ruby-lapack 1.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
- data/dev/defs/cgbtrf +109 -0
- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
- data/dev/defs/cgebrd +178 -0
- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
- data/dev/defs/cgeequb +114 -0
- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
- data/dev/defs/cgeev +154 -0
- data/dev/defs/cgeevx +263 -0
- data/dev/defs/cgegs +204 -0
- data/dev/defs/cgegv +261 -0
- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
- data/dev/defs/cgelqf +113 -0
- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
- data/dev/defs/cgeqrf +114 -0
- data/dev/defs/cgeqrfp +114 -0
- data/dev/defs/cgerfs +164 -0
- data/dev/defs/cgerfsx +394 -0
- data/dev/defs/cgerq2 +91 -0
- data/dev/defs/cgerqf +116 -0
- data/dev/defs/cgesc2 +87 -0
- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
- data/dev/defs/cgesvx +333 -0
- data/dev/defs/cgesvxx +519 -0
- data/dev/defs/cgetc2 +82 -0
- data/dev/defs/cgetf2 +76 -0
- data/dev/defs/cgetrf +76 -0
- data/dev/defs/cgetri +86 -0
- data/dev/defs/cgetrs +91 -0
- data/dev/defs/cggbak +119 -0
- data/dev/defs/cggbal +144 -0
- data/dev/defs/cgges +247 -0
- data/dev/defs/cggesx +311 -0
- data/dev/defs/cggev +197 -0
- data/dev/defs/cggevx +353 -0
- data/dev/defs/cggglm +160 -0
- data/dev/defs/cgghrd +171 -0
- data/dev/defs/cgglse +157 -0
- data/dev/defs/cggqrf +195 -0
- data/dev/defs/cggrqf +194 -0
- data/dev/defs/cggsvd +324 -0
- data/dev/defs/cggsvp +240 -0
- data/dev/defs/cgtcon +112 -0
- data/dev/defs/cgtrfs +193 -0
- data/dev/defs/cgtsv +97 -0
- data/dev/defs/cgtsvx +275 -0
- data/dev/defs/cgttrf +97 -0
- data/dev/defs/cgttrs +119 -0
- data/dev/defs/cgtts2 +108 -0
- data/dev/defs/chbev +124 -0
- data/dev/defs/chbevd +194 -0
- data/dev/defs/chbevx +234 -0
- data/dev/defs/chbgst +137 -0
- data/dev/defs/chbgv +163 -0
- data/dev/defs/chbgvd +231 -0
- data/dev/defs/chbgvx +265 -0
- data/dev/defs/chbtrd +132 -0
- data/dev/defs/checon +91 -0
- data/dev/defs/cheequb +87 -0
- data/dev/defs/cheev +111 -0
- data/dev/defs/cheevd +178 -0
- data/dev/defs/cheevr +325 -0
- data/dev/defs/cheevx +225 -0
- data/dev/defs/chegs2 +96 -0
- data/dev/defs/chegst +96 -0
- data/dev/defs/chegv +155 -0
- data/dev/defs/chegvd +222 -0
- data/dev/defs/chegvx +270 -0
- data/dev/defs/cherfs +170 -0
- data/dev/defs/cherfsx +380 -0
- data/dev/defs/chesv +147 -0
- data/dev/defs/chesvx +261 -0
- data/dev/defs/chesvxx +481 -0
- data/dev/defs/chetd2 +143 -0
- data/dev/defs/chetf2 +141 -0
- data/dev/defs/chetrd +162 -0
- data/dev/defs/chetrf +151 -0
- data/dev/defs/chetri +83 -0
- data/dev/defs/chetrs +90 -0
- data/dev/defs/chetrs2 +97 -0
- data/dev/defs/chfrk +138 -0
- data/dev/defs/chgeqz +258 -0
- data/dev/defs/chla_transtype +32 -0
- data/dev/defs/chpcon +85 -0
- data/dev/defs/chpev +110 -0
- data/dev/defs/chpevd +179 -0
- data/dev/defs/chpevx +204 -0
- data/dev/defs/chpgst +80 -0
- data/dev/defs/chpgv +145 -0
- data/dev/defs/chpgvd +221 -0
- data/dev/defs/chpgvx +247 -0
- data/dev/defs/chprfs +156 -0
- data/dev/defs/chpsv +134 -0
- data/dev/defs/chpsvx +248 -0
- data/dev/defs/chptrd +118 -0
- data/dev/defs/chptrf +120 -0
- data/dev/defs/chptri +77 -0
- data/dev/defs/chptrs +84 -0
- data/dev/defs/chsein +217 -0
- data/dev/defs/chseqr +263 -0
- data/dev/defs/cla_gbamv +154 -0
- data/dev/defs/cla_gbrcond_c +146 -0
- data/dev/defs/cla_gbrcond_x +140 -0
- data/dev/defs/cla_gbrfsx_extended +391 -0
- data/dev/defs/cla_gbrpvgrw +94 -0
- data/dev/defs/cla_geamv +142 -0
- data/dev/defs/cla_gercond_c +128 -0
- data/dev/defs/cla_gercond_x +122 -0
- data/dev/defs/cla_gerfsx_extended +376 -0
- data/dev/defs/cla_heamv +142 -0
- data/dev/defs/cla_hercond_c +125 -0
- data/dev/defs/cla_hercond_x +119 -0
- data/dev/defs/cla_herfsx_extended +375 -0
- data/dev/defs/cla_herpvgrw +105 -0
- data/dev/defs/cla_lin_berr +79 -0
- data/dev/defs/cla_porcond_c +116 -0
- data/dev/defs/cla_porcond_x +110 -0
- data/dev/defs/cla_porfsx_extended +366 -0
- data/dev/defs/cla_porpvgrw +85 -0
- data/dev/defs/cla_rpvgrw +76 -0
- data/dev/defs/cla_syamv +142 -0
- data/dev/defs/cla_syrcond_c +125 -0
- data/dev/defs/cla_syrcond_x +119 -0
- data/dev/defs/cla_syrfsx_extended +375 -0
- data/dev/defs/cla_syrpvgrw +105 -0
- data/dev/defs/cla_wwaddw +53 -0
- data/dev/defs/clabrd +187 -0
- data/dev/defs/clacgv +44 -0
- data/dev/defs/clacn2 +91 -0
- data/dev/defs/clacon +75 -0
- data/dev/defs/clacp2 +78 -0
- data/dev/defs/clacpy +78 -0
- data/dev/defs/clacrm +88 -0
- data/dev/defs/clacrt +73 -0
- data/dev/defs/cladiv +37 -0
- data/dev/defs/claed0 +121 -0
- data/dev/defs/claed7 +237 -0
- data/dev/defs/claed8 +211 -0
- data/dev/defs/claein +117 -0
- data/dev/defs/claesy +81 -0
- data/dev/defs/claev2 +83 -0
- data/dev/defs/clag2z +73 -0
- data/dev/defs/clags2 +116 -0
- data/dev/defs/clagtm +115 -0
- data/dev/defs/clahef +127 -0
- data/dev/defs/clahqr +159 -0
- data/dev/defs/clahr2 +153 -0
- data/dev/defs/clahrd +141 -0
- data/dev/defs/claic1 +101 -0
- data/dev/defs/clals0 +251 -0
- data/dev/defs/clalsa +267 -0
- data/dev/defs/clalsd +160 -0
- data/dev/defs/clangb +92 -0
- data/dev/defs/clange +84 -0
- data/dev/defs/clangt +77 -0
- data/dev/defs/clanhb +99 -0
- data/dev/defs/clanhe +93 -0
- data/dev/defs/clanhf +211 -0
- data/dev/defs/clanhp +85 -0
- data/dev/defs/clanhs +78 -0
- data/dev/defs/clanht +69 -0
- data/dev/defs/clansb +97 -0
- data/dev/defs/clansp +83 -0
- data/dev/defs/clansy +92 -0
- data/dev/defs/clantb +108 -0
- data/dev/defs/clantp +93 -0
- data/dev/defs/clantr +109 -0
- data/dev/defs/clapll +67 -0
- data/dev/defs/clapmr +73 -0
- data/dev/defs/clapmt +73 -0
- data/dev/defs/claqgb +124 -0
- data/dev/defs/claqge +107 -0
- data/dev/defs/claqhb +105 -0
- data/dev/defs/claqhe +98 -0
- data/dev/defs/claqhp +89 -0
- data/dev/defs/claqp2 +115 -0
- data/dev/defs/claqps +146 -0
- data/dev/defs/claqr0 +203 -0
- data/dev/defs/claqr1 +66 -0
- data/dev/defs/claqr2 +243 -0
- data/dev/defs/claqr3 +238 -0
- data/dev/defs/claqr4 +203 -0
- data/dev/defs/claqr5 +221 -0
- data/dev/defs/claqsb +105 -0
- data/dev/defs/claqsp +89 -0
- data/dev/defs/claqsy +98 -0
- data/dev/defs/clar1v +199 -0
- data/dev/defs/clar2v +88 -0
- data/dev/defs/clarcm +88 -0
- data/dev/defs/clarf +97 -0
- data/dev/defs/clarfb +139 -0
- data/dev/defs/clarfg +71 -0
- data/dev/defs/clarfgp +69 -0
- data/dev/defs/clarft +133 -0
- data/dev/defs/clarfx +88 -0
- data/dev/defs/clargv +88 -0
- data/dev/defs/clarnv +63 -0
- data/dev/defs/clarrv +259 -0
- data/dev/defs/clarscl2 +61 -0
- data/dev/defs/clartg +66 -0
- data/dev/defs/clartv +82 -0
- data/dev/defs/clarz +111 -0
- data/dev/defs/clarzb +150 -0
- data/dev/defs/clarzt +151 -0
- data/dev/defs/clascl +102 -0
- data/dev/defs/clascl2 +61 -0
- data/dev/defs/claset +77 -0
- data/dev/defs/clasr +169 -0
- data/dev/defs/classq +71 -0
- data/dev/defs/claswp +81 -0
- data/dev/defs/clasyf +127 -0
- data/dev/defs/clatbs +206 -0
- data/dev/defs/clatdf +133 -0
- data/dev/defs/clatps +193 -0
- data/dev/defs/clatrd +168 -0
- data/dev/defs/clatrs +202 -0
- data/dev/defs/clatrz +106 -0
- data/dev/defs/clatzm +124 -0
- data/dev/defs/clauu2 +68 -0
- data/dev/defs/clauum +68 -0
- data/dev/defs/cpbcon +99 -0
- data/dev/defs/cpbequ +96 -0
- data/dev/defs/cpbrfs +166 -0
- data/dev/defs/cpbstf +116 -0
- data/dev/defs/cpbsv +136 -0
- data/dev/defs/cpbsvx +314 -0
- data/dev/defs/cpbtf2 +105 -0
- data/dev/defs/cpbtrf +103 -0
- data/dev/defs/cpbtrs +98 -0
- data/dev/defs/cpftrf +183 -0
- data/dev/defs/cpftri +175 -0
- data/dev/defs/cpftrs +185 -0
- data/dev/defs/cpocon +87 -0
- data/dev/defs/cpoequ +80 -0
- data/dev/defs/cpoequb +80 -0
- data/dev/defs/cporfs +160 -0
- data/dev/defs/cporfsx +371 -0
- data/dev/defs/cposv +105 -0
- data/dev/defs/cposvx +281 -0
- data/dev/defs/cposvxx +471 -0
- data/dev/defs/cpotf2 +75 -0
- data/dev/defs/cpotrf +73 -0
- data/dev/defs/cpotri +67 -0
- data/dev/defs/cpotrs +79 -0
- data/dev/defs/cppcon +85 -0
- data/dev/defs/cppequ +82 -0
- data/dev/defs/cpprfs +146 -0
- data/dev/defs/cppsv +115 -0
- data/dev/defs/cppsvx +283 -0
- data/dev/defs/cpptrf +81 -0
- data/dev/defs/cpptri +58 -0
- data/dev/defs/cpptrs +84 -0
- data/dev/defs/cpstf2 +108 -0
- data/dev/defs/cpstrf +108 -0
- data/dev/defs/cptcon +84 -0
- data/dev/defs/cpteqr +116 -0
- data/dev/defs/cptrfs +161 -0
- data/dev/defs/cptsv +89 -0
- data/dev/defs/cptsvx +210 -0
- data/dev/defs/cpttrf +59 -0
- data/dev/defs/cpttrs +98 -0
- data/dev/defs/cptts2 +89 -0
- data/dev/defs/crot +72 -0
- data/dev/defs/cspcon +85 -0
- data/dev/defs/cspmv +121 -0
- data/dev/defs/cspr +98 -0
- data/dev/defs/csprfs +156 -0
- data/dev/defs/cspsv +134 -0
- data/dev/defs/cspsvx +248 -0
- data/dev/defs/csptrf +121 -0
- data/dev/defs/csptri +77 -0
- data/dev/defs/csptrs +84 -0
- data/dev/defs/csrscl +49 -0
- data/dev/defs/cstedc +191 -0
- data/dev/defs/cstegr +233 -0
- data/dev/defs/cstein +159 -0
- data/dev/defs/cstemr +302 -0
- data/dev/defs/csteqr +103 -0
- data/dev/defs/csycon +91 -0
- data/dev/defs/csyconv +90 -0
- data/dev/defs/csyequb +104 -0
- data/dev/defs/csymv +126 -0
- data/dev/defs/csyr +102 -0
- data/dev/defs/csyrfs +170 -0
- data/dev/defs/csyrfsx +380 -0
- data/dev/defs/csysv +149 -0
- data/dev/defs/csysvx +261 -0
- data/dev/defs/csysvxx +485 -0
- data/dev/defs/csyswapr +70 -0
- data/dev/defs/csytf2 +140 -0
- data/dev/defs/csytrf +156 -0
- data/dev/defs/csytri +83 -0
- data/dev/defs/csytri2 +110 -0
- data/dev/defs/csytri2x +90 -0
- data/dev/defs/csytrs +90 -0
- data/dev/defs/csytrs2 +97 -0
- data/dev/defs/ctbcon +109 -0
- data/dev/defs/ctbrfs +164 -0
- data/dev/defs/ctbtrs +113 -0
- data/dev/defs/ctfsm +259 -0
- data/dev/defs/ctftri +183 -0
- data/dev/defs/ctfttp +172 -0
- data/dev/defs/ctfttr +182 -0
- data/dev/defs/ctgevc +194 -0
- data/dev/defs/ctgex2 +158 -0
- data/dev/defs/ctgexc +176 -0
- data/dev/defs/ctgsen +406 -0
- data/dev/defs/ctgsja +344 -0
- data/dev/defs/ctgsna +282 -0
- data/dev/defs/ctgsy2 +235 -0
- data/dev/defs/ctgsyl +273 -0
- data/dev/defs/ctpcon +95 -0
- data/dev/defs/ctprfs +150 -0
- data/dev/defs/ctptri +79 -0
- data/dev/defs/ctptrs +98 -0
- data/dev/defs/ctpttf +172 -0
- data/dev/defs/ctpttr +73 -0
- data/dev/defs/ctrcon +103 -0
- data/dev/defs/ctrevc +188 -0
- data/dev/defs/ctrexc +99 -0
- data/dev/defs/ctrrfs +158 -0
- data/dev/defs/ctrsen +234 -0
- data/dev/defs/ctrsna +223 -0
- data/dev/defs/ctrsyl +126 -0
- data/dev/defs/ctrti2 +76 -0
- data/dev/defs/ctrtri +75 -0
- data/dev/defs/ctrtrs +107 -0
- data/dev/defs/ctrttf +181 -0
- data/dev/defs/ctrttp +72 -0
- data/dev/defs/ctzrqf +104 -0
- data/dev/defs/ctzrzf +128 -0
- data/dev/defs/cunbdb +270 -0
- data/dev/defs/cuncsd +283 -0
- data/dev/defs/cung2l +85 -0
- data/dev/defs/cung2r +85 -0
- data/dev/defs/cungbr +129 -0
- data/dev/defs/cunghr +97 -0
- data/dev/defs/cungl2 +84 -0
- data/dev/defs/cunglq +100 -0
- data/dev/defs/cungql +101 -0
- data/dev/defs/cungqr +101 -0
- data/dev/defs/cungr2 +85 -0
- data/dev/defs/cungrq +101 -0
- data/dev/defs/cungtr +95 -0
- data/dev/defs/cunm2l +130 -0
- data/dev/defs/cunm2r +130 -0
- data/dev/defs/cunmbr +179 -0
- data/dev/defs/cunmhr +157 -0
- data/dev/defs/cunml2 +130 -0
- data/dev/defs/cunmlq +143 -0
- data/dev/defs/cunmql +143 -0
- data/dev/defs/cunmqr +143 -0
- data/dev/defs/cunmr2 +130 -0
- data/dev/defs/cunmr3 +152 -0
- data/dev/defs/cunmrq +143 -0
- data/dev/defs/cunmrz +157 -0
- data/dev/defs/cunmtr +152 -0
- data/dev/defs/cupgtr +87 -0
- data/dev/defs/cupmtr +120 -0
- data/dev/defs/dbbcsd +297 -0
- data/dev/defs/dbdsdc +194 -0
- data/dev/defs/dbdsqr +203 -0
- data/dev/defs/ddisna +84 -0
- data/dev/defs/dgbbrd +167 -0
- data/dev/defs/dgbcon +114 -0
- data/dev/defs/dgbequ +121 -0
- data/dev/defs/dgbequb +128 -0
- data/dev/defs/dgbrfs +182 -0
- data/dev/defs/dgbrfsx +418 -0
- data/dev/defs/dgbsv +134 -0
- data/dev/defs/dgbsvx +353 -0
- data/dev/defs/dgbsvxx +536 -0
- data/dev/defs/dgbtf2 +110 -0
- data/dev/defs/dgbtrf +109 -0
- data/dev/defs/dgbtrs +106 -0
- data/dev/defs/dgebak +95 -0
- data/dev/defs/dgebal +125 -0
- data/dev/defs/dgebd2 +162 -0
- data/dev/defs/dgebrd +178 -0
- data/dev/defs/dgecon +90 -0
- data/dev/defs/dgeequ +107 -0
- data/dev/defs/dgeequb +114 -0
- data/dev/defs/dgees +188 -0
- data/dev/defs/dgeesx +251 -0
- data/dev/defs/dgeev +166 -0
- data/dev/defs/dgeevx +282 -0
- data/dev/defs/dgegs +207 -0
- data/dev/defs/dgegv +286 -0
- data/dev/defs/dgehd2 +115 -0
- data/dev/defs/dgehrd +136 -0
- data/dev/defs/dgejsv +862 -0
- data/dev/defs/dgelq2 +89 -0
- data/dev/defs/dgelqf +113 -0
- data/dev/defs/dgels +158 -0
- data/dev/defs/dgelsd +193 -0
- data/dev/defs/dgelss +149 -0
- data/dev/defs/dgelsx +148 -0
- data/dev/defs/dgelsy +181 -0
- data/dev/defs/dgeql2 +91 -0
- data/dev/defs/dgeqlf +116 -0
- data/dev/defs/dgeqp3 +120 -0
- data/dev/defs/dgeqpf +111 -0
- data/dev/defs/dgeqr2 +89 -0
- data/dev/defs/dgeqr2p +89 -0
- data/dev/defs/dgeqrf +114 -0
- data/dev/defs/dgeqrfp +114 -0
- data/dev/defs/dgerfs +164 -0
- data/dev/defs/dgerfsx +394 -0
- data/dev/defs/dgerq2 +91 -0
- data/dev/defs/dgerqf +116 -0
- data/dev/defs/dgesc2 +86 -0
- data/dev/defs/dgesdd +197 -0
- data/dev/defs/dgesv +97 -0
- data/dev/defs/dgesvd +188 -0
- data/dev/defs/dgesvj +308 -0
- data/dev/defs/dgesvx +333 -0
- data/dev/defs/dgesvxx +516 -0
- data/dev/defs/dgetc2 +82 -0
- data/dev/defs/dgetf2 +76 -0
- data/dev/defs/dgetrf +76 -0
- data/dev/defs/dgetri +86 -0
- data/dev/defs/dgetrs +91 -0
- data/dev/defs/dggbak +119 -0
- data/dev/defs/dggbal +145 -0
- data/dev/defs/dgges +261 -0
- data/dev/defs/dggesx +342 -0
- data/dev/defs/dggev +206 -0
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- data/ext/ztpcon.c +78 -0
- data/ext/ztprfs.c +119 -0
- data/ext/ztptri.c +78 -0
- data/ext/ztptrs.c +97 -0
- data/ext/ztpttf.c +75 -0
- data/ext/ztpttr.c +72 -0
- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
- data/ext/ztrsna.c +133 -0
- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
- data/ext/ztrttf.c +73 -0
- data/ext/ztrttp.c +69 -0
- data/ext/ztzrqf.c +79 -0
- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
- data/ext/zunghr.c +107 -0
- data/ext/zungl2.c +86 -0
- data/ext/zunglq.c +103 -0
- data/ext/zungql.c +103 -0
- data/ext/zungqr.c +103 -0
- data/ext/zungr2.c +86 -0
- data/ext/zungrq.c +103 -0
- data/ext/zungtr.c +103 -0
- data/ext/zunm2l.c +110 -0
- data/ext/zunm2r.c +110 -0
- data/ext/zunmbr.c +135 -0
- data/ext/zunmhr.c +129 -0
- data/ext/zunml2.c +106 -0
- data/ext/zunmlq.c +121 -0
- data/ext/zunmql.c +125 -0
- data/ext/zunmqr.c +125 -0
- data/ext/zunmr2.c +106 -0
- data/ext/zunmr3.c +110 -0
- data/ext/zunmrq.c +121 -0
- data/ext/zunmrz.c +125 -0
- data/ext/zunmtr.c +125 -0
- data/ext/zupgtr.c +87 -0
- data/ext/zupmtr.c +112 -0
- data/lib/numru/lapack.rb +51 -0
- data/samples/dsyevr.rb +25 -0
- data/tests/eig/ge/test_gesdd.rb +90 -0
- data/tests/eig/ge/test_gesvd.rb +99 -0
- data/tests/eig/gg/test_ggev.rb +124 -0
- data/tests/eig/gg/test_ggsvd.rb +76 -0
- data/tests/eig/sb/test_sbev.rb +39 -0
- data/tests/lapack_test.rb +50 -0
- data/tests/lin/gb/test_gbsv.rb +46 -0
- data/tests/lin/gb/test_gbsvx.rb +56 -0
- data/tests/lin/ge/test_gels.rb +63 -0
- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
data/doc/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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<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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<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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*
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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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*
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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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*
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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
|
+
* 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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+
*
|
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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:
|
|
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
|
|
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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+
*
|
|
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
|
+
*
|
|
172
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+
* LDAB (input) INTEGER
|
|
173
|
+
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
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*
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175
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* IPIV (input) INTEGER array, dimension (N)
|
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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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+
*
|
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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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* If NORM = 'I', the infinity-norm of the original matrix A.
|
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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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*
|
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189
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* IWORK (workspace) INTEGER array, dimension (N)
|
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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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+
|
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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.
|
|
221
|
+
*
|
|
222
|
+
* 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
|
+
*
|
|
227
|
+
|
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228
|
+
* Arguments
|
|
229
|
+
* =========
|
|
230
|
+
*
|
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231
|
+
* M (input) INTEGER
|
|
232
|
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* The number of rows of the matrix A. M >= 0.
|
|
233
|
+
*
|
|
234
|
+
* N (input) INTEGER
|
|
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
|
+
<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>
|