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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  3303. data/ext/zpttrs.c +97 -0
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  3315. data/ext/zstedc.c +173 -0
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  3324. data/ext/zsyr.c +91 -0
  3325. data/ext/zsyrfs.c +149 -0
  3326. data/ext/zsyrfsx.c +214 -0
  3327. data/ext/zsysv.c +125 -0
  3328. data/ext/zsysvx.c +179 -0
  3329. data/ext/zsysvxx.c +254 -0
  3330. data/ext/zsyswapr.c +78 -0
  3331. data/ext/zsytf2.c +81 -0
  3332. data/ext/zsytrf.c +93 -0
  3333. data/ext/zsytri.c +88 -0
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  3338. data/ext/ztbcon.c +82 -0
  3339. data/ext/ztbrfs.c +123 -0
  3340. data/ext/ztbtrs.c +99 -0
  3341. data/ext/ztfsm.c +107 -0
  3342. data/ext/ztftri.c +82 -0
  3343. data/ext/ztfttp.c +75 -0
  3344. data/ext/ztfttr.c +76 -0
  3345. data/ext/ztgevc.c +152 -0
  3346. data/ext/ztgex2.c +167 -0
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  3355. data/ext/ztptri.c +78 -0
  3356. data/ext/ztptrs.c +97 -0
  3357. data/ext/ztpttf.c +75 -0
  3358. data/ext/ztpttr.c +72 -0
  3359. data/ext/ztrcon.c +78 -0
  3360. data/ext/ztrevc.c +150 -0
  3361. data/ext/ztrexc.c +107 -0
  3362. data/ext/ztrrfs.c +119 -0
  3363. data/ext/ztrsen.c +150 -0
  3364. data/ext/ztrsna.c +133 -0
  3365. data/ext/ztrsyl.c +112 -0
  3366. data/ext/ztrti2.c +77 -0
  3367. data/ext/ztrtri.c +77 -0
  3368. data/ext/ztrtrs.c +95 -0
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  3370. data/ext/ztrttp.c +69 -0
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  3372. data/ext/ztzrzf.c +97 -0
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  3381. data/ext/zungql.c +103 -0
  3382. data/ext/zungqr.c +103 -0
  3383. data/ext/zungr2.c +86 -0
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  3385. data/ext/zungtr.c +103 -0
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  3399. data/ext/zupgtr.c +87 -0
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  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
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data/doc/dst.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>DOUBLE PRECISION routines for (real) symmetric tridiagonal 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 (real) symmetric tridiagonal matrix</H1>
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+ <UL>
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+ <LI><A HREF="#dstebz">dstebz</A></LI>
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+ <LI><A HREF="#dstedc">dstedc</A></LI>
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+ <LI><A HREF="#dstegr">dstegr</A></LI>
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+ <LI><A HREF="#dstein">dstein</A></LI>
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+ <LI><A HREF="#dstemr">dstemr</A></LI>
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+ <LI><A HREF="#dsteqr">dsteqr</A></LI>
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+ <LI><A HREF="#dsterf">dsterf</A></LI>
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+ <LI><A HREF="#dstev">dstev</A></LI>
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+ <LI><A HREF="#dstevd">dstevd</A></LI>
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+ <LI><A HREF="#dstevr">dstevr</A></LI>
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+ <LI><A HREF="#dstevx">dstevx</A></LI>
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+ </UL>
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+
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+ <A NAME="dstebz"></A>
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+ <H2>dstebz</H2>
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+ <PRE>
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+ USAGE:
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+ m, nsplit, w, iblock, isplit, info = NumRu::Lapack.dstebz( range, order, vl, vu, il, iu, abstol, d, e, [:usage => usage, :help => help])
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+
28
+
29
+ FORTRAN MANUAL
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+ SUBROUTINE DSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E, M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK, INFO )
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+
32
+ * Purpose
33
+ * =======
34
+ *
35
+ * DSTEBZ computes the eigenvalues of a symmetric tridiagonal
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+ * matrix T. The user may ask for all eigenvalues, all eigenvalues
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+ * in the half-open interval (VL, VU], or the IL-th through IU-th
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+ * eigenvalues.
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+ *
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+ * To avoid overflow, the matrix must be scaled so that its
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+ * largest element is no greater than overflow**(1/2) *
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+ * underflow**(1/4) in absolute value, and for greatest
43
+ * accuracy, it should not be much smaller than that.
44
+ *
45
+ * See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal
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+ * Matrix", Report CS41, Computer Science Dept., Stanford
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+ * University, July 21, 1966.
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+ *
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+
50
+ * Arguments
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+ * =========
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+ *
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+ * RANGE (input) CHARACTER*1
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+ * = 'A': ("All") all eigenvalues will be found.
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+ * = 'V': ("Value") all eigenvalues in the half-open interval
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+ * (VL, VU] will be found.
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+ * = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
58
+ * entire matrix) will be found.
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+ *
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+ * ORDER (input) CHARACTER*1
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+ * = 'B': ("By Block") the eigenvalues will be grouped by
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+ * split-off block (see IBLOCK, ISPLIT) and
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+ * ordered from smallest to largest within
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+ * the block.
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+ * = 'E': ("Entire matrix")
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+ * the eigenvalues for the entire matrix
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+ * will be ordered from smallest to
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+ * largest.
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+ *
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+ * N (input) INTEGER
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+ * The order of the tridiagonal matrix T. N >= 0.
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+ *
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+ * VL (input) DOUBLE PRECISION
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+ * VU (input) DOUBLE PRECISION
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+ * If RANGE='V', the lower and upper bounds of the interval to
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+ * be searched for eigenvalues. Eigenvalues less than or equal
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+ * to VL, or greater than VU, will not be returned. VL < VU.
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+ * Not referenced if RANGE = 'A' or 'I'.
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+ *
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+ * IL (input) INTEGER
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+ * IU (input) INTEGER
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+ * If RANGE='I', the indices (in ascending order) of the
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+ * smallest and largest eigenvalues to be returned.
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+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
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+ * Not referenced if RANGE = 'A' or 'V'.
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+ *
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+ * ABSTOL (input) DOUBLE PRECISION
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+ * The absolute tolerance for the eigenvalues. An eigenvalue
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+ * (or cluster) is considered to be located if it has been
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+ * determined to lie in an interval whose width is ABSTOL or
91
+ * less. If ABSTOL is less than or equal to zero, then ULP*|T|
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+ * will be used, where |T| means the 1-norm of T.
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+ *
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+ * Eigenvalues will be computed most accurately when ABSTOL is
95
+ * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
96
+ *
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+ * D (input) DOUBLE PRECISION array, dimension (N)
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+ * The n diagonal elements of the tridiagonal matrix T.
99
+ *
100
+ * E (input) DOUBLE PRECISION array, dimension (N-1)
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+ * The (n-1) off-diagonal elements of the tridiagonal matrix T.
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+ *
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+ * M (output) INTEGER
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+ * The actual number of eigenvalues found. 0 <= M <= N.
105
+ * (See also the description of INFO=2,3.)
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+ *
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+ * NSPLIT (output) INTEGER
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+ * The number of diagonal blocks in the matrix T.
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+ * 1 <= NSPLIT <= N.
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+ *
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+ * W (output) DOUBLE PRECISION array, dimension (N)
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+ * On exit, the first M elements of W will contain the
113
+ * eigenvalues. (DSTEBZ may use the remaining N-M elements as
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+ * workspace.)
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+ *
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+ * IBLOCK (output) INTEGER array, dimension (N)
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+ * At each row/column j where E(j) is zero or small, the
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+ * matrix T is considered to split into a block diagonal
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+ * matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which
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+ * block (from 1 to the number of blocks) the eigenvalue W(i)
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+ * belongs. (DSTEBZ may use the remaining N-M elements as
122
+ * workspace.)
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+ *
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+ * ISPLIT (output) INTEGER array, dimension (N)
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+ * The splitting points, at which T breaks up into submatrices.
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+ * The first submatrix consists of rows/columns 1 to ISPLIT(1),
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+ * the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
128
+ * etc., and the NSPLIT-th consists of rows/columns
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+ * ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
130
+ * (Only the first NSPLIT elements will actually be used, but
131
+ * since the user cannot know a priori what value NSPLIT will
132
+ * have, N words must be reserved for ISPLIT.)
133
+ *
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+ * WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
135
+ *
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+ * IWORK (workspace) INTEGER array, dimension (3*N)
137
+ *
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+ * INFO (output) INTEGER
139
+ * = 0: successful exit
140
+ * < 0: if INFO = -i, the i-th argument had an illegal value
141
+ * > 0: some or all of the eigenvalues failed to converge or
142
+ * were not computed:
143
+ * =1 or 3: Bisection failed to converge for some
144
+ * eigenvalues; these eigenvalues are flagged by a
145
+ * negative block number. The effect is that the
146
+ * eigenvalues may not be as accurate as the
147
+ * absolute and relative tolerances. This is
148
+ * generally caused by unexpectedly inaccurate
149
+ * arithmetic.
150
+ * =2 or 3: RANGE='I' only: Not all of the eigenvalues
151
+ * IL:IU were found.
152
+ * Effect: M < IU+1-IL
153
+ * Cause: non-monotonic arithmetic, causing the
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+ * Sturm sequence to be non-monotonic.
155
+ * Cure: recalculate, using RANGE='A', and pick
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+ * out eigenvalues IL:IU. In some cases,
157
+ * increasing the PARAMETER "FUDGE" may
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+ * make things work.
159
+ * = 4: RANGE='I', and the Gershgorin interval
160
+ * initially used was too small. No eigenvalues
161
+ * were computed.
162
+ * Probable cause: your machine has sloppy
163
+ * floating-point arithmetic.
164
+ * Cure: Increase the PARAMETER "FUDGE",
165
+ * recompile, and try again.
166
+ *
167
+ * Internal Parameters
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+ * ===================
169
+ *
170
+ * RELFAC DOUBLE PRECISION, default = 2.0e0
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+ * The relative tolerance. An interval (a,b] lies within
172
+ * "relative tolerance" if b-a < RELFAC*ulp*max(|a|,|b|),
173
+ * where "ulp" is the machine precision (distance from 1 to
174
+ * the next larger floating point number.)
175
+ *
176
+ * FUDGE DOUBLE PRECISION, default = 2
177
+ * A "fudge factor" to widen the Gershgorin intervals. Ideally,
178
+ * a value of 1 should work, but on machines with sloppy
179
+ * arithmetic, this needs to be larger. The default for
180
+ * publicly released versions should be large enough to handle
181
+ * the worst machine around. Note that this has no effect
182
+ * on accuracy of the solution.
183
+ *
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+
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+ * =====================================================================
186
+ *
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+
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+
189
+ </PRE>
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+ <A HREF="#top">go to the page top</A>
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+
192
+ <A NAME="dstedc"></A>
193
+ <H2>dstedc</H2>
194
+ <PRE>
195
+ USAGE:
196
+ work, iwork, info, d, e, z = NumRu::Lapack.dstedc( compz, d, e, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
197
+
198
+
199
+ FORTRAN MANUAL
200
+ SUBROUTINE DSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
201
+
202
+ * Purpose
203
+ * =======
204
+ *
205
+ * DSTEDC computes all eigenvalues and, optionally, eigenvectors of a
206
+ * symmetric tridiagonal matrix using the divide and conquer method.
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+ * The eigenvectors of a full or band real symmetric matrix can also be
208
+ * found if DSYTRD or DSPTRD or DSBTRD has been used to reduce this
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+ * matrix to tridiagonal form.
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+ *
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+ * This code makes very mild assumptions about floating point
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+ * arithmetic. It will work on machines with a guard digit in
213
+ * add/subtract, or on those binary machines without guard digits
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+ * which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
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+ * It could conceivably fail on hexadecimal or decimal machines
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+ * without guard digits, but we know of none. See DLAED3 for details.
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+ *
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+
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+ * Arguments
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+ * =========
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+ *
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+ * COMPZ (input) CHARACTER*1
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+ * = 'N': Compute eigenvalues only.
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+ * = 'I': Compute eigenvectors of tridiagonal matrix also.
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+ * = 'V': Compute eigenvectors of original dense symmetric
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+ * matrix also. On entry, Z contains the orthogonal
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+ * matrix used to reduce the original matrix to
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+ * tridiagonal form.
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+ *
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+ * N (input) INTEGER
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+ * The dimension of the symmetric tridiagonal matrix. N >= 0.
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+ *
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+ * D (input/output) DOUBLE PRECISION array, dimension (N)
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+ * On entry, the diagonal elements of the tridiagonal matrix.
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+ * On exit, if INFO = 0, the eigenvalues in ascending order.
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+ *
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+ * E (input/output) DOUBLE PRECISION array, dimension (N-1)
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+ * On entry, the subdiagonal elements of the tridiagonal matrix.
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+ * On exit, E has been destroyed.
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+ *
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+ * Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
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+ * On entry, if COMPZ = 'V', then Z contains the orthogonal
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+ * matrix used in the reduction to tridiagonal form.
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+ * On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
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+ * orthonormal eigenvectors of the original symmetric matrix,
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+ * and if COMPZ = 'I', Z contains the orthonormal eigenvectors
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+ * of the symmetric tridiagonal matrix.
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+ * If COMPZ = '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.
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+ * If eigenvectors are desired, then 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 optimal 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 COMPZ = 'N' or N <= 1 then LWORK must be at least 1.
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+ * If COMPZ = 'V' and N > 1 then LWORK must be at least
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+ * ( 1 + 3*N + 2*N*lg N + 3*N**2 ),
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+ * where lg( N ) = smallest integer k such
264
+ * that 2**k >= N.
265
+ * If COMPZ = 'I' and N > 1 then LWORK must be at least
266
+ * ( 1 + 4*N + N**2 ).
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+ * Note that for COMPZ = 'I' or 'V', then if N is less than or
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+ * equal to the minimum divide size, usually 25, then LWORK need
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+ * only be max(1,2*(N-1)).
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+ *
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+ * If LWORK = -1, then a workspace query is assumed; the routine
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+ * only calculates the optimal size of the WORK array, returns
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+ * this value as the first entry of the WORK array, and no error
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+ * message related to LWORK is issued by XERBLA.
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+ *
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+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
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+ * On exit, if INFO = 0, IWORK(1) returns the optimal 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 COMPZ = 'N' or N <= 1 then LIWORK must be at least 1.
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+ * If COMPZ = 'V' and N > 1 then LIWORK must be at least
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+ * ( 6 + 6*N + 5*N*lg N ).
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+ * If COMPZ = 'I' and N > 1 then LIWORK must be at least
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+ * ( 3 + 5*N ).
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+ * Note that for COMPZ = 'I' or 'V', then if N is less than or
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+ * equal to the minimum divide size, usually 25, then LIWORK
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+ * need only be 1.
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+ *
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+ * If LIWORK = -1, then a workspace query is assumed; the
291
+ * routine only calculates the optimal size of the IWORK array,
292
+ * returns this value as the first entry of the IWORK array, and
293
+ * no error message related to LIWORK is issued by XERBLA.
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+ *
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+ * INFO (output) INTEGER
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+ * = 0: successful exit.
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+ * < 0: if INFO = -i, the i-th argument had an illegal value.
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+ * > 0: The algorithm failed to compute an eigenvalue while
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+ * working on the submatrix lying in rows and columns
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+ * INFO/(N+1) through mod(INFO,N+1).
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+ *
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+
303
+ * Further Details
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+ * ===============
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+ *
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+ * Based on contributions by
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+ * Jeff Rutter, Computer Science Division, University of California
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+ * at Berkeley, USA
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+ * Modified by Francoise Tisseur, University of Tennessee.
310
+ *
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+ * =====================================================================
312
+ *
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+
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+
315
+ </PRE>
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+ <A HREF="#top">go to the page top</A>
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+
318
+ <A NAME="dstegr"></A>
319
+ <H2>dstegr</H2>
320
+ <PRE>
321
+ USAGE:
322
+ m, w, z, isuppz, work, iwork, info, d, e = NumRu::Lapack.dstegr( jobz, range, d, e, vl, vu, il, iu, abstol, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
323
+
324
+
325
+ FORTRAN MANUAL
326
+ SUBROUTINE DSTEGR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO )
327
+
328
+ * Purpose
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+ * =======
330
+ *
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+ * DSTEGR computes selected eigenvalues and, optionally, eigenvectors
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+ * of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
333
+ * a well defined set of pairwise different real eigenvalues, the corresponding
334
+ * real eigenvectors are pairwise orthogonal.
335
+ *
336
+ * The spectrum may be computed either completely or partially by specifying
337
+ * either an interval (VL,VU] or a range of indices IL:IU for the desired
338
+ * eigenvalues.
339
+ *
340
+ * DSTEGR is a compatability wrapper around the improved DSTEMR routine.
341
+ * See DSTEMR for further details.
342
+ *
343
+ * One important change is that the ABSTOL parameter no longer provides any
344
+ * benefit and hence is no longer used.
345
+ *
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+ * Note : DSTEGR and DSTEMR work only on machines which follow
347
+ * IEEE-754 floating-point standard in their handling of infinities and
348
+ * NaNs. Normal execution may create these exceptiona values and hence
349
+ * may abort due to a floating point exception in environments which
350
+ * do not conform to the IEEE-754 standard.
351
+ *
352
+
353
+ * Arguments
354
+ * =========
355
+ *
356
+ * JOBZ (input) CHARACTER*1
357
+ * = 'N': Compute eigenvalues only;
358
+ * = 'V': Compute eigenvalues and eigenvectors.
359
+ *
360
+ * RANGE (input) CHARACTER*1
361
+ * = 'A': all eigenvalues will be found.
362
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
363
+ * will be found.
364
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
365
+ *
366
+ * N (input) INTEGER
367
+ * The order of the matrix. N >= 0.
368
+ *
369
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
370
+ * On entry, the N diagonal elements of the tridiagonal matrix
371
+ * T. On exit, D is overwritten.
372
+ *
373
+ * E (input/output) DOUBLE PRECISION array, dimension (N)
374
+ * On entry, the (N-1) subdiagonal elements of the tridiagonal
375
+ * matrix T in elements 1 to N-1 of E. E(N) need not be set on
376
+ * input, but is used internally as workspace.
377
+ * On exit, E is overwritten.
378
+ *
379
+ * VL (input) DOUBLE PRECISION
380
+ * VU (input) DOUBLE PRECISION
381
+ * If RANGE='V', the lower and upper bounds of the interval to
382
+ * be searched for eigenvalues. VL < VU.
383
+ * Not referenced if RANGE = 'A' or 'I'.
384
+ *
385
+ * IL (input) INTEGER
386
+ * IU (input) INTEGER
387
+ * If RANGE='I', the indices (in ascending order) of the
388
+ * smallest and largest eigenvalues to be returned.
389
+ * 1 <= IL <= IU <= N, if N > 0.
390
+ * Not referenced if RANGE = 'A' or 'V'.
391
+ *
392
+ * ABSTOL (input) DOUBLE PRECISION
393
+ * Unused. Was the absolute error tolerance for the
394
+ * eigenvalues/eigenvectors in previous versions.
395
+ *
396
+ * M (output) INTEGER
397
+ * The total number of eigenvalues found. 0 <= M <= N.
398
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
399
+ *
400
+ * W (output) DOUBLE PRECISION array, dimension (N)
401
+ * The first M elements contain the selected eigenvalues in
402
+ * ascending order.
403
+ *
404
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
405
+ * If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
406
+ * contain the orthonormal eigenvectors of the matrix T
407
+ * corresponding to the selected eigenvalues, with the i-th
408
+ * column of Z holding the eigenvector associated with W(i).
409
+ * If JOBZ = 'N', then Z is not referenced.
410
+ * Note: the user must ensure that at least max(1,M) columns are
411
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
412
+ * is not known in advance and an upper bound must be used.
413
+ * Supplying N columns is always safe.
414
+ *
415
+ * LDZ (input) INTEGER
416
+ * The leading dimension of the array Z. LDZ >= 1, and if
417
+ * JOBZ = 'V', then LDZ >= max(1,N).
418
+ *
419
+ * ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) )
420
+ * The support of the eigenvectors in Z, i.e., the indices
421
+ * indicating the nonzero elements in Z. The i-th computed eigenvector
422
+ * is nonzero only in elements ISUPPZ( 2*i-1 ) through
423
+ * ISUPPZ( 2*i ). This is relevant in the case when the matrix
424
+ * is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
425
+ *
426
+ * WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
427
+ * On exit, if INFO = 0, WORK(1) returns the optimal
428
+ * (and minimal) LWORK.
429
+ *
430
+ * LWORK (input) INTEGER
431
+ * The dimension of the array WORK. LWORK >= max(1,18*N)
432
+ * if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
433
+ * If LWORK = -1, then a workspace query is assumed; the routine
434
+ * only calculates the optimal size of the WORK array, returns
435
+ * this value as the first entry of the WORK array, and no error
436
+ * message related to LWORK is issued by XERBLA.
437
+ *
438
+ * IWORK (workspace/output) INTEGER array, dimension (LIWORK)
439
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
440
+ *
441
+ * LIWORK (input) INTEGER
442
+ * The dimension of the array IWORK. LIWORK >= max(1,10*N)
443
+ * if the eigenvectors are desired, and LIWORK >= max(1,8*N)
444
+ * if only the eigenvalues are to be computed.
445
+ * If LIWORK = -1, then a workspace query is assumed; the
446
+ * routine only calculates the optimal size of the IWORK array,
447
+ * returns this value as the first entry of the IWORK array, and
448
+ * no error message related to LIWORK is issued by XERBLA.
449
+ *
450
+ * INFO (output) INTEGER
451
+ * On exit, INFO
452
+ * = 0: successful exit
453
+ * < 0: if INFO = -i, the i-th argument had an illegal value
454
+ * > 0: if INFO = 1X, internal error in DLARRE,
455
+ * if INFO = 2X, internal error in DLARRV.
456
+ * Here, the digit X = ABS( IINFO ) < 10, where IINFO is
457
+ * the nonzero error code returned by DLARRE or
458
+ * DLARRV, respectively.
459
+ *
460
+
461
+ * Further Details
462
+ * ===============
463
+ *
464
+ * Based on contributions by
465
+ * Inderjit Dhillon, IBM Almaden, USA
466
+ * Osni Marques, LBNL/NERSC, USA
467
+ * Christof Voemel, LBNL/NERSC, USA
468
+ *
469
+ * =====================================================================
470
+ *
471
+ * .. Local Scalars ..
472
+ LOGICAL TRYRAC
473
+ * ..
474
+ * .. External Subroutines ..
475
+ EXTERNAL DSTEMR
476
+ * ..
477
+
478
+
479
+ </PRE>
480
+ <A HREF="#top">go to the page top</A>
481
+
482
+ <A NAME="dstein"></A>
483
+ <H2>dstein</H2>
484
+ <PRE>
485
+ USAGE:
486
+ z, ifail, info = NumRu::Lapack.dstein( d, e, w, iblock, isplit, [:usage => usage, :help => help])
487
+
488
+
489
+ FORTRAN MANUAL
490
+ SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAIL, INFO )
491
+
492
+ * Purpose
493
+ * =======
494
+ *
495
+ * DSTEIN computes the eigenvectors of a real symmetric tridiagonal
496
+ * matrix T corresponding to specified eigenvalues, using inverse
497
+ * iteration.
498
+ *
499
+ * The maximum number of iterations allowed for each eigenvector is
500
+ * specified by an internal parameter MAXITS (currently set to 5).
501
+ *
502
+
503
+ * Arguments
504
+ * =========
505
+ *
506
+ * N (input) INTEGER
507
+ * The order of the matrix. N >= 0.
508
+ *
509
+ * D (input) DOUBLE PRECISION array, dimension (N)
510
+ * The n diagonal elements of the tridiagonal matrix T.
511
+ *
512
+ * E (input) DOUBLE PRECISION array, dimension (N-1)
513
+ * The (n-1) subdiagonal elements of the tridiagonal matrix
514
+ * T, in elements 1 to N-1.
515
+ *
516
+ * M (input) INTEGER
517
+ * The number of eigenvectors to be found. 0 <= M <= N.
518
+ *
519
+ * W (input) DOUBLE PRECISION array, dimension (N)
520
+ * The first M elements of W contain the eigenvalues for
521
+ * which eigenvectors are to be computed. The eigenvalues
522
+ * should be grouped by split-off block and ordered from
523
+ * smallest to largest within the block. ( The output array
524
+ * W from DSTEBZ with ORDER = 'B' is expected here. )
525
+ *
526
+ * IBLOCK (input) INTEGER array, dimension (N)
527
+ * The submatrix indices associated with the corresponding
528
+ * eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to
529
+ * the first submatrix from the top, =2 if W(i) belongs to
530
+ * the second submatrix, etc. ( The output array IBLOCK
531
+ * from DSTEBZ is expected here. )
532
+ *
533
+ * ISPLIT (input) INTEGER array, dimension (N)
534
+ * The splitting points, at which T breaks up into submatrices.
535
+ * The first submatrix consists of rows/columns 1 to
536
+ * ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
537
+ * through ISPLIT( 2 ), etc.
538
+ * ( The output array ISPLIT from DSTEBZ is expected here. )
539
+ *
540
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, M)
541
+ * The computed eigenvectors. The eigenvector associated
542
+ * with the eigenvalue W(i) is stored in the i-th column of
543
+ * Z. Any vector which fails to converge is set to its current
544
+ * iterate after MAXITS iterations.
545
+ *
546
+ * LDZ (input) INTEGER
547
+ * The leading dimension of the array Z. LDZ >= max(1,N).
548
+ *
549
+ * WORK (workspace) DOUBLE PRECISION array, dimension (5*N)
550
+ *
551
+ * IWORK (workspace) INTEGER array, dimension (N)
552
+ *
553
+ * IFAIL (output) INTEGER array, dimension (M)
554
+ * On normal exit, all elements of IFAIL are zero.
555
+ * If one or more eigenvectors fail to converge after
556
+ * MAXITS iterations, then their indices are stored in
557
+ * array IFAIL.
558
+ *
559
+ * INFO (output) INTEGER
560
+ * = 0: successful exit.
561
+ * < 0: if INFO = -i, the i-th argument had an illegal value
562
+ * > 0: if INFO = i, then i eigenvectors failed to converge
563
+ * in MAXITS iterations. Their indices are stored in
564
+ * array IFAIL.
565
+ *
566
+ * Internal Parameters
567
+ * ===================
568
+ *
569
+ * MAXITS INTEGER, default = 5
570
+ * The maximum number of iterations performed.
571
+ *
572
+ * EXTRA INTEGER, default = 2
573
+ * The number of iterations performed after norm growth
574
+ * criterion is satisfied, should be at least 1.
575
+ *
576
+
577
+ * =====================================================================
578
+ *
579
+
580
+
581
+ </PRE>
582
+ <A HREF="#top">go to the page top</A>
583
+
584
+ <A NAME="dstemr"></A>
585
+ <H2>dstemr</H2>
586
+ <PRE>
587
+ USAGE:
588
+ m, w, z, isuppz, work, iwork, info, d, e, tryrac = NumRu::Lapack.dstemr( jobz, range, d, e, vl, vu, il, iu, nzc, tryrac, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
589
+
590
+
591
+ FORTRAN MANUAL
592
+ SUBROUTINE DSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO )
593
+
594
+ * Purpose
595
+ * =======
596
+ *
597
+ * DSTEMR computes selected eigenvalues and, optionally, eigenvectors
598
+ * of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
599
+ * a well defined set of pairwise different real eigenvalues, the corresponding
600
+ * real eigenvectors are pairwise orthogonal.
601
+ *
602
+ * The spectrum may be computed either completely or partially by specifying
603
+ * either an interval (VL,VU] or a range of indices IL:IU for the desired
604
+ * eigenvalues.
605
+ *
606
+ * Depending on the number of desired eigenvalues, these are computed either
607
+ * by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are
608
+ * computed by the use of various suitable L D L^T factorizations near clusters
609
+ * of close eigenvalues (referred to as RRRs, Relatively Robust
610
+ * Representations). An informal sketch of the algorithm follows.
611
+ *
612
+ * For each unreduced block (submatrix) of T,
613
+ * (a) Compute T - sigma I = L D L^T, so that L and D
614
+ * define all the wanted eigenvalues to high relative accuracy.
615
+ * This means that small relative changes in the entries of D and L
616
+ * cause only small relative changes in the eigenvalues and
617
+ * eigenvectors. The standard (unfactored) representation of the
618
+ * tridiagonal matrix T does not have this property in general.
619
+ * (b) Compute the eigenvalues to suitable accuracy.
620
+ * If the eigenvectors are desired, the algorithm attains full
621
+ * accuracy of the computed eigenvalues only right before
622
+ * the corresponding vectors have to be computed, see steps c) and d).
623
+ * (c) For each cluster of close eigenvalues, select a new
624
+ * shift close to the cluster, find a new factorization, and refine
625
+ * the shifted eigenvalues to suitable accuracy.
626
+ * (d) For each eigenvalue with a large enough relative separation compute
627
+ * the corresponding eigenvector by forming a rank revealing twisted
628
+ * factorization. Go back to (c) for any clusters that remain.
629
+ *
630
+ * For more details, see:
631
+ * - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
632
+ * to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
633
+ * Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
634
+ * - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
635
+ * Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
636
+ * 2004. Also LAPACK Working Note 154.
637
+ * - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
638
+ * tridiagonal eigenvalue/eigenvector problem",
639
+ * Computer Science Division Technical Report No. UCB/CSD-97-971,
640
+ * UC Berkeley, May 1997.
641
+ *
642
+ * Further Details
643
+ * 1.DSTEMR works only on machines which follow IEEE-754
644
+ * floating-point standard in their handling of infinities and NaNs.
645
+ * This permits the use of efficient inner loops avoiding a check for
646
+ * zero divisors.
647
+ *
648
+
649
+ * Arguments
650
+ * =========
651
+ *
652
+ * JOBZ (input) CHARACTER*1
653
+ * = 'N': Compute eigenvalues only;
654
+ * = 'V': Compute eigenvalues and eigenvectors.
655
+ *
656
+ * RANGE (input) CHARACTER*1
657
+ * = 'A': all eigenvalues will be found.
658
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
659
+ * will be found.
660
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
661
+ *
662
+ * N (input) INTEGER
663
+ * The order of the matrix. N >= 0.
664
+ *
665
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
666
+ * On entry, the N diagonal elements of the tridiagonal matrix
667
+ * T. On exit, D is overwritten.
668
+ *
669
+ * E (input/output) DOUBLE PRECISION array, dimension (N)
670
+ * On entry, the (N-1) subdiagonal elements of the tridiagonal
671
+ * matrix T in elements 1 to N-1 of E. E(N) need not be set on
672
+ * input, but is used internally as workspace.
673
+ * On exit, E is overwritten.
674
+ *
675
+ * VL (input) DOUBLE PRECISION
676
+ * VU (input) DOUBLE PRECISION
677
+ * If RANGE='V', the lower and upper bounds of the interval to
678
+ * be searched for eigenvalues. VL < VU.
679
+ * Not referenced if RANGE = 'A' or 'I'.
680
+ *
681
+ * IL (input) INTEGER
682
+ * IU (input) INTEGER
683
+ * If RANGE='I', the indices (in ascending order) of the
684
+ * smallest and largest eigenvalues to be returned.
685
+ * 1 <= IL <= IU <= N, if N > 0.
686
+ * Not referenced if RANGE = 'A' or 'V'.
687
+ *
688
+ * M (output) INTEGER
689
+ * The total number of eigenvalues found. 0 <= M <= N.
690
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
691
+ *
692
+ * W (output) DOUBLE PRECISION array, dimension (N)
693
+ * The first M elements contain the selected eigenvalues in
694
+ * ascending order.
695
+ *
696
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
697
+ * If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
698
+ * contain the orthonormal eigenvectors of the matrix T
699
+ * corresponding to the selected eigenvalues, with the i-th
700
+ * column of Z holding the eigenvector associated with W(i).
701
+ * If JOBZ = 'N', then Z is not referenced.
702
+ * Note: the user must ensure that at least max(1,M) columns are
703
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
704
+ * is not known in advance and can be computed with a workspace
705
+ * query by setting NZC = -1, see below.
706
+ *
707
+ * LDZ (input) INTEGER
708
+ * The leading dimension of the array Z. LDZ >= 1, and if
709
+ * JOBZ = 'V', then LDZ >= max(1,N).
710
+ *
711
+ * NZC (input) INTEGER
712
+ * The number of eigenvectors to be held in the array Z.
713
+ * If RANGE = 'A', then NZC >= max(1,N).
714
+ * If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].
715
+ * If RANGE = 'I', then NZC >= IU-IL+1.
716
+ * If NZC = -1, then a workspace query is assumed; the
717
+ * routine calculates the number of columns of the array Z that
718
+ * are needed to hold the eigenvectors.
719
+ * This value is returned as the first entry of the Z array, and
720
+ * no error message related to NZC is issued by XERBLA.
721
+ *
722
+ * ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) )
723
+ * The support of the eigenvectors in Z, i.e., the indices
724
+ * indicating the nonzero elements in Z. The i-th computed eigenvector
725
+ * is nonzero only in elements ISUPPZ( 2*i-1 ) through
726
+ * ISUPPZ( 2*i ). This is relevant in the case when the matrix
727
+ * is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
728
+ *
729
+ * TRYRAC (input/output) LOGICAL
730
+ * If TRYRAC.EQ..TRUE., indicates that the code should check whether
731
+ * the tridiagonal matrix defines its eigenvalues to high relative
732
+ * accuracy. If so, the code uses relative-accuracy preserving
733
+ * algorithms that might be (a bit) slower depending on the matrix.
734
+ * If the matrix does not define its eigenvalues to high relative
735
+ * accuracy, the code can uses possibly faster algorithms.
736
+ * If TRYRAC.EQ..FALSE., the code is not required to guarantee
737
+ * relatively accurate eigenvalues and can use the fastest possible
738
+ * techniques.
739
+ * On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
740
+ * does not define its eigenvalues to high relative accuracy.
741
+ *
742
+ * WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
743
+ * On exit, if INFO = 0, WORK(1) returns the optimal
744
+ * (and minimal) LWORK.
745
+ *
746
+ * LWORK (input) INTEGER
747
+ * The dimension of the array WORK. LWORK >= max(1,18*N)
748
+ * if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
749
+ * If LWORK = -1, then a workspace query is assumed; the routine
750
+ * only calculates the optimal size of the WORK array, returns
751
+ * this value as the first entry of the WORK array, and no error
752
+ * message related to LWORK is issued by XERBLA.
753
+ *
754
+ * IWORK (workspace/output) INTEGER array, dimension (LIWORK)
755
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
756
+ *
757
+ * LIWORK (input) INTEGER
758
+ * The dimension of the array IWORK. LIWORK >= max(1,10*N)
759
+ * if the eigenvectors are desired, and LIWORK >= max(1,8*N)
760
+ * if only the eigenvalues are to be computed.
761
+ * If LIWORK = -1, then a workspace query is assumed; the
762
+ * routine only calculates the optimal size of the IWORK array,
763
+ * returns this value as the first entry of the IWORK array, and
764
+ * no error message related to LIWORK is issued by XERBLA.
765
+ *
766
+ * INFO (output) INTEGER
767
+ * On exit, INFO
768
+ * = 0: successful exit
769
+ * < 0: if INFO = -i, the i-th argument had an illegal value
770
+ * > 0: if INFO = 1X, internal error in DLARRE,
771
+ * if INFO = 2X, internal error in DLARRV.
772
+ * Here, the digit X = ABS( IINFO ) < 10, where IINFO is
773
+ * the nonzero error code returned by DLARRE or
774
+ * DLARRV, respectively.
775
+ *
776
+ *
777
+
778
+ * Further Details
779
+ * ===============
780
+ *
781
+ * Based on contributions by
782
+ * Beresford Parlett, University of California, Berkeley, USA
783
+ * Jim Demmel, University of California, Berkeley, USA
784
+ * Inderjit Dhillon, University of Texas, Austin, USA
785
+ * Osni Marques, LBNL/NERSC, USA
786
+ * Christof Voemel, University of California, Berkeley, USA
787
+ *
788
+ * =====================================================================
789
+ *
790
+
791
+
792
+ </PRE>
793
+ <A HREF="#top">go to the page top</A>
794
+
795
+ <A NAME="dsteqr"></A>
796
+ <H2>dsteqr</H2>
797
+ <PRE>
798
+ USAGE:
799
+ info, d, e, z = NumRu::Lapack.dsteqr( compz, d, e, z, [:usage => usage, :help => help])
800
+
801
+
802
+ FORTRAN MANUAL
803
+ SUBROUTINE DSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
804
+
805
+ * Purpose
806
+ * =======
807
+ *
808
+ * DSTEQR computes all eigenvalues and, optionally, eigenvectors of a
809
+ * symmetric tridiagonal matrix using the implicit QL or QR method.
810
+ * The eigenvectors of a full or band symmetric matrix can also be found
811
+ * if DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to
812
+ * tridiagonal form.
813
+ *
814
+
815
+ * Arguments
816
+ * =========
817
+ *
818
+ * COMPZ (input) CHARACTER*1
819
+ * = 'N': Compute eigenvalues only.
820
+ * = 'V': Compute eigenvalues and eigenvectors of the original
821
+ * symmetric matrix. On entry, Z must contain the
822
+ * orthogonal matrix used to reduce the original matrix
823
+ * to tridiagonal form.
824
+ * = 'I': Compute eigenvalues and eigenvectors of the
825
+ * tridiagonal matrix. Z is initialized to the identity
826
+ * matrix.
827
+ *
828
+ * N (input) INTEGER
829
+ * The order of the matrix. N >= 0.
830
+ *
831
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
832
+ * On entry, the diagonal elements of the tridiagonal matrix.
833
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
834
+ *
835
+ * E (input/output) DOUBLE PRECISION array, dimension (N-1)
836
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
837
+ * matrix.
838
+ * On exit, E has been destroyed.
839
+ *
840
+ * Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
841
+ * On entry, if COMPZ = 'V', then Z contains the orthogonal
842
+ * matrix used in the reduction to tridiagonal form.
843
+ * On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
844
+ * orthonormal eigenvectors of the original symmetric matrix,
845
+ * and if COMPZ = 'I', Z contains the orthonormal eigenvectors
846
+ * of the symmetric tridiagonal matrix.
847
+ * If COMPZ = 'N', then Z is not referenced.
848
+ *
849
+ * LDZ (input) INTEGER
850
+ * The leading dimension of the array Z. LDZ >= 1, and if
851
+ * eigenvectors are desired, then LDZ >= max(1,N).
852
+ *
853
+ * WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2))
854
+ * If COMPZ = 'N', then WORK is not referenced.
855
+ *
856
+ * INFO (output) INTEGER
857
+ * = 0: successful exit
858
+ * < 0: if INFO = -i, the i-th argument had an illegal value
859
+ * > 0: the algorithm has failed to find all the eigenvalues in
860
+ * a total of 30*N iterations; if INFO = i, then i
861
+ * elements of E have not converged to zero; on exit, D
862
+ * and E contain the elements of a symmetric tridiagonal
863
+ * matrix which is orthogonally similar to the original
864
+ * matrix.
865
+ *
866
+
867
+ * =====================================================================
868
+ *
869
+
870
+
871
+ </PRE>
872
+ <A HREF="#top">go to the page top</A>
873
+
874
+ <A NAME="dsterf"></A>
875
+ <H2>dsterf</H2>
876
+ <PRE>
877
+ USAGE:
878
+ info, d, e = NumRu::Lapack.dsterf( d, e, [:usage => usage, :help => help])
879
+
880
+
881
+ FORTRAN MANUAL
882
+ SUBROUTINE DSTERF( N, D, E, INFO )
883
+
884
+ * Purpose
885
+ * =======
886
+ *
887
+ * DSTERF computes all eigenvalues of a symmetric tridiagonal matrix
888
+ * using the Pal-Walker-Kahan variant of the QL or QR algorithm.
889
+ *
890
+
891
+ * Arguments
892
+ * =========
893
+ *
894
+ * N (input) INTEGER
895
+ * The order of the matrix. N >= 0.
896
+ *
897
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
898
+ * On entry, the n diagonal elements of the tridiagonal matrix.
899
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
900
+ *
901
+ * E (input/output) DOUBLE PRECISION array, dimension (N-1)
902
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
903
+ * matrix.
904
+ * On exit, E has been destroyed.
905
+ *
906
+ * INFO (output) INTEGER
907
+ * = 0: successful exit
908
+ * < 0: if INFO = -i, the i-th argument had an illegal value
909
+ * > 0: the algorithm failed to find all of the eigenvalues in
910
+ * a total of 30*N iterations; if INFO = i, then i
911
+ * elements of E have not converged to zero.
912
+ *
913
+
914
+ * =====================================================================
915
+ *
916
+
917
+
918
+ </PRE>
919
+ <A HREF="#top">go to the page top</A>
920
+
921
+ <A NAME="dstev"></A>
922
+ <H2>dstev</H2>
923
+ <PRE>
924
+ USAGE:
925
+ z, info, d, e = NumRu::Lapack.dstev( jobz, d, e, [:usage => usage, :help => help])
926
+
927
+
928
+ FORTRAN MANUAL
929
+ SUBROUTINE DSTEV( JOBZ, N, D, E, Z, LDZ, WORK, INFO )
930
+
931
+ * Purpose
932
+ * =======
933
+ *
934
+ * DSTEV computes all eigenvalues and, optionally, eigenvectors of a
935
+ * real symmetric tridiagonal matrix A.
936
+ *
937
+
938
+ * Arguments
939
+ * =========
940
+ *
941
+ * JOBZ (input) CHARACTER*1
942
+ * = 'N': Compute eigenvalues only;
943
+ * = 'V': Compute eigenvalues and eigenvectors.
944
+ *
945
+ * N (input) INTEGER
946
+ * The order of the matrix. N >= 0.
947
+ *
948
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
949
+ * On entry, the n diagonal elements of the tridiagonal matrix
950
+ * A.
951
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
952
+ *
953
+ * E (input/output) DOUBLE PRECISION array, dimension (N-1)
954
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
955
+ * matrix A, stored in elements 1 to N-1 of E.
956
+ * On exit, the contents of E are destroyed.
957
+ *
958
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
959
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
960
+ * eigenvectors of the matrix A, with the i-th column of Z
961
+ * holding the eigenvector associated with D(i).
962
+ * If JOBZ = 'N', then Z is not referenced.
963
+ *
964
+ * LDZ (input) INTEGER
965
+ * The leading dimension of the array Z. LDZ >= 1, and if
966
+ * JOBZ = 'V', LDZ >= max(1,N).
967
+ *
968
+ * WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2))
969
+ * If JOBZ = 'N', WORK is not referenced.
970
+ *
971
+ * INFO (output) INTEGER
972
+ * = 0: successful exit
973
+ * < 0: if INFO = -i, the i-th argument had an illegal value
974
+ * > 0: if INFO = i, the algorithm failed to converge; i
975
+ * off-diagonal elements of E did not converge to zero.
976
+ *
977
+
978
+ * =====================================================================
979
+ *
980
+
981
+
982
+ </PRE>
983
+ <A HREF="#top">go to the page top</A>
984
+
985
+ <A NAME="dstevd"></A>
986
+ <H2>dstevd</H2>
987
+ <PRE>
988
+ USAGE:
989
+ z, work, iwork, info, d, e = NumRu::Lapack.dstevd( jobz, d, e, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
990
+
991
+
992
+ FORTRAN MANUAL
993
+ SUBROUTINE DSTEVD( JOBZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
994
+
995
+ * Purpose
996
+ * =======
997
+ *
998
+ * DSTEVD computes all eigenvalues and, optionally, eigenvectors of a
999
+ * real symmetric tridiagonal matrix. If eigenvectors are desired, it
1000
+ * uses a divide and conquer algorithm.
1001
+ *
1002
+ * The divide and conquer algorithm makes very mild assumptions about
1003
+ * floating point arithmetic. It will work on machines with a guard
1004
+ * digit in add/subtract, or on those binary machines without guard
1005
+ * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
1006
+ * Cray-2. It could conceivably fail on hexadecimal or decimal machines
1007
+ * without guard digits, but we know of none.
1008
+ *
1009
+
1010
+ * Arguments
1011
+ * =========
1012
+ *
1013
+ * JOBZ (input) CHARACTER*1
1014
+ * = 'N': Compute eigenvalues only;
1015
+ * = 'V': Compute eigenvalues and eigenvectors.
1016
+ *
1017
+ * N (input) INTEGER
1018
+ * The order of the matrix. N >= 0.
1019
+ *
1020
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
1021
+ * On entry, the n diagonal elements of the tridiagonal matrix
1022
+ * A.
1023
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
1024
+ *
1025
+ * E (input/output) DOUBLE PRECISION array, dimension (N-1)
1026
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
1027
+ * matrix A, stored in elements 1 to N-1 of E.
1028
+ * On exit, the contents of E are destroyed.
1029
+ *
1030
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
1031
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
1032
+ * eigenvectors of the matrix A, with the i-th column of Z
1033
+ * holding the eigenvector associated with D(i).
1034
+ * If JOBZ = 'N', then Z is not referenced.
1035
+ *
1036
+ * LDZ (input) INTEGER
1037
+ * The leading dimension of the array Z. LDZ >= 1, and if
1038
+ * JOBZ = 'V', LDZ >= max(1,N).
1039
+ *
1040
+ * WORK (workspace/output) DOUBLE PRECISION array,
1041
+ * dimension (LWORK)
1042
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1043
+ *
1044
+ * LWORK (input) INTEGER
1045
+ * The dimension of the array WORK.
1046
+ * If JOBZ = 'N' or N <= 1 then LWORK must be at least 1.
1047
+ * If JOBZ = 'V' and N > 1 then LWORK must be at least
1048
+ * ( 1 + 4*N + N**2 ).
1049
+ *
1050
+ * If LWORK = -1, then a workspace query is assumed; the routine
1051
+ * only calculates the optimal sizes of the WORK and IWORK
1052
+ * arrays, returns these values as the first entries of the WORK
1053
+ * and IWORK arrays, and no error message related to LWORK or
1054
+ * LIWORK is issued by XERBLA.
1055
+ *
1056
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
1057
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
1058
+ *
1059
+ * LIWORK (input) INTEGER
1060
+ * The dimension of the array IWORK.
1061
+ * If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1.
1062
+ * If JOBZ = 'V' and N > 1 then LIWORK must be at least 3+5*N.
1063
+ *
1064
+ * If LIWORK = -1, then a workspace query is assumed; the
1065
+ * routine only calculates the optimal sizes of the WORK and
1066
+ * IWORK arrays, returns these values as the first entries of
1067
+ * the WORK and IWORK arrays, and no error message related to
1068
+ * LWORK or LIWORK is issued by XERBLA.
1069
+ *
1070
+ * INFO (output) INTEGER
1071
+ * = 0: successful exit
1072
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1073
+ * > 0: if INFO = i, the algorithm failed to converge; i
1074
+ * off-diagonal elements of E did not converge to zero.
1075
+ *
1076
+
1077
+ * =====================================================================
1078
+ *
1079
+
1080
+
1081
+ </PRE>
1082
+ <A HREF="#top">go to the page top</A>
1083
+
1084
+ <A NAME="dstevr"></A>
1085
+ <H2>dstevr</H2>
1086
+ <PRE>
1087
+ USAGE:
1088
+ m, w, z, isuppz, work, iwork, info, d, e = NumRu::Lapack.dstevr( jobz, range, d, e, vl, vu, il, iu, abstol, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
1089
+
1090
+
1091
+ FORTRAN MANUAL
1092
+ SUBROUTINE DSTEVR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO )
1093
+
1094
+ * Purpose
1095
+ * =======
1096
+ *
1097
+ * DSTEVR computes selected eigenvalues and, optionally, eigenvectors
1098
+ * of a real symmetric tridiagonal matrix T. Eigenvalues and
1099
+ * eigenvectors can be selected by specifying either a range of values
1100
+ * or a range of indices for the desired eigenvalues.
1101
+ *
1102
+ * Whenever possible, DSTEVR calls DSTEMR to compute the
1103
+ * eigenspectrum using Relatively Robust Representations. DSTEMR
1104
+ * computes eigenvalues by the dqds algorithm, while orthogonal
1105
+ * eigenvectors are computed from various "good" L D L^T representations
1106
+ * (also known as Relatively Robust Representations). Gram-Schmidt
1107
+ * orthogonalization is avoided as far as possible. More specifically,
1108
+ * the various steps of the algorithm are as follows. For the i-th
1109
+ * unreduced block of T,
1110
+ * (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
1111
+ * is a relatively robust representation,
1112
+ * (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
1113
+ * relative accuracy by the dqds algorithm,
1114
+ * (c) If there is a cluster of close eigenvalues, "choose" sigma_i
1115
+ * close to the cluster, and go to step (a),
1116
+ * (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
1117
+ * compute the corresponding eigenvector by forming a
1118
+ * rank-revealing twisted factorization.
1119
+ * The desired accuracy of the output can be specified by the input
1120
+ * parameter ABSTOL.
1121
+ *
1122
+ * For more details, see "A new O(n^2) algorithm for the symmetric
1123
+ * tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
1124
+ * Computer Science Division Technical Report No. UCB//CSD-97-971,
1125
+ * UC Berkeley, May 1997.
1126
+ *
1127
+ *
1128
+ * Note 1 : DSTEVR calls DSTEMR when the full spectrum is requested
1129
+ * on machines which conform to the ieee-754 floating point standard.
1130
+ * DSTEVR calls DSTEBZ and DSTEIN on non-ieee machines and
1131
+ * when partial spectrum requests are made.
1132
+ *
1133
+ * Normal execution of DSTEMR may create NaNs and infinities and
1134
+ * hence may abort due to a floating point exception in environments
1135
+ * which do not handle NaNs and infinities in the ieee standard default
1136
+ * manner.
1137
+ *
1138
+
1139
+ * Arguments
1140
+ * =========
1141
+ *
1142
+ * JOBZ (input) CHARACTER*1
1143
+ * = 'N': Compute eigenvalues only;
1144
+ * = 'V': Compute eigenvalues and eigenvectors.
1145
+ *
1146
+ * RANGE (input) CHARACTER*1
1147
+ * = 'A': all eigenvalues will be found.
1148
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
1149
+ * will be found.
1150
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
1151
+ ********** For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
1152
+ ********** DSTEIN are called
1153
+ *
1154
+ * N (input) INTEGER
1155
+ * The order of the matrix. N >= 0.
1156
+ *
1157
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
1158
+ * On entry, the n diagonal elements of the tridiagonal matrix
1159
+ * A.
1160
+ * On exit, D may be multiplied by a constant factor chosen
1161
+ * to avoid over/underflow in computing the eigenvalues.
1162
+ *
1163
+ * E (input/output) DOUBLE PRECISION array, dimension (max(1,N-1))
1164
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
1165
+ * matrix A in elements 1 to N-1 of E.
1166
+ * On exit, E may be multiplied by a constant factor chosen
1167
+ * to avoid over/underflow in computing the eigenvalues.
1168
+ *
1169
+ * VL (input) DOUBLE PRECISION
1170
+ * VU (input) DOUBLE PRECISION
1171
+ * If RANGE='V', the lower and upper bounds of the interval to
1172
+ * be searched for eigenvalues. VL < VU.
1173
+ * Not referenced if RANGE = 'A' or 'I'.
1174
+ *
1175
+ * IL (input) INTEGER
1176
+ * IU (input) INTEGER
1177
+ * If RANGE='I', the indices (in ascending order) of the
1178
+ * smallest and largest eigenvalues to be returned.
1179
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
1180
+ * Not referenced if RANGE = 'A' or 'V'.
1181
+ *
1182
+ * ABSTOL (input) DOUBLE PRECISION
1183
+ * The absolute error tolerance for the eigenvalues.
1184
+ * An approximate eigenvalue is accepted as converged
1185
+ * when it is determined to lie in an interval [a,b]
1186
+ * of width less than or equal to
1187
+ *
1188
+ * ABSTOL + EPS * max( |a|,|b| ) ,
1189
+ *
1190
+ * where EPS is the machine precision. If ABSTOL is less than
1191
+ * or equal to zero, then EPS*|T| will be used in its place,
1192
+ * where |T| is the 1-norm of the tridiagonal matrix obtained
1193
+ * by reducing A to tridiagonal form.
1194
+ *
1195
+ * See "Computing Small Singular Values of Bidiagonal Matrices
1196
+ * with Guaranteed High Relative Accuracy," by Demmel and
1197
+ * Kahan, LAPACK Working Note #3.
1198
+ *
1199
+ * If high relative accuracy is important, set ABSTOL to
1200
+ * DLAMCH( 'Safe minimum' ). Doing so will guarantee that
1201
+ * eigenvalues are computed to high relative accuracy when
1202
+ * possible in future releases. The current code does not
1203
+ * make any guarantees about high relative accuracy, but
1204
+ * future releases will. See J. Barlow and J. Demmel,
1205
+ * "Computing Accurate Eigensystems of Scaled Diagonally
1206
+ * Dominant Matrices", LAPACK Working Note #7, for a discussion
1207
+ * of which matrices define their eigenvalues to high relative
1208
+ * accuracy.
1209
+ *
1210
+ * M (output) INTEGER
1211
+ * The total number of eigenvalues found. 0 <= M <= N.
1212
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
1213
+ *
1214
+ * W (output) DOUBLE PRECISION array, dimension (N)
1215
+ * The first M elements contain the selected eigenvalues in
1216
+ * ascending order.
1217
+ *
1218
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
1219
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
1220
+ * contain the orthonormal eigenvectors of the matrix A
1221
+ * corresponding to the selected eigenvalues, with the i-th
1222
+ * column of Z holding the eigenvector associated with W(i).
1223
+ * Note: the user must ensure that at least max(1,M) columns are
1224
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
1225
+ * is not known in advance and an upper bound must be used.
1226
+ *
1227
+ * LDZ (input) INTEGER
1228
+ * The leading dimension of the array Z. LDZ >= 1, and if
1229
+ * JOBZ = 'V', LDZ >= max(1,N).
1230
+ *
1231
+ * ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) )
1232
+ * The support of the eigenvectors in Z, i.e., the indices
1233
+ * indicating the nonzero elements in Z. The i-th eigenvector
1234
+ * is nonzero only in elements ISUPPZ( 2*i-1 ) through
1235
+ * ISUPPZ( 2*i ).
1236
+ ********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
1237
+ *
1238
+ * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
1239
+ * On exit, if INFO = 0, WORK(1) returns the optimal (and
1240
+ * minimal) LWORK.
1241
+ *
1242
+ * LWORK (input) INTEGER
1243
+ * The dimension of the array WORK. LWORK >= max(1,20*N).
1244
+ *
1245
+ * If LWORK = -1, then a workspace query is assumed; the routine
1246
+ * only calculates the optimal sizes of the WORK and IWORK
1247
+ * arrays, returns these values as the first entries of the WORK
1248
+ * and IWORK arrays, and no error message related to LWORK or
1249
+ * LIWORK is issued by XERBLA.
1250
+ *
1251
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
1252
+ * On exit, if INFO = 0, IWORK(1) returns the optimal (and
1253
+ * minimal) LIWORK.
1254
+ *
1255
+ * LIWORK (input) INTEGER
1256
+ * The dimension of the array IWORK. LIWORK >= max(1,10*N).
1257
+ *
1258
+ * If LIWORK = -1, then a workspace query is assumed; the
1259
+ * routine only calculates the optimal sizes of the WORK and
1260
+ * IWORK arrays, returns these values as the first entries of
1261
+ * the WORK and IWORK arrays, and no error message related to
1262
+ * LWORK or LIWORK is issued by XERBLA.
1263
+ *
1264
+ * INFO (output) INTEGER
1265
+ * = 0: successful exit
1266
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1267
+ * > 0: Internal error
1268
+ *
1269
+
1270
+ * Further Details
1271
+ * ===============
1272
+ *
1273
+ * Based on contributions by
1274
+ * Inderjit Dhillon, IBM Almaden, USA
1275
+ * Osni Marques, LBNL/NERSC, USA
1276
+ * Ken Stanley, Computer Science Division, University of
1277
+ * California at Berkeley, USA
1278
+ *
1279
+ * =====================================================================
1280
+ *
1281
+
1282
+
1283
+ </PRE>
1284
+ <A HREF="#top">go to the page top</A>
1285
+
1286
+ <A NAME="dstevx"></A>
1287
+ <H2>dstevx</H2>
1288
+ <PRE>
1289
+ USAGE:
1290
+ m, w, z, ifail, info, d, e = NumRu::Lapack.dstevx( jobz, range, d, e, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
1291
+
1292
+
1293
+ FORTRAN MANUAL
1294
+ SUBROUTINE DSTEVX( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
1295
+
1296
+ * Purpose
1297
+ * =======
1298
+ *
1299
+ * DSTEVX computes selected eigenvalues and, optionally, eigenvectors
1300
+ * of a real symmetric tridiagonal matrix A. Eigenvalues and
1301
+ * eigenvectors can be selected by specifying either a range of values
1302
+ * or a range of indices for the desired eigenvalues.
1303
+ *
1304
+
1305
+ * Arguments
1306
+ * =========
1307
+ *
1308
+ * JOBZ (input) CHARACTER*1
1309
+ * = 'N': Compute eigenvalues only;
1310
+ * = 'V': Compute eigenvalues and eigenvectors.
1311
+ *
1312
+ * RANGE (input) CHARACTER*1
1313
+ * = 'A': all eigenvalues will be found.
1314
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
1315
+ * will be found.
1316
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
1317
+ *
1318
+ * N (input) INTEGER
1319
+ * The order of the matrix. N >= 0.
1320
+ *
1321
+ * D (input/output) DOUBLE PRECISION array, dimension (N)
1322
+ * On entry, the n diagonal elements of the tridiagonal matrix
1323
+ * A.
1324
+ * On exit, D may be multiplied by a constant factor chosen
1325
+ * to avoid over/underflow in computing the eigenvalues.
1326
+ *
1327
+ * E (input/output) DOUBLE PRECISION array, dimension (max(1,N-1))
1328
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
1329
+ * matrix A in elements 1 to N-1 of E.
1330
+ * On exit, E may be multiplied by a constant factor chosen
1331
+ * to avoid over/underflow in computing the eigenvalues.
1332
+ *
1333
+ * VL (input) DOUBLE PRECISION
1334
+ * VU (input) DOUBLE PRECISION
1335
+ * If RANGE='V', the lower and upper bounds of the interval to
1336
+ * be searched for eigenvalues. VL < VU.
1337
+ * Not referenced if RANGE = 'A' or 'I'.
1338
+ *
1339
+ * IL (input) INTEGER
1340
+ * IU (input) INTEGER
1341
+ * If RANGE='I', the indices (in ascending order) of the
1342
+ * smallest and largest eigenvalues to be returned.
1343
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
1344
+ * Not referenced if RANGE = 'A' or 'V'.
1345
+ *
1346
+ * ABSTOL (input) DOUBLE PRECISION
1347
+ * The absolute error tolerance for the eigenvalues.
1348
+ * An approximate eigenvalue is accepted as converged
1349
+ * when it is determined to lie in an interval [a,b]
1350
+ * of width less than or equal to
1351
+ *
1352
+ * ABSTOL + EPS * max( |a|,|b| ) ,
1353
+ *
1354
+ * where EPS is the machine precision. If ABSTOL is less
1355
+ * than or equal to zero, then EPS*|T| will be used in
1356
+ * its place, where |T| is the 1-norm of the tridiagonal
1357
+ * matrix.
1358
+ *
1359
+ * Eigenvalues will be computed most accurately when ABSTOL is
1360
+ * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
1361
+ * If this routine returns with INFO>0, indicating that some
1362
+ * eigenvectors did not converge, try setting ABSTOL to
1363
+ * 2*DLAMCH('S').
1364
+ *
1365
+ * See "Computing Small Singular Values of Bidiagonal Matrices
1366
+ * with Guaranteed High Relative Accuracy," by Demmel and
1367
+ * Kahan, LAPACK Working Note #3.
1368
+ *
1369
+ * M (output) INTEGER
1370
+ * The total number of eigenvalues found. 0 <= M <= N.
1371
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
1372
+ *
1373
+ * W (output) DOUBLE PRECISION array, dimension (N)
1374
+ * The first M elements contain the selected eigenvalues in
1375
+ * ascending order.
1376
+ *
1377
+ * Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
1378
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
1379
+ * contain the orthonormal eigenvectors of the matrix A
1380
+ * corresponding to the selected eigenvalues, with the i-th
1381
+ * column of Z holding the eigenvector associated with W(i).
1382
+ * If an eigenvector fails to converge (INFO > 0), then that
1383
+ * column of Z contains the latest approximation to the
1384
+ * eigenvector, and the index of the eigenvector is returned
1385
+ * in IFAIL. If JOBZ = 'N', then Z is not referenced.
1386
+ * Note: the user must ensure that at least max(1,M) columns are
1387
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
1388
+ * is not known in advance and an upper bound must be used.
1389
+ *
1390
+ * LDZ (input) INTEGER
1391
+ * The leading dimension of the array Z. LDZ >= 1, and if
1392
+ * JOBZ = 'V', LDZ >= max(1,N).
1393
+ *
1394
+ * WORK (workspace) DOUBLE PRECISION array, dimension (5*N)
1395
+ *
1396
+ * IWORK (workspace) INTEGER array, dimension (5*N)
1397
+ *
1398
+ * IFAIL (output) INTEGER array, dimension (N)
1399
+ * If JOBZ = 'V', then if INFO = 0, the first M elements of
1400
+ * IFAIL are zero. If INFO > 0, then IFAIL contains the
1401
+ * indices of the eigenvectors that failed to converge.
1402
+ * If JOBZ = 'N', then IFAIL is not referenced.
1403
+ *
1404
+ * INFO (output) INTEGER
1405
+ * = 0: successful exit
1406
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1407
+ * > 0: if INFO = i, then i eigenvectors failed to converge.
1408
+ * Their indices are stored in array IFAIL.
1409
+ *
1410
+
1411
+ * =====================================================================
1412
+ *
1413
+
1414
+
1415
+ </PRE>
1416
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1417
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1419
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