ruby-lapack 1.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
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  416. data/dev/defs/dgeequ +107 -0
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  3400. data/ext/zupmtr.c +112 -0
  3401. data/lib/numru/lapack.rb +51 -0
  3402. data/samples/dsyevr.rb +25 -0
  3403. data/tests/eig/ge/test_gesdd.rb +90 -0
  3404. data/tests/eig/ge/test_gesvd.rb +99 -0
  3405. data/tests/eig/gg/test_ggev.rb +124 -0
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data/doc/dsp.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>DOUBLE PRECISION routines for symmetric, packed storage matrix</TITLE>
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+ </HEAD>
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+ <BODY>
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+ <A NAME="top"></A>
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+ <H1>DOUBLE PRECISION routines for symmetric, 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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+
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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:
31
+ rcond, info = NumRu::Lapack.dspcon( uplo, ap, ipiv, anorm, [:usage => usage, :help => help])
32
+
33
+
34
+ FORTRAN MANUAL
35
+ SUBROUTINE DSPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
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+
37
+ * Purpose
38
+ * =======
39
+ *
40
+ * DSPCON estimates the reciprocal of the condition number (in the
41
+ * 1-norm) of a real symmetric packed matrix A using the factorization
42
+ * A = U*D*U**T or A = L*D*L**T computed by DSPTRF.
43
+ *
44
+ * 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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+
48
+ * Arguments
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+ * =========
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+ *
51
+ * 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.
56
+ *
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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
67
+ * as determined by DSPTRF.
68
+ *
69
+ * 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
75
+ * 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
83
+ * < 0: if INFO = -i, the i-th argument had an illegal value
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+ *
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+
86
+ * =====================================================================
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+ *
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+
89
+
90
+ </PRE>
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+ <A HREF="#top">go to the page top</A>
92
+
93
+ <A NAME="dspev"></A>
94
+ <H2>dspev</H2>
95
+ <PRE>
96
+ USAGE:
97
+ w, z, info, ap = NumRu::Lapack.dspev( jobz, uplo, ap, [:usage => usage, :help => help])
98
+
99
+
100
+ FORTRAN MANUAL
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+ SUBROUTINE DSPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, INFO )
102
+
103
+ * Purpose
104
+ * =======
105
+ *
106
+ * DSPEV computes all the eigenvalues and, optionally, eigenvectors of a
107
+ * real symmetric matrix A in packed storage.
108
+ *
109
+
110
+ * Arguments
111
+ * =========
112
+ *
113
+ * JOBZ (input) CHARACTER*1
114
+ * = 'N': Compute eigenvalues only;
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+ * = 'V': Compute eigenvalues and eigenvectors.
116
+ *
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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.
120
+ *
121
+ * N (input) INTEGER
122
+ * The order of the matrix A. N >= 0.
123
+ *
124
+ * AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
125
+ * On entry, the upper or lower triangle of the symmetric matrix
126
+ * A, packed columnwise in a linear array. The j-th column of A
127
+ * is stored in the array AP as follows:
128
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
129
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
130
+ *
131
+ * On exit, AP is overwritten by values generated during the
132
+ * reduction to tridiagonal form. If UPLO = 'U', the diagonal
133
+ * and first superdiagonal of the tridiagonal matrix T overwrite
134
+ * the corresponding elements of A, and if UPLO = 'L', the
135
+ * diagonal and first subdiagonal of T overwrite the
136
+ * corresponding elements of A.
137
+ *
138
+ * W (output) DOUBLE PRECISION array, dimension (N)
139
+ * If INFO = 0, the eigenvalues in ascending order.
140
+ *
141
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
142
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
143
+ * eigenvectors of the matrix A, with the i-th column of Z
144
+ * holding the eigenvector associated with W(i).
145
+ * If JOBZ = 'N', then Z is not referenced.
146
+ *
147
+ * LDZ (input) INTEGER
148
+ * The leading dimension of the array Z. LDZ >= 1, and if
149
+ * JOBZ = 'V', LDZ >= max(1,N).
150
+ *
151
+ * WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
152
+ *
153
+ * INFO (output) INTEGER
154
+ * = 0: successful exit.
155
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
156
+ * > 0: if INFO = i, the algorithm failed to converge; i
157
+ * off-diagonal elements of an intermediate tridiagonal
158
+ * form did not converge to zero.
159
+ *
160
+
161
+ * =====================================================================
162
+ *
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+
164
+
165
+ </PRE>
166
+ <A HREF="#top">go to the page top</A>
167
+
168
+ <A NAME="dspevd"></A>
169
+ <H2>dspevd</H2>
170
+ <PRE>
171
+ USAGE:
172
+ w, z, work, iwork, info, ap = NumRu::Lapack.dspevd( jobz, uplo, ap, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
173
+
174
+
175
+ FORTRAN MANUAL
176
+ SUBROUTINE DSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
177
+
178
+ * Purpose
179
+ * =======
180
+ *
181
+ * DSPEVD computes all the eigenvalues and, optionally, eigenvectors
182
+ * of a real symmetric matrix A in packed storage. If eigenvectors are
183
+ * desired, it uses a divide and conquer algorithm.
184
+ *
185
+ * The divide and conquer algorithm makes very mild assumptions about
186
+ * floating point arithmetic. It will work on machines with a guard
187
+ * digit in add/subtract, or on those binary machines without guard
188
+ * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
189
+ * Cray-2. It could conceivably fail on hexadecimal or decimal machines
190
+ * without guard digits, but we know of none.
191
+ *
192
+
193
+ * Arguments
194
+ * =========
195
+ *
196
+ * JOBZ (input) CHARACTER*1
197
+ * = 'N': Compute eigenvalues only;
198
+ * = 'V': Compute eigenvalues and eigenvectors.
199
+ *
200
+ * UPLO (input) CHARACTER*1
201
+ * = 'U': Upper triangle of A is stored;
202
+ * = 'L': Lower triangle of A is stored.
203
+ *
204
+ * N (input) INTEGER
205
+ * The order of the matrix A. N >= 0.
206
+ *
207
+ * AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
208
+ * On entry, the upper or lower triangle of the symmetric matrix
209
+ * A, packed columnwise in a linear array. The j-th column of A
210
+ * is stored in the array AP as follows:
211
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
212
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
213
+ *
214
+ * On exit, AP is overwritten by values generated during the
215
+ * reduction to tridiagonal form. If UPLO = 'U', the diagonal
216
+ * and first superdiagonal of the tridiagonal matrix T overwrite
217
+ * the corresponding elements of A, and if UPLO = 'L', the
218
+ * diagonal and first subdiagonal of T overwrite the
219
+ * corresponding elements of A.
220
+ *
221
+ * W (output) DOUBLE PRECISION array, dimension (N)
222
+ * If INFO = 0, the eigenvalues in ascending order.
223
+ *
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+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
225
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
226
+ * eigenvectors of the matrix A, with the i-th column of Z
227
+ * holding the eigenvector associated with W(i).
228
+ * If JOBZ = 'N', then Z is not referenced.
229
+ *
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+ * LDZ (input) INTEGER
231
+ * The leading dimension of the array Z. LDZ >= 1, and if
232
+ * JOBZ = 'V', LDZ >= max(1,N).
233
+ *
234
+ * WORK (workspace/output) DOUBLE PRECISION array,
235
+ * dimension (LWORK)
236
+ * On exit, if INFO = 0, WORK(1) returns the required LWORK.
237
+ *
238
+ * LWORK (input) INTEGER
239
+ * The dimension of the array WORK.
240
+ * If N <= 1, LWORK must be at least 1.
241
+ * If JOBZ = 'N' and N > 1, LWORK must be at least 2*N.
242
+ * If JOBZ = 'V' and N > 1, LWORK must be at least
243
+ * 1 + 6*N + N**2.
244
+ *
245
+ * If LWORK = -1, then a workspace query is assumed; the routine
246
+ * only calculates the required sizes of the WORK and IWORK
247
+ * arrays, returns these values as the first entries of the WORK
248
+ * and IWORK arrays, and no error message related to LWORK or
249
+ * LIWORK is issued by XERBLA.
250
+ *
251
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
252
+ * On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
253
+ *
254
+ * LIWORK (input) INTEGER
255
+ * The dimension of the array IWORK.
256
+ * If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
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
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
268
+ * > 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.
271
+ *
272
+
273
+ * =====================================================================
274
+ *
275
+
276
+
277
+ </PRE>
278
+ <A HREF="#top">go to the page top</A>
279
+
280
+ <A NAME="dspevx"></A>
281
+ <H2>dspevx</H2>
282
+ <PRE>
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])
285
+
286
+
287
+ FORTRAN MANUAL
288
+ 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
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+ * of a real symmetric matrix A in packed storage. Eigenvalues/vectors
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+ * can be selected by specifying either a range of values or a range of
296
+ * indices for the desired eigenvalues.
297
+ *
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+
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
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+ * = '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
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+ * = 'U': Upper triangle of A is stored;
314
+ * = 'L': Lower triangle of A is stored.
315
+ *
316
+ * N (input) INTEGER
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+ * 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:
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+ * 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
1719
+ SUBROUTINE DSPTRS( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
1720
+
1721
+ * Purpose
1722
+ * =======
1723
+ *
1724
+ * DSPTRS solves a system of linear equations A*X = B with a real
1725
+ * symmetric matrix A stored in packed format using the factorization
1726
+ * A = U*D*U**T or A = L*D*L**T computed by DSPTRF.
1727
+ *
1728
+
1729
+ * Arguments
1730
+ * =========
1731
+ *
1732
+ * UPLO (input) CHARACTER*1
1733
+ * Specifies whether the details of the factorization are stored
1734
+ * as an upper or lower triangular matrix.
1735
+ * = 'U': Upper triangular, form is A = U*D*U**T;
1736
+ * = 'L': Lower triangular, form is A = L*D*L**T.
1737
+ *
1738
+ * N (input) INTEGER
1739
+ * The order of the matrix A. N >= 0.
1740
+ *
1741
+ * NRHS (input) INTEGER
1742
+ * The number of right hand sides, i.e., the number of columns
1743
+ * of the matrix B. NRHS >= 0.
1744
+ *
1745
+ * AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
1746
+ * The block diagonal matrix D and the multipliers used to
1747
+ * obtain the factor U or L as computed by DSPTRF, stored as a
1748
+ * packed triangular matrix.
1749
+ *
1750
+ * IPIV (input) INTEGER array, dimension (N)
1751
+ * Details of the interchanges and the block structure of D
1752
+ * as determined by DSPTRF.
1753
+ *
1754
+ * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
1755
+ * On entry, the right hand side matrix B.
1756
+ * On exit, the solution matrix X.
1757
+ *
1758
+ * LDB (input) INTEGER
1759
+ * The leading dimension of the array B. LDB >= max(1,N).
1760
+ *
1761
+ * INFO (output) INTEGER
1762
+ * = 0: successful exit
1763
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1764
+ *
1765
+
1766
+ * =====================================================================
1767
+ *
1768
+
1769
+
1770
+ </PRE>
1771
+ <A HREF="#top">go to the page top</A>
1772
+
1773
+ <HR />
1774
+ <A HREF="d.html">back to matrix types</A><BR>
1775
+ <A HREF="d.html">back to data types</A>
1776
+ </BODY>
1777
+ </HTML>