ruby-lapack 1.3
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- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
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- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
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- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
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- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
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- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
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- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
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- data/dev/defs/cgerfs +164 -0
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- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
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- data/dev/defs/cgetc2 +82 -0
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- data/dev/defs/cla_wwaddw +53 -0
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- data/ext/ztprfs.c +119 -0
- data/ext/ztptri.c +78 -0
- data/ext/ztptrs.c +97 -0
- data/ext/ztpttf.c +75 -0
- data/ext/ztpttr.c +72 -0
- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
- data/ext/ztrsna.c +133 -0
- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
- data/ext/ztrttf.c +73 -0
- data/ext/ztrttp.c +69 -0
- data/ext/ztzrqf.c +79 -0
- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
- data/ext/zunghr.c +107 -0
- data/ext/zungl2.c +86 -0
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- data/ext/zungr2.c +86 -0
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- data/ext/zungtr.c +103 -0
- data/ext/zunm2l.c +110 -0
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- 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/dpb.html
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<HTML>
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<HEAD>
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<TITLE>DOUBLE PRECISION routines for symmetric or Hermitian positive definite 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 symmetric or Hermitian positive definite band matrix</H1>
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<UL>
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<LI><A HREF="#dpbcon">dpbcon</A></LI>
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<LI><A HREF="#dpbequ">dpbequ</A></LI>
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<LI><A HREF="#dpbrfs">dpbrfs</A></LI>
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<LI><A HREF="#dpbstf">dpbstf</A></LI>
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<LI><A HREF="#dpbsv">dpbsv</A></LI>
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<LI><A HREF="#dpbsvx">dpbsvx</A></LI>
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<LI><A HREF="#dpbtf2">dpbtf2</A></LI>
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<LI><A HREF="#dpbtrf">dpbtrf</A></LI>
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<LI><A HREF="#dpbtrs">dpbtrs</A></LI>
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</UL>
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<A NAME="dpbcon"></A>
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<H2>dpbcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.dpbcon( uplo, kd, ab, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* DPBCON estimates the reciprocal of the condition number (in the
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* 1-norm) of a real symmetric positive definite band matrix using the
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* Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF.
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*
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangular factor stored in AB;
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* = 'L': Lower triangular factor stored in AB.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals of the matrix A if UPLO = 'U',
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* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
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*
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* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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* The triangular factor U or L from the Cholesky factorization
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* A = U**T*U or A = L*L**T of the band matrix A, stored in the
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* first KD+1 rows of the array. The j-th column of U or L is
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* stored in the j-th column of the array AB as follows:
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* if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= KD+1.
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*
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* ANORM (input) DOUBLE PRECISION
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* The 1-norm (or infinity-norm) of the symmetric band matrix A.
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*
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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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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
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* estimate of the 1-norm of inv(A) computed in this routine.
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
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*
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* IWORK (workspace) INTEGER array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dpbequ"></A>
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<H2>dpbequ</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.dpbequ( uplo, kd, ab, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
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* Purpose
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* =======
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*
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* DPBEQU computes row and column scalings intended to equilibrate a
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* symmetric positive definite band matrix A and reduce its condition
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* number (with respect to the two-norm). S contains the scale factors,
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* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
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* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
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* choice of S puts the condition number of B within a factor N of the
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* smallest possible condition number over all possible diagonal
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* scalings.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangular of A is stored;
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* = 'L': Lower triangular of A is stored.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals of the matrix A if UPLO = 'U',
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* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
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*
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* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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* The upper or lower triangle of the symmetric band matrix A,
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* stored in the first KD+1 rows of the array. The j-th column
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* of A is stored in the j-th column of the array AB as follows:
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array A. LDAB >= KD+1.
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*
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* S (output) DOUBLE PRECISION array, dimension (N)
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* If INFO = 0, S contains the scale factors for A.
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*
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* SCOND (output) DOUBLE PRECISION
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* If INFO = 0, S contains the ratio of the smallest S(i) to
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* the largest S(i). If SCOND >= 0.1 and AMAX is neither too
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* large nor too small, it is not worth scaling by S.
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*
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* AMAX (output) DOUBLE PRECISION
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* Absolute value of largest matrix element. If AMAX is very
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* close to overflow or very close to underflow, the matrix
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* should be scaled.
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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, the i-th diagonal element is nonpositive.
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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="dpbrfs"></A>
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<H2>dpbrfs</H2>
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<PRE>
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USAGE:
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ferr, berr, info, x = NumRu::Lapack.dpbrfs( uplo, kd, ab, afb, b, x, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* DPBRFS improves the computed solution to a system of linear
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* equations when the coefficient matrix is symmetric positive definite
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* and banded, and provides error bounds and backward error estimates
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* for the solution.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangle of A is stored;
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* = 'L': Lower triangle of A is stored.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals of the matrix A if UPLO = 'U',
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* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
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*
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* NRHS (input) INTEGER
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* The number of right hand sides, i.e., the number of columns
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* of the matrices B and X. NRHS >= 0.
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*
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* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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* The upper or lower triangle of the symmetric band matrix A,
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* stored in the first KD+1 rows of the array. The j-th column
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* of A is stored in the j-th column of the array AB as follows:
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= KD+1.
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*
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* AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N)
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* The triangular factor U or L from the Cholesky factorization
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* A = U**T*U or A = L*L**T of the band matrix A as computed by
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* DPBTRF, in the same storage format as A (see AB).
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*
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* LDAFB (input) INTEGER
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* The leading dimension of the array AFB. LDAFB >= KD+1.
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*
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* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
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* The right hand side matrix B.
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*
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* LDB (input) INTEGER
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* The leading dimension of the array B. LDB >= max(1,N).
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*
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* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
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* On entry, the solution matrix X, as computed by DPBTRS.
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* On exit, the improved solution matrix X.
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*
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* LDX (input) INTEGER
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* The leading dimension of the array X. LDX >= max(1,N).
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*
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* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
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* The estimated forward error bound for each solution vector
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* X(j) (the j-th column of the solution matrix X).
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* If XTRUE is the true solution corresponding to X(j), FERR(j)
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* is an estimated upper bound for the magnitude of the largest
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* element in (X(j) - XTRUE) divided by the magnitude of the
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* largest element in X(j). The estimate is as reliable as
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* the estimate for RCOND, and is almost always a slight
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* overestimate of the true error.
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*
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* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
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* The componentwise relative backward error of each solution
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* vector X(j) (i.e., the smallest relative change in
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* any element of A or B that makes X(j) an exact solution).
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
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*
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* IWORK (workspace) INTEGER array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* Internal Parameters
|
|
255
|
+
* ===================
|
|
256
|
+
*
|
|
257
|
+
* ITMAX is the maximum number of steps of iterative refinement.
|
|
258
|
+
*
|
|
259
|
+
|
|
260
|
+
* =====================================================================
|
|
261
|
+
*
|
|
262
|
+
|
|
263
|
+
|
|
264
|
+
</PRE>
|
|
265
|
+
<A HREF="#top">go to the page top</A>
|
|
266
|
+
|
|
267
|
+
<A NAME="dpbstf"></A>
|
|
268
|
+
<H2>dpbstf</H2>
|
|
269
|
+
<PRE>
|
|
270
|
+
USAGE:
|
|
271
|
+
info, ab = NumRu::Lapack.dpbstf( uplo, kd, ab, [:usage => usage, :help => help])
|
|
272
|
+
|
|
273
|
+
|
|
274
|
+
FORTRAN MANUAL
|
|
275
|
+
SUBROUTINE DPBSTF( UPLO, N, KD, AB, LDAB, INFO )
|
|
276
|
+
|
|
277
|
+
* Purpose
|
|
278
|
+
* =======
|
|
279
|
+
*
|
|
280
|
+
* DPBSTF computes a split Cholesky factorization of a real
|
|
281
|
+
* symmetric positive definite band matrix A.
|
|
282
|
+
*
|
|
283
|
+
* This routine is designed to be used in conjunction with DSBGST.
|
|
284
|
+
*
|
|
285
|
+
* The factorization has the form A = S**T*S where S is a band matrix
|
|
286
|
+
* of the same bandwidth as A and the following structure:
|
|
287
|
+
*
|
|
288
|
+
* S = ( U )
|
|
289
|
+
* ( M L )
|
|
290
|
+
*
|
|
291
|
+
* where U is upper triangular of order m = (n+kd)/2, and L is lower
|
|
292
|
+
* triangular of order n-m.
|
|
293
|
+
*
|
|
294
|
+
|
|
295
|
+
* Arguments
|
|
296
|
+
* =========
|
|
297
|
+
*
|
|
298
|
+
* UPLO (input) CHARACTER*1
|
|
299
|
+
* = 'U': Upper triangle of A is stored;
|
|
300
|
+
* = 'L': Lower triangle of A is stored.
|
|
301
|
+
*
|
|
302
|
+
* N (input) INTEGER
|
|
303
|
+
* The order of the matrix A. N >= 0.
|
|
304
|
+
*
|
|
305
|
+
* KD (input) INTEGER
|
|
306
|
+
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
|
307
|
+
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
|
308
|
+
*
|
|
309
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
310
|
+
* On entry, the upper or lower triangle of the symmetric band
|
|
311
|
+
* matrix A, stored in the first kd+1 rows of the array. The
|
|
312
|
+
* j-th column of A is stored in the j-th column of the array AB
|
|
313
|
+
* as follows:
|
|
314
|
+
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
|
315
|
+
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
|
316
|
+
*
|
|
317
|
+
* On exit, if INFO = 0, the factor S from the split Cholesky
|
|
318
|
+
* factorization A = S**T*S. See Further Details.
|
|
319
|
+
*
|
|
320
|
+
* LDAB (input) INTEGER
|
|
321
|
+
* The leading dimension of the array AB. LDAB >= KD+1.
|
|
322
|
+
*
|
|
323
|
+
* INFO (output) INTEGER
|
|
324
|
+
* = 0: successful exit
|
|
325
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
326
|
+
* > 0: if INFO = i, the factorization could not be completed,
|
|
327
|
+
* because the updated element a(i,i) was negative; the
|
|
328
|
+
* matrix A is not positive definite.
|
|
329
|
+
*
|
|
330
|
+
|
|
331
|
+
* Further Details
|
|
332
|
+
* ===============
|
|
333
|
+
*
|
|
334
|
+
* The band storage scheme is illustrated by the following example, when
|
|
335
|
+
* N = 7, KD = 2:
|
|
336
|
+
*
|
|
337
|
+
* S = ( s11 s12 s13 )
|
|
338
|
+
* ( s22 s23 s24 )
|
|
339
|
+
* ( s33 s34 )
|
|
340
|
+
* ( s44 )
|
|
341
|
+
* ( s53 s54 s55 )
|
|
342
|
+
* ( s64 s65 s66 )
|
|
343
|
+
* ( s75 s76 s77 )
|
|
344
|
+
*
|
|
345
|
+
* If UPLO = 'U', the array AB holds:
|
|
346
|
+
*
|
|
347
|
+
* on entry: on exit:
|
|
348
|
+
*
|
|
349
|
+
* * * a13 a24 a35 a46 a57 * * s13 s24 s53 s64 s75
|
|
350
|
+
* * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54 s65 s76
|
|
351
|
+
* a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
|
|
352
|
+
*
|
|
353
|
+
* If UPLO = 'L', the array AB holds:
|
|
354
|
+
*
|
|
355
|
+
* on entry: on exit:
|
|
356
|
+
*
|
|
357
|
+
* a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
|
|
358
|
+
* a21 a32 a43 a54 a65 a76 * s12 s23 s34 s54 s65 s76 *
|
|
359
|
+
* a31 a42 a53 a64 a64 * * s13 s24 s53 s64 s75 * *
|
|
360
|
+
*
|
|
361
|
+
* Array elements marked * are not used by the routine.
|
|
362
|
+
*
|
|
363
|
+
* =====================================================================
|
|
364
|
+
*
|
|
365
|
+
|
|
366
|
+
|
|
367
|
+
</PRE>
|
|
368
|
+
<A HREF="#top">go to the page top</A>
|
|
369
|
+
|
|
370
|
+
<A NAME="dpbsv"></A>
|
|
371
|
+
<H2>dpbsv</H2>
|
|
372
|
+
<PRE>
|
|
373
|
+
USAGE:
|
|
374
|
+
info, ab, b = NumRu::Lapack.dpbsv( uplo, kd, ab, b, [:usage => usage, :help => help])
|
|
375
|
+
|
|
376
|
+
|
|
377
|
+
FORTRAN MANUAL
|
|
378
|
+
SUBROUTINE DPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
|
|
379
|
+
|
|
380
|
+
* Purpose
|
|
381
|
+
* =======
|
|
382
|
+
*
|
|
383
|
+
* DPBSV computes the solution to a real system of linear equations
|
|
384
|
+
* A * X = B,
|
|
385
|
+
* where A is an N-by-N symmetric positive definite band matrix and X
|
|
386
|
+
* and B are N-by-NRHS matrices.
|
|
387
|
+
*
|
|
388
|
+
* The Cholesky decomposition is used to factor A as
|
|
389
|
+
* A = U**T * U, if UPLO = 'U', or
|
|
390
|
+
* A = L * L**T, if UPLO = 'L',
|
|
391
|
+
* where U is an upper triangular band matrix, and L is a lower
|
|
392
|
+
* triangular band matrix, with the same number of superdiagonals or
|
|
393
|
+
* subdiagonals as A. The factored form of A is then used to solve the
|
|
394
|
+
* system of equations A * X = B.
|
|
395
|
+
*
|
|
396
|
+
|
|
397
|
+
* Arguments
|
|
398
|
+
* =========
|
|
399
|
+
*
|
|
400
|
+
* UPLO (input) CHARACTER*1
|
|
401
|
+
* = 'U': Upper triangle of A is stored;
|
|
402
|
+
* = 'L': Lower triangle of A is stored.
|
|
403
|
+
*
|
|
404
|
+
* N (input) INTEGER
|
|
405
|
+
* The number of linear equations, i.e., the order of the
|
|
406
|
+
* matrix A. N >= 0.
|
|
407
|
+
*
|
|
408
|
+
* KD (input) INTEGER
|
|
409
|
+
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
|
410
|
+
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
|
411
|
+
*
|
|
412
|
+
* NRHS (input) INTEGER
|
|
413
|
+
* The number of right hand sides, i.e., the number of columns
|
|
414
|
+
* of the matrix B. NRHS >= 0.
|
|
415
|
+
*
|
|
416
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
417
|
+
* On entry, the upper or lower triangle of the symmetric band
|
|
418
|
+
* matrix A, stored in the first KD+1 rows of the array. The
|
|
419
|
+
* j-th column of A is stored in the j-th column of the array AB
|
|
420
|
+
* as follows:
|
|
421
|
+
* if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
|
|
422
|
+
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
|
|
423
|
+
* See below for further details.
|
|
424
|
+
*
|
|
425
|
+
* On exit, if INFO = 0, the triangular factor U or L from the
|
|
426
|
+
* Cholesky factorization A = U**T*U or A = L*L**T of the band
|
|
427
|
+
* matrix A, in the same storage format as A.
|
|
428
|
+
*
|
|
429
|
+
* LDAB (input) INTEGER
|
|
430
|
+
* The leading dimension of the array AB. LDAB >= KD+1.
|
|
431
|
+
*
|
|
432
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
433
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
434
|
+
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
|
435
|
+
*
|
|
436
|
+
* LDB (input) INTEGER
|
|
437
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
438
|
+
*
|
|
439
|
+
* INFO (output) INTEGER
|
|
440
|
+
* = 0: successful exit
|
|
441
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
442
|
+
* > 0: if INFO = i, the leading minor of order i of A is not
|
|
443
|
+
* positive definite, so the factorization could not be
|
|
444
|
+
* completed, and the solution has not been computed.
|
|
445
|
+
*
|
|
446
|
+
|
|
447
|
+
* Further Details
|
|
448
|
+
* ===============
|
|
449
|
+
*
|
|
450
|
+
* The band storage scheme is illustrated by the following example, when
|
|
451
|
+
* N = 6, KD = 2, and UPLO = 'U':
|
|
452
|
+
*
|
|
453
|
+
* On entry: On exit:
|
|
454
|
+
*
|
|
455
|
+
* * * a13 a24 a35 a46 * * u13 u24 u35 u46
|
|
456
|
+
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
|
457
|
+
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
|
458
|
+
*
|
|
459
|
+
* Similarly, if UPLO = 'L' the format of A is as follows:
|
|
460
|
+
*
|
|
461
|
+
* On entry: On exit:
|
|
462
|
+
*
|
|
463
|
+
* a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
|
|
464
|
+
* a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
|
|
465
|
+
* a31 a42 a53 a64 * * l31 l42 l53 l64 * *
|
|
466
|
+
*
|
|
467
|
+
* Array elements marked * are not used by the routine.
|
|
468
|
+
*
|
|
469
|
+
* =====================================================================
|
|
470
|
+
*
|
|
471
|
+
* .. External Functions ..
|
|
472
|
+
LOGICAL LSAME
|
|
473
|
+
EXTERNAL LSAME
|
|
474
|
+
* ..
|
|
475
|
+
* .. External Subroutines ..
|
|
476
|
+
EXTERNAL DPBTRF, DPBTRS, XERBLA
|
|
477
|
+
* ..
|
|
478
|
+
* .. Intrinsic Functions ..
|
|
479
|
+
INTRINSIC MAX
|
|
480
|
+
* ..
|
|
481
|
+
|
|
482
|
+
|
|
483
|
+
</PRE>
|
|
484
|
+
<A HREF="#top">go to the page top</A>
|
|
485
|
+
|
|
486
|
+
<A NAME="dpbsvx"></A>
|
|
487
|
+
<H2>dpbsvx</H2>
|
|
488
|
+
<PRE>
|
|
489
|
+
USAGE:
|
|
490
|
+
x, rcond, ferr, berr, info, ab, afb, equed, s, b = NumRu::Lapack.dpbsvx( fact, uplo, kd, ab, afb, equed, s, b, [:usage => usage, :help => help])
|
|
491
|
+
|
|
492
|
+
|
|
493
|
+
FORTRAN MANUAL
|
|
494
|
+
SUBROUTINE DPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
|
|
495
|
+
|
|
496
|
+
* Purpose
|
|
497
|
+
* =======
|
|
498
|
+
*
|
|
499
|
+
* DPBSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to
|
|
500
|
+
* compute the solution to a real system of linear equations
|
|
501
|
+
* A * X = B,
|
|
502
|
+
* where A is an N-by-N symmetric positive definite band matrix and X
|
|
503
|
+
* and B are N-by-NRHS matrices.
|
|
504
|
+
*
|
|
505
|
+
* Error bounds on the solution and a condition estimate are also
|
|
506
|
+
* provided.
|
|
507
|
+
*
|
|
508
|
+
* Description
|
|
509
|
+
* ===========
|
|
510
|
+
*
|
|
511
|
+
* The following steps are performed:
|
|
512
|
+
*
|
|
513
|
+
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
|
514
|
+
* the system:
|
|
515
|
+
* diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
|
|
516
|
+
* Whether or not the system will be equilibrated depends on the
|
|
517
|
+
* scaling of the matrix A, but if equilibration is used, A is
|
|
518
|
+
* overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
|
|
519
|
+
*
|
|
520
|
+
* 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
|
|
521
|
+
* factor the matrix A (after equilibration if FACT = 'E') as
|
|
522
|
+
* A = U**T * U, if UPLO = 'U', or
|
|
523
|
+
* A = L * L**T, if UPLO = 'L',
|
|
524
|
+
* where U is an upper triangular band matrix, and L is a lower
|
|
525
|
+
* triangular band matrix.
|
|
526
|
+
*
|
|
527
|
+
* 3. If the leading i-by-i principal minor is not positive definite,
|
|
528
|
+
* then the routine returns with INFO = i. Otherwise, the factored
|
|
529
|
+
* form of A is used to estimate the condition number of the matrix
|
|
530
|
+
* A. If the reciprocal of the condition number is less than machine
|
|
531
|
+
* precision, INFO = N+1 is returned as a warning, but the routine
|
|
532
|
+
* still goes on to solve for X and compute error bounds as
|
|
533
|
+
* described below.
|
|
534
|
+
*
|
|
535
|
+
* 4. The system of equations is solved for X using the factored form
|
|
536
|
+
* of A.
|
|
537
|
+
*
|
|
538
|
+
* 5. Iterative refinement is applied to improve the computed solution
|
|
539
|
+
* matrix and calculate error bounds and backward error estimates
|
|
540
|
+
* for it.
|
|
541
|
+
*
|
|
542
|
+
* 6. If equilibration was used, the matrix X is premultiplied by
|
|
543
|
+
* diag(S) so that it solves the original system before
|
|
544
|
+
* equilibration.
|
|
545
|
+
*
|
|
546
|
+
|
|
547
|
+
* Arguments
|
|
548
|
+
* =========
|
|
549
|
+
*
|
|
550
|
+
* FACT (input) CHARACTER*1
|
|
551
|
+
* Specifies whether or not the factored form of the matrix A is
|
|
552
|
+
* supplied on entry, and if not, whether the matrix A should be
|
|
553
|
+
* equilibrated before it is factored.
|
|
554
|
+
* = 'F': On entry, AFB contains the factored form of A.
|
|
555
|
+
* If EQUED = 'Y', the matrix A has been equilibrated
|
|
556
|
+
* with scaling factors given by S. AB and AFB will not
|
|
557
|
+
* be modified.
|
|
558
|
+
* = 'N': The matrix A will be copied to AFB and factored.
|
|
559
|
+
* = 'E': The matrix A will be equilibrated if necessary, then
|
|
560
|
+
* copied to AFB and factored.
|
|
561
|
+
*
|
|
562
|
+
* UPLO (input) CHARACTER*1
|
|
563
|
+
* = 'U': Upper triangle of A is stored;
|
|
564
|
+
* = 'L': Lower triangle of A is stored.
|
|
565
|
+
*
|
|
566
|
+
* N (input) INTEGER
|
|
567
|
+
* The number of linear equations, i.e., the order of the
|
|
568
|
+
* matrix A. N >= 0.
|
|
569
|
+
*
|
|
570
|
+
* KD (input) INTEGER
|
|
571
|
+
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
|
572
|
+
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
|
573
|
+
*
|
|
574
|
+
* NRHS (input) INTEGER
|
|
575
|
+
* The number of right-hand sides, i.e., the number of columns
|
|
576
|
+
* of the matrices B and X. NRHS >= 0.
|
|
577
|
+
*
|
|
578
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
579
|
+
* On entry, the upper or lower triangle of the symmetric band
|
|
580
|
+
* matrix A, stored in the first KD+1 rows of the array, except
|
|
581
|
+
* if FACT = 'F' and EQUED = 'Y', then A must contain the
|
|
582
|
+
* equilibrated matrix diag(S)*A*diag(S). The j-th column of A
|
|
583
|
+
* is stored in the j-th column of the array AB as follows:
|
|
584
|
+
* if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
|
|
585
|
+
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
|
|
586
|
+
* See below for further details.
|
|
587
|
+
*
|
|
588
|
+
* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
|
|
589
|
+
* diag(S)*A*diag(S).
|
|
590
|
+
*
|
|
591
|
+
* LDAB (input) INTEGER
|
|
592
|
+
* The leading dimension of the array A. LDAB >= KD+1.
|
|
593
|
+
*
|
|
594
|
+
* AFB (input or output) DOUBLE PRECISION array, dimension (LDAFB,N)
|
|
595
|
+
* If FACT = 'F', then AFB is an input argument and on entry
|
|
596
|
+
* contains the triangular factor U or L from the Cholesky
|
|
597
|
+
* factorization A = U**T*U or A = L*L**T of the band matrix
|
|
598
|
+
* A, in the same storage format as A (see AB). If EQUED = 'Y',
|
|
599
|
+
* then AFB is the factored form of the equilibrated matrix A.
|
|
600
|
+
*
|
|
601
|
+
* If FACT = 'N', then AFB is an output argument and on exit
|
|
602
|
+
* returns the triangular factor U or L from the Cholesky
|
|
603
|
+
* factorization A = U**T*U or A = L*L**T.
|
|
604
|
+
*
|
|
605
|
+
* If FACT = 'E', then AFB is an output argument and on exit
|
|
606
|
+
* returns the triangular factor U or L from the Cholesky
|
|
607
|
+
* factorization A = U**T*U or A = L*L**T of the equilibrated
|
|
608
|
+
* matrix A (see the description of A for the form of the
|
|
609
|
+
* equilibrated matrix).
|
|
610
|
+
*
|
|
611
|
+
* LDAFB (input) INTEGER
|
|
612
|
+
* The leading dimension of the array AFB. LDAFB >= KD+1.
|
|
613
|
+
*
|
|
614
|
+
* EQUED (input or output) CHARACTER*1
|
|
615
|
+
* Specifies the form of equilibration that was done.
|
|
616
|
+
* = 'N': No equilibration (always true if FACT = 'N').
|
|
617
|
+
* = 'Y': Equilibration was done, i.e., A has been replaced by
|
|
618
|
+
* diag(S) * A * diag(S).
|
|
619
|
+
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
|
620
|
+
* output argument.
|
|
621
|
+
*
|
|
622
|
+
* S (input or output) DOUBLE PRECISION array, dimension (N)
|
|
623
|
+
* The scale factors for A; not accessed if EQUED = 'N'. S is
|
|
624
|
+
* an input argument if FACT = 'F'; otherwise, S is an output
|
|
625
|
+
* argument. If FACT = 'F' and EQUED = 'Y', each element of S
|
|
626
|
+
* must be positive.
|
|
627
|
+
*
|
|
628
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
629
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
630
|
+
* On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
|
|
631
|
+
* B is overwritten by diag(S) * B.
|
|
632
|
+
*
|
|
633
|
+
* LDB (input) INTEGER
|
|
634
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
635
|
+
*
|
|
636
|
+
* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
637
|
+
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
|
|
638
|
+
* the original system of equations. Note that if EQUED = 'Y',
|
|
639
|
+
* A and B are modified on exit, and the solution to the
|
|
640
|
+
* equilibrated system is inv(diag(S))*X.
|
|
641
|
+
*
|
|
642
|
+
* LDX (input) INTEGER
|
|
643
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
644
|
+
*
|
|
645
|
+
* RCOND (output) DOUBLE PRECISION
|
|
646
|
+
* The estimate of the reciprocal condition number of the matrix
|
|
647
|
+
* A after equilibration (if done). If RCOND is less than the
|
|
648
|
+
* machine precision (in particular, if RCOND = 0), the matrix
|
|
649
|
+
* is singular to working precision. This condition is
|
|
650
|
+
* indicated by a return code of INFO > 0.
|
|
651
|
+
*
|
|
652
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
653
|
+
* The estimated forward error bound for each solution vector
|
|
654
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
655
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
656
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
657
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
658
|
+
* largest element in X(j). The estimate is as reliable as
|
|
659
|
+
* the estimate for RCOND, and is almost always a slight
|
|
660
|
+
* overestimate of the true error.
|
|
661
|
+
*
|
|
662
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
663
|
+
* The componentwise relative backward error of each solution
|
|
664
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
665
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
666
|
+
*
|
|
667
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
|
|
668
|
+
*
|
|
669
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
670
|
+
*
|
|
671
|
+
* INFO (output) INTEGER
|
|
672
|
+
* = 0: successful exit
|
|
673
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
674
|
+
* > 0: if INFO = i, and i is
|
|
675
|
+
* <= N: the leading minor of order i of A is
|
|
676
|
+
* not positive definite, so the factorization
|
|
677
|
+
* could not be completed, and the solution has not
|
|
678
|
+
* been computed. RCOND = 0 is returned.
|
|
679
|
+
* = N+1: U is nonsingular, but RCOND is less than machine
|
|
680
|
+
* precision, meaning that the matrix is singular
|
|
681
|
+
* to working precision. Nevertheless, the
|
|
682
|
+
* solution and error bounds are computed because
|
|
683
|
+
* there are a number of situations where the
|
|
684
|
+
* computed solution can be more accurate than the
|
|
685
|
+
* value of RCOND would suggest.
|
|
686
|
+
*
|
|
687
|
+
|
|
688
|
+
* Further Details
|
|
689
|
+
* ===============
|
|
690
|
+
*
|
|
691
|
+
* The band storage scheme is illustrated by the following example, when
|
|
692
|
+
* N = 6, KD = 2, and UPLO = 'U':
|
|
693
|
+
*
|
|
694
|
+
* Two-dimensional storage of the symmetric matrix A:
|
|
695
|
+
*
|
|
696
|
+
* a11 a12 a13
|
|
697
|
+
* a22 a23 a24
|
|
698
|
+
* a33 a34 a35
|
|
699
|
+
* a44 a45 a46
|
|
700
|
+
* a55 a56
|
|
701
|
+
* (aij=conjg(aji)) a66
|
|
702
|
+
*
|
|
703
|
+
* Band storage of the upper triangle of A:
|
|
704
|
+
*
|
|
705
|
+
* * * a13 a24 a35 a46
|
|
706
|
+
* * a12 a23 a34 a45 a56
|
|
707
|
+
* a11 a22 a33 a44 a55 a66
|
|
708
|
+
*
|
|
709
|
+
* Similarly, if UPLO = 'L' the format of A is as follows:
|
|
710
|
+
*
|
|
711
|
+
* a11 a22 a33 a44 a55 a66
|
|
712
|
+
* a21 a32 a43 a54 a65 *
|
|
713
|
+
* a31 a42 a53 a64 * *
|
|
714
|
+
*
|
|
715
|
+
* Array elements marked * are not used by the routine.
|
|
716
|
+
*
|
|
717
|
+
* =====================================================================
|
|
718
|
+
*
|
|
719
|
+
|
|
720
|
+
|
|
721
|
+
</PRE>
|
|
722
|
+
<A HREF="#top">go to the page top</A>
|
|
723
|
+
|
|
724
|
+
<A NAME="dpbtf2"></A>
|
|
725
|
+
<H2>dpbtf2</H2>
|
|
726
|
+
<PRE>
|
|
727
|
+
USAGE:
|
|
728
|
+
info, ab = NumRu::Lapack.dpbtf2( uplo, kd, ab, [:usage => usage, :help => help])
|
|
729
|
+
|
|
730
|
+
|
|
731
|
+
FORTRAN MANUAL
|
|
732
|
+
SUBROUTINE DPBTF2( UPLO, N, KD, AB, LDAB, INFO )
|
|
733
|
+
|
|
734
|
+
* Purpose
|
|
735
|
+
* =======
|
|
736
|
+
*
|
|
737
|
+
* DPBTF2 computes the Cholesky factorization of a real symmetric
|
|
738
|
+
* positive definite band matrix A.
|
|
739
|
+
*
|
|
740
|
+
* The factorization has the form
|
|
741
|
+
* A = U' * U , if UPLO = 'U', or
|
|
742
|
+
* A = L * L', if UPLO = 'L',
|
|
743
|
+
* where U is an upper triangular matrix, U' is the transpose of U, and
|
|
744
|
+
* L is lower triangular.
|
|
745
|
+
*
|
|
746
|
+
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
|
747
|
+
*
|
|
748
|
+
|
|
749
|
+
* Arguments
|
|
750
|
+
* =========
|
|
751
|
+
*
|
|
752
|
+
* UPLO (input) CHARACTER*1
|
|
753
|
+
* Specifies whether the upper or lower triangular part of the
|
|
754
|
+
* symmetric matrix A is stored:
|
|
755
|
+
* = 'U': Upper triangular
|
|
756
|
+
* = 'L': Lower triangular
|
|
757
|
+
*
|
|
758
|
+
* N (input) INTEGER
|
|
759
|
+
* The order of the matrix A. N >= 0.
|
|
760
|
+
*
|
|
761
|
+
* KD (input) INTEGER
|
|
762
|
+
* The number of super-diagonals of the matrix A if UPLO = 'U',
|
|
763
|
+
* or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
|
|
764
|
+
*
|
|
765
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
766
|
+
* On entry, the upper or lower triangle of the symmetric band
|
|
767
|
+
* matrix A, stored in the first KD+1 rows of the array. The
|
|
768
|
+
* j-th column of A is stored in the j-th column of the array AB
|
|
769
|
+
* as follows:
|
|
770
|
+
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
|
771
|
+
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
|
772
|
+
*
|
|
773
|
+
* On exit, if INFO = 0, the triangular factor U or L from the
|
|
774
|
+
* Cholesky factorization A = U'*U or A = L*L' of the band
|
|
775
|
+
* matrix A, in the same storage format as A.
|
|
776
|
+
*
|
|
777
|
+
* LDAB (input) INTEGER
|
|
778
|
+
* The leading dimension of the array AB. LDAB >= KD+1.
|
|
779
|
+
*
|
|
780
|
+
* INFO (output) INTEGER
|
|
781
|
+
* = 0: successful exit
|
|
782
|
+
* < 0: if INFO = -k, the k-th argument had an illegal value
|
|
783
|
+
* > 0: if INFO = k, the leading minor of order k is not
|
|
784
|
+
* positive definite, and the factorization could not be
|
|
785
|
+
* completed.
|
|
786
|
+
*
|
|
787
|
+
|
|
788
|
+
* Further Details
|
|
789
|
+
* ===============
|
|
790
|
+
*
|
|
791
|
+
* The band storage scheme is illustrated by the following example, when
|
|
792
|
+
* N = 6, KD = 2, and UPLO = 'U':
|
|
793
|
+
*
|
|
794
|
+
* On entry: On exit:
|
|
795
|
+
*
|
|
796
|
+
* * * a13 a24 a35 a46 * * u13 u24 u35 u46
|
|
797
|
+
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
|
798
|
+
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
|
799
|
+
*
|
|
800
|
+
* Similarly, if UPLO = 'L' the format of A is as follows:
|
|
801
|
+
*
|
|
802
|
+
* On entry: On exit:
|
|
803
|
+
*
|
|
804
|
+
* a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
|
|
805
|
+
* a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
|
|
806
|
+
* a31 a42 a53 a64 * * l31 l42 l53 l64 * *
|
|
807
|
+
*
|
|
808
|
+
* Array elements marked * are not used by the routine.
|
|
809
|
+
*
|
|
810
|
+
* =====================================================================
|
|
811
|
+
*
|
|
812
|
+
|
|
813
|
+
|
|
814
|
+
</PRE>
|
|
815
|
+
<A HREF="#top">go to the page top</A>
|
|
816
|
+
|
|
817
|
+
<A NAME="dpbtrf"></A>
|
|
818
|
+
<H2>dpbtrf</H2>
|
|
819
|
+
<PRE>
|
|
820
|
+
USAGE:
|
|
821
|
+
info, ab = NumRu::Lapack.dpbtrf( uplo, kd, ab, [:usage => usage, :help => help])
|
|
822
|
+
|
|
823
|
+
|
|
824
|
+
FORTRAN MANUAL
|
|
825
|
+
SUBROUTINE DPBTRF( UPLO, N, KD, AB, LDAB, INFO )
|
|
826
|
+
|
|
827
|
+
* Purpose
|
|
828
|
+
* =======
|
|
829
|
+
*
|
|
830
|
+
* DPBTRF computes the Cholesky factorization of a real symmetric
|
|
831
|
+
* positive definite band matrix A.
|
|
832
|
+
*
|
|
833
|
+
* The factorization has the form
|
|
834
|
+
* A = U**T * U, if UPLO = 'U', or
|
|
835
|
+
* A = L * L**T, if UPLO = 'L',
|
|
836
|
+
* where U is an upper triangular matrix and L is lower triangular.
|
|
837
|
+
*
|
|
838
|
+
|
|
839
|
+
* Arguments
|
|
840
|
+
* =========
|
|
841
|
+
*
|
|
842
|
+
* UPLO (input) CHARACTER*1
|
|
843
|
+
* = 'U': Upper triangle of A is stored;
|
|
844
|
+
* = 'L': Lower triangle of A is stored.
|
|
845
|
+
*
|
|
846
|
+
* N (input) INTEGER
|
|
847
|
+
* The order of the matrix A. N >= 0.
|
|
848
|
+
*
|
|
849
|
+
* KD (input) INTEGER
|
|
850
|
+
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
|
851
|
+
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
|
852
|
+
*
|
|
853
|
+
* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
854
|
+
* On entry, the upper or lower triangle of the symmetric band
|
|
855
|
+
* matrix A, stored in the first KD+1 rows of the array. The
|
|
856
|
+
* j-th column of A is stored in the j-th column of the array AB
|
|
857
|
+
* as follows:
|
|
858
|
+
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
|
859
|
+
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
|
860
|
+
*
|
|
861
|
+
* On exit, if INFO = 0, the triangular factor U or L from the
|
|
862
|
+
* Cholesky factorization A = U**T*U or A = L*L**T of the band
|
|
863
|
+
* matrix A, in the same storage format as A.
|
|
864
|
+
*
|
|
865
|
+
* LDAB (input) INTEGER
|
|
866
|
+
* The leading dimension of the array AB. LDAB >= KD+1.
|
|
867
|
+
*
|
|
868
|
+
* INFO (output) INTEGER
|
|
869
|
+
* = 0: successful exit
|
|
870
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
871
|
+
* > 0: if INFO = i, the leading minor of order i is not
|
|
872
|
+
* positive definite, and the factorization could not be
|
|
873
|
+
* completed.
|
|
874
|
+
*
|
|
875
|
+
|
|
876
|
+
* Further Details
|
|
877
|
+
* ===============
|
|
878
|
+
*
|
|
879
|
+
* The band storage scheme is illustrated by the following example, when
|
|
880
|
+
* N = 6, KD = 2, and UPLO = 'U':
|
|
881
|
+
*
|
|
882
|
+
* On entry: On exit:
|
|
883
|
+
*
|
|
884
|
+
* * * a13 a24 a35 a46 * * u13 u24 u35 u46
|
|
885
|
+
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
|
886
|
+
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
|
887
|
+
*
|
|
888
|
+
* Similarly, if UPLO = 'L' the format of A is as follows:
|
|
889
|
+
*
|
|
890
|
+
* On entry: On exit:
|
|
891
|
+
*
|
|
892
|
+
* a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
|
|
893
|
+
* a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
|
|
894
|
+
* a31 a42 a53 a64 * * l31 l42 l53 l64 * *
|
|
895
|
+
*
|
|
896
|
+
* Array elements marked * are not used by the routine.
|
|
897
|
+
*
|
|
898
|
+
* Contributed by
|
|
899
|
+
* Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
|
|
900
|
+
*
|
|
901
|
+
* =====================================================================
|
|
902
|
+
*
|
|
903
|
+
|
|
904
|
+
|
|
905
|
+
</PRE>
|
|
906
|
+
<A HREF="#top">go to the page top</A>
|
|
907
|
+
|
|
908
|
+
<A NAME="dpbtrs"></A>
|
|
909
|
+
<H2>dpbtrs</H2>
|
|
910
|
+
<PRE>
|
|
911
|
+
USAGE:
|
|
912
|
+
info, b = NumRu::Lapack.dpbtrs( uplo, kd, ab, b, [:usage => usage, :help => help])
|
|
913
|
+
|
|
914
|
+
|
|
915
|
+
FORTRAN MANUAL
|
|
916
|
+
SUBROUTINE DPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
|
|
917
|
+
|
|
918
|
+
* Purpose
|
|
919
|
+
* =======
|
|
920
|
+
*
|
|
921
|
+
* DPBTRS solves a system of linear equations A*X = B with a symmetric
|
|
922
|
+
* positive definite band matrix A using the Cholesky factorization
|
|
923
|
+
* A = U**T*U or A = L*L**T computed by DPBTRF.
|
|
924
|
+
*
|
|
925
|
+
|
|
926
|
+
* Arguments
|
|
927
|
+
* =========
|
|
928
|
+
*
|
|
929
|
+
* UPLO (input) CHARACTER*1
|
|
930
|
+
* = 'U': Upper triangular factor stored in AB;
|
|
931
|
+
* = 'L': Lower triangular factor stored in AB.
|
|
932
|
+
*
|
|
933
|
+
* N (input) INTEGER
|
|
934
|
+
* The order of the matrix A. N >= 0.
|
|
935
|
+
*
|
|
936
|
+
* KD (input) INTEGER
|
|
937
|
+
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
|
938
|
+
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
|
939
|
+
*
|
|
940
|
+
* NRHS (input) INTEGER
|
|
941
|
+
* The number of right hand sides, i.e., the number of columns
|
|
942
|
+
* of the matrix B. NRHS >= 0.
|
|
943
|
+
*
|
|
944
|
+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
|
945
|
+
* The triangular factor U or L from the Cholesky factorization
|
|
946
|
+
* A = U**T*U or A = L*L**T of the band matrix A, stored in the
|
|
947
|
+
* first KD+1 rows of the array. The j-th column of U or L is
|
|
948
|
+
* stored in the j-th column of the array AB as follows:
|
|
949
|
+
* if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
|
|
950
|
+
* if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
|
|
951
|
+
*
|
|
952
|
+
* LDAB (input) INTEGER
|
|
953
|
+
* The leading dimension of the array AB. LDAB >= KD+1.
|
|
954
|
+
*
|
|
955
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
956
|
+
* On entry, the right hand side matrix B.
|
|
957
|
+
* On exit, the solution matrix X.
|
|
958
|
+
*
|
|
959
|
+
* LDB (input) INTEGER
|
|
960
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
961
|
+
*
|
|
962
|
+
* INFO (output) INTEGER
|
|
963
|
+
* = 0: successful exit
|
|
964
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
965
|
+
*
|
|
966
|
+
|
|
967
|
+
* =====================================================================
|
|
968
|
+
*
|
|
969
|
+
* .. Local Scalars ..
|
|
970
|
+
LOGICAL UPPER
|
|
971
|
+
INTEGER J
|
|
972
|
+
* ..
|
|
973
|
+
* .. External Functions ..
|
|
974
|
+
LOGICAL LSAME
|
|
975
|
+
EXTERNAL LSAME
|
|
976
|
+
* ..
|
|
977
|
+
* .. External Subroutines ..
|
|
978
|
+
EXTERNAL DTBSV, XERBLA
|
|
979
|
+
* ..
|
|
980
|
+
* .. Intrinsic Functions ..
|
|
981
|
+
INTRINSIC MAX
|
|
982
|
+
* ..
|
|
983
|
+
|
|
984
|
+
|
|
985
|
+
</PRE>
|
|
986
|
+
<A HREF="#top">go to the page top</A>
|
|
987
|
+
|
|
988
|
+
<HR />
|
|
989
|
+
<A HREF="d.html">back to matrix types</A><BR>
|
|
990
|
+
<A HREF="d.html">back to data types</A>
|
|
991
|
+
</BODY>
|
|
992
|
+
</HTML>
|