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/ztrevc.c +150 -0
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- data/ext/ztrrfs.c +119 -0
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- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
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- data/ext/ztzrqf.c +79 -0
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- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
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- data/ext/zungbr.c +111 -0
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- 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
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- 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
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- 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
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<HTML>
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<TITLE>DOUBLE PRECISION routines for symmetric, packed storage matrix</TITLE>
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<A NAME="top"></A>
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<H1>DOUBLE PRECISION routines for symmetric, packed storage matrix</H1>
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<UL>
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<LI><A HREF="#dspcon">dspcon</A></LI>
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<LI><A HREF="#dspev">dspev</A></LI>
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<LI><A HREF="#dspevd">dspevd</A></LI>
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<LI><A HREF="#dspevx">dspevx</A></LI>
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<LI><A HREF="#dspgst">dspgst</A></LI>
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<LI><A HREF="#dspgv">dspgv</A></LI>
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<LI><A HREF="#dspgvd">dspgvd</A></LI>
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<LI><A HREF="#dspgvx">dspgvx</A></LI>
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<LI><A HREF="#dsposv">dsposv</A></LI>
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<LI><A HREF="#dsprfs">dsprfs</A></LI>
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<LI><A HREF="#dspsv">dspsv</A></LI>
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<LI><A HREF="#dspsvx">dspsvx</A></LI>
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<LI><A HREF="#dsptrd">dsptrd</A></LI>
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<LI><A HREF="#dsptrf">dsptrf</A></LI>
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<LI><A HREF="#dsptri">dsptri</A></LI>
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<LI><A HREF="#dsptrs">dsptrs</A></LI>
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</UL>
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<A NAME="dspcon"></A>
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<H2>dspcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.dspcon( uplo, ap, ipiv, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DSPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* DSPCON estimates the reciprocal of the condition number (in the
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* 1-norm) of a real symmetric packed matrix A using the factorization
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* A = U*D*U**T or A = L*D*L**T computed by DSPTRF.
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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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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**T;
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* = 'L': Lower triangular, form is A = L*D*L**T.
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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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* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
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* The block diagonal matrix D and the multipliers used to
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* obtain the factor U or L as computed by DSPTRF, stored as a
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* packed triangular matrix.
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*
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* IPIV (input) INTEGER array, dimension (N)
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* Details of the interchanges and the block structure of D
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* as determined by DSPTRF.
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*
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* ANORM (input) DOUBLE PRECISION
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* The 1-norm of the original 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 (2*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="dspev"></A>
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<H2>dspev</H2>
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<PRE>
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USAGE:
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w, z, info, ap = NumRu::Lapack.dspev( jobz, uplo, ap, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DSPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, INFO )
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* Purpose
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* =======
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*
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* DSPEV computes all the eigenvalues and, optionally, eigenvectors of a
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* real symmetric matrix A in packed storage.
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*
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* Arguments
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* =========
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*
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* JOBZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only;
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* = 'V': Compute eigenvalues and eigenvectors.
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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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* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
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* On entry, the upper or lower triangle of the symmetric matrix
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* A, packed columnwise in a linear array. The j-th column of A
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* is stored in the array AP as follows:
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* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
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* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
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*
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* On exit, AP is overwritten by values generated during the
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* reduction to tridiagonal form. If UPLO = 'U', the diagonal
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* and first superdiagonal of the tridiagonal matrix T overwrite
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* the corresponding elements of A, and if UPLO = 'L', the
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* diagonal and first subdiagonal of T overwrite the
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* corresponding elements of A.
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*
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* W (output) DOUBLE PRECISION array, dimension (N)
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* If INFO = 0, the eigenvalues in ascending order.
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*
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* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
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* If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
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* eigenvectors of the matrix A, with the i-th column of Z
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* holding the eigenvector associated with W(i).
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* If JOBZ = 'N', then Z is not referenced.
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*
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* LDZ (input) INTEGER
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* The leading dimension of the array Z. LDZ >= 1, and if
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* JOBZ = 'V', LDZ >= max(1,N).
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*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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* > 0: if INFO = i, the algorithm failed to converge; i
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* off-diagonal elements of an intermediate tridiagonal
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* form did not converge to zero.
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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="dspevd"></A>
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<H2>dspevd</H2>
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<PRE>
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USAGE:
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w, z, work, iwork, info, ap = NumRu::Lapack.dspevd( jobz, uplo, ap, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
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* Purpose
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* =======
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*
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* DSPEVD computes all the eigenvalues and, optionally, eigenvectors
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* of a real symmetric matrix A in packed storage. If eigenvectors are
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* desired, it uses a divide and conquer algorithm.
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*
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* The divide and conquer algorithm makes very mild assumptions about
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* floating point arithmetic. It will work on machines with a guard
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* digit in add/subtract, or on those binary machines without guard
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* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
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* Cray-2. It could conceivably fail on hexadecimal or decimal machines
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* without guard digits, but we know of none.
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*
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* Arguments
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* =========
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*
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* JOBZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only;
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* = 'V': Compute eigenvalues and eigenvectors.
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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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* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
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* On entry, the upper or lower triangle of the symmetric matrix
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* A, packed columnwise in a linear array. The j-th column of A
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* is stored in the array AP as follows:
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* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
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* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
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*
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* On exit, AP is overwritten by values generated during the
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* reduction to tridiagonal form. If UPLO = 'U', the diagonal
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* and first superdiagonal of the tridiagonal matrix T overwrite
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* the corresponding elements of A, and if UPLO = 'L', the
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* diagonal and first subdiagonal of T overwrite the
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* corresponding elements of A.
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*
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* W (output) DOUBLE PRECISION array, dimension (N)
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* If INFO = 0, the eigenvalues in ascending order.
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*
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* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
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* If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
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* eigenvectors of the matrix A, with the i-th column of Z
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* holding the eigenvector associated with W(i).
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* If JOBZ = 'N', then Z is not referenced.
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*
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* LDZ (input) INTEGER
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* The leading dimension of the array Z. LDZ >= 1, and if
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* JOBZ = 'V', LDZ >= max(1,N).
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*
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* WORK (workspace/output) DOUBLE PRECISION array,
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* dimension (LWORK)
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* On exit, if INFO = 0, WORK(1) returns the required LWORK.
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*
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* LWORK (input) INTEGER
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* The dimension of the array WORK.
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* If N <= 1, LWORK must be at least 1.
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* If JOBZ = 'N' and N > 1, LWORK must be at least 2*N.
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* If JOBZ = 'V' and N > 1, LWORK must be at least
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* 1 + 6*N + N**2.
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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 required sizes of the WORK and IWORK
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* arrays, returns these values as the first entries of the WORK
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* and IWORK arrays, and no error message related to LWORK or
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* LIWORK is issued by XERBLA.
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*
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* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
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* On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
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*
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* LIWORK (input) INTEGER
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* The dimension of the array IWORK.
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* If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
|
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257
|
+
* If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
|
|
258
|
+
*
|
|
259
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
260
|
+
* routine only calculates the required sizes of the WORK and
|
|
261
|
+
* IWORK arrays, returns these values as the first entries of
|
|
262
|
+
* the WORK and IWORK arrays, and no error message related to
|
|
263
|
+
* LWORK or LIWORK is issued by XERBLA.
|
|
264
|
+
*
|
|
265
|
+
* INFO (output) INTEGER
|
|
266
|
+
* = 0: successful exit
|
|
267
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+
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
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268
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+
* > 0: if INFO = i, the algorithm failed to converge; i
|
|
269
|
+
* off-diagonal elements of an intermediate tridiagonal
|
|
270
|
+
* form did not converge to zero.
|
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271
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+
*
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272
|
+
|
|
273
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+
* =====================================================================
|
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+
*
|
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275
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+
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276
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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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279
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+
|
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280
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+
<A NAME="dspevx"></A>
|
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281
|
+
<H2>dspevx</H2>
|
|
282
|
+
<PRE>
|
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283
|
+
USAGE:
|
|
284
|
+
m, w, z, ifail, info, ap = NumRu::Lapack.dspevx( jobz, range, uplo, ap, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
|
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285
|
+
|
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286
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+
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287
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+
FORTRAN MANUAL
|
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288
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+
SUBROUTINE DSPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
|
|
289
|
+
|
|
290
|
+
* Purpose
|
|
291
|
+
* =======
|
|
292
|
+
*
|
|
293
|
+
* DSPEVX computes selected eigenvalues and, optionally, eigenvectors
|
|
294
|
+
* of a real symmetric matrix A in packed storage. Eigenvalues/vectors
|
|
295
|
+
* can be selected by specifying either a range of values or a range of
|
|
296
|
+
* indices for the desired eigenvalues.
|
|
297
|
+
*
|
|
298
|
+
|
|
299
|
+
* Arguments
|
|
300
|
+
* =========
|
|
301
|
+
*
|
|
302
|
+
* JOBZ (input) CHARACTER*1
|
|
303
|
+
* = 'N': Compute eigenvalues only;
|
|
304
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
305
|
+
*
|
|
306
|
+
* RANGE (input) CHARACTER*1
|
|
307
|
+
* = 'A': all eigenvalues will be found;
|
|
308
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
309
|
+
* will be found;
|
|
310
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
311
|
+
*
|
|
312
|
+
* UPLO (input) CHARACTER*1
|
|
313
|
+
* = 'U': Upper triangle of A is stored;
|
|
314
|
+
* = 'L': Lower triangle of A is stored.
|
|
315
|
+
*
|
|
316
|
+
* N (input) INTEGER
|
|
317
|
+
* The order of the matrix A. N >= 0.
|
|
318
|
+
*
|
|
319
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
320
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
321
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
322
|
+
* is stored in the array AP as follows:
|
|
323
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
324
|
+
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
|
|
325
|
+
*
|
|
326
|
+
* On exit, AP is overwritten by values generated during the
|
|
327
|
+
* reduction to tridiagonal form. If UPLO = 'U', the diagonal
|
|
328
|
+
* and first superdiagonal of the tridiagonal matrix T overwrite
|
|
329
|
+
* the corresponding elements of A, and if UPLO = 'L', the
|
|
330
|
+
* diagonal and first subdiagonal of T overwrite the
|
|
331
|
+
* corresponding elements of A.
|
|
332
|
+
*
|
|
333
|
+
* VL (input) DOUBLE PRECISION
|
|
334
|
+
* VU (input) DOUBLE PRECISION
|
|
335
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
336
|
+
* be searched for eigenvalues. VL < VU.
|
|
337
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
338
|
+
*
|
|
339
|
+
* IL (input) INTEGER
|
|
340
|
+
* IU (input) INTEGER
|
|
341
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
342
|
+
* smallest and largest eigenvalues to be returned.
|
|
343
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
344
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
345
|
+
*
|
|
346
|
+
* ABSTOL (input) DOUBLE PRECISION
|
|
347
|
+
* The absolute error tolerance for the eigenvalues.
|
|
348
|
+
* An approximate eigenvalue is accepted as converged
|
|
349
|
+
* when it is determined to lie in an interval [a,b]
|
|
350
|
+
* of width less than or equal to
|
|
351
|
+
*
|
|
352
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
353
|
+
*
|
|
354
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
355
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
356
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
357
|
+
* by reducing AP to tridiagonal form.
|
|
358
|
+
*
|
|
359
|
+
* Eigenvalues will be computed most accurately when ABSTOL is
|
|
360
|
+
* set to twice the underflow threshold 2*DLAMCH('S'), not zero.
|
|
361
|
+
* If this routine returns with INFO>0, indicating that some
|
|
362
|
+
* eigenvectors did not converge, try setting ABSTOL to
|
|
363
|
+
* 2*DLAMCH('S').
|
|
364
|
+
*
|
|
365
|
+
* See "Computing Small Singular Values of Bidiagonal Matrices
|
|
366
|
+
* with Guaranteed High Relative Accuracy," by Demmel and
|
|
367
|
+
* Kahan, LAPACK Working Note #3.
|
|
368
|
+
*
|
|
369
|
+
* M (output) INTEGER
|
|
370
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
371
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
372
|
+
*
|
|
373
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
374
|
+
* If INFO = 0, the selected eigenvalues in ascending order.
|
|
375
|
+
*
|
|
376
|
+
* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
|
|
377
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
378
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
379
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
380
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
381
|
+
* If an eigenvector fails to converge, then that column of Z
|
|
382
|
+
* contains the latest approximation to the eigenvector, and the
|
|
383
|
+
* index of the eigenvector is returned in IFAIL.
|
|
384
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
385
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
386
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
387
|
+
* is not known in advance and an upper bound must be used.
|
|
388
|
+
*
|
|
389
|
+
* LDZ (input) INTEGER
|
|
390
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
391
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
392
|
+
*
|
|
393
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (8*N)
|
|
394
|
+
*
|
|
395
|
+
* IWORK (workspace) INTEGER array, dimension (5*N)
|
|
396
|
+
*
|
|
397
|
+
* IFAIL (output) INTEGER array, dimension (N)
|
|
398
|
+
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
|
399
|
+
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
|
400
|
+
* indices of the eigenvectors that failed to converge.
|
|
401
|
+
* If JOBZ = 'N', then IFAIL is not referenced.
|
|
402
|
+
*
|
|
403
|
+
* INFO (output) INTEGER
|
|
404
|
+
* = 0: successful exit
|
|
405
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
406
|
+
* > 0: if INFO = i, then i eigenvectors failed to converge.
|
|
407
|
+
* Their indices are stored in array IFAIL.
|
|
408
|
+
*
|
|
409
|
+
|
|
410
|
+
* =====================================================================
|
|
411
|
+
*
|
|
412
|
+
|
|
413
|
+
|
|
414
|
+
</PRE>
|
|
415
|
+
<A HREF="#top">go to the page top</A>
|
|
416
|
+
|
|
417
|
+
<A NAME="dspgst"></A>
|
|
418
|
+
<H2>dspgst</H2>
|
|
419
|
+
<PRE>
|
|
420
|
+
USAGE:
|
|
421
|
+
info, ap = NumRu::Lapack.dspgst( itype, uplo, n, ap, bp, [:usage => usage, :help => help])
|
|
422
|
+
|
|
423
|
+
|
|
424
|
+
FORTRAN MANUAL
|
|
425
|
+
SUBROUTINE DSPGST( ITYPE, UPLO, N, AP, BP, INFO )
|
|
426
|
+
|
|
427
|
+
* Purpose
|
|
428
|
+
* =======
|
|
429
|
+
*
|
|
430
|
+
* DSPGST reduces a real symmetric-definite generalized eigenproblem
|
|
431
|
+
* to standard form, using packed storage.
|
|
432
|
+
*
|
|
433
|
+
* If ITYPE = 1, the problem is A*x = lambda*B*x,
|
|
434
|
+
* and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
|
|
435
|
+
*
|
|
436
|
+
* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
|
|
437
|
+
* B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
|
|
438
|
+
*
|
|
439
|
+
* B must have been previously factorized as U**T*U or L*L**T by DPPTRF.
|
|
440
|
+
*
|
|
441
|
+
|
|
442
|
+
* Arguments
|
|
443
|
+
* =========
|
|
444
|
+
*
|
|
445
|
+
* ITYPE (input) INTEGER
|
|
446
|
+
* = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
|
|
447
|
+
* = 2 or 3: compute U*A*U**T or L**T*A*L.
|
|
448
|
+
*
|
|
449
|
+
* UPLO (input) CHARACTER*1
|
|
450
|
+
* = 'U': Upper triangle of A is stored and B is factored as
|
|
451
|
+
* U**T*U;
|
|
452
|
+
* = 'L': Lower triangle of A is stored and B is factored as
|
|
453
|
+
* L*L**T.
|
|
454
|
+
*
|
|
455
|
+
* N (input) INTEGER
|
|
456
|
+
* The order of the matrices A and B. N >= 0.
|
|
457
|
+
*
|
|
458
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
459
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
460
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
461
|
+
* is stored in the array AP as follows:
|
|
462
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
463
|
+
* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
|
|
464
|
+
*
|
|
465
|
+
* On exit, if INFO = 0, the transformed matrix, stored in the
|
|
466
|
+
* same format as A.
|
|
467
|
+
*
|
|
468
|
+
* BP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
469
|
+
* The triangular factor from the Cholesky factorization of B,
|
|
470
|
+
* stored in the same format as A, as returned by DPPTRF.
|
|
471
|
+
*
|
|
472
|
+
* INFO (output) INTEGER
|
|
473
|
+
* = 0: successful exit
|
|
474
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
475
|
+
*
|
|
476
|
+
|
|
477
|
+
* =====================================================================
|
|
478
|
+
*
|
|
479
|
+
|
|
480
|
+
|
|
481
|
+
</PRE>
|
|
482
|
+
<A HREF="#top">go to the page top</A>
|
|
483
|
+
|
|
484
|
+
<A NAME="dspgv"></A>
|
|
485
|
+
<H2>dspgv</H2>
|
|
486
|
+
<PRE>
|
|
487
|
+
USAGE:
|
|
488
|
+
w, z, info, ap, bp = NumRu::Lapack.dspgv( itype, jobz, uplo, ap, bp, [:usage => usage, :help => help])
|
|
489
|
+
|
|
490
|
+
|
|
491
|
+
FORTRAN MANUAL
|
|
492
|
+
SUBROUTINE DSPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, INFO )
|
|
493
|
+
|
|
494
|
+
* Purpose
|
|
495
|
+
* =======
|
|
496
|
+
*
|
|
497
|
+
* DSPGV computes all the eigenvalues and, optionally, the eigenvectors
|
|
498
|
+
* of a real generalized symmetric-definite eigenproblem, of the form
|
|
499
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
|
|
500
|
+
* Here A and B are assumed to be symmetric, stored in packed format,
|
|
501
|
+
* and B is also positive definite.
|
|
502
|
+
*
|
|
503
|
+
|
|
504
|
+
* Arguments
|
|
505
|
+
* =========
|
|
506
|
+
*
|
|
507
|
+
* ITYPE (input) INTEGER
|
|
508
|
+
* Specifies the problem type to be solved:
|
|
509
|
+
* = 1: A*x = (lambda)*B*x
|
|
510
|
+
* = 2: A*B*x = (lambda)*x
|
|
511
|
+
* = 3: B*A*x = (lambda)*x
|
|
512
|
+
*
|
|
513
|
+
* JOBZ (input) CHARACTER*1
|
|
514
|
+
* = 'N': Compute eigenvalues only;
|
|
515
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
516
|
+
*
|
|
517
|
+
* UPLO (input) CHARACTER*1
|
|
518
|
+
* = 'U': Upper triangles of A and B are stored;
|
|
519
|
+
* = 'L': Lower triangles of A and B are stored.
|
|
520
|
+
*
|
|
521
|
+
* N (input) INTEGER
|
|
522
|
+
* The order of the matrices A and B. N >= 0.
|
|
523
|
+
*
|
|
524
|
+
* AP (input/output) DOUBLE PRECISION array, dimension
|
|
525
|
+
* (N*(N+1)/2)
|
|
526
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
527
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
528
|
+
* is stored in the array AP as follows:
|
|
529
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
530
|
+
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
|
|
531
|
+
*
|
|
532
|
+
* On exit, the contents of AP are destroyed.
|
|
533
|
+
*
|
|
534
|
+
* BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
535
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
536
|
+
* B, packed columnwise in a linear array. The j-th column of B
|
|
537
|
+
* is stored in the array BP as follows:
|
|
538
|
+
* if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
|
|
539
|
+
* if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
|
|
540
|
+
*
|
|
541
|
+
* On exit, the triangular factor U or L from the Cholesky
|
|
542
|
+
* factorization B = U**T*U or B = L*L**T, in the same storage
|
|
543
|
+
* format as B.
|
|
544
|
+
*
|
|
545
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
546
|
+
* If INFO = 0, the eigenvalues in ascending order.
|
|
547
|
+
*
|
|
548
|
+
* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
|
|
549
|
+
* If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
|
|
550
|
+
* eigenvectors. The eigenvectors are normalized as follows:
|
|
551
|
+
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
|
552
|
+
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
|
553
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
554
|
+
*
|
|
555
|
+
* LDZ (input) INTEGER
|
|
556
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
557
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
558
|
+
*
|
|
559
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
|
|
560
|
+
*
|
|
561
|
+
* INFO (output) INTEGER
|
|
562
|
+
* = 0: successful exit
|
|
563
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
564
|
+
* > 0: DPPTRF or DSPEV returned an error code:
|
|
565
|
+
* <= N: if INFO = i, DSPEV failed to converge;
|
|
566
|
+
* i off-diagonal elements of an intermediate
|
|
567
|
+
* tridiagonal form did not converge to zero.
|
|
568
|
+
* > N: if INFO = n + i, for 1 <= i <= n, then the leading
|
|
569
|
+
* minor of order i of B is not positive definite.
|
|
570
|
+
* The factorization of B could not be completed and
|
|
571
|
+
* no eigenvalues or eigenvectors were computed.
|
|
572
|
+
*
|
|
573
|
+
|
|
574
|
+
* =====================================================================
|
|
575
|
+
*
|
|
576
|
+
* .. Local Scalars ..
|
|
577
|
+
LOGICAL UPPER, WANTZ
|
|
578
|
+
CHARACTER TRANS
|
|
579
|
+
INTEGER J, NEIG
|
|
580
|
+
* ..
|
|
581
|
+
* .. External Functions ..
|
|
582
|
+
LOGICAL LSAME
|
|
583
|
+
EXTERNAL LSAME
|
|
584
|
+
* ..
|
|
585
|
+
* .. External Subroutines ..
|
|
586
|
+
EXTERNAL DPPTRF, DSPEV, DSPGST, DTPMV, DTPSV, XERBLA
|
|
587
|
+
* ..
|
|
588
|
+
|
|
589
|
+
|
|
590
|
+
</PRE>
|
|
591
|
+
<A HREF="#top">go to the page top</A>
|
|
592
|
+
|
|
593
|
+
<A NAME="dspgvd"></A>
|
|
594
|
+
<H2>dspgvd</H2>
|
|
595
|
+
<PRE>
|
|
596
|
+
USAGE:
|
|
597
|
+
w, z, work, iwork, info, ap, bp = NumRu::Lapack.dspgvd( itype, jobz, uplo, ap, bp, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
|
|
598
|
+
|
|
599
|
+
|
|
600
|
+
FORTRAN MANUAL
|
|
601
|
+
SUBROUTINE DSPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
|
|
602
|
+
|
|
603
|
+
* Purpose
|
|
604
|
+
* =======
|
|
605
|
+
*
|
|
606
|
+
* DSPGVD computes all the eigenvalues, and optionally, the eigenvectors
|
|
607
|
+
* of a real generalized symmetric-definite eigenproblem, of the form
|
|
608
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
|
|
609
|
+
* B are assumed to be symmetric, stored in packed format, and B is also
|
|
610
|
+
* positive definite.
|
|
611
|
+
* If eigenvectors are desired, it uses a divide and conquer algorithm.
|
|
612
|
+
*
|
|
613
|
+
* The divide and conquer algorithm makes very mild assumptions about
|
|
614
|
+
* floating point arithmetic. It will work on machines with a guard
|
|
615
|
+
* digit in add/subtract, or on those binary machines without guard
|
|
616
|
+
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
|
|
617
|
+
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
|
|
618
|
+
* without guard digits, but we know of none.
|
|
619
|
+
*
|
|
620
|
+
|
|
621
|
+
* Arguments
|
|
622
|
+
* =========
|
|
623
|
+
*
|
|
624
|
+
* ITYPE (input) INTEGER
|
|
625
|
+
* Specifies the problem type to be solved:
|
|
626
|
+
* = 1: A*x = (lambda)*B*x
|
|
627
|
+
* = 2: A*B*x = (lambda)*x
|
|
628
|
+
* = 3: B*A*x = (lambda)*x
|
|
629
|
+
*
|
|
630
|
+
* JOBZ (input) CHARACTER*1
|
|
631
|
+
* = 'N': Compute eigenvalues only;
|
|
632
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
633
|
+
*
|
|
634
|
+
* UPLO (input) CHARACTER*1
|
|
635
|
+
* = 'U': Upper triangles of A and B are stored;
|
|
636
|
+
* = 'L': Lower triangles of A and B are stored.
|
|
637
|
+
*
|
|
638
|
+
* N (input) INTEGER
|
|
639
|
+
* The order of the matrices A and B. N >= 0.
|
|
640
|
+
*
|
|
641
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
642
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
643
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
644
|
+
* is stored in the array AP as follows:
|
|
645
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
646
|
+
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
|
|
647
|
+
*
|
|
648
|
+
* On exit, the contents of AP are destroyed.
|
|
649
|
+
*
|
|
650
|
+
* BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
651
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
652
|
+
* B, packed columnwise in a linear array. The j-th column of B
|
|
653
|
+
* is stored in the array BP as follows:
|
|
654
|
+
* if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
|
|
655
|
+
* if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
|
|
656
|
+
*
|
|
657
|
+
* On exit, the triangular factor U or L from the Cholesky
|
|
658
|
+
* factorization B = U**T*U or B = L*L**T, in the same storage
|
|
659
|
+
* format as B.
|
|
660
|
+
*
|
|
661
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
662
|
+
* If INFO = 0, the eigenvalues in ascending order.
|
|
663
|
+
*
|
|
664
|
+
* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
|
|
665
|
+
* If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
|
|
666
|
+
* eigenvectors. The eigenvectors are normalized as follows:
|
|
667
|
+
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
|
668
|
+
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
|
669
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
670
|
+
*
|
|
671
|
+
* LDZ (input) INTEGER
|
|
672
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
673
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
674
|
+
*
|
|
675
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
676
|
+
* On exit, if INFO = 0, WORK(1) returns the required LWORK.
|
|
677
|
+
*
|
|
678
|
+
* LWORK (input) INTEGER
|
|
679
|
+
* The dimension of the array WORK.
|
|
680
|
+
* If N <= 1, LWORK >= 1.
|
|
681
|
+
* If JOBZ = 'N' and N > 1, LWORK >= 2*N.
|
|
682
|
+
* If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.
|
|
683
|
+
*
|
|
684
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
685
|
+
* only calculates the required sizes of the WORK and IWORK
|
|
686
|
+
* arrays, returns these values as the first entries of the WORK
|
|
687
|
+
* and IWORK arrays, and no error message related to LWORK or
|
|
688
|
+
* LIWORK is issued by XERBLA.
|
|
689
|
+
*
|
|
690
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
691
|
+
* On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
|
|
692
|
+
*
|
|
693
|
+
* LIWORK (input) INTEGER
|
|
694
|
+
* The dimension of the array IWORK.
|
|
695
|
+
* If JOBZ = 'N' or N <= 1, LIWORK >= 1.
|
|
696
|
+
* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
|
|
697
|
+
*
|
|
698
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
699
|
+
* routine only calculates the required sizes of the WORK and
|
|
700
|
+
* IWORK arrays, returns these values as the first entries of
|
|
701
|
+
* the WORK and IWORK arrays, and no error message related to
|
|
702
|
+
* LWORK or LIWORK is issued by XERBLA.
|
|
703
|
+
*
|
|
704
|
+
* INFO (output) INTEGER
|
|
705
|
+
* = 0: successful exit
|
|
706
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
707
|
+
* > 0: DPPTRF or DSPEVD returned an error code:
|
|
708
|
+
* <= N: if INFO = i, DSPEVD failed to converge;
|
|
709
|
+
* i off-diagonal elements of an intermediate
|
|
710
|
+
* tridiagonal form did not converge to zero;
|
|
711
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
712
|
+
* minor of order i of B is not positive definite.
|
|
713
|
+
* The factorization of B could not be completed and
|
|
714
|
+
* no eigenvalues or eigenvectors were computed.
|
|
715
|
+
*
|
|
716
|
+
|
|
717
|
+
* Further Details
|
|
718
|
+
* ===============
|
|
719
|
+
*
|
|
720
|
+
* Based on contributions by
|
|
721
|
+
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
|
722
|
+
*
|
|
723
|
+
* =====================================================================
|
|
724
|
+
*
|
|
725
|
+
|
|
726
|
+
|
|
727
|
+
</PRE>
|
|
728
|
+
<A HREF="#top">go to the page top</A>
|
|
729
|
+
|
|
730
|
+
<A NAME="dspgvx"></A>
|
|
731
|
+
<H2>dspgvx</H2>
|
|
732
|
+
<PRE>
|
|
733
|
+
USAGE:
|
|
734
|
+
m, w, z, ifail, info, ap, bp = NumRu::Lapack.dspgvx( itype, jobz, range, uplo, ap, bp, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
|
|
735
|
+
|
|
736
|
+
|
|
737
|
+
FORTRAN MANUAL
|
|
738
|
+
SUBROUTINE DSPGVX( ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
|
|
739
|
+
|
|
740
|
+
* Purpose
|
|
741
|
+
* =======
|
|
742
|
+
*
|
|
743
|
+
* DSPGVX computes selected eigenvalues, and optionally, eigenvectors
|
|
744
|
+
* of a real generalized symmetric-definite eigenproblem, of the form
|
|
745
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A
|
|
746
|
+
* and B are assumed to be symmetric, stored in packed storage, and B
|
|
747
|
+
* is also positive definite. Eigenvalues and eigenvectors can be
|
|
748
|
+
* selected by specifying either a range of values or a range of indices
|
|
749
|
+
* for the desired eigenvalues.
|
|
750
|
+
*
|
|
751
|
+
|
|
752
|
+
* Arguments
|
|
753
|
+
* =========
|
|
754
|
+
*
|
|
755
|
+
* ITYPE (input) INTEGER
|
|
756
|
+
* Specifies the problem type to be solved:
|
|
757
|
+
* = 1: A*x = (lambda)*B*x
|
|
758
|
+
* = 2: A*B*x = (lambda)*x
|
|
759
|
+
* = 3: B*A*x = (lambda)*x
|
|
760
|
+
*
|
|
761
|
+
* JOBZ (input) CHARACTER*1
|
|
762
|
+
* = 'N': Compute eigenvalues only;
|
|
763
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
764
|
+
*
|
|
765
|
+
* RANGE (input) CHARACTER*1
|
|
766
|
+
* = 'A': all eigenvalues will be found.
|
|
767
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
768
|
+
* will be found.
|
|
769
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
770
|
+
*
|
|
771
|
+
* UPLO (input) CHARACTER*1
|
|
772
|
+
* = 'U': Upper triangle of A and B are stored;
|
|
773
|
+
* = 'L': Lower triangle of A and B are stored.
|
|
774
|
+
*
|
|
775
|
+
* N (input) INTEGER
|
|
776
|
+
* The order of the matrix pencil (A,B). N >= 0.
|
|
777
|
+
*
|
|
778
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
779
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
780
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
781
|
+
* is stored in the array AP as follows:
|
|
782
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
783
|
+
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
|
|
784
|
+
*
|
|
785
|
+
* On exit, the contents of AP are destroyed.
|
|
786
|
+
*
|
|
787
|
+
* BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
788
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
789
|
+
* B, packed columnwise in a linear array. The j-th column of B
|
|
790
|
+
* is stored in the array BP as follows:
|
|
791
|
+
* if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
|
|
792
|
+
* if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
|
|
793
|
+
*
|
|
794
|
+
* On exit, the triangular factor U or L from the Cholesky
|
|
795
|
+
* factorization B = U**T*U or B = L*L**T, in the same storage
|
|
796
|
+
* format as B.
|
|
797
|
+
*
|
|
798
|
+
* VL (input) DOUBLE PRECISION
|
|
799
|
+
* VU (input) DOUBLE PRECISION
|
|
800
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
801
|
+
* be searched for eigenvalues. VL < VU.
|
|
802
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
803
|
+
*
|
|
804
|
+
* IL (input) INTEGER
|
|
805
|
+
* IU (input) INTEGER
|
|
806
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
807
|
+
* smallest and largest eigenvalues to be returned.
|
|
808
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
809
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
810
|
+
*
|
|
811
|
+
* ABSTOL (input) DOUBLE PRECISION
|
|
812
|
+
* The absolute error tolerance for the eigenvalues.
|
|
813
|
+
* An approximate eigenvalue is accepted as converged
|
|
814
|
+
* when it is determined to lie in an interval [a,b]
|
|
815
|
+
* of width less than or equal to
|
|
816
|
+
*
|
|
817
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
818
|
+
*
|
|
819
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
820
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
821
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
822
|
+
* by reducing A to tridiagonal form.
|
|
823
|
+
*
|
|
824
|
+
* Eigenvalues will be computed most accurately when ABSTOL is
|
|
825
|
+
* set to twice the underflow threshold 2*DLAMCH('S'), not zero.
|
|
826
|
+
* If this routine returns with INFO>0, indicating that some
|
|
827
|
+
* eigenvectors did not converge, try setting ABSTOL to
|
|
828
|
+
* 2*DLAMCH('S').
|
|
829
|
+
*
|
|
830
|
+
* M (output) INTEGER
|
|
831
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
832
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
833
|
+
*
|
|
834
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
835
|
+
* On normal exit, the first M elements contain the selected
|
|
836
|
+
* eigenvalues in ascending order.
|
|
837
|
+
*
|
|
838
|
+
* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
|
|
839
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
840
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
841
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
842
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
843
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
844
|
+
* The eigenvectors are normalized as follows:
|
|
845
|
+
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
|
846
|
+
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
|
847
|
+
*
|
|
848
|
+
* If an eigenvector fails to converge, then that column of Z
|
|
849
|
+
* contains the latest approximation to the eigenvector, and the
|
|
850
|
+
* index of the eigenvector is returned in IFAIL.
|
|
851
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
852
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
853
|
+
* is not known in advance and an upper bound must be used.
|
|
854
|
+
*
|
|
855
|
+
* LDZ (input) INTEGER
|
|
856
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
857
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
858
|
+
*
|
|
859
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (8*N)
|
|
860
|
+
*
|
|
861
|
+
* IWORK (workspace) INTEGER array, dimension (5*N)
|
|
862
|
+
*
|
|
863
|
+
* IFAIL (output) INTEGER array, dimension (N)
|
|
864
|
+
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
|
865
|
+
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
|
866
|
+
* indices of the eigenvectors that failed to converge.
|
|
867
|
+
* If JOBZ = 'N', then IFAIL is not referenced.
|
|
868
|
+
*
|
|
869
|
+
* INFO (output) INTEGER
|
|
870
|
+
* = 0: successful exit
|
|
871
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
872
|
+
* > 0: DPPTRF or DSPEVX returned an error code:
|
|
873
|
+
* <= N: if INFO = i, DSPEVX failed to converge;
|
|
874
|
+
* i eigenvectors failed to converge. Their indices
|
|
875
|
+
* are stored in array IFAIL.
|
|
876
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
877
|
+
* minor of order i of B is not positive definite.
|
|
878
|
+
* The factorization of B could not be completed and
|
|
879
|
+
* no eigenvalues or eigenvectors were computed.
|
|
880
|
+
*
|
|
881
|
+
|
|
882
|
+
* Further Details
|
|
883
|
+
* ===============
|
|
884
|
+
*
|
|
885
|
+
* Based on contributions by
|
|
886
|
+
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
|
887
|
+
*
|
|
888
|
+
* =====================================================================
|
|
889
|
+
*
|
|
890
|
+
* .. Local Scalars ..
|
|
891
|
+
LOGICAL ALLEIG, INDEIG, UPPER, VALEIG, WANTZ
|
|
892
|
+
CHARACTER TRANS
|
|
893
|
+
INTEGER J
|
|
894
|
+
* ..
|
|
895
|
+
* .. External Functions ..
|
|
896
|
+
LOGICAL LSAME
|
|
897
|
+
EXTERNAL LSAME
|
|
898
|
+
* ..
|
|
899
|
+
* .. External Subroutines ..
|
|
900
|
+
EXTERNAL DPPTRF, DSPEVX, DSPGST, DTPMV, DTPSV, XERBLA
|
|
901
|
+
* ..
|
|
902
|
+
* .. Intrinsic Functions ..
|
|
903
|
+
INTRINSIC MIN
|
|
904
|
+
* ..
|
|
905
|
+
|
|
906
|
+
|
|
907
|
+
</PRE>
|
|
908
|
+
<A HREF="#top">go to the page top</A>
|
|
909
|
+
|
|
910
|
+
<A NAME="dsposv"></A>
|
|
911
|
+
<H2>dsposv</H2>
|
|
912
|
+
<PRE>
|
|
913
|
+
USAGE:
|
|
914
|
+
x, iter, info, a = NumRu::Lapack.dsposv( uplo, a, b, [:usage => usage, :help => help])
|
|
915
|
+
|
|
916
|
+
|
|
917
|
+
FORTRAN MANUAL
|
|
918
|
+
SUBROUTINE DSPOSV( UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, SWORK, ITER, INFO )
|
|
919
|
+
|
|
920
|
+
* Purpose
|
|
921
|
+
* =======
|
|
922
|
+
*
|
|
923
|
+
* DSPOSV computes the solution to a real system of linear equations
|
|
924
|
+
* A * X = B,
|
|
925
|
+
* where A is an N-by-N symmetric positive definite matrix and X and B
|
|
926
|
+
* are N-by-NRHS matrices.
|
|
927
|
+
*
|
|
928
|
+
* DSPOSV first attempts to factorize the matrix in SINGLE PRECISION
|
|
929
|
+
* and use this factorization within an iterative refinement procedure
|
|
930
|
+
* to produce a solution with DOUBLE PRECISION normwise backward error
|
|
931
|
+
* quality (see below). If the approach fails the method switches to a
|
|
932
|
+
* DOUBLE PRECISION factorization and solve.
|
|
933
|
+
*
|
|
934
|
+
* The iterative refinement is not going to be a winning strategy if
|
|
935
|
+
* the ratio SINGLE PRECISION performance over DOUBLE PRECISION
|
|
936
|
+
* performance is too small. A reasonable strategy should take the
|
|
937
|
+
* number of right-hand sides and the size of the matrix into account.
|
|
938
|
+
* This might be done with a call to ILAENV in the future. Up to now, we
|
|
939
|
+
* always try iterative refinement.
|
|
940
|
+
*
|
|
941
|
+
* The iterative refinement process is stopped if
|
|
942
|
+
* ITER > ITERMAX
|
|
943
|
+
* or for all the RHS we have:
|
|
944
|
+
* RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
|
|
945
|
+
* where
|
|
946
|
+
* o ITER is the number of the current iteration in the iterative
|
|
947
|
+
* refinement process
|
|
948
|
+
* o RNRM is the infinity-norm of the residual
|
|
949
|
+
* o XNRM is the infinity-norm of the solution
|
|
950
|
+
* o ANRM is the infinity-operator-norm of the matrix A
|
|
951
|
+
* o EPS is the machine epsilon returned by DLAMCH('Epsilon')
|
|
952
|
+
* The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00
|
|
953
|
+
* respectively.
|
|
954
|
+
*
|
|
955
|
+
|
|
956
|
+
* Arguments
|
|
957
|
+
* =========
|
|
958
|
+
*
|
|
959
|
+
* UPLO (input) CHARACTER*1
|
|
960
|
+
* = 'U': Upper triangle of A is stored;
|
|
961
|
+
* = 'L': Lower triangle of A is stored.
|
|
962
|
+
*
|
|
963
|
+
* N (input) INTEGER
|
|
964
|
+
* The number of linear equations, i.e., the order of the
|
|
965
|
+
* matrix A. N >= 0.
|
|
966
|
+
*
|
|
967
|
+
* NRHS (input) INTEGER
|
|
968
|
+
* The number of right hand sides, i.e., the number of columns
|
|
969
|
+
* of the matrix B. NRHS >= 0.
|
|
970
|
+
*
|
|
971
|
+
* A (input/output) DOUBLE PRECISION array,
|
|
972
|
+
* dimension (LDA,N)
|
|
973
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
974
|
+
* N-by-N upper triangular part of A contains the upper
|
|
975
|
+
* triangular part of the matrix A, and the strictly lower
|
|
976
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
977
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
978
|
+
* triangular part of the matrix A, and the strictly upper
|
|
979
|
+
* triangular part of A is not referenced.
|
|
980
|
+
* On exit, if iterative refinement has been successfully used
|
|
981
|
+
* (INFO.EQ.0 and ITER.GE.0, see description below), then A is
|
|
982
|
+
* unchanged, if double precision factorization has been used
|
|
983
|
+
* (INFO.EQ.0 and ITER.LT.0, see description below), then the
|
|
984
|
+
* array A contains the factor U or L from the Cholesky
|
|
985
|
+
* factorization A = U**T*U or A = L*L**T.
|
|
986
|
+
*
|
|
987
|
+
*
|
|
988
|
+
* LDA (input) INTEGER
|
|
989
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
990
|
+
*
|
|
991
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
992
|
+
* The N-by-NRHS right hand side matrix B.
|
|
993
|
+
*
|
|
994
|
+
* LDB (input) INTEGER
|
|
995
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
996
|
+
*
|
|
997
|
+
* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
998
|
+
* If INFO = 0, the N-by-NRHS solution matrix X.
|
|
999
|
+
*
|
|
1000
|
+
* LDX (input) INTEGER
|
|
1001
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1002
|
+
*
|
|
1003
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (N,NRHS)
|
|
1004
|
+
* This array is used to hold the residual vectors.
|
|
1005
|
+
*
|
|
1006
|
+
* SWORK (workspace) REAL array, dimension (N*(N+NRHS))
|
|
1007
|
+
* This array is used to use the single precision matrix and the
|
|
1008
|
+
* right-hand sides or solutions in single precision.
|
|
1009
|
+
*
|
|
1010
|
+
* ITER (output) INTEGER
|
|
1011
|
+
* < 0: iterative refinement has failed, double precision
|
|
1012
|
+
* factorization has been performed
|
|
1013
|
+
* -1 : the routine fell back to full precision for
|
|
1014
|
+
* implementation- or machine-specific reasons
|
|
1015
|
+
* -2 : narrowing the precision induced an overflow,
|
|
1016
|
+
* the routine fell back to full precision
|
|
1017
|
+
* -3 : failure of SPOTRF
|
|
1018
|
+
* -31: stop the iterative refinement after the 30th
|
|
1019
|
+
* iterations
|
|
1020
|
+
* > 0: iterative refinement has been sucessfully used.
|
|
1021
|
+
* Returns the number of iterations
|
|
1022
|
+
*
|
|
1023
|
+
* INFO (output) INTEGER
|
|
1024
|
+
* = 0: successful exit
|
|
1025
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1026
|
+
* > 0: if INFO = i, the leading minor of order i of (DOUBLE
|
|
1027
|
+
* PRECISION) A is not positive definite, so the
|
|
1028
|
+
* factorization could not be completed, and the solution
|
|
1029
|
+
* has not been computed.
|
|
1030
|
+
*
|
|
1031
|
+
* =========
|
|
1032
|
+
*
|
|
1033
|
+
|
|
1034
|
+
|
|
1035
|
+
</PRE>
|
|
1036
|
+
<A HREF="#top">go to the page top</A>
|
|
1037
|
+
|
|
1038
|
+
<A NAME="dsprfs"></A>
|
|
1039
|
+
<H2>dsprfs</H2>
|
|
1040
|
+
<PRE>
|
|
1041
|
+
USAGE:
|
|
1042
|
+
ferr, berr, info, x = NumRu::Lapack.dsprfs( uplo, ap, afp, ipiv, b, x, [:usage => usage, :help => help])
|
|
1043
|
+
|
|
1044
|
+
|
|
1045
|
+
FORTRAN MANUAL
|
|
1046
|
+
SUBROUTINE DSPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
|
|
1047
|
+
|
|
1048
|
+
* Purpose
|
|
1049
|
+
* =======
|
|
1050
|
+
*
|
|
1051
|
+
* DSPRFS improves the computed solution to a system of linear
|
|
1052
|
+
* equations when the coefficient matrix is symmetric indefinite
|
|
1053
|
+
* and packed, and provides error bounds and backward error estimates
|
|
1054
|
+
* for the solution.
|
|
1055
|
+
*
|
|
1056
|
+
|
|
1057
|
+
* Arguments
|
|
1058
|
+
* =========
|
|
1059
|
+
*
|
|
1060
|
+
* UPLO (input) CHARACTER*1
|
|
1061
|
+
* = 'U': Upper triangle of A is stored;
|
|
1062
|
+
* = 'L': Lower triangle of A is stored.
|
|
1063
|
+
*
|
|
1064
|
+
* N (input) INTEGER
|
|
1065
|
+
* The order of the matrix A. N >= 0.
|
|
1066
|
+
*
|
|
1067
|
+
* NRHS (input) INTEGER
|
|
1068
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1069
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1070
|
+
*
|
|
1071
|
+
* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
1072
|
+
* The upper or lower triangle of the symmetric matrix A, packed
|
|
1073
|
+
* columnwise in a linear array. The j-th column of A is stored
|
|
1074
|
+
* in the array AP as follows:
|
|
1075
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
1076
|
+
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
|
|
1077
|
+
*
|
|
1078
|
+
* AFP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
1079
|
+
* The factored form of the matrix A. AFP contains the block
|
|
1080
|
+
* diagonal matrix D and the multipliers used to obtain the
|
|
1081
|
+
* factor U or L from the factorization A = U*D*U**T or
|
|
1082
|
+
* A = L*D*L**T as computed by DSPTRF, stored as a packed
|
|
1083
|
+
* triangular matrix.
|
|
1084
|
+
*
|
|
1085
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1086
|
+
* Details of the interchanges and the block structure of D
|
|
1087
|
+
* as determined by DSPTRF.
|
|
1088
|
+
*
|
|
1089
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1090
|
+
* The right hand side matrix B.
|
|
1091
|
+
*
|
|
1092
|
+
* LDB (input) INTEGER
|
|
1093
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1094
|
+
*
|
|
1095
|
+
* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
1096
|
+
* On entry, the solution matrix X, as computed by DSPTRS.
|
|
1097
|
+
* On exit, the improved solution matrix X.
|
|
1098
|
+
*
|
|
1099
|
+
* LDX (input) INTEGER
|
|
1100
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1101
|
+
*
|
|
1102
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1103
|
+
* The estimated forward error bound for each solution vector
|
|
1104
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
1105
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
1106
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
1107
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
1108
|
+
* largest element in X(j). The estimate is as reliable as
|
|
1109
|
+
* the estimate for RCOND, and is almost always a slight
|
|
1110
|
+
* overestimate of the true error.
|
|
1111
|
+
*
|
|
1112
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1113
|
+
* The componentwise relative backward error of each solution
|
|
1114
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
1115
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
1116
|
+
*
|
|
1117
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
|
|
1118
|
+
*
|
|
1119
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
1120
|
+
*
|
|
1121
|
+
* INFO (output) INTEGER
|
|
1122
|
+
* = 0: successful exit
|
|
1123
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1124
|
+
*
|
|
1125
|
+
* Internal Parameters
|
|
1126
|
+
* ===================
|
|
1127
|
+
*
|
|
1128
|
+
* ITMAX is the maximum number of steps of iterative refinement.
|
|
1129
|
+
*
|
|
1130
|
+
|
|
1131
|
+
* =====================================================================
|
|
1132
|
+
*
|
|
1133
|
+
|
|
1134
|
+
|
|
1135
|
+
</PRE>
|
|
1136
|
+
<A HREF="#top">go to the page top</A>
|
|
1137
|
+
|
|
1138
|
+
<A NAME="dspsv"></A>
|
|
1139
|
+
<H2>dspsv</H2>
|
|
1140
|
+
<PRE>
|
|
1141
|
+
USAGE:
|
|
1142
|
+
ipiv, info, ap, b = NumRu::Lapack.dspsv( uplo, ap, b, [:usage => usage, :help => help])
|
|
1143
|
+
|
|
1144
|
+
|
|
1145
|
+
FORTRAN MANUAL
|
|
1146
|
+
SUBROUTINE DSPSV( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
|
|
1147
|
+
|
|
1148
|
+
* Purpose
|
|
1149
|
+
* =======
|
|
1150
|
+
*
|
|
1151
|
+
* DSPSV computes the solution to a real system of linear equations
|
|
1152
|
+
* A * X = B,
|
|
1153
|
+
* where A is an N-by-N symmetric matrix stored in packed format and X
|
|
1154
|
+
* and B are N-by-NRHS matrices.
|
|
1155
|
+
*
|
|
1156
|
+
* The diagonal pivoting method is used to factor A as
|
|
1157
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
1158
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
1159
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1160
|
+
* triangular matrices, D is symmetric and block diagonal with 1-by-1
|
|
1161
|
+
* and 2-by-2 diagonal blocks. The factored form of A is then used to
|
|
1162
|
+
* solve the system of equations A * X = B.
|
|
1163
|
+
*
|
|
1164
|
+
|
|
1165
|
+
* Arguments
|
|
1166
|
+
* =========
|
|
1167
|
+
*
|
|
1168
|
+
* UPLO (input) CHARACTER*1
|
|
1169
|
+
* = 'U': Upper triangle of A is stored;
|
|
1170
|
+
* = 'L': Lower triangle of A is stored.
|
|
1171
|
+
*
|
|
1172
|
+
* N (input) INTEGER
|
|
1173
|
+
* The number of linear equations, i.e., the order of the
|
|
1174
|
+
* matrix A. N >= 0.
|
|
1175
|
+
*
|
|
1176
|
+
* NRHS (input) INTEGER
|
|
1177
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1178
|
+
* of the matrix B. NRHS >= 0.
|
|
1179
|
+
*
|
|
1180
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
1181
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
1182
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
1183
|
+
* is stored in the array AP as follows:
|
|
1184
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
1185
|
+
* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
|
|
1186
|
+
* See below for further details.
|
|
1187
|
+
*
|
|
1188
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
1189
|
+
* to obtain the factor U or L from the factorization
|
|
1190
|
+
* A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as
|
|
1191
|
+
* a packed triangular matrix in the same storage format as A.
|
|
1192
|
+
*
|
|
1193
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
1194
|
+
* Details of the interchanges and the block structure of D, as
|
|
1195
|
+
* determined by DSPTRF. If IPIV(k) > 0, then rows and columns
|
|
1196
|
+
* k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
|
|
1197
|
+
* diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
|
|
1198
|
+
* then rows and columns k-1 and -IPIV(k) were interchanged and
|
|
1199
|
+
* D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
|
|
1200
|
+
* IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
|
|
1201
|
+
* -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
|
|
1202
|
+
* diagonal block.
|
|
1203
|
+
*
|
|
1204
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1205
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
1206
|
+
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
|
1207
|
+
*
|
|
1208
|
+
* LDB (input) INTEGER
|
|
1209
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1210
|
+
*
|
|
1211
|
+
* INFO (output) INTEGER
|
|
1212
|
+
* = 0: successful exit
|
|
1213
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1214
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
1215
|
+
* has been completed, but the block diagonal matrix D is
|
|
1216
|
+
* exactly singular, so the solution could not be
|
|
1217
|
+
* computed.
|
|
1218
|
+
*
|
|
1219
|
+
|
|
1220
|
+
* Further Details
|
|
1221
|
+
* ===============
|
|
1222
|
+
*
|
|
1223
|
+
* The packed storage scheme is illustrated by the following example
|
|
1224
|
+
* when N = 4, UPLO = 'U':
|
|
1225
|
+
*
|
|
1226
|
+
* Two-dimensional storage of the symmetric matrix A:
|
|
1227
|
+
*
|
|
1228
|
+
* a11 a12 a13 a14
|
|
1229
|
+
* a22 a23 a24
|
|
1230
|
+
* a33 a34 (aij = aji)
|
|
1231
|
+
* a44
|
|
1232
|
+
*
|
|
1233
|
+
* Packed storage of the upper triangle of A:
|
|
1234
|
+
*
|
|
1235
|
+
* AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
|
|
1236
|
+
*
|
|
1237
|
+
* =====================================================================
|
|
1238
|
+
*
|
|
1239
|
+
* .. External Functions ..
|
|
1240
|
+
LOGICAL LSAME
|
|
1241
|
+
EXTERNAL LSAME
|
|
1242
|
+
* ..
|
|
1243
|
+
* .. External Subroutines ..
|
|
1244
|
+
EXTERNAL DSPTRF, DSPTRS, XERBLA
|
|
1245
|
+
* ..
|
|
1246
|
+
* .. Intrinsic Functions ..
|
|
1247
|
+
INTRINSIC MAX
|
|
1248
|
+
* ..
|
|
1249
|
+
|
|
1250
|
+
|
|
1251
|
+
</PRE>
|
|
1252
|
+
<A HREF="#top">go to the page top</A>
|
|
1253
|
+
|
|
1254
|
+
<A NAME="dspsvx"></A>
|
|
1255
|
+
<H2>dspsvx</H2>
|
|
1256
|
+
<PRE>
|
|
1257
|
+
USAGE:
|
|
1258
|
+
x, rcond, ferr, berr, info, afp, ipiv = NumRu::Lapack.dspsvx( fact, uplo, ap, afp, ipiv, b, [:usage => usage, :help => help])
|
|
1259
|
+
|
|
1260
|
+
|
|
1261
|
+
FORTRAN MANUAL
|
|
1262
|
+
SUBROUTINE DSPSVX( FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
|
|
1263
|
+
|
|
1264
|
+
* Purpose
|
|
1265
|
+
* =======
|
|
1266
|
+
*
|
|
1267
|
+
* DSPSVX uses the diagonal pivoting factorization A = U*D*U**T or
|
|
1268
|
+
* A = L*D*L**T to compute the solution to a real system of linear
|
|
1269
|
+
* equations A * X = B, where A is an N-by-N symmetric matrix stored
|
|
1270
|
+
* in packed format and X and B are N-by-NRHS matrices.
|
|
1271
|
+
*
|
|
1272
|
+
* Error bounds on the solution and a condition estimate are also
|
|
1273
|
+
* provided.
|
|
1274
|
+
*
|
|
1275
|
+
* Description
|
|
1276
|
+
* ===========
|
|
1277
|
+
*
|
|
1278
|
+
* The following steps are performed:
|
|
1279
|
+
*
|
|
1280
|
+
* 1. If FACT = 'N', the diagonal pivoting method is used to factor A as
|
|
1281
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
1282
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
1283
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1284
|
+
* triangular matrices and D is symmetric and block diagonal with
|
|
1285
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
1286
|
+
*
|
|
1287
|
+
* 2. If some D(i,i)=0, so that D is exactly singular, then the routine
|
|
1288
|
+
* returns with INFO = i. Otherwise, the factored form of A is used
|
|
1289
|
+
* to estimate the condition number of the matrix A. If the
|
|
1290
|
+
* reciprocal of the condition number is less than machine precision,
|
|
1291
|
+
* INFO = N+1 is returned as a warning, but the routine still goes on
|
|
1292
|
+
* to solve for X and compute error bounds as described below.
|
|
1293
|
+
*
|
|
1294
|
+
* 3. The system of equations is solved for X using the factored form
|
|
1295
|
+
* of A.
|
|
1296
|
+
*
|
|
1297
|
+
* 4. Iterative refinement is applied to improve the computed solution
|
|
1298
|
+
* matrix and calculate error bounds and backward error estimates
|
|
1299
|
+
* for it.
|
|
1300
|
+
*
|
|
1301
|
+
|
|
1302
|
+
* Arguments
|
|
1303
|
+
* =========
|
|
1304
|
+
*
|
|
1305
|
+
* FACT (input) CHARACTER*1
|
|
1306
|
+
* Specifies whether or not the factored form of A has been
|
|
1307
|
+
* supplied on entry.
|
|
1308
|
+
* = 'F': On entry, AFP and IPIV contain the factored form of
|
|
1309
|
+
* A. AP, AFP and IPIV will not be modified.
|
|
1310
|
+
* = 'N': The matrix A will be copied to AFP and factored.
|
|
1311
|
+
*
|
|
1312
|
+
* UPLO (input) CHARACTER*1
|
|
1313
|
+
* = 'U': Upper triangle of A is stored;
|
|
1314
|
+
* = 'L': Lower triangle of A is stored.
|
|
1315
|
+
*
|
|
1316
|
+
* N (input) INTEGER
|
|
1317
|
+
* The number of linear equations, i.e., the order of the
|
|
1318
|
+
* matrix A. N >= 0.
|
|
1319
|
+
*
|
|
1320
|
+
* NRHS (input) INTEGER
|
|
1321
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1322
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1323
|
+
*
|
|
1324
|
+
* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
1325
|
+
* The upper or lower triangle of the symmetric matrix A, packed
|
|
1326
|
+
* columnwise in a linear array. The j-th column of A is stored
|
|
1327
|
+
* in the array AP as follows:
|
|
1328
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
1329
|
+
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
|
|
1330
|
+
* See below for further details.
|
|
1331
|
+
*
|
|
1332
|
+
* AFP (input or output) DOUBLE PRECISION array, dimension
|
|
1333
|
+
* (N*(N+1)/2)
|
|
1334
|
+
* If FACT = 'F', then AFP is an input argument and on entry
|
|
1335
|
+
* contains the block diagonal matrix D and the multipliers used
|
|
1336
|
+
* to obtain the factor U or L from the factorization
|
|
1337
|
+
* A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as
|
|
1338
|
+
* a packed triangular matrix in the same storage format as A.
|
|
1339
|
+
*
|
|
1340
|
+
* If FACT = 'N', then AFP is an output argument and on exit
|
|
1341
|
+
* contains the block diagonal matrix D and the multipliers used
|
|
1342
|
+
* to obtain the factor U or L from the factorization
|
|
1343
|
+
* A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as
|
|
1344
|
+
* a packed triangular matrix in the same storage format as A.
|
|
1345
|
+
*
|
|
1346
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
1347
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
1348
|
+
* contains details of the interchanges and the block structure
|
|
1349
|
+
* of D, as determined by DSPTRF.
|
|
1350
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
1351
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
1352
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
1353
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
1354
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
1355
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
1356
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
1357
|
+
*
|
|
1358
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
1359
|
+
* contains details of the interchanges and the block structure
|
|
1360
|
+
* of D, as determined by DSPTRF.
|
|
1361
|
+
*
|
|
1362
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1363
|
+
* The N-by-NRHS right hand side matrix B.
|
|
1364
|
+
*
|
|
1365
|
+
* LDB (input) INTEGER
|
|
1366
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1367
|
+
*
|
|
1368
|
+
* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
1369
|
+
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
|
|
1370
|
+
*
|
|
1371
|
+
* LDX (input) INTEGER
|
|
1372
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1373
|
+
*
|
|
1374
|
+
* RCOND (output) DOUBLE PRECISION
|
|
1375
|
+
* The estimate of the reciprocal condition number of the matrix
|
|
1376
|
+
* A. If RCOND is less than the machine precision (in
|
|
1377
|
+
* particular, if RCOND = 0), the matrix is singular to working
|
|
1378
|
+
* precision. This condition is indicated by a return code of
|
|
1379
|
+
* INFO > 0.
|
|
1380
|
+
*
|
|
1381
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1382
|
+
* The estimated forward error bound for each solution vector
|
|
1383
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
1384
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
1385
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
1386
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
1387
|
+
* largest element in X(j). The estimate is as reliable as
|
|
1388
|
+
* the estimate for RCOND, and is almost always a slight
|
|
1389
|
+
* overestimate of the true error.
|
|
1390
|
+
*
|
|
1391
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1392
|
+
* The componentwise relative backward error of each solution
|
|
1393
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
1394
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
1395
|
+
*
|
|
1396
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
|
|
1397
|
+
*
|
|
1398
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
1399
|
+
*
|
|
1400
|
+
* INFO (output) INTEGER
|
|
1401
|
+
* = 0: successful exit
|
|
1402
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1403
|
+
* > 0: if INFO = i, and i is
|
|
1404
|
+
* <= N: D(i,i) is exactly zero. The factorization
|
|
1405
|
+
* has been completed but the factor D is exactly
|
|
1406
|
+
* singular, so the solution and error bounds could
|
|
1407
|
+
* not be computed. RCOND = 0 is returned.
|
|
1408
|
+
* = N+1: D is nonsingular, but RCOND is less than machine
|
|
1409
|
+
* precision, meaning that the matrix is singular
|
|
1410
|
+
* to working precision. Nevertheless, the
|
|
1411
|
+
* solution and error bounds are computed because
|
|
1412
|
+
* there are a number of situations where the
|
|
1413
|
+
* computed solution can be more accurate than the
|
|
1414
|
+
* value of RCOND would suggest.
|
|
1415
|
+
*
|
|
1416
|
+
|
|
1417
|
+
* Further Details
|
|
1418
|
+
* ===============
|
|
1419
|
+
*
|
|
1420
|
+
* The packed storage scheme is illustrated by the following example
|
|
1421
|
+
* when N = 4, UPLO = 'U':
|
|
1422
|
+
*
|
|
1423
|
+
* Two-dimensional storage of the symmetric matrix A:
|
|
1424
|
+
*
|
|
1425
|
+
* a11 a12 a13 a14
|
|
1426
|
+
* a22 a23 a24
|
|
1427
|
+
* a33 a34 (aij = aji)
|
|
1428
|
+
* a44
|
|
1429
|
+
*
|
|
1430
|
+
* Packed storage of the upper triangle of A:
|
|
1431
|
+
*
|
|
1432
|
+
* AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
|
|
1433
|
+
*
|
|
1434
|
+
* =====================================================================
|
|
1435
|
+
*
|
|
1436
|
+
|
|
1437
|
+
|
|
1438
|
+
</PRE>
|
|
1439
|
+
<A HREF="#top">go to the page top</A>
|
|
1440
|
+
|
|
1441
|
+
<A NAME="dsptrd"></A>
|
|
1442
|
+
<H2>dsptrd</H2>
|
|
1443
|
+
<PRE>
|
|
1444
|
+
USAGE:
|
|
1445
|
+
d, e, tau, info, ap = NumRu::Lapack.dsptrd( uplo, ap, [:usage => usage, :help => help])
|
|
1446
|
+
|
|
1447
|
+
|
|
1448
|
+
FORTRAN MANUAL
|
|
1449
|
+
SUBROUTINE DSPTRD( UPLO, N, AP, D, E, TAU, INFO )
|
|
1450
|
+
|
|
1451
|
+
* Purpose
|
|
1452
|
+
* =======
|
|
1453
|
+
*
|
|
1454
|
+
* DSPTRD reduces a real symmetric matrix A stored in packed form to
|
|
1455
|
+
* symmetric tridiagonal form T by an orthogonal similarity
|
|
1456
|
+
* transformation: Q**T * A * Q = T.
|
|
1457
|
+
*
|
|
1458
|
+
|
|
1459
|
+
* Arguments
|
|
1460
|
+
* =========
|
|
1461
|
+
*
|
|
1462
|
+
* UPLO (input) CHARACTER*1
|
|
1463
|
+
* = 'U': Upper triangle of A is stored;
|
|
1464
|
+
* = 'L': Lower triangle of A is stored.
|
|
1465
|
+
*
|
|
1466
|
+
* N (input) INTEGER
|
|
1467
|
+
* The order of the matrix A. N >= 0.
|
|
1468
|
+
*
|
|
1469
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
1470
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
1471
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
1472
|
+
* is stored in the array AP as follows:
|
|
1473
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
1474
|
+
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
|
|
1475
|
+
* On exit, if UPLO = 'U', the diagonal and first superdiagonal
|
|
1476
|
+
* of A are overwritten by the corresponding elements of the
|
|
1477
|
+
* tridiagonal matrix T, and the elements above the first
|
|
1478
|
+
* superdiagonal, with the array TAU, represent the orthogonal
|
|
1479
|
+
* matrix Q as a product of elementary reflectors; if UPLO
|
|
1480
|
+
* = 'L', the diagonal and first subdiagonal of A are over-
|
|
1481
|
+
* written by the corresponding elements of the tridiagonal
|
|
1482
|
+
* matrix T, and the elements below the first subdiagonal, with
|
|
1483
|
+
* the array TAU, represent the orthogonal matrix Q as a product
|
|
1484
|
+
* of elementary reflectors. See Further Details.
|
|
1485
|
+
*
|
|
1486
|
+
* D (output) DOUBLE PRECISION array, dimension (N)
|
|
1487
|
+
* The diagonal elements of the tridiagonal matrix T:
|
|
1488
|
+
* D(i) = A(i,i).
|
|
1489
|
+
*
|
|
1490
|
+
* E (output) DOUBLE PRECISION array, dimension (N-1)
|
|
1491
|
+
* The off-diagonal elements of the tridiagonal matrix T:
|
|
1492
|
+
* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
|
|
1493
|
+
*
|
|
1494
|
+
* TAU (output) DOUBLE PRECISION array, dimension (N-1)
|
|
1495
|
+
* The scalar factors of the elementary reflectors (see Further
|
|
1496
|
+
* Details).
|
|
1497
|
+
*
|
|
1498
|
+
* INFO (output) INTEGER
|
|
1499
|
+
* = 0: successful exit
|
|
1500
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1501
|
+
*
|
|
1502
|
+
|
|
1503
|
+
* Further Details
|
|
1504
|
+
* ===============
|
|
1505
|
+
*
|
|
1506
|
+
* If UPLO = 'U', the matrix Q is represented as a product of elementary
|
|
1507
|
+
* reflectors
|
|
1508
|
+
*
|
|
1509
|
+
* Q = H(n-1) . . . H(2) H(1).
|
|
1510
|
+
*
|
|
1511
|
+
* Each H(i) has the form
|
|
1512
|
+
*
|
|
1513
|
+
* H(i) = I - tau * v * v'
|
|
1514
|
+
*
|
|
1515
|
+
* where tau is a real scalar, and v is a real vector with
|
|
1516
|
+
* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
|
|
1517
|
+
* overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
|
|
1518
|
+
*
|
|
1519
|
+
* If UPLO = 'L', the matrix Q is represented as a product of elementary
|
|
1520
|
+
* reflectors
|
|
1521
|
+
*
|
|
1522
|
+
* Q = H(1) H(2) . . . H(n-1).
|
|
1523
|
+
*
|
|
1524
|
+
* Each H(i) has the form
|
|
1525
|
+
*
|
|
1526
|
+
* H(i) = I - tau * v * v'
|
|
1527
|
+
*
|
|
1528
|
+
* where tau is a real scalar, and v is a real vector with
|
|
1529
|
+
* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
|
|
1530
|
+
* overwriting A(i+2:n,i), and tau is stored in TAU(i).
|
|
1531
|
+
*
|
|
1532
|
+
* =====================================================================
|
|
1533
|
+
*
|
|
1534
|
+
|
|
1535
|
+
|
|
1536
|
+
</PRE>
|
|
1537
|
+
<A HREF="#top">go to the page top</A>
|
|
1538
|
+
|
|
1539
|
+
<A NAME="dsptrf"></A>
|
|
1540
|
+
<H2>dsptrf</H2>
|
|
1541
|
+
<PRE>
|
|
1542
|
+
USAGE:
|
|
1543
|
+
ipiv, info, ap = NumRu::Lapack.dsptrf( uplo, ap, [:usage => usage, :help => help])
|
|
1544
|
+
|
|
1545
|
+
|
|
1546
|
+
FORTRAN MANUAL
|
|
1547
|
+
SUBROUTINE DSPTRF( UPLO, N, AP, IPIV, INFO )
|
|
1548
|
+
|
|
1549
|
+
* Purpose
|
|
1550
|
+
* =======
|
|
1551
|
+
*
|
|
1552
|
+
* DSPTRF computes the factorization of a real symmetric matrix A stored
|
|
1553
|
+
* in packed format using the Bunch-Kaufman diagonal pivoting method:
|
|
1554
|
+
*
|
|
1555
|
+
* A = U*D*U**T or A = L*D*L**T
|
|
1556
|
+
*
|
|
1557
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1558
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
1559
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
1560
|
+
*
|
|
1561
|
+
|
|
1562
|
+
* Arguments
|
|
1563
|
+
* =========
|
|
1564
|
+
*
|
|
1565
|
+
* UPLO (input) CHARACTER*1
|
|
1566
|
+
* = 'U': Upper triangle of A is stored;
|
|
1567
|
+
* = 'L': Lower triangle of A is stored.
|
|
1568
|
+
*
|
|
1569
|
+
* N (input) INTEGER
|
|
1570
|
+
* The order of the matrix A. N >= 0.
|
|
1571
|
+
*
|
|
1572
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
1573
|
+
* On entry, the upper or lower triangle of the symmetric matrix
|
|
1574
|
+
* A, packed columnwise in a linear array. The j-th column of A
|
|
1575
|
+
* is stored in the array AP as follows:
|
|
1576
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
|
1577
|
+
* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
|
|
1578
|
+
*
|
|
1579
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
1580
|
+
* to obtain the factor U or L, stored as a packed triangular
|
|
1581
|
+
* matrix overwriting A (see below for further details).
|
|
1582
|
+
*
|
|
1583
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
1584
|
+
* Details of the interchanges and the block structure of D.
|
|
1585
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
1586
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
1587
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
1588
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
1589
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
1590
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
1591
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
1592
|
+
*
|
|
1593
|
+
* INFO (output) INTEGER
|
|
1594
|
+
* = 0: successful exit
|
|
1595
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1596
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
1597
|
+
* has been completed, but the block diagonal matrix D is
|
|
1598
|
+
* exactly singular, and division by zero will occur if it
|
|
1599
|
+
* is used to solve a system of equations.
|
|
1600
|
+
*
|
|
1601
|
+
|
|
1602
|
+
* Further Details
|
|
1603
|
+
* ===============
|
|
1604
|
+
*
|
|
1605
|
+
* 5-96 - Based on modifications by J. Lewis, Boeing Computer Services
|
|
1606
|
+
* Company
|
|
1607
|
+
*
|
|
1608
|
+
* If UPLO = 'U', then A = U*D*U', where
|
|
1609
|
+
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
|
1610
|
+
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
|
1611
|
+
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
1612
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
1613
|
+
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
|
1614
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
1615
|
+
*
|
|
1616
|
+
* ( I v 0 ) k-s
|
|
1617
|
+
* U(k) = ( 0 I 0 ) s
|
|
1618
|
+
* ( 0 0 I ) n-k
|
|
1619
|
+
* k-s s n-k
|
|
1620
|
+
*
|
|
1621
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
|
1622
|
+
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
|
1623
|
+
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
|
1624
|
+
*
|
|
1625
|
+
* If UPLO = 'L', then A = L*D*L', where
|
|
1626
|
+
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
|
1627
|
+
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
|
1628
|
+
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
1629
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
1630
|
+
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
|
1631
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
1632
|
+
*
|
|
1633
|
+
* ( I 0 0 ) k-1
|
|
1634
|
+
* L(k) = ( 0 I 0 ) s
|
|
1635
|
+
* ( 0 v I ) n-k-s+1
|
|
1636
|
+
* k-1 s n-k-s+1
|
|
1637
|
+
*
|
|
1638
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
|
1639
|
+
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
|
1640
|
+
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
|
1641
|
+
*
|
|
1642
|
+
* =====================================================================
|
|
1643
|
+
*
|
|
1644
|
+
|
|
1645
|
+
|
|
1646
|
+
</PRE>
|
|
1647
|
+
<A HREF="#top">go to the page top</A>
|
|
1648
|
+
|
|
1649
|
+
<A NAME="dsptri"></A>
|
|
1650
|
+
<H2>dsptri</H2>
|
|
1651
|
+
<PRE>
|
|
1652
|
+
USAGE:
|
|
1653
|
+
info, ap = NumRu::Lapack.dsptri( uplo, ap, ipiv, [:usage => usage, :help => help])
|
|
1654
|
+
|
|
1655
|
+
|
|
1656
|
+
FORTRAN MANUAL
|
|
1657
|
+
SUBROUTINE DSPTRI( UPLO, N, AP, IPIV, WORK, INFO )
|
|
1658
|
+
|
|
1659
|
+
* Purpose
|
|
1660
|
+
* =======
|
|
1661
|
+
*
|
|
1662
|
+
* DSPTRI computes the inverse of a real symmetric indefinite matrix
|
|
1663
|
+
* A in packed storage using the factorization A = U*D*U**T or
|
|
1664
|
+
* A = L*D*L**T computed by DSPTRF.
|
|
1665
|
+
*
|
|
1666
|
+
|
|
1667
|
+
* Arguments
|
|
1668
|
+
* =========
|
|
1669
|
+
*
|
|
1670
|
+
* UPLO (input) CHARACTER*1
|
|
1671
|
+
* Specifies whether the details of the factorization are stored
|
|
1672
|
+
* as an upper or lower triangular matrix.
|
|
1673
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
1674
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
1675
|
+
*
|
|
1676
|
+
* N (input) INTEGER
|
|
1677
|
+
* The order of the matrix A. N >= 0.
|
|
1678
|
+
*
|
|
1679
|
+
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
|
|
1680
|
+
* On entry, the block diagonal matrix D and the multipliers
|
|
1681
|
+
* used to obtain the factor U or L as computed by DSPTRF,
|
|
1682
|
+
* stored as a packed triangular matrix.
|
|
1683
|
+
*
|
|
1684
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
1685
|
+
* matrix, stored as a packed triangular matrix. The j-th column
|
|
1686
|
+
* of inv(A) is stored in the array AP as follows:
|
|
1687
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = inv(A)(i,j) for 1<=i<=j;
|
|
1688
|
+
* if UPLO = 'L',
|
|
1689
|
+
* AP(i + (j-1)*(2n-j)/2) = inv(A)(i,j) for j<=i<=n.
|
|
1690
|
+
*
|
|
1691
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1692
|
+
* Details of the interchanges and the block structure of D
|
|
1693
|
+
* as determined by DSPTRF.
|
|
1694
|
+
*
|
|
1695
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (N)
|
|
1696
|
+
*
|
|
1697
|
+
* INFO (output) INTEGER
|
|
1698
|
+
* = 0: successful exit
|
|
1699
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1700
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
1701
|
+
* inverse could not be computed.
|
|
1702
|
+
*
|
|
1703
|
+
|
|
1704
|
+
* =====================================================================
|
|
1705
|
+
*
|
|
1706
|
+
|
|
1707
|
+
|
|
1708
|
+
</PRE>
|
|
1709
|
+
<A HREF="#top">go to the page top</A>
|
|
1710
|
+
|
|
1711
|
+
<A NAME="dsptrs"></A>
|
|
1712
|
+
<H2>dsptrs</H2>
|
|
1713
|
+
<PRE>
|
|
1714
|
+
USAGE:
|
|
1715
|
+
info, b = NumRu::Lapack.dsptrs( uplo, ap, ipiv, b, [:usage => usage, :help => help])
|
|
1716
|
+
|
|
1717
|
+
|
|
1718
|
+
FORTRAN MANUAL
|
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1719
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SUBROUTINE DSPTRS( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
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1720
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1721
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* Purpose
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1722
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* =======
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1723
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*
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1724
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* DSPTRS solves a system of linear equations A*X = B with a real
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1725
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* symmetric matrix A stored in packed format using the factorization
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1726
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* A = U*D*U**T or A = L*D*L**T computed by DSPTRF.
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1727
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*
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1728
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1729
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* Arguments
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1730
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* =========
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1731
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*
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1732
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* UPLO (input) CHARACTER*1
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1733
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* Specifies whether the details of the factorization are stored
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1734
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* as an upper or lower triangular matrix.
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1735
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* = 'U': Upper triangular, form is A = U*D*U**T;
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1736
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* = 'L': Lower triangular, form is A = L*D*L**T.
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1737
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*
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1738
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* N (input) INTEGER
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1739
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* The order of the matrix A. N >= 0.
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1740
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*
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1741
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* NRHS (input) INTEGER
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1742
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* The number of right hand sides, i.e., the number of columns
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1743
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* of the matrix B. NRHS >= 0.
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1744
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*
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1745
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* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
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1746
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* The block diagonal matrix D and the multipliers used to
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1747
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* obtain the factor U or L as computed by DSPTRF, stored as a
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1748
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* packed triangular matrix.
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1749
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*
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1750
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* IPIV (input) INTEGER array, dimension (N)
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1751
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* Details of the interchanges and the block structure of D
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1752
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* as determined by DSPTRF.
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1753
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*
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1754
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* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
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1755
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* On entry, the right hand side matrix B.
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1756
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* On exit, the solution matrix X.
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1757
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*
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1758
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* LDB (input) INTEGER
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1759
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* The leading dimension of the array B. LDB >= max(1,N).
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1760
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*
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1761
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* INFO (output) INTEGER
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1762
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* = 0: successful exit
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1763
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* < 0: if INFO = -i, the i-th argument had an illegal value
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1764
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*
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1765
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1766
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* =====================================================================
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1767
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*
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1768
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1769
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1770
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</PRE>
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1771
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<A HREF="#top">go to the page top</A>
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1775
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