
|
|
327
|
+
*
|
|
328
|
+
* N (input) INTEGER
|
|
329
|
+
* The number of columns of the matrix A. N >= 0.
|
|
330
|
+
*
|
|
331
|
+
* KL (input) INTEGER
|
|
332
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
333
|
+
*
|
|
334
|
+
* KU (input) INTEGER
|
|
335
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
336
|
+
*
|
|
337
|
+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
338
|
+
* On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
|
|
339
|
+
* The j-th column of A is stored in the j-th column of the
|
|
340
|
+
* array AB as follows:
|
|
341
|
+
* AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
|
|
342
|
+
*
|
|
343
|
+
* LDAB (input) INTEGER
|
|
344
|
+
* The leading dimension of the array A. LDAB >= max(1,M).
|
|
345
|
+
*
|
|
346
|
+
* R (output) DOUBLE PRECISION array, dimension (M)
|
|
347
|
+
* If INFO = 0 or INFO > M, R contains the row scale factors
|
|
348
|
+
* for A.
|
|
349
|
+
*
|
|
350
|
+
* C (output) DOUBLE PRECISION array, dimension (N)
|
|
351
|
+
* If INFO = 0, C contains the column scale factors for A.
|
|
352
|
+
*
|
|
353
|
+
* ROWCND (output) DOUBLE PRECISION
|
|
354
|
+
* If INFO = 0 or INFO > M, ROWCND contains the ratio of the
|
|
355
|
+
* smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
|
|
356
|
+
* AMAX is neither too large nor too small, it is not worth
|
|
357
|
+
* scaling by R.
|
|
358
|
+
*
|
|
359
|
+
* COLCND (output) DOUBLE PRECISION
|
|
360
|
+
* If INFO = 0, COLCND contains the ratio of the smallest
|
|
361
|
+
* C(i) to the largest C(i). If COLCND >= 0.1, it is not
|
|
362
|
+
* worth scaling by C.
|
|
363
|
+
*
|
|
364
|
+
* AMAX (output) DOUBLE PRECISION
|
|
365
|
+
* Absolute value of largest matrix element. If AMAX is very
|
|
366
|
+
* close to overflow or very close to underflow, the matrix
|
|
367
|
+
* should be scaled.
|
|
368
|
+
*
|
|
369
|
+
* INFO (output) INTEGER
|
|
370
|
+
* = 0: successful exit
|
|
371
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
372
|
+
* > 0: if INFO = i, and i is
|
|
373
|
+
* <= M: the i-th row of A is exactly zero
|
|
374
|
+
* > M: the (i-M)-th column of A is exactly zero
|
|
375
|
+
*
|
|
376
|
+
|
|
377
|
+
* =====================================================================
|
|
378
|
+
*
|
|
379
|
+
|
|
380
|
+
|
|
381
|
+
</PRE>
|
|
382
|
+
<A HREF="#top">go to the page top</A>
|
|
383
|
+
|
|
384
|
+
<A NAME="dgbrfs"></A>
|
|
385
|
+
<H2>dgbrfs</H2>
|
|
386
|
+
<PRE>
|
|
387
|
+
USAGE:
|
|
388
|
+
ferr, berr, info, x = NumRu::Lapack.dgbrfs( trans, kl, ku, ab, afb, ipiv, b, x, [:usage => usage, :help => help])
|
|
389
|
+
|
|
390
|
+
|
|
391
|
+
FORTRAN MANUAL
|
|
392
|
+
SUBROUTINE DGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
|
|
393
|
+
|
|
394
|
+
* Purpose
|
|
395
|
+
* =======
|
|
396
|
+
*
|
|
397
|
+
* DGBRFS improves the computed solution to a system of linear
|
|
398
|
+
* equations when the coefficient matrix is banded, and provides
|
|
399
|
+
* error bounds and backward error estimates for the solution.
|
|
400
|
+
*
|
|
401
|
+
|
|
402
|
+
* Arguments
|
|
403
|
+
* =========
|
|
404
|
+
*
|
|
405
|
+
* TRANS (input) CHARACTER*1
|
|
406
|
+
* Specifies the form of the system of equations:
|
|
407
|
+
* = 'N': A * X = B (No transpose)
|
|
408
|
+
* = 'T': A**T * X = B (Transpose)
|
|
409
|
+
* = 'C': A**H * X = B (Conjugate transpose = Transpose)
|
|
410
|
+
*
|
|
411
|
+
* N (input) INTEGER
|
|
412
|
+
* The order of the matrix A. N >= 0.
|
|
413
|
+
*
|
|
414
|
+
* KL (input) INTEGER
|
|
415
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
416
|
+
*
|
|
417
|
+
* KU (input) INTEGER
|
|
418
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
419
|
+
*
|
|
420
|
+
* NRHS (input) INTEGER
|
|
421
|
+
* The number of right hand sides, i.e., the number of columns
|
|
422
|
+
* of the matrices B and X. NRHS >= 0.
|
|
423
|
+
*
|
|
424
|
+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
425
|
+
* The original band matrix A, stored in rows 1 to KL+KU+1.
|
|
426
|
+
* The j-th column of A is stored in the j-th column of the
|
|
427
|
+
* array AB as follows:
|
|
428
|
+
* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
|
|
429
|
+
*
|
|
430
|
+
* LDAB (input) INTEGER
|
|
431
|
+
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
|
432
|
+
*
|
|
433
|
+
* AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N)
|
|
434
|
+
* Details of the LU factorization of the band matrix A, as
|
|
435
|
+
* computed by DGBTRF. U is stored as an upper triangular band
|
|
436
|
+
* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
|
|
437
|
+
* the multipliers used during the factorization are stored in
|
|
438
|
+
* rows KL+KU+2 to 2*KL+KU+1.
|
|
439
|
+
*
|
|
440
|
+
* LDAFB (input) INTEGER
|
|
441
|
+
* The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
|
|
442
|
+
*
|
|
443
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
444
|
+
* The pivot indices from DGBTRF; for 1<=i<=N, row i of the
|
|
445
|
+
* matrix was interchanged with row IPIV(i).
|
|
446
|
+
*
|
|
447
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
448
|
+
* The right hand side matrix B.
|
|
449
|
+
*
|
|
450
|
+
* LDB (input) INTEGER
|
|
451
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
452
|
+
*
|
|
453
|
+
* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
454
|
+
* On entry, the solution matrix X, as computed by DGBTRS.
|
|
455
|
+
* On exit, the improved solution matrix X.
|
|
456
|
+
*
|
|
457
|
+
* LDX (input) INTEGER
|
|
458
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
459
|
+
*
|
|
460
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
461
|
+
* The estimated forward error bound for each solution vector
|
|
462
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
463
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
464
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
465
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
466
|
+
* largest element in X(j). The estimate is as reliable as
|
|
467
|
+
* the estimate for RCOND, and is almost always a slight
|
|
468
|
+
* overestimate of the true error.
|
|
469
|
+
*
|
|
470
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
471
|
+
* The componentwise relative backward error of each solution
|
|
472
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
473
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
474
|
+
*
|
|
475
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
|
|
476
|
+
*
|
|
477
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
478
|
+
*
|
|
479
|
+
* INFO (output) INTEGER
|
|
480
|
+
* = 0: successful exit
|
|
481
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
482
|
+
*
|
|
483
|
+
* Internal Parameters
|
|
484
|
+
* ===================
|
|
485
|
+
*
|
|
486
|
+
* ITMAX is the maximum number of steps of iterative refinement.
|
|
487
|
+
*
|
|
488
|
+
|
|
489
|
+
* =====================================================================
|
|
490
|
+
*
|
|
491
|
+
|
|
492
|
+
|
|
493
|
+
</PRE>
|
|
494
|
+
<A HREF="#top">go to the page top</A>
|
|
495
|
+
|
|
496
|
+
<A NAME="dgbrfsx"></A>
|
|
497
|
+
<H2>dgbrfsx</H2>
|
|
498
|
+
<PRE>
|
|
499
|
+
USAGE:
|
|
500
|
+
rcond, berr, err_bnds_norm, err_bnds_comp, info, r, c, x, params = NumRu::Lapack.dgbrfsx( trans, equed, kl, ku, ab, afb, ipiv, r, c, b, x, params, [:usage => usage, :help => help])
|
|
501
|
+
|
|
502
|
+
|
|
503
|
+
FORTRAN MANUAL
|
|
504
|
+
SUBROUTINE DGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
|
|
505
|
+
|
|
506
|
+
* Purpose
|
|
507
|
+
* =======
|
|
508
|
+
*
|
|
509
|
+
* DGBRFSX improves the computed solution to a system of linear
|
|
510
|
+
* equations and provides error bounds and backward error estimates
|
|
511
|
+
* for the solution. In addition to normwise error bound, the code
|
|
512
|
+
* provides maximum componentwise error bound if possible. See
|
|
513
|
+
* comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
|
|
514
|
+
* error bounds.
|
|
515
|
+
*
|
|
516
|
+
* The original system of linear equations may have been equilibrated
|
|
517
|
+
* before calling this routine, as described by arguments EQUED, R
|
|
518
|
+
* and C below. In this case, the solution and error bounds returned
|
|
519
|
+
* are for the original unequilibrated system.
|
|
520
|
+
*
|
|
521
|
+
|
|
522
|
+
* Arguments
|
|
523
|
+
* =========
|
|
524
|
+
*
|
|
525
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
526
|
+
* settings determine how refinement is performed, but often the
|
|
527
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
528
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
529
|
+
* the PARAMS argument.
|
|
530
|
+
*
|
|
531
|
+
* TRANS (input) CHARACTER*1
|
|
532
|
+
* Specifies the form of the system of equations:
|
|
533
|
+
* = 'N': A * X = B (No transpose)
|
|
534
|
+
* = 'T': A**T * X = B (Transpose)
|
|
535
|
+
* = 'C': A**H * X = B (Conjugate transpose = Transpose)
|
|
536
|
+
*
|
|
537
|
+
* EQUED (input) CHARACTER*1
|
|
538
|
+
* Specifies the form of equilibration that was done to A
|
|
539
|
+
* before calling this routine. This is needed to compute
|
|
540
|
+
* the solution and error bounds correctly.
|
|
541
|
+
* = 'N': No equilibration
|
|
542
|
+
* = 'R': Row equilibration, i.e., A has been premultiplied by
|
|
543
|
+
* diag(R).
|
|
544
|
+
* = 'C': Column equilibration, i.e., A has been postmultiplied
|
|
545
|
+
* by diag(C).
|
|
546
|
+
* = 'B': Both row and column equilibration, i.e., A has been
|
|
547
|
+
* replaced by diag(R) * A * diag(C).
|
|
548
|
+
* The right hand side B has been changed accordingly.
|
|
549
|
+
*
|
|
550
|
+
* N (input) INTEGER
|
|
551
|
+
* The order of the matrix A. N >= 0.
|
|
552
|
+
*
|
|
553
|
+
* KL (input) INTEGER
|
|
554
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
555
|
+
*
|
|
556
|
+
* KU (input) INTEGER
|
|
557
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
558
|
+
*
|
|
559
|
+
* NRHS (input) INTEGER
|
|
560
|
+
* The number of right hand sides, i.e., the number of columns
|
|
561
|
+
* of the matrices B and X. NRHS >= 0.
|
|
562
|
+
*
|
|
563
|
+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
564
|
+
* The original band matrix A, stored in rows 1 to KL+KU+1.
|
|
565
|
+
* The j-th column of A is stored in the j-th column of the
|
|
566
|
+
* array AB as follows:
|
|
567
|
+
* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
|
|
568
|
+
*
|
|
569
|
+
* LDAB (input) INTEGER
|
|
570
|
+
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
|
571
|
+
*
|
|
572
|
+
* AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N)
|
|
573
|
+
* Details of the LU factorization of the band matrix A, as
|
|
574
|
+
* computed by DGBTRF. U is stored as an upper triangular band
|
|
575
|
+
* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
|
|
576
|
+
* the multipliers used during the factorization are stored in
|
|
577
|
+
* rows KL+KU+2 to 2*KL+KU+1.
|
|
578
|
+
*
|
|
579
|
+
* LDAFB (input) INTEGER
|
|
580
|
+
* The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
|
|
581
|
+
*
|
|
582
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
583
|
+
* The pivot indices from DGETRF; for 1<=i<=N, row i of the
|
|
584
|
+
* matrix was interchanged with row IPIV(i).
|
|
585
|
+
*
|
|
586
|
+
* R (input or output) DOUBLE PRECISION array, dimension (N)
|
|
587
|
+
* The row scale factors for A. If EQUED = 'R' or 'B', A is
|
|
588
|
+
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
|
|
589
|
+
* is not accessed. R is an input argument if FACT = 'F';
|
|
590
|
+
* otherwise, R is an output argument. If FACT = 'F' and
|
|
591
|
+
* EQUED = 'R' or 'B', each element of R must be positive.
|
|
592
|
+
* If R is output, each element of R is a power of the radix.
|
|
593
|
+
* If R is input, each element of R should be a power of the radix
|
|
594
|
+
* to ensure a reliable solution and error estimates. Scaling by
|
|
595
|
+
* powers of the radix does not cause rounding errors unless the
|
|
596
|
+
* result underflows or overflows. Rounding errors during scaling
|
|
597
|
+
* lead to refining with a matrix that is not equivalent to the
|
|
598
|
+
* input matrix, producing error estimates that may not be
|
|
599
|
+
* reliable.
|
|
600
|
+
*
|
|
601
|
+
* C (input or output) DOUBLE PRECISION array, dimension (N)
|
|
602
|
+
* The column scale factors for A. If EQUED = 'C' or 'B', A is
|
|
603
|
+
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
|
|
604
|
+
* is not accessed. C is an input argument if FACT = 'F';
|
|
605
|
+
* otherwise, C is an output argument. If FACT = 'F' and
|
|
606
|
+
* EQUED = 'C' or 'B', each element of C must be positive.
|
|
607
|
+
* If C is output, each element of C is a power of the radix.
|
|
608
|
+
* If C is input, each element of C should be a power of the radix
|
|
609
|
+
* to ensure a reliable solution and error estimates. Scaling by
|
|
610
|
+
* powers of the radix does not cause rounding errors unless the
|
|
611
|
+
* result underflows or overflows. Rounding errors during scaling
|
|
612
|
+
* lead to refining with a matrix that is not equivalent to the
|
|
613
|
+
* input matrix, producing error estimates that may not be
|
|
614
|
+
* reliable.
|
|
615
|
+
*
|
|
616
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
617
|
+
* The right hand side matrix B.
|
|
618
|
+
*
|
|
619
|
+
* LDB (input) INTEGER
|
|
620
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
621
|
+
*
|
|
622
|
+
* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
623
|
+
* On entry, the solution matrix X, as computed by DGETRS.
|
|
624
|
+
* On exit, the improved solution matrix X.
|
|
625
|
+
*
|
|
626
|
+
* LDX (input) INTEGER
|
|
627
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
628
|
+
*
|
|
629
|
+
* RCOND (output) DOUBLE PRECISION
|
|
630
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
631
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
632
|
+
* equilibration (if done). If this is less than the machine
|
|
633
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
634
|
+
* to working precision. Note that the error may still be small even
|
|
635
|
+
* if this number is very small and the matrix appears ill-
|
|
636
|
+
* conditioned.
|
|
637
|
+
*
|
|
638
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
639
|
+
* Componentwise relative backward error. This is the
|
|
640
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
641
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
642
|
+
* makes X(j) an exact solution).
|
|
643
|
+
*
|
|
644
|
+
* N_ERR_BNDS (input) INTEGER
|
|
645
|
+
* Number of error bounds to return for each right hand side
|
|
646
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
647
|
+
* ERR_BNDS_COMP below.
|
|
648
|
+
*
|
|
649
|
+
* ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
650
|
+
* For each right-hand side, this array contains information about
|
|
651
|
+
* various error bounds and condition numbers corresponding to the
|
|
652
|
+
* normwise relative error, which is defined as follows:
|
|
653
|
+
*
|
|
654
|
+
* Normwise relative error in the ith solution vector:
|
|
655
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
656
|
+
* ------------------------------
|
|
657
|
+
* max_j abs(X(j,i))
|
|
658
|
+
*
|
|
659
|
+
* The array is indexed by the type of error information as described
|
|
660
|
+
* below. There currently are up to three pieces of information
|
|
661
|
+
* returned.
|
|
662
|
+
*
|
|
663
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
664
|
+
* right-hand side.
|
|
665
|
+
*
|
|
666
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
667
|
+
* three fields:
|
|
668
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
669
|
+
* reciprocal condition number is less than the threshold
|
|
670
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
671
|
+
*
|
|
672
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
673
|
+
* almost certainly within a factor of 10 of the true error
|
|
674
|
+
* so long as the next entry is greater than the threshold
|
|
675
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
676
|
+
* be trusted if the previous boolean is true.
|
|
677
|
+
*
|
|
678
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
679
|
+
* reciprocal condition number. Compared with the threshold
|
|
680
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
681
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
682
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
683
|
+
* appropriately scaled matrix Z.
|
|
684
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
685
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
686
|
+
*
|
|
687
|
+
* See Lapack Working Note 165 for further details and extra
|
|
688
|
+
* cautions.
|
|
689
|
+
*
|
|
690
|
+
* ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
691
|
+
* For each right-hand side, this array contains information about
|
|
692
|
+
* various error bounds and condition numbers corresponding to the
|
|
693
|
+
* componentwise relative error, which is defined as follows:
|
|
694
|
+
*
|
|
695
|
+
* Componentwise relative error in the ith solution vector:
|
|
696
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
697
|
+
* max_j ----------------------
|
|
698
|
+
* abs(X(j,i))
|
|
699
|
+
*
|
|
700
|
+
* The array is indexed by the right-hand side i (on which the
|
|
701
|
+
* componentwise relative error depends), and the type of error
|
|
702
|
+
* information as described below. There currently are up to three
|
|
703
|
+
* pieces of information returned for each right-hand side. If
|
|
704
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
705
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
706
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
707
|
+
*
|
|
708
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
709
|
+
* right-hand side.
|
|
710
|
+
*
|
|
711
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
712
|
+
* three fields:
|
|
713
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
714
|
+
* reciprocal condition number is less than the threshold
|
|
715
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
716
|
+
*
|
|
717
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
718
|
+
* almost certainly within a factor of 10 of the true error
|
|
719
|
+
* so long as the next entry is greater than the threshold
|
|
720
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
721
|
+
* be trusted if the previous boolean is true.
|
|
722
|
+
*
|
|
723
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
724
|
+
* reciprocal condition number. Compared with the threshold
|
|
725
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
726
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
727
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
728
|
+
* appropriately scaled matrix Z.
|
|
729
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
730
|
+
* current right-hand side and S scales each row of
|
|
731
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
732
|
+
* sums of Z are approximately 1.
|
|
733
|
+
*
|
|
734
|
+
* See Lapack Working Note 165 for further details and extra
|
|
735
|
+
* cautions.
|
|
736
|
+
*
|
|
737
|
+
* NPARAMS (input) INTEGER
|
|
738
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
739
|
+
* PARAMS array is never referenced and default values are used.
|
|
740
|
+
*
|
|
741
|
+
* PARAMS (input / output) DOUBLE PRECISION array, dimension (NPARAMS)
|
|
742
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
743
|
+
* that entry will be filled with default value used for that
|
|
744
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
745
|
+
* are used for higher-numbered parameters.
|
|
746
|
+
*
|
|
747
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
748
|
+
* refinement or not.
|
|
749
|
+
* Default: 1.0D+0
|
|
750
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
751
|
+
* computed.
|
|
752
|
+
* = 1.0 : Use the double-precision refinement algorithm,
|
|
753
|
+
* possibly with doubled-single computations if the
|
|
754
|
+
* compilation environment does not support DOUBLE
|
|
755
|
+
* PRECISION.
|
|
756
|
+
* (other values are reserved for future use)
|
|
757
|
+
*
|
|
758
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
759
|
+
* computations allowed for refinement.
|
|
760
|
+
* Default: 10
|
|
761
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
762
|
+
* factorizations or factorizations other than LU. If
|
|
763
|
+
* the factorization uses a technique other than
|
|
764
|
+
* Gaussian elimination, the guarantees in
|
|
765
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
766
|
+
* trustworthy.
|
|
767
|
+
*
|
|
768
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
769
|
+
* will attempt to find a solution with small componentwise
|
|
770
|
+
* relative error in the double-precision algorithm. Positive
|
|
771
|
+
* is true, 0.0 is false.
|
|
772
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
773
|
+
*
|
|
774
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
|
|
775
|
+
*
|
|
776
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
777
|
+
*
|
|
778
|
+
* INFO (output) INTEGER
|
|
779
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
780
|
+
* guaranteed.
|
|
781
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
782
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
783
|
+
* has been completed, but the factor U is exactly singular, so
|
|
784
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
785
|
+
* is returned.
|
|
786
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
787
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
788
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
789
|
+
* only the first such right-hand side is reported. If a small
|
|
790
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
791
|
+
* the Jth right-hand side is the first with a normwise error
|
|
792
|
+
* bound that is not guaranteed (the smallest J such
|
|
793
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
794
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
795
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
796
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
797
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
798
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
799
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
800
|
+
* ERR_BNDS_COMP.
|
|
801
|
+
*
|
|
802
|
+
|
|
803
|
+
* ==================================================================
|
|
804
|
+
*
|
|
805
|
+
|
|
806
|
+
|
|
807
|
+
</PRE>
|
|
808
|
+
<A HREF="#top">go to the page top</A>
|
|
809
|
+
|
|
810
|
+
<A NAME="dgbsv"></A>
|
|
811
|
+
<H2>dgbsv</H2>
|
|
812
|
+
<PRE>
|
|
813
|
+
USAGE:
|
|
814
|
+
ipiv, info, ab, b = NumRu::Lapack.dgbsv( kl, ku, ab, b, [:usage => usage, :help => help])
|
|
815
|
+
|
|
816
|
+
|
|
817
|
+
FORTRAN MANUAL
|
|
818
|
+
SUBROUTINE DGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
|
|
819
|
+
|
|
820
|
+
* Purpose
|
|
821
|
+
* =======
|
|
822
|
+
*
|
|
823
|
+
* DGBSV computes the solution to a real system of linear equations
|
|
824
|
+
* A * X = B, where A is a band matrix of order N with KL subdiagonals
|
|
825
|
+
* and KU superdiagonals, and X and B are N-by-NRHS matrices.
|
|
826
|
+
*
|
|
827
|
+
* The LU decomposition with partial pivoting and row interchanges is
|
|
828
|
+
* used to factor A as A = L * U, where L is a product of permutation
|
|
829
|
+
* and unit lower triangular matrices with KL subdiagonals, and U is
|
|
830
|
+
* upper triangular with KL+KU superdiagonals. The factored form of A
|
|
831
|
+
* is then used to solve the system of equations A * X = B.
|
|
832
|
+
*
|
|
833
|
+
|
|
834
|
+
* Arguments
|
|
835
|
+
* =========
|
|
836
|
+
*
|
|
837
|
+
* N (input) INTEGER
|
|
838
|
+
* The number of linear equations, i.e., the order of the
|
|
839
|
+
* matrix A. N >= 0.
|
|
840
|
+
*
|
|
841
|
+
* KL (input) INTEGER
|
|
842
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
843
|
+
*
|
|
844
|
+
* KU (input) INTEGER
|
|
845
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
846
|
+
*
|
|
847
|
+
* NRHS (input) INTEGER
|
|
848
|
+
* The number of right hand sides, i.e., the number of columns
|
|
849
|
+
* of the matrix B. NRHS >= 0.
|
|
850
|
+
*
|
|
851
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
852
|
+
* On entry, the matrix A in band storage, in rows KL+1 to
|
|
853
|
+
* 2*KL+KU+1; rows 1 to KL of the array need not be set.
|
|
854
|
+
* The j-th column of A is stored in the j-th column of the
|
|
855
|
+
* array AB as follows:
|
|
856
|
+
* AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL)
|
|
857
|
+
* On exit, details of the factorization: U is stored as an
|
|
858
|
+
* upper triangular band matrix with KL+KU superdiagonals in
|
|
859
|
+
* rows 1 to KL+KU+1, and the multipliers used during the
|
|
860
|
+
* factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
|
|
861
|
+
* See below for further details.
|
|
862
|
+
*
|
|
863
|
+
* LDAB (input) INTEGER
|
|
864
|
+
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
|
865
|
+
*
|
|
866
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
867
|
+
* The pivot indices that define the permutation matrix P;
|
|
868
|
+
* row i of the matrix was interchanged with row IPIV(i).
|
|
869
|
+
*
|
|
870
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
871
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
872
|
+
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
|
873
|
+
*
|
|
874
|
+
* LDB (input) INTEGER
|
|
875
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
876
|
+
*
|
|
877
|
+
* INFO (output) INTEGER
|
|
878
|
+
* = 0: successful exit
|
|
879
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
880
|
+
* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
|
|
881
|
+
* has been completed, but the factor U is exactly
|
|
882
|
+
* singular, and the solution has not been computed.
|
|
883
|
+
*
|
|
884
|
+
|
|
885
|
+
* Further Details
|
|
886
|
+
* ===============
|
|
887
|
+
*
|
|
888
|
+
* The band storage scheme is illustrated by the following example, when
|
|
889
|
+
* M = N = 6, KL = 2, KU = 1:
|
|
890
|
+
*
|
|
891
|
+
* On entry: On exit:
|
|
892
|
+
*
|
|
893
|
+
* * * * + + + * * * u14 u25 u36
|
|
894
|
+
* * * + + + + * * u13 u24 u35 u46
|
|
895
|
+
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
|
896
|
+
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
|
897
|
+
* a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
|
|
898
|
+
* a31 a42 a53 a64 * * m31 m42 m53 m64 * *
|
|
899
|
+
*
|
|
900
|
+
* Array elements marked * are not used by the routine; elements marked
|
|
901
|
+
* + need not be set on entry, but are required by the routine to store
|
|
902
|
+
* elements of U because of fill-in resulting from the row interchanges.
|
|
903
|
+
*
|
|
904
|
+
* =====================================================================
|
|
905
|
+
*
|
|
906
|
+
* .. External Subroutines ..
|
|
907
|
+
EXTERNAL DGBTRF, DGBTRS, XERBLA
|
|
908
|
+
* ..
|
|
909
|
+
* .. Intrinsic Functions ..
|
|
910
|
+
INTRINSIC MAX
|
|
911
|
+
* ..
|
|
912
|
+
|
|
913
|
+
|
|
914
|
+
</PRE>
|
|
915
|
+
<A HREF="#top">go to the page top</A>
|
|
916
|
+
|
|
917
|
+
<A NAME="dgbsvx"></A>
|
|
918
|
+
<H2>dgbsvx</H2>
|
|
919
|
+
<PRE>
|
|
920
|
+
USAGE:
|
|
921
|
+
x, rcond, ferr, berr, work, info, ab, afb, ipiv, equed, r, c, b = NumRu::Lapack.dgbsvx( fact, trans, kl, ku, ab, b, [:afb => afb, :ipiv => ipiv, :equed => equed, :r => r, :c => c, :usage => usage, :help => help])
|
|
922
|
+
|
|
923
|
+
|
|
924
|
+
FORTRAN MANUAL
|
|
925
|
+
SUBROUTINE DGBSVX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
|
|
926
|
+
|
|
927
|
+
* Purpose
|
|
928
|
+
* =======
|
|
929
|
+
*
|
|
930
|
+
* DGBSVX uses the LU factorization to compute the solution to a real
|
|
931
|
+
* system of linear equations A * X = B, A**T * X = B, or A**H * X = B,
|
|
932
|
+
* where A is a band matrix of order N with KL subdiagonals and KU
|
|
933
|
+
* superdiagonals, and X and B are N-by-NRHS matrices.
|
|
934
|
+
*
|
|
935
|
+
* Error bounds on the solution and a condition estimate are also
|
|
936
|
+
* provided.
|
|
937
|
+
*
|
|
938
|
+
* Description
|
|
939
|
+
* ===========
|
|
940
|
+
*
|
|
941
|
+
* The following steps are performed by this subroutine:
|
|
942
|
+
*
|
|
943
|
+
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
|
944
|
+
* the system:
|
|
945
|
+
* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
|
|
946
|
+
* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
|
|
947
|
+
* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
|
|
948
|
+
* Whether or not the system will be equilibrated depends on the
|
|
949
|
+
* scaling of the matrix A, but if equilibration is used, A is
|
|
950
|
+
* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
|
|
951
|
+
* or diag(C)*B (if TRANS = 'T' or 'C').
|
|
952
|
+
*
|
|
953
|
+
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the
|
|
954
|
+
* matrix A (after equilibration if FACT = 'E') as
|
|
955
|
+
* A = L * U,
|
|
956
|
+
* where L is a product of permutation and unit lower triangular
|
|
957
|
+
* matrices with KL subdiagonals, and U is upper triangular with
|
|
958
|
+
* KL+KU superdiagonals.
|
|
959
|
+
*
|
|
960
|
+
* 3. If some U(i,i)=0, so that U is exactly singular, then the routine
|
|
961
|
+
* returns with INFO = i. Otherwise, the factored form of A is used
|
|
962
|
+
* to estimate the condition number of the matrix A. If the
|
|
963
|
+
* reciprocal of the condition number is less than machine precision,
|
|
964
|
+
* INFO = N+1 is returned as a warning, but the routine still goes on
|
|
965
|
+
* to solve for X and compute error bounds as described below.
|
|
966
|
+
*
|
|
967
|
+
* 4. The system of equations is solved for X using the factored form
|
|
968
|
+
* of A.
|
|
969
|
+
*
|
|
970
|
+
* 5. Iterative refinement is applied to improve the computed solution
|
|
971
|
+
* matrix and calculate error bounds and backward error estimates
|
|
972
|
+
* for it.
|
|
973
|
+
*
|
|
974
|
+
* 6. If equilibration was used, the matrix X is premultiplied by
|
|
975
|
+
* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
|
|
976
|
+
* that it solves the original system before equilibration.
|
|
977
|
+
*
|
|
978
|
+
|
|
979
|
+
* Arguments
|
|
980
|
+
* =========
|
|
981
|
+
*
|
|
982
|
+
* FACT (input) CHARACTER*1
|
|
983
|
+
* Specifies whether or not the factored form of the matrix A is
|
|
984
|
+
* supplied on entry, and if not, whether the matrix A should be
|
|
985
|
+
* equilibrated before it is factored.
|
|
986
|
+
* = 'F': On entry, AFB and IPIV contain the factored form of
|
|
987
|
+
* A. If EQUED is not 'N', the matrix A has been
|
|
988
|
+
* equilibrated with scaling factors given by R and C.
|
|
989
|
+
* AB, AFB, and IPIV are not modified.
|
|
990
|
+
* = 'N': The matrix A will be copied to AFB and factored.
|
|
991
|
+
* = 'E': The matrix A will be equilibrated if necessary, then
|
|
992
|
+
* copied to AFB and factored.
|
|
993
|
+
*
|
|
994
|
+
* TRANS (input) CHARACTER*1
|
|
995
|
+
* Specifies the form of the system of equations.
|
|
996
|
+
* = 'N': A * X = B (No transpose)
|
|
997
|
+
* = 'T': A**T * X = B (Transpose)
|
|
998
|
+
* = 'C': A**H * X = B (Transpose)
|
|
999
|
+
*
|
|
1000
|
+
* N (input) INTEGER
|
|
1001
|
+
* The number of linear equations, i.e., the order of the
|
|
1002
|
+
* matrix A. N >= 0.
|
|
1003
|
+
*
|
|
1004
|
+
* KL (input) INTEGER
|
|
1005
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
1006
|
+
*
|
|
1007
|
+
* KU (input) INTEGER
|
|
1008
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
1009
|
+
*
|
|
1010
|
+
* NRHS (input) INTEGER
|
|
1011
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1012
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1013
|
+
*
|
|
1014
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
1015
|
+
* On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
|
|
1016
|
+
* The j-th column of A is stored in the j-th column of the
|
|
1017
|
+
* array AB as follows:
|
|
1018
|
+
* AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
|
|
1019
|
+
*
|
|
1020
|
+
* If FACT = 'F' and EQUED is not 'N', then A must have been
|
|
1021
|
+
* equilibrated by the scaling factors in R and/or C. AB is not
|
|
1022
|
+
* modified if FACT = 'F' or 'N', or if FACT = 'E' and
|
|
1023
|
+
* EQUED = 'N' on exit.
|
|
1024
|
+
*
|
|
1025
|
+
* On exit, if EQUED .ne. 'N', A is scaled as follows:
|
|
1026
|
+
* EQUED = 'R': A := diag(R) * A
|
|
1027
|
+
* EQUED = 'C': A := A * diag(C)
|
|
1028
|
+
* EQUED = 'B': A := diag(R) * A * diag(C).
|
|
1029
|
+
*
|
|
1030
|
+
* LDAB (input) INTEGER
|
|
1031
|
+
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
|
1032
|
+
*
|
|
1033
|
+
* AFB (input or output) DOUBLE PRECISION array, dimension (LDAFB,N)
|
|
1034
|
+
* If FACT = 'F', then AFB is an input argument and on entry
|
|
1035
|
+
* contains details of the LU factorization of the band matrix
|
|
1036
|
+
* A, as computed by DGBTRF. U is stored as an upper triangular
|
|
1037
|
+
* band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
|
|
1038
|
+
* and the multipliers used during the factorization are stored
|
|
1039
|
+
* in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
|
|
1040
|
+
* the factored form of the equilibrated matrix A.
|
|
1041
|
+
*
|
|
1042
|
+
* If FACT = 'N', then AFB is an output argument and on exit
|
|
1043
|
+
* returns details of the LU factorization of A.
|
|
1044
|
+
*
|
|
1045
|
+
* If FACT = 'E', then AFB is an output argument and on exit
|
|
1046
|
+
* returns details of the LU factorization of the equilibrated
|
|
1047
|
+
* matrix A (see the description of AB for the form of the
|
|
1048
|
+
* equilibrated matrix).
|
|
1049
|
+
*
|
|
1050
|
+
* LDAFB (input) INTEGER
|
|
1051
|
+
* The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
|
|
1052
|
+
*
|
|
1053
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
1054
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
1055
|
+
* contains the pivot indices from the factorization A = L*U
|
|
1056
|
+
* as computed by DGBTRF; row i of the matrix was interchanged
|
|
1057
|
+
* with row IPIV(i).
|
|
1058
|
+
*
|
|
1059
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
1060
|
+
* contains the pivot indices from the factorization A = L*U
|
|
1061
|
+
* of the original matrix A.
|
|
1062
|
+
*
|
|
1063
|
+
* If FACT = 'E', then IPIV is an output argument and on exit
|
|
1064
|
+
* contains the pivot indices from the factorization A = L*U
|
|
1065
|
+
* of the equilibrated matrix A.
|
|
1066
|
+
*
|
|
1067
|
+
* EQUED (input or output) CHARACTER*1
|
|
1068
|
+
* Specifies the form of equilibration that was done.
|
|
1069
|
+
* = 'N': No equilibration (always true if FACT = 'N').
|
|
1070
|
+
* = 'R': Row equilibration, i.e., A has been premultiplied by
|
|
1071
|
+
* diag(R).
|
|
1072
|
+
* = 'C': Column equilibration, i.e., A has been postmultiplied
|
|
1073
|
+
* by diag(C).
|
|
1074
|
+
* = 'B': Both row and column equilibration, i.e., A has been
|
|
1075
|
+
* replaced by diag(R) * A * diag(C).
|
|
1076
|
+
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
|
1077
|
+
* output argument.
|
|
1078
|
+
*
|
|
1079
|
+
* R (input or output) DOUBLE PRECISION array, dimension (N)
|
|
1080
|
+
* The row scale factors for A. If EQUED = 'R' or 'B', A is
|
|
1081
|
+
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
|
|
1082
|
+
* is not accessed. R is an input argument if FACT = 'F';
|
|
1083
|
+
* otherwise, R is an output argument. If FACT = 'F' and
|
|
1084
|
+
* EQUED = 'R' or 'B', each element of R must be positive.
|
|
1085
|
+
*
|
|
1086
|
+
* C (input or output) DOUBLE PRECISION array, dimension (N)
|
|
1087
|
+
* The column scale factors for A. If EQUED = 'C' or 'B', A is
|
|
1088
|
+
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
|
|
1089
|
+
* is not accessed. C is an input argument if FACT = 'F';
|
|
1090
|
+
* otherwise, C is an output argument. If FACT = 'F' and
|
|
1091
|
+
* EQUED = 'C' or 'B', each element of C must be positive.
|
|
1092
|
+
*
|
|
1093
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1094
|
+
* On entry, the right hand side matrix B.
|
|
1095
|
+
* On exit,
|
|
1096
|
+
* if EQUED = 'N', B is not modified;
|
|
1097
|
+
* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
|
|
1098
|
+
* diag(R)*B;
|
|
1099
|
+
* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
|
|
1100
|
+
* overwritten by diag(C)*B.
|
|
1101
|
+
*
|
|
1102
|
+
* LDB (input) INTEGER
|
|
1103
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1104
|
+
*
|
|
1105
|
+
* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
1106
|
+
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
|
|
1107
|
+
* to the original system of equations. Note that A and B are
|
|
1108
|
+
* modified on exit if EQUED .ne. 'N', and the solution to the
|
|
1109
|
+
* equilibrated system is inv(diag(C))*X if TRANS = 'N' and
|
|
1110
|
+
* EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C'
|
|
1111
|
+
* and EQUED = 'R' or 'B'.
|
|
1112
|
+
*
|
|
1113
|
+
* LDX (input) INTEGER
|
|
1114
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1115
|
+
*
|
|
1116
|
+
* RCOND (output) DOUBLE PRECISION
|
|
1117
|
+
* The estimate of the reciprocal condition number of the matrix
|
|
1118
|
+
* A after equilibration (if done). If RCOND is less than the
|
|
1119
|
+
* machine precision (in particular, if RCOND = 0), the matrix
|
|
1120
|
+
* is singular to working precision. This condition is
|
|
1121
|
+
* indicated by a return code of INFO > 0.
|
|
1122
|
+
*
|
|
1123
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1124
|
+
* The estimated forward error bound for each solution vector
|
|
1125
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
1126
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
1127
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
1128
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
1129
|
+
* largest element in X(j). The estimate is as reliable as
|
|
1130
|
+
* the estimate for RCOND, and is almost always a slight
|
|
1131
|
+
* overestimate of the true error.
|
|
1132
|
+
*
|
|
1133
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1134
|
+
* The componentwise relative backward error of each solution
|
|
1135
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
1136
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
1137
|
+
*
|
|
1138
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (3*N)
|
|
1139
|
+
* On exit, WORK(1) contains the reciprocal pivot growth
|
|
1140
|
+
* factor norm(A)/norm(U). The "max absolute element" norm is
|
|
1141
|
+
* used. If WORK(1) is much less than 1, then the stability
|
|
1142
|
+
* of the LU factorization of the (equilibrated) matrix A
|
|
1143
|
+
* could be poor. This also means that the solution X, condition
|
|
1144
|
+
* estimator RCOND, and forward error bound FERR could be
|
|
1145
|
+
* unreliable. If factorization fails with 0<INFO<=N, then
|
|
1146
|
+
* WORK(1) contains the reciprocal pivot growth factor for the
|
|
1147
|
+
* leading INFO columns of A.
|
|
1148
|
+
*
|
|
1149
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
1150
|
+
*
|
|
1151
|
+
* INFO (output) INTEGER
|
|
1152
|
+
* = 0: successful exit
|
|
1153
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1154
|
+
* > 0: if INFO = i, and i is
|
|
1155
|
+
* <= N: U(i,i) is exactly zero. The factorization
|
|
1156
|
+
* has been completed, but the factor U is exactly
|
|
1157
|
+
* singular, so the solution and error bounds
|
|
1158
|
+
* could not be computed. RCOND = 0 is returned.
|
|
1159
|
+
* = N+1: U is nonsingular, but RCOND is less than machine
|
|
1160
|
+
* precision, meaning that the matrix is singular
|
|
1161
|
+
* to working precision. Nevertheless, the
|
|
1162
|
+
* solution and error bounds are computed because
|
|
1163
|
+
* there are a number of situations where the
|
|
1164
|
+
* computed solution can be more accurate than the
|
|
1165
|
+
* value of RCOND would suggest.
|
|
1166
|
+
*
|
|
1167
|
+
|
|
1168
|
+
* =====================================================================
|
|
1169
|
+
*
|
|
1170
|
+
|
|
1171
|
+
|
|
1172
|
+
</PRE>
|
|
1173
|
+
<A HREF="#top">go to the page top</A>
|
|
1174
|
+
|
|
1175
|
+
<A NAME="dgbsvxx"></A>
|
|
1176
|
+
<H2>dgbsvxx</H2>
|
|
1177
|
+
<PRE>
|
|
1178
|
+
USAGE:
|
|
1179
|
+
x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, ab, afb, ipiv, equed, r, c, b, params = NumRu::Lapack.dgbsvxx( fact, trans, kl, ku, ab, afb, ipiv, equed, r, c, b, params, [:usage => usage, :help => help])
|
|
1180
|
+
|
|
1181
|
+
|
|
1182
|
+
FORTRAN MANUAL
|
|
1183
|
+
SUBROUTINE DGBSVXX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
|
|
1184
|
+
|
|
1185
|
+
* Purpose
|
|
1186
|
+
* =======
|
|
1187
|
+
*
|
|
1188
|
+
* DGBSVXX uses the LU factorization to compute the solution to a
|
|
1189
|
+
* double precision system of linear equations A * X = B, where A is an
|
|
1190
|
+
* N-by-N matrix and X and B are N-by-NRHS matrices.
|
|
1191
|
+
*
|
|
1192
|
+
* If requested, both normwise and maximum componentwise error bounds
|
|
1193
|
+
* are returned. DGBSVXX will return a solution with a tiny
|
|
1194
|
+
* guaranteed error (O(eps) where eps is the working machine
|
|
1195
|
+
* precision) unless the matrix is very ill-conditioned, in which
|
|
1196
|
+
* case a warning is returned. Relevant condition numbers also are
|
|
1197
|
+
* calculated and returned.
|
|
1198
|
+
*
|
|
1199
|
+
* DGBSVXX accepts user-provided factorizations and equilibration
|
|
1200
|
+
* factors; see the definitions of the FACT and EQUED options.
|
|
1201
|
+
* Solving with refinement and using a factorization from a previous
|
|
1202
|
+
* DGBSVXX call will also produce a solution with either O(eps)
|
|
1203
|
+
* errors or warnings, but we cannot make that claim for general
|
|
1204
|
+
* user-provided factorizations and equilibration factors if they
|
|
1205
|
+
* differ from what DGBSVXX would itself produce.
|
|
1206
|
+
*
|
|
1207
|
+
* Description
|
|
1208
|
+
* ===========
|
|
1209
|
+
*
|
|
1210
|
+
* The following steps are performed:
|
|
1211
|
+
*
|
|
1212
|
+
* 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
|
|
1213
|
+
* the system:
|
|
1214
|
+
*
|
|
1215
|
+
* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
|
|
1216
|
+
* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
|
|
1217
|
+
* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
|
|
1218
|
+
*
|
|
1219
|
+
* Whether or not the system will be equilibrated depends on the
|
|
1220
|
+
* scaling of the matrix A, but if equilibration is used, A is
|
|
1221
|
+
* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
|
|
1222
|
+
* or diag(C)*B (if TRANS = 'T' or 'C').
|
|
1223
|
+
*
|
|
1224
|
+
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
|
|
1225
|
+
* the matrix A (after equilibration if FACT = 'E') as
|
|
1226
|
+
*
|
|
1227
|
+
* A = P * L * U,
|
|
1228
|
+
*
|
|
1229
|
+
* where P is a permutation matrix, L is a unit lower triangular
|
|
1230
|
+
* matrix, and U is upper triangular.
|
|
1231
|
+
*
|
|
1232
|
+
* 3. If some U(i,i)=0, so that U is exactly singular, then the
|
|
1233
|
+
* routine returns with INFO = i. Otherwise, the factored form of A
|
|
1234
|
+
* is used to estimate the condition number of the matrix A (see
|
|
1235
|
+
* argument RCOND). If the reciprocal of the condition number is less
|
|
1236
|
+
* than machine precision, the routine still goes on to solve for X
|
|
1237
|
+
* and compute error bounds as described below.
|
|
1238
|
+
*
|
|
1239
|
+
* 4. The system of equations is solved for X using the factored form
|
|
1240
|
+
* of A.
|
|
1241
|
+
*
|
|
1242
|
+
* 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
|
|
1243
|
+
* the routine will use iterative refinement to try to get a small
|
|
1244
|
+
* error and error bounds. Refinement calculates the residual to at
|
|
1245
|
+
* least twice the working precision.
|
|
1246
|
+
*
|
|
1247
|
+
* 6. If equilibration was used, the matrix X is premultiplied by
|
|
1248
|
+
* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
|
|
1249
|
+
* that it solves the original system before equilibration.
|
|
1250
|
+
*
|
|
1251
|
+
|
|
1252
|
+
* Arguments
|
|
1253
|
+
* =========
|
|
1254
|
+
*
|
|
1255
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
1256
|
+
* settings determine how refinement is performed, but often the
|
|
1257
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
1258
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
1259
|
+
* the PARAMS argument.
|
|
1260
|
+
*
|
|
1261
|
+
* FACT (input) CHARACTER*1
|
|
1262
|
+
* Specifies whether or not the factored form of the matrix A is
|
|
1263
|
+
* supplied on entry, and if not, whether the matrix A should be
|
|
1264
|
+
* equilibrated before it is factored.
|
|
1265
|
+
* = 'F': On entry, AF and IPIV contain the factored form of A.
|
|
1266
|
+
* If EQUED is not 'N', the matrix A has been
|
|
1267
|
+
* equilibrated with scaling factors given by R and C.
|
|
1268
|
+
* A, AF, and IPIV are not modified.
|
|
1269
|
+
* = 'N': The matrix A will be copied to AF and factored.
|
|
1270
|
+
* = 'E': The matrix A will be equilibrated if necessary, then
|
|
1271
|
+
* copied to AF and factored.
|
|
1272
|
+
*
|
|
1273
|
+
* TRANS (input) CHARACTER*1
|
|
1274
|
+
* Specifies the form of the system of equations:
|
|
1275
|
+
* = 'N': A * X = B (No transpose)
|
|
1276
|
+
* = 'T': A**T * X = B (Transpose)
|
|
1277
|
+
* = 'C': A**H * X = B (Conjugate Transpose = Transpose)
|
|
1278
|
+
*
|
|
1279
|
+
* N (input) INTEGER
|
|
1280
|
+
* The number of linear equations, i.e., the order of the
|
|
1281
|
+
* matrix A. N >= 0.
|
|
1282
|
+
*
|
|
1283
|
+
* KL (input) INTEGER
|
|
1284
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
1285
|
+
*
|
|
1286
|
+
* KU (input) INTEGER
|
|
1287
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
1288
|
+
*
|
|
1289
|
+
* NRHS (input) INTEGER
|
|
1290
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1291
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1292
|
+
*
|
|
1293
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
1294
|
+
* On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
|
|
1295
|
+
* The j-th column of A is stored in the j-th column of the
|
|
1296
|
+
* array AB as follows:
|
|
1297
|
+
* AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
|
|
1298
|
+
*
|
|
1299
|
+
* If FACT = 'F' and EQUED is not 'N', then AB must have been
|
|
1300
|
+
* equilibrated by the scaling factors in R and/or C. AB is not
|
|
1301
|
+
* modified if FACT = 'F' or 'N', or if FACT = 'E' and
|
|
1302
|
+
* EQUED = 'N' on exit.
|
|
1303
|
+
*
|
|
1304
|
+
* On exit, if EQUED .ne. 'N', A is scaled as follows:
|
|
1305
|
+
* EQUED = 'R': A := diag(R) * A
|
|
1306
|
+
* EQUED = 'C': A := A * diag(C)
|
|
1307
|
+
* EQUED = 'B': A := diag(R) * A * diag(C).
|
|
1308
|
+
*
|
|
1309
|
+
* LDAB (input) INTEGER
|
|
1310
|
+
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
|
1311
|
+
*
|
|
1312
|
+
* AFB (input or output) DOUBLE PRECISION array, dimension (LDAFB,N)
|
|
1313
|
+
* If FACT = 'F', then AFB is an input argument and on entry
|
|
1314
|
+
* contains details of the LU factorization of the band matrix
|
|
1315
|
+
* A, as computed by DGBTRF. U is stored as an upper triangular
|
|
1316
|
+
* band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
|
|
1317
|
+
* and the multipliers used during the factorization are stored
|
|
1318
|
+
* in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
|
|
1319
|
+
* the factored form of the equilibrated matrix A.
|
|
1320
|
+
*
|
|
1321
|
+
* If FACT = 'N', then AF is an output argument and on exit
|
|
1322
|
+
* returns the factors L and U from the factorization A = P*L*U
|
|
1323
|
+
* of the original matrix A.
|
|
1324
|
+
*
|
|
1325
|
+
* If FACT = 'E', then AF is an output argument and on exit
|
|
1326
|
+
* returns the factors L and U from the factorization A = P*L*U
|
|
1327
|
+
* of the equilibrated matrix A (see the description of A for
|
|
1328
|
+
* the form of the equilibrated matrix).
|
|
1329
|
+
*
|
|
1330
|
+
* LDAFB (input) INTEGER
|
|
1331
|
+
* The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
|
|
1332
|
+
*
|
|
1333
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
1334
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
1335
|
+
* contains the pivot indices from the factorization A = P*L*U
|
|
1336
|
+
* as computed by DGETRF; row i of the matrix was interchanged
|
|
1337
|
+
* with row IPIV(i).
|
|
1338
|
+
*
|
|
1339
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
1340
|
+
* contains the pivot indices from the factorization A = P*L*U
|
|
1341
|
+
* of the original matrix A.
|
|
1342
|
+
*
|
|
1343
|
+
* If FACT = 'E', then IPIV is an output argument and on exit
|
|
1344
|
+
* contains the pivot indices from the factorization A = P*L*U
|
|
1345
|
+
* of the equilibrated matrix A.
|
|
1346
|
+
*
|
|
1347
|
+
* EQUED (input or output) CHARACTER*1
|
|
1348
|
+
* Specifies the form of equilibration that was done.
|
|
1349
|
+
* = 'N': No equilibration (always true if FACT = 'N').
|
|
1350
|
+
* = 'R': Row equilibration, i.e., A has been premultiplied by
|
|
1351
|
+
* diag(R).
|
|
1352
|
+
* = 'C': Column equilibration, i.e., A has been postmultiplied
|
|
1353
|
+
* by diag(C).
|
|
1354
|
+
* = 'B': Both row and column equilibration, i.e., A has been
|
|
1355
|
+
* replaced by diag(R) * A * diag(C).
|
|
1356
|
+
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
|
1357
|
+
* output argument.
|
|
1358
|
+
*
|
|
1359
|
+
* R (input or output) DOUBLE PRECISION array, dimension (N)
|
|
1360
|
+
* The row scale factors for A. If EQUED = 'R' or 'B', A is
|
|
1361
|
+
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
|
|
1362
|
+
* is not accessed. R is an input argument if FACT = 'F';
|
|
1363
|
+
* otherwise, R is an output argument. If FACT = 'F' and
|
|
1364
|
+
* EQUED = 'R' or 'B', each element of R must be positive.
|
|
1365
|
+
* If R is output, each element of R is a power of the radix.
|
|
1366
|
+
* If R is input, each element of R should be a power of the radix
|
|
1367
|
+
* to ensure a reliable solution and error estimates. Scaling by
|
|
1368
|
+
* powers of the radix does not cause rounding errors unless the
|
|
1369
|
+
* result underflows or overflows. Rounding errors during scaling
|
|
1370
|
+
* lead to refining with a matrix that is not equivalent to the
|
|
1371
|
+
* input matrix, producing error estimates that may not be
|
|
1372
|
+
* reliable.
|
|
1373
|
+
*
|
|
1374
|
+
* C (input or output) DOUBLE PRECISION array, dimension (N)
|
|
1375
|
+
* The column scale factors for A. If EQUED = 'C' or 'B', A is
|
|
1376
|
+
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
|
|
1377
|
+
* is not accessed. C is an input argument if FACT = 'F';
|
|
1378
|
+
* otherwise, C is an output argument. If FACT = 'F' and
|
|
1379
|
+
* EQUED = 'C' or 'B', each element of C must be positive.
|
|
1380
|
+
* If C is output, each element of C is a power of the radix.
|
|
1381
|
+
* If C is input, each element of C should be a power of the radix
|
|
1382
|
+
* to ensure a reliable solution and error estimates. Scaling by
|
|
1383
|
+
* powers of the radix does not cause rounding errors unless the
|
|
1384
|
+
* result underflows or overflows. Rounding errors during scaling
|
|
1385
|
+
* lead to refining with a matrix that is not equivalent to the
|
|
1386
|
+
* input matrix, producing error estimates that may not be
|
|
1387
|
+
* reliable.
|
|
1388
|
+
*
|
|
1389
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1390
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
1391
|
+
* On exit,
|
|
1392
|
+
* if EQUED = 'N', B is not modified;
|
|
1393
|
+
* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
|
|
1394
|
+
* diag(R)*B;
|
|
1395
|
+
* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
|
|
1396
|
+
* overwritten by diag(C)*B.
|
|
1397
|
+
*
|
|
1398
|
+
* LDB (input) INTEGER
|
|
1399
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1400
|
+
*
|
|
1401
|
+
* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
1402
|
+
* If INFO = 0, the N-by-NRHS solution matrix X to the original
|
|
1403
|
+
* system of equations. Note that A and B are modified on exit
|
|
1404
|
+
* if EQUED .ne. 'N', and the solution to the equilibrated system is
|
|
1405
|
+
* inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
|
|
1406
|
+
* inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
|
|
1407
|
+
*
|
|
1408
|
+
* LDX (input) INTEGER
|
|
1409
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1410
|
+
*
|
|
1411
|
+
* RCOND (output) DOUBLE PRECISION
|
|
1412
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
1413
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
1414
|
+
* equilibration (if done). If this is less than the machine
|
|
1415
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
1416
|
+
* to working precision. Note that the error may still be small even
|
|
1417
|
+
* if this number is very small and the matrix appears ill-
|
|
1418
|
+
* conditioned.
|
|
1419
|
+
*
|
|
1420
|
+
* RPVGRW (output) DOUBLE PRECISION
|
|
1421
|
+
* Reciprocal pivot growth. On exit, this contains the reciprocal
|
|
1422
|
+
* pivot growth factor norm(A)/norm(U). The "max absolute element"
|
|
1423
|
+
* norm is used. If this is much less than 1, then the stability of
|
|
1424
|
+
* the LU factorization of the (equilibrated) matrix A could be poor.
|
|
1425
|
+
* This also means that the solution X, estimated condition numbers,
|
|
1426
|
+
* and error bounds could be unreliable. If factorization fails with
|
|
1427
|
+
* 0<INFO<=N, then this contains the reciprocal pivot growth factor
|
|
1428
|
+
* for the leading INFO columns of A. In DGESVX, this quantity is
|
|
1429
|
+
* returned in WORK(1).
|
|
1430
|
+
*
|
|
1431
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1432
|
+
* Componentwise relative backward error. This is the
|
|
1433
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
1434
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
1435
|
+
* makes X(j) an exact solution).
|
|
1436
|
+
*
|
|
1437
|
+
* N_ERR_BNDS (input) INTEGER
|
|
1438
|
+
* Number of error bounds to return for each right hand side
|
|
1439
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
1440
|
+
* ERR_BNDS_COMP below.
|
|
1441
|
+
*
|
|
1442
|
+
* ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
1443
|
+
* For each right-hand side, this array contains information about
|
|
1444
|
+
* various error bounds and condition numbers corresponding to the
|
|
1445
|
+
* normwise relative error, which is defined as follows:
|
|
1446
|
+
*
|
|
1447
|
+
* Normwise relative error in the ith solution vector:
|
|
1448
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
1449
|
+
* ------------------------------
|
|
1450
|
+
* max_j abs(X(j,i))
|
|
1451
|
+
*
|
|
1452
|
+
* The array is indexed by the type of error information as described
|
|
1453
|
+
* below. There currently are up to three pieces of information
|
|
1454
|
+
* returned.
|
|
1455
|
+
*
|
|
1456
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
1457
|
+
* right-hand side.
|
|
1458
|
+
*
|
|
1459
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
1460
|
+
* three fields:
|
|
1461
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1462
|
+
* reciprocal condition number is less than the threshold
|
|
1463
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
1464
|
+
*
|
|
1465
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1466
|
+
* almost certainly within a factor of 10 of the true error
|
|
1467
|
+
* so long as the next entry is greater than the threshold
|
|
1468
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
1469
|
+
* be trusted if the previous boolean is true.
|
|
1470
|
+
*
|
|
1471
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
1472
|
+
* reciprocal condition number. Compared with the threshold
|
|
1473
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
1474
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1475
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1476
|
+
* appropriately scaled matrix Z.
|
|
1477
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
1478
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
1479
|
+
*
|
|
1480
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1481
|
+
* cautions.
|
|
1482
|
+
*
|
|
1483
|
+
* ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
1484
|
+
* For each right-hand side, this array contains information about
|
|
1485
|
+
* various error bounds and condition numbers corresponding to the
|
|
1486
|
+
* componentwise relative error, which is defined as follows:
|
|
1487
|
+
*
|
|
1488
|
+
* Componentwise relative error in the ith solution vector:
|
|
1489
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
1490
|
+
* max_j ----------------------
|
|
1491
|
+
* abs(X(j,i))
|
|
1492
|
+
*
|
|
1493
|
+
* The array is indexed by the right-hand side i (on which the
|
|
1494
|
+
* componentwise relative error depends), and the type of error
|
|
1495
|
+
* information as described below. There currently are up to three
|
|
1496
|
+
* pieces of information returned for each right-hand side. If
|
|
1497
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
1498
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
1499
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
1500
|
+
*
|
|
1501
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
1502
|
+
* right-hand side.
|
|
1503
|
+
*
|
|
1504
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
1505
|
+
* three fields:
|
|
1506
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1507
|
+
* reciprocal condition number is less than the threshold
|
|
1508
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
1509
|
+
*
|
|
1510
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1511
|
+
* almost certainly within a factor of 10 of the true error
|
|
1512
|
+
* so long as the next entry is greater than the threshold
|
|
1513
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
1514
|
+
* be trusted if the previous boolean is true.
|
|
1515
|
+
*
|
|
1516
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
1517
|
+
* reciprocal condition number. Compared with the threshold
|
|
1518
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
1519
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1520
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1521
|
+
* appropriately scaled matrix Z.
|
|
1522
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
1523
|
+
* current right-hand side and S scales each row of
|
|
1524
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
1525
|
+
* sums of Z are approximately 1.
|
|
1526
|
+
*
|
|
1527
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1528
|
+
* cautions.
|
|
1529
|
+
*
|
|
1530
|
+
* NPARAMS (input) INTEGER
|
|
1531
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
1532
|
+
* PARAMS array is never referenced and default values are used.
|
|
1533
|
+
*
|
|
1534
|
+
* PARAMS (input / output) DOUBLE PRECISION array, dimension (NPARAMS)
|
|
1535
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
1536
|
+
* that entry will be filled with default value used for that
|
|
1537
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
1538
|
+
* are used for higher-numbered parameters.
|
|
1539
|
+
*
|
|
1540
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
1541
|
+
* refinement or not.
|
|
1542
|
+
* Default: 1.0D+0
|
|
1543
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
1544
|
+
* computed.
|
|
1545
|
+
* = 1.0 : Use the extra-precise refinement algorithm.
|
|
1546
|
+
* (other values are reserved for future use)
|
|
1547
|
+
*
|
|
1548
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
1549
|
+
* computations allowed for refinement.
|
|
1550
|
+
* Default: 10
|
|
1551
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
1552
|
+
* factorizations or factorizations other than LU. If
|
|
1553
|
+
* the factorization uses a technique other than
|
|
1554
|
+
* Gaussian elimination, the guarantees in
|
|
1555
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
1556
|
+
* trustworthy.
|
|
1557
|
+
*
|
|
1558
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
1559
|
+
* will attempt to find a solution with small componentwise
|
|
1560
|
+
* relative error in the double-precision algorithm. Positive
|
|
1561
|
+
* is true, 0.0 is false.
|
|
1562
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
1563
|
+
*
|
|
1564
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
|
|
1565
|
+
*
|
|
1566
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
1567
|
+
*
|
|
1568
|
+
* INFO (output) INTEGER
|
|
1569
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
1570
|
+
* guaranteed.
|
|
1571
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
1572
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
1573
|
+
* has been completed, but the factor U is exactly singular, so
|
|
1574
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
1575
|
+
* is returned.
|
|
1576
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
1577
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
1578
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
1579
|
+
* only the first such right-hand side is reported. If a small
|
|
1580
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
1581
|
+
* the Jth right-hand side is the first with a normwise error
|
|
1582
|
+
* bound that is not guaranteed (the smallest J such
|
|
1583
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
1584
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
1585
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
1586
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
1587
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
1588
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
1589
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
1590
|
+
* ERR_BNDS_COMP.
|
|
1591
|
+
*
|
|
1592
|
+
|
|
1593
|
+
* ==================================================================
|
|
1594
|
+
*
|
|
1595
|
+
|
|
1596
|
+
|
|
1597
|
+
</PRE>
|
|
1598
|
+
<A HREF="#top">go to the page top</A>
|
|
1599
|
+
|
|
1600
|
+
<A NAME="dgbtf2"></A>
|
|
1601
|
+
<H2>dgbtf2</H2>
|
|
1602
|
+
<PRE>
|
|
1603
|
+
USAGE:
|
|
1604
|
+
ipiv, info, ab = NumRu::Lapack.dgbtf2( m, kl, ku, ab, [:usage => usage, :help => help])
|
|
1605
|
+
|
|
1606
|
+
|
|
1607
|
+
FORTRAN MANUAL
|
|
1608
|
+
SUBROUTINE DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO )
|
|
1609
|
+
|
|
1610
|
+
* Purpose
|
|
1611
|
+
* =======
|
|
1612
|
+
*
|
|
1613
|
+
* DGBTF2 computes an LU factorization of a real m-by-n band matrix A
|
|
1614
|
+
* using partial pivoting with row interchanges.
|
|
1615
|
+
*
|
|
1616
|
+
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
|
1617
|
+
*
|
|
1618
|
+
|
|
1619
|
+
* Arguments
|
|
1620
|
+
* =========
|
|
1621
|
+
*
|
|
1622
|
+
* M (input) INTEGER
|
|
1623
|
+
* The number of rows of the matrix A. M >= 0.
|
|
1624
|
+
*
|
|
1625
|
+
* N (input) INTEGER
|
|
1626
|
+
* The number of columns of the matrix A. N >= 0.
|
|
1627
|
+
*
|
|
1628
|
+
* KL (input) INTEGER
|
|
1629
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
1630
|
+
*
|
|
1631
|
+
* KU (input) INTEGER
|
|
1632
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
1633
|
+
*
|
|
1634
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
1635
|
+
* On entry, the matrix A in band storage, in rows KL+1 to
|
|
1636
|
+
* 2*KL+KU+1; rows 1 to KL of the array need not be set.
|
|
1637
|
+
* The j-th column of A is stored in the j-th column of the
|
|
1638
|
+
* array AB as follows:
|
|
1639
|
+
* AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
|
|
1640
|
+
*
|
|
1641
|
+
* On exit, details of the factorization: U is stored as an
|
|
1642
|
+
* upper triangular band matrix with KL+KU superdiagonals in
|
|
1643
|
+
* rows 1 to KL+KU+1, and the multipliers used during the
|
|
1644
|
+
* factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
|
|
1645
|
+
* See below for further details.
|
|
1646
|
+
*
|
|
1647
|
+
* LDAB (input) INTEGER
|
|
1648
|
+
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
|
1649
|
+
*
|
|
1650
|
+
* IPIV (output) INTEGER array, dimension (min(M,N))
|
|
1651
|
+
* The pivot indices; for 1 <= i <= min(M,N), row i of the
|
|
1652
|
+
* matrix was interchanged with row IPIV(i).
|
|
1653
|
+
*
|
|
1654
|
+
* INFO (output) INTEGER
|
|
1655
|
+
* = 0: successful exit
|
|
1656
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1657
|
+
* > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
|
|
1658
|
+
* has been completed, but the factor U is exactly
|
|
1659
|
+
* singular, and division by zero will occur if it is used
|
|
1660
|
+
* to solve a system of equations.
|
|
1661
|
+
*
|
|
1662
|
+
|
|
1663
|
+
* Further Details
|
|
1664
|
+
* ===============
|
|
1665
|
+
*
|
|
1666
|
+
* The band storage scheme is illustrated by the following example, when
|
|
1667
|
+
* M = N = 6, KL = 2, KU = 1:
|
|
1668
|
+
*
|
|
1669
|
+
* On entry: On exit:
|
|
1670
|
+
*
|
|
1671
|
+
* * * * + + + * * * u14 u25 u36
|
|
1672
|
+
* * * + + + + * * u13 u24 u35 u46
|
|
1673
|
+
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
|
1674
|
+
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
|
1675
|
+
* a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
|
|
1676
|
+
* a31 a42 a53 a64 * * m31 m42 m53 m64 * *
|
|
1677
|
+
*
|
|
1678
|
+
* Array elements marked * are not used by the routine; elements marked
|
|
1679
|
+
* + need not be set on entry, but are required by the routine to store
|
|
1680
|
+
* elements of U, because of fill-in resulting from the row
|
|
1681
|
+
* interchanges.
|
|
1682
|
+
*
|
|
1683
|
+
* =====================================================================
|
|
1684
|
+
*
|
|
1685
|
+
|
|
1686
|
+
|
|
1687
|
+
</PRE>
|
|
1688
|
+
<A HREF="#top">go to the page top</A>
|
|
1689
|
+
|
|
1690
|
+
<A NAME="dgbtrf"></A>
|
|
1691
|
+
<H2>dgbtrf</H2>
|
|
1692
|
+
<PRE>
|
|
1693
|
+
USAGE:
|
|
1694
|
+
ipiv, info, ab = NumRu::Lapack.dgbtrf( m, kl, ku, ab, [:usage => usage, :help => help])
|
|
1695
|
+
|
|
1696
|
+
|
|
1697
|
+
FORTRAN MANUAL
|
|
1698
|
+
SUBROUTINE DGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO )
|
|
1699
|
+
|
|
1700
|
+
* Purpose
|
|
1701
|
+
* =======
|
|
1702
|
+
*
|
|
1703
|
+
* DGBTRF computes an LU factorization of a real m-by-n band matrix A
|
|
1704
|
+
* using partial pivoting with row interchanges.
|
|
1705
|
+
*
|
|
1706
|
+
* This is the blocked version of the algorithm, calling Level 3 BLAS.
|
|
1707
|
+
*
|
|
1708
|
+
|
|
1709
|
+
* Arguments
|
|
1710
|
+
* =========
|
|
1711
|
+
*
|
|
1712
|
+
* M (input) INTEGER
|
|
1713
|
+
* The number of rows of the matrix A. M >= 0.
|
|
1714
|
+
*
|
|
1715
|
+
* N (input) INTEGER
|
|
1716
|
+
* The number of columns of the matrix A. N >= 0.
|
|
1717
|
+
*
|
|
1718
|
+
* KL (input) INTEGER
|
|
1719
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
1720
|
+
*
|
|
1721
|
+
* KU (input) INTEGER
|
|
1722
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
1723
|
+
*
|
|
1724
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
1725
|
+
* On entry, the matrix A in band storage, in rows KL+1 to
|
|
1726
|
+
* 2*KL+KU+1; rows 1 to KL of the array need not be set.
|
|
1727
|
+
* The j-th column of A is stored in the j-th column of the
|
|
1728
|
+
* array AB as follows:
|
|
1729
|
+
* AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
|
|
1730
|
+
*
|
|
1731
|
+
* On exit, details of the factorization: U is stored as an
|
|
1732
|
+
* upper triangular band matrix with KL+KU superdiagonals in
|
|
1733
|
+
* rows 1 to KL+KU+1, and the multipliers used during the
|
|
1734
|
+
* factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
|
|
1735
|
+
* See below for further details.
|
|
1736
|
+
*
|
|
1737
|
+
* LDAB (input) INTEGER
|
|
1738
|
+
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
|
1739
|
+
*
|
|
1740
|
+
* IPIV (output) INTEGER array, dimension (min(M,N))
|
|
1741
|
+
* The pivot indices; for 1 <= i <= min(M,N), row i of the
|
|
1742
|
+
* matrix was interchanged with row IPIV(i).
|
|
1743
|
+
*
|
|
1744
|
+
* INFO (output) INTEGER
|
|
1745
|
+
* = 0: successful exit
|
|
1746
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1747
|
+
* > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
|
|
1748
|
+
* has been completed, but the factor U is exactly
|
|
1749
|
+
* singular, and division by zero will occur if it is used
|
|
1750
|
+
* to solve a system of equations.
|
|
1751
|
+
*
|
|
1752
|
+
|
|
1753
|
+
* Further Details
|
|
1754
|
+
* ===============
|
|
1755
|
+
*
|
|
1756
|
+
* The band storage scheme is illustrated by the following example, when
|
|
1757
|
+
* M = N = 6, KL = 2, KU = 1:
|
|
1758
|
+
*
|
|
1759
|
+
* On entry: On exit:
|
|
1760
|
+
*
|
|
1761
|
+
* * * * + + + * * * u14 u25 u36
|
|
1762
|
+
* * * + + + + * * u13 u24 u35 u46
|
|
1763
|
+
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
|
1764
|
+
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
|
1765
|
+
* a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
|
|
1766
|
+
* a31 a42 a53 a64 * * m31 m42 m53 m64 * *
|
|
1767
|
+
*
|
|
1768
|
+
* Array elements marked * are not used by the routine; elements marked
|
|
1769
|
+
* + need not be set on entry, but are required by the routine to store
|
|
1770
|
+
* elements of U because of fill-in resulting from the row interchanges.
|
|
1771
|
+
*
|
|
1772
|
+
* =====================================================================
|
|
1773
|
+
*
|
|
1774
|
+
|
|
1775
|
+
|
|
1776
|
+
</PRE>
|
|
1777
|
+
<A HREF="#top">go to the page top</A>
|
|
1778
|
+
|
|
1779
|
+
<A NAME="dgbtrs"></A>
|
|
1780
|
+
<H2>dgbtrs</H2>
|
|
1781
|
+
<PRE>
|
|
1782
|
+
USAGE:
|
|
1783
|
+
info, b = NumRu::Lapack.dgbtrs( trans, kl, ku, ab, ipiv, b, [:usage => usage, :help => help])
|
|
1784
|
+
|
|
1785
|
+
|
|
1786
|
+
FORTRAN MANUAL
|
|
1787
|
+
SUBROUTINE DGBTRS( TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
|
|
1788
|
+
|
|
1789
|
+
* Purpose
|
|
1790
|
+
* =======
|
|
1791
|
+
*
|
|
1792
|
+
* DGBTRS solves a system of linear equations
|
|
1793
|
+
* A * X = B or A' * X = B
|
|
1794
|
+
* with a general band matrix A using the LU factorization computed
|
|
1795
|
+
* by DGBTRF.
|
|
1796
|
+
*
|
|
1797
|
+
|
|
1798
|
+
* Arguments
|
|
1799
|
+
* =========
|
|
1800
|
+
*
|
|
1801
|
+
* TRANS (input) CHARACTER*1
|
|
1802
|
+
* Specifies the form of the system of equations.
|
|
1803
|
+
* = 'N': A * X = B (No transpose)
|
|
1804
|
+
* = 'T': A'* X = B (Transpose)
|
|
1805
|
+
* = 'C': A'* X = B (Conjugate transpose = Transpose)
|
|
1806
|
+
*
|
|
1807
|
+
* N (input) INTEGER
|
|
1808
|
+
* The order of the matrix A. N >= 0.
|
|
1809
|
+
*
|
|
1810
|
+
* KL (input) INTEGER
|
|
1811
|
+
* The number of subdiagonals within the band of A. KL >= 0.
|
|
1812
|
+
*
|
|
1813
|
+
* KU (input) INTEGER
|
|
1814
|
+
* The number of superdiagonals within the band of A. KU >= 0.
|
|
1815
|
+
*
|
|
1816
|
+
* NRHS (input) INTEGER
|
|
1817
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1818
|
+
* of the matrix B. NRHS >= 0.
|
|
1819
|
+
*
|
|
1820
|
+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
1821
|
+
* Details of the LU factorization of the band matrix A, as
|
|
1822
|
+
* computed by DGBTRF. U is stored as an upper triangular band
|
|
1823
|
+
* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
|
|
1824
|
+
* the multipliers used during the factorization are stored in
|
|
1825
|
+
* rows KL+KU+2 to 2*KL+KU+1.
|
|
1826
|
+
*
|
|
1827
|
+
* LDAB (input) INTEGER
|
|
1828
|
+
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
|
1829
|
+
*
|
|
1830
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1831
|
+
* The pivot indices; for 1 <= i <= N, row i of the matrix was
|
|
1832
|
+
* interchanged with row IPIV(i).
|
|
1833
|
+
*
|
|
1834
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1835
|
+
* On entry, the right hand side matrix B.
|
|
1836
|
+
* On exit, the solution matrix X.
|
|
1837
|
+
*
|
|
1838
|
+
* LDB (input) INTEGER
|
|
1839
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1840
|
+
*
|
|
1841
|
+
* INFO (output) INTEGER
|
|
1842
|
+
* = 0: successful exit
|
|
1843
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1844
|
+
*
|
|
1845
|
+
|
|
1846
|
+
* =====================================================================
|
|
1847
|
+
*
|
|
1848
|
+
|
|
1849
|
+
|
|
1850
|
+
</PRE>
|
|
1851
|
+
<A HREF="#top">go to the page top</A>
|
|
1852
|
+
|
|
1853
|
+
<HR />
|
|
1854
|
+
<A HREF="d.html">back to matrix types</A><BR>
|
|
1855
|
+
<A HREF="d.html">back to data types</A>
|
|
1856
|
+
</BODY>
|
|
1857
|
+
</HTML>
|