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
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- data/ext/ztptri.c +78 -0
- data/ext/ztptrs.c +97 -0
- data/ext/ztpttf.c +75 -0
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- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
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- 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
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- 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/dhg.html
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<HTML>
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<TITLE>DOUBLE PRECISION routines for upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) matrix</TITLE>
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<H1>DOUBLE PRECISION routines for upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) matrix</H1>
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<UL>
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<LI><A HREF="#dhgeqz">dhgeqz</A></LI>
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<A NAME="dhgeqz"></A>
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<H2>dhgeqz</H2>
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<PRE>
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USAGE:
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alphar, alphai, beta, work, info, h, t, q, z = NumRu::Lapack.dhgeqz( job, compq, compz, ilo, ihi, h, t, q, z, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, INFO )
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* Purpose
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* =======
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*
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* DHGEQZ computes the eigenvalues of a real matrix pair (H,T),
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* where H is an upper Hessenberg matrix and T is upper triangular,
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* using the double-shift QZ method.
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* Matrix pairs of this type are produced by the reduction to
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* generalized upper Hessenberg form of a real matrix pair (A,B):
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*
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* A = Q1*H*Z1**T, B = Q1*T*Z1**T,
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*
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* as computed by DGGHRD.
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*
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* If JOB='S', then the Hessenberg-triangular pair (H,T) is
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* also reduced to generalized Schur form,
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*
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* H = Q*S*Z**T, T = Q*P*Z**T,
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*
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* where Q and Z are orthogonal matrices, P is an upper triangular
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* matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2
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* diagonal blocks.
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*
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* The 1-by-1 blocks correspond to real eigenvalues of the matrix pair
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* (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of
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* eigenvalues.
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*
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* Additionally, the 2-by-2 upper triangular diagonal blocks of P
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* corresponding to 2-by-2 blocks of S are reduced to positive diagonal
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* form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0,
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* P(j,j) > 0, and P(j+1,j+1) > 0.
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*
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* Optionally, the orthogonal matrix Q from the generalized Schur
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* factorization may be postmultiplied into an input matrix Q1, and the
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* orthogonal matrix Z may be postmultiplied into an input matrix Z1.
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* If Q1 and Z1 are the orthogonal matrices from DGGHRD that reduced
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* the matrix pair (A,B) to generalized upper Hessenberg form, then the
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* output matrices Q1*Q and Z1*Z are the orthogonal factors from the
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* generalized Schur factorization of (A,B):
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*
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* A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T.
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*
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* To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently,
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* of (A,B)) are computed as a pair of values (alpha,beta), where alpha is
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* complex and beta real.
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* If beta is nonzero, lambda = alpha / beta is an eigenvalue of the
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* generalized nonsymmetric eigenvalue problem (GNEP)
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* A*x = lambda*B*x
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* and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
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* alternate form of the GNEP
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* mu*A*y = B*y.
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* Real eigenvalues can be read directly from the generalized Schur
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* form:
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* alpha = S(i,i), beta = P(i,i).
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*
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* Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
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* Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
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* pp. 241--256.
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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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* = 'E': Compute eigenvalues only;
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* = 'S': Compute eigenvalues and the Schur form.
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*
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* COMPQ (input) CHARACTER*1
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* = 'N': Left Schur vectors (Q) are not computed;
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* = 'I': Q is initialized to the unit matrix and the matrix Q
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* of left Schur vectors of (H,T) is returned;
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* = 'V': Q must contain an orthogonal matrix Q1 on entry and
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* the product Q1*Q is returned.
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*
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* COMPZ (input) CHARACTER*1
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* = 'N': Right Schur vectors (Z) are not computed;
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* = 'I': Z is initialized to the unit matrix and the matrix Z
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* of right Schur vectors of (H,T) is returned;
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* = 'V': Z must contain an orthogonal matrix Z1 on entry and
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* the product Z1*Z is returned.
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*
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* N (input) INTEGER
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* The order of the matrices H, T, Q, and Z. N >= 0.
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*
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* ILO (input) INTEGER
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* IHI (input) INTEGER
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* ILO and IHI mark the rows and columns of H which are in
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* Hessenberg form. It is assumed that A is already upper
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* triangular in rows and columns 1:ILO-1 and IHI+1:N.
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* If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
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*
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* H (input/output) DOUBLE PRECISION array, dimension (LDH, N)
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* On entry, the N-by-N upper Hessenberg matrix H.
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* On exit, if JOB = 'S', H contains the upper quasi-triangular
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* matrix S from the generalized Schur factorization;
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* 2-by-2 diagonal blocks (corresponding to complex conjugate
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* pairs of eigenvalues) are returned in standard form, with
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* H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0.
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* If JOB = 'E', the diagonal blocks of H match those of S, but
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* the rest of H is unspecified.
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*
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* LDH (input) INTEGER
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* The leading dimension of the array H. LDH >= max( 1, N ).
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*
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* T (input/output) DOUBLE PRECISION array, dimension (LDT, N)
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* On entry, the N-by-N upper triangular matrix T.
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* On exit, if JOB = 'S', T contains the upper triangular
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* matrix P from the generalized Schur factorization;
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* 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S
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* are reduced to positive diagonal form, i.e., if H(j+1,j) is
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* non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and
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* T(j+1,j+1) > 0.
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* If JOB = 'E', the diagonal blocks of T match those of P, but
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* the rest of T is unspecified.
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*
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* LDT (input) INTEGER
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* The leading dimension of the array T. LDT >= max( 1, N ).
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*
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* ALPHAR (output) DOUBLE PRECISION array, dimension (N)
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* The real parts of each scalar alpha defining an eigenvalue
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* of GNEP.
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*
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* ALPHAI (output) DOUBLE PRECISION array, dimension (N)
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* The imaginary parts of each scalar alpha defining an
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* eigenvalue of GNEP.
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* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
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* positive, then the j-th and (j+1)-st eigenvalues are a
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* complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j).
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*
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* BETA (output) DOUBLE PRECISION array, dimension (N)
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* The scalars beta that define the eigenvalues of GNEP.
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* Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
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* beta = BETA(j) represent the j-th eigenvalue of the matrix
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* pair (A,B), in one of the forms lambda = alpha/beta or
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* mu = beta/alpha. Since either lambda or mu may overflow,
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* they should not, in general, be computed.
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*
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* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
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* On entry, if COMPZ = 'V', the orthogonal matrix Q1 used in
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* the reduction of (A,B) to generalized Hessenberg form.
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* On exit, if COMPZ = 'I', the orthogonal matrix of left Schur
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* vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix
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* of left Schur vectors of (A,B).
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* Not referenced if COMPZ = 'N'.
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*
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* LDQ (input) INTEGER
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* The leading dimension of the array Q. LDQ >= 1.
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* If COMPQ='V' or 'I', then LDQ >= N.
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*
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* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
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* On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in
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* the reduction of (A,B) to generalized Hessenberg form.
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* On exit, if COMPZ = 'I', the orthogonal matrix of
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* right Schur vectors of (H,T), and if COMPZ = 'V', the
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* orthogonal matrix of right Schur vectors of (A,B).
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* Not referenced if COMPZ = 'N'.
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*
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* LDZ (input) INTEGER
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* The leading dimension of the array Z. LDZ >= 1.
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* If COMPZ='V' or 'I', then LDZ >= N.
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*
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* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
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* On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
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*
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* LWORK (input) INTEGER
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* The dimension of the array WORK. LWORK >= max(1,N).
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*
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* If LWORK = -1, then a workspace query is assumed; the routine
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* only calculates the optimal size of the WORK array, returns
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* this value as the first entry of the WORK array, and no error
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* message related to LWORK is issued by XERBLA.
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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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* = 1,...,N: the QZ iteration did not converge. (H,T) is not
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* in Schur form, but ALPHAR(i), ALPHAI(i), and
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* BETA(i), i=INFO+1,...,N should be correct.
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* = N+1,...,2*N: the shift calculation failed. (H,T) is not
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* in Schur form, but ALPHAR(i), ALPHAI(i), and
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* BETA(i), i=INFO-N+1,...,N should be correct.
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*
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* Further Details
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* ===============
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*
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* Iteration counters:
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*
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* JITER -- counts iterations.
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* IITER -- counts iterations run since ILAST was last
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* changed. This is therefore reset only when a 1-by-1 or
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* 2-by-2 block deflates off the bottom.
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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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</HTML>
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<HTML>
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<HEAD>
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<TITLE>DOUBLE PRECISION routines for upper Hessenberg 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 upper Hessenberg matrix</H1>
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<UL>
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<LI><A HREF="#dhsein">dhsein</A></LI>
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<LI><A HREF="#dhseqr">dhseqr</A></LI>
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<A NAME="dhsein"></A>
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<H2>dhsein</H2>
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<PRE>
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USAGE:
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m, ifaill, ifailr, info, select, wr, vl, vr = NumRu::Lapack.dhsein( side, eigsrc, initv, select, h, wr, wi, vl, vr, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, WR, WI, VL, LDVL, VR, LDVR, MM, M, WORK, IFAILL, IFAILR, INFO )
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* Purpose
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* =======
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*
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* DHSEIN uses inverse iteration to find specified right and/or left
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* eigenvectors of a real upper Hessenberg matrix H.
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*
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* The right eigenvector x and the left eigenvector y of the matrix H
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* corresponding to an eigenvalue w are defined by:
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*
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* H * x = w * x, y**h * H = w * y**h
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*
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* where y**h denotes the conjugate transpose of the vector y.
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*
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* Arguments
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* =========
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*
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* SIDE (input) CHARACTER*1
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* = 'R': compute right eigenvectors only;
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* = 'L': compute left eigenvectors only;
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* = 'B': compute both right and left eigenvectors.
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*
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* EIGSRC (input) CHARACTER*1
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* Specifies the source of eigenvalues supplied in (WR,WI):
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* = 'Q': the eigenvalues were found using DHSEQR; thus, if
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* H has zero subdiagonal elements, and so is
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* block-triangular, then the j-th eigenvalue can be
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* assumed to be an eigenvalue of the block containing
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* the j-th row/column. This property allows DHSEIN to
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* perform inverse iteration on just one diagonal block.
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* = 'N': no assumptions are made on the correspondence
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* between eigenvalues and diagonal blocks. In this
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* case, DHSEIN must always perform inverse iteration
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* using the whole matrix H.
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*
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* INITV (input) CHARACTER*1
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* = 'N': no initial vectors are supplied;
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* = 'U': user-supplied initial vectors are stored in the arrays
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* VL and/or VR.
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*
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* SELECT (input/output) LOGICAL array, dimension (N)
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* Specifies the eigenvectors to be computed. To select the
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* real eigenvector corresponding to a real eigenvalue WR(j),
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* SELECT(j) must be set to .TRUE.. To select the complex
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* eigenvector corresponding to a complex eigenvalue
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* (WR(j),WI(j)), with complex conjugate (WR(j+1),WI(j+1)),
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* either SELECT(j) or SELECT(j+1) or both must be set to
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* .TRUE.; then on exit SELECT(j) is .TRUE. and SELECT(j+1) is
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* .FALSE..
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*
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* N (input) INTEGER
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* The order of the matrix H. N >= 0.
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*
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* H (input) DOUBLE PRECISION array, dimension (LDH,N)
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* The upper Hessenberg matrix H.
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*
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* LDH (input) INTEGER
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* The leading dimension of the array H. LDH >= max(1,N).
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*
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* WR (input/output) DOUBLE PRECISION array, dimension (N)
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* WI (input) DOUBLE PRECISION array, dimension (N)
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* On entry, the real and imaginary parts of the eigenvalues of
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* H; a complex conjugate pair of eigenvalues must be stored in
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* consecutive elements of WR and WI.
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* On exit, WR may have been altered since close eigenvalues
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* are perturbed slightly in searching for independent
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* eigenvectors.
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*
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* VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM)
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* On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
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* contain starting vectors for the inverse iteration for the
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* left eigenvectors; the starting vector for each eigenvector
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* must be in the same column(s) in which the eigenvector will
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* be stored.
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* On exit, if SIDE = 'L' or 'B', the left eigenvectors
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* specified by SELECT will be stored consecutively in the
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* columns of VL, in the same order as their eigenvalues. A
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* complex eigenvector corresponding to a complex eigenvalue is
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* stored in two consecutive columns, the first holding the real
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* part and the second the imaginary part.
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* If SIDE = 'R', VL is not referenced.
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*
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* LDVL (input) INTEGER
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* The leading dimension of the array VL.
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* LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
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*
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* VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM)
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* On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
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* contain starting vectors for the inverse iteration for the
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* right eigenvectors; the starting vector for each eigenvector
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* must be in the same column(s) in which the eigenvector will
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* be stored.
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* On exit, if SIDE = 'R' or 'B', the right eigenvectors
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* specified by SELECT will be stored consecutively in the
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* columns of VR, in the same order as their eigenvalues. A
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* complex eigenvector corresponding to a complex eigenvalue is
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* stored in two consecutive columns, the first holding the real
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* part and the second the imaginary part.
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* If SIDE = 'L', VR is not referenced.
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*
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* LDVR (input) INTEGER
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* The leading dimension of the array VR.
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* LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
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*
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* MM (input) INTEGER
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* The number of columns in the arrays VL and/or VR. MM >= M.
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*
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* M (output) INTEGER
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* The number of columns in the arrays VL and/or VR required to
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* store the eigenvectors; each selected real eigenvector
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* occupies one column and each selected complex eigenvector
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* occupies two columns.
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension ((N+2)*N)
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*
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* IFAILL (output) INTEGER array, dimension (MM)
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* If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
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* eigenvector in the i-th column of VL (corresponding to the
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* eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
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* eigenvector converged satisfactorily. If the i-th and (i+1)th
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* columns of VL hold a complex eigenvector, then IFAILL(i) and
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* IFAILL(i+1) are set to the same value.
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* If SIDE = 'R', IFAILL is not referenced.
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*
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* IFAILR (output) INTEGER array, dimension (MM)
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* If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
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* eigenvector in the i-th column of VR (corresponding to the
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* eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
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* eigenvector converged satisfactorily. If the i-th and (i+1)th
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* columns of VR hold a complex eigenvector, then IFAILR(i) and
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* IFAILR(i+1) are set to the same value.
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* If SIDE = 'L', IFAILR is not referenced.
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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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* > 0: if INFO = i, i is the number of eigenvectors which
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* failed to converge; see IFAILL and IFAILR for further
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* details.
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*
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* Further Details
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* ===============
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*
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* Each eigenvector is normalized so that the element of largest
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* magnitude has magnitude 1; here the magnitude of a complex number
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* (x,y) is taken to be |x|+|y|.
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dhseqr"></A>
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<H2>dhseqr</H2>
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<PRE>
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USAGE:
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wr, wi, work, info, h, z = NumRu::Lapack.dhseqr( job, compz, ilo, ihi, h, z, ldz, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, LDZ, WORK, LWORK, INFO )
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* Purpose
|
|
189
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* =======
|
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190
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*
|
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191
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* DHSEQR computes the eigenvalues of a Hessenberg matrix H
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192
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* and, optionally, the matrices T and Z from the Schur decomposition
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* H = Z T Z**T, where T is an upper quasi-triangular matrix (the
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194
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* Schur form), and Z is the orthogonal matrix of Schur vectors.
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195
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*
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196
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* Optionally Z may be postmultiplied into an input orthogonal
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197
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* matrix Q so that this routine can give the Schur factorization
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198
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* of a matrix A which has been reduced to the Hessenberg form H
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199
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* by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
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*
|
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201
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+
|
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202
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* Arguments
|
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203
|
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* =========
|
|
204
|
+
*
|
|
205
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+
* JOB (input) CHARACTER*1
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206
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* = 'E': compute eigenvalues only;
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207
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* = 'S': compute eigenvalues and the Schur form T.
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*
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209
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* COMPZ (input) CHARACTER*1
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* = 'N': no Schur vectors are computed;
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211
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* = 'I': Z is initialized to the unit matrix and the matrix Z
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* of Schur vectors of H is returned;
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* = 'V': Z must contain an orthogonal matrix Q on entry, and
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* the product Q*Z is returned.
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215
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*
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216
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* N (input) INTEGER
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217
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* The order of the matrix H. N .GE. 0.
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218
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*
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219
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* ILO (input) INTEGER
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220
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* IHI (input) INTEGER
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221
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* It is assumed that H is already upper triangular in rows
|
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222
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* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
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223
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* set by a previous call to DGEBAL, and then passed to DGEHRD
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224
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* when the matrix output by DGEBAL is reduced to Hessenberg
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225
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* form. Otherwise ILO and IHI should be set to 1 and N
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226
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* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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* If N = 0, then ILO = 1 and IHI = 0.
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*
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229
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* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
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230
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* On entry, the upper Hessenberg matrix H.
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231
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+
* On exit, if INFO = 0 and JOB = 'S', then H contains the
|
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232
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+
* upper quasi-triangular matrix T from the Schur decomposition
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233
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* (the Schur form); 2-by-2 diagonal blocks (corresponding to
|
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234
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* complex conjugate pairs of eigenvalues) are returned in
|
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235
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* standard form, with H(i,i) = H(i+1,i+1) and
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* H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and JOB = 'E', the
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237
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* contents of H are unspecified on exit. (The output value of
|
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* H when INFO.GT.0 is given under the description of INFO
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* below.)
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*
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241
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* Unlike earlier versions of DHSEQR, this subroutine may
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242
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* explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
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+
* or j = IHI+1, IHI+2, ... N.
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+
*
|
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245
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* LDH (input) INTEGER
|
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246
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* The leading dimension of the array H. LDH .GE. max(1,N).
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247
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*
|
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248
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* WR (output) DOUBLE PRECISION array, dimension (N)
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249
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+
* WI (output) DOUBLE PRECISION array, dimension (N)
|
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250
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+
* The real and imaginary parts, respectively, of the computed
|
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251
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+
* eigenvalues. If two eigenvalues are computed as a complex
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252
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* conjugate pair, they are stored in consecutive elements of
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253
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* WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and
|
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254
|
+
* WI(i+1) .LT. 0. If JOB = 'S', the eigenvalues are stored in
|
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255
|
+
* the same order as on the diagonal of the Schur form returned
|
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256
|
+
* in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2
|
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257
|
+
* diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
|
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258
|
+
* WI(i+1) = -WI(i).
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259
|
+
*
|
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260
|
+
* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
|
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261
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+
* If COMPZ = 'N', Z is not referenced.
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262
|
+
* If COMPZ = 'I', on entry Z need not be set and on exit,
|
|
263
|
+
* if INFO = 0, Z contains the orthogonal matrix Z of the Schur
|
|
264
|
+
* vectors of H. If COMPZ = 'V', on entry Z must contain an
|
|
265
|
+
* N-by-N matrix Q, which is assumed to be equal to the unit
|
|
266
|
+
* matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
|
|
267
|
+
* if INFO = 0, Z contains Q*Z.
|
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268
|
+
* Normally Q is the orthogonal matrix generated by DORGHR
|
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269
|
+
* after the call to DGEHRD which formed the Hessenberg matrix
|
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270
|
+
* H. (The output value of Z when INFO.GT.0 is given under
|
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271
|
+
* the description of INFO below.)
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272
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+
*
|
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273
|
+
* LDZ (input) INTEGER
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274
|
+
* The leading dimension of the array Z. if COMPZ = 'I' or
|
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275
|
+
* COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
|
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276
|
+
*
|
|
277
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
|
|
278
|
+
* On exit, if INFO = 0, WORK(1) returns an estimate of
|
|
279
|
+
* the optimal value for LWORK.
|
|
280
|
+
*
|
|
281
|
+
* LWORK (input) INTEGER
|
|
282
|
+
* The dimension of the array WORK. LWORK .GE. max(1,N)
|
|
283
|
+
* is sufficient and delivers very good and sometimes
|
|
284
|
+
* optimal performance. However, LWORK as large as 11*N
|
|
285
|
+
* may be required for optimal performance. A workspace
|
|
286
|
+
* query is recommended to determine the optimal workspace
|
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287
|
+
* size.
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288
|
+
*
|
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289
|
+
* If LWORK = -1, then DHSEQR does a workspace query.
|
|
290
|
+
* In this case, DHSEQR checks the input parameters and
|
|
291
|
+
* estimates the optimal workspace size for the given
|
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292
|
+
* values of N, ILO and IHI. The estimate is returned
|
|
293
|
+
* in WORK(1). No error message related to LWORK is
|
|
294
|
+
* issued by XERBLA. Neither H nor Z are accessed.
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295
|
+
*
|
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296
|
+
*
|
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297
|
+
* INFO (output) INTEGER
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298
|
+
* = 0: successful exit
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299
|
+
* .LT. 0: if INFO = -i, the i-th argument had an illegal
|
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300
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+
* value
|
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301
|
+
* .GT. 0: if INFO = i, DHSEQR failed to compute all of
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302
|
+
* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
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|
303
|
+
* and WI contain those eigenvalues which have been
|
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304
|
+
* successfully computed. (Failures are rare.)
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305
|
+
*
|
|
306
|
+
* If INFO .GT. 0 and JOB = 'E', then on exit, the
|
|
307
|
+
* remaining unconverged eigenvalues are the eigen-
|
|
308
|
+
* values of the upper Hessenberg matrix rows and
|
|
309
|
+
* columns ILO through INFO of the final, output
|
|
310
|
+
* value of H.
|
|
311
|
+
*
|
|
312
|
+
* If INFO .GT. 0 and JOB = 'S', then on exit
|
|
313
|
+
*
|
|
314
|
+
* (*) (initial value of H)*U = U*(final value of H)
|
|
315
|
+
*
|
|
316
|
+
* where U is an orthogonal matrix. The final
|
|
317
|
+
* value of H is upper Hessenberg and quasi-triangular
|
|
318
|
+
* in rows and columns INFO+1 through IHI.
|
|
319
|
+
*
|
|
320
|
+
* If INFO .GT. 0 and COMPZ = 'V', then on exit
|
|
321
|
+
*
|
|
322
|
+
* (final value of Z) = (initial value of Z)*U
|
|
323
|
+
*
|
|
324
|
+
* where U is the orthogonal matrix in (*) (regard-
|
|
325
|
+
* less of the value of JOB.)
|
|
326
|
+
*
|
|
327
|
+
* If INFO .GT. 0 and COMPZ = 'I', then on exit
|
|
328
|
+
* (final value of Z) = U
|
|
329
|
+
* where U is the orthogonal matrix in (*) (regard-
|
|
330
|
+
* less of the value of JOB.)
|
|
331
|
+
*
|
|
332
|
+
* If INFO .GT. 0 and COMPZ = 'N', then Z is not
|
|
333
|
+
* accessed.
|
|
334
|
+
*
|
|
335
|
+
|
|
336
|
+
* ================================================================
|
|
337
|
+
* Default values supplied by
|
|
338
|
+
* ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
|
|
339
|
+
* It is suggested that these defaults be adjusted in order
|
|
340
|
+
* to attain best performance in each particular
|
|
341
|
+
* computational environment.
|
|
342
|
+
*
|
|
343
|
+
* ISPEC=12: The DLAHQR vs DLAQR0 crossover point.
|
|
344
|
+
* Default: 75. (Must be at least 11.)
|
|
345
|
+
*
|
|
346
|
+
* ISPEC=13: Recommended deflation window size.
|
|
347
|
+
* This depends on ILO, IHI and NS. NS is the
|
|
348
|
+
* number of simultaneous shifts returned
|
|
349
|
+
* by ILAENV(ISPEC=15). (See ISPEC=15 below.)
|
|
350
|
+
* The default for (IHI-ILO+1).LE.500 is NS.
|
|
351
|
+
* The default for (IHI-ILO+1).GT.500 is 3*NS/2.
|
|
352
|
+
*
|
|
353
|
+
* ISPEC=14: Nibble crossover point. (See IPARMQ for
|
|
354
|
+
* details.) Default: 14% of deflation window
|
|
355
|
+
* size.
|
|
356
|
+
*
|
|
357
|
+
* ISPEC=15: Number of simultaneous shifts in a multishift
|
|
358
|
+
* QR iteration.
|
|
359
|
+
*
|
|
360
|
+
* If IHI-ILO+1 is ...
|
|
361
|
+
*
|
|
362
|
+
* greater than ...but less ... the
|
|
363
|
+
* or equal to ... than default is
|
|
364
|
+
*
|
|
365
|
+
* 1 30 NS = 2(+)
|
|
366
|
+
* 30 60 NS = 4(+)
|
|
367
|
+
* 60 150 NS = 10(+)
|
|
368
|
+
* 150 590 NS = **
|
|
369
|
+
* 590 3000 NS = 64
|
|
370
|
+
* 3000 6000 NS = 128
|
|
371
|
+
* 6000 infinity NS = 256
|
|
372
|
+
*
|
|
373
|
+
* (+) By default some or all matrices of this order
|
|
374
|
+
* are passed to the implicit double shift routine
|
|
375
|
+
* DLAHQR and this parameter is ignored. See
|
|
376
|
+
* ISPEC=12 above and comments in IPARMQ for
|
|
377
|
+
* details.
|
|
378
|
+
*
|
|
379
|
+
* (**) The asterisks (**) indicate an ad-hoc
|
|
380
|
+
* function of N increasing from 10 to 64.
|
|
381
|
+
*
|
|
382
|
+
* ISPEC=16: Select structured matrix multiply.
|
|
383
|
+
* If the number of simultaneous shifts (specified
|
|
384
|
+
* by ISPEC=15) is less than 14, then the default
|
|
385
|
+
* for ISPEC=16 is 0. Otherwise the default for
|
|
386
|
+
* ISPEC=16 is 2.
|
|
387
|
+
*
|
|
388
|
+
* ================================================================
|
|
389
|
+
* Based on contributions by
|
|
390
|
+
* Karen Braman and Ralph Byers, Department of Mathematics,
|
|
391
|
+
* University of Kansas, USA
|
|
392
|
+
*
|
|
393
|
+
* ================================================================
|
|
394
|
+
* References:
|
|
395
|
+
* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
|
|
396
|
+
* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
|
|
397
|
+
* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
|
|
398
|
+
* 929--947, 2002.
|
|
399
|
+
*
|
|
400
|
+
* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
|
|
401
|
+
* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
|
|
402
|
+
* of Matrix Analysis, volume 23, pages 948--973, 2002.
|
|
403
|
+
*
|
|
404
|
+
* ================================================================
|
|
405
|
+
|
|
406
|
+
|
|
407
|
+
</PRE>
|
|
408
|
+
<A HREF="#top">go to the page top</A>
|
|
409
|
+
|
|
410
|
+
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|
411
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+
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412
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