ruby-lapack 1.3
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- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
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- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
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- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
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- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
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- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
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- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
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- data/dev/defs/cgerfs +164 -0
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- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
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- data/dev/defs/cgetc2 +82 -0
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- data/dev/defs/cla_wwaddw +53 -0
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- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
- data/ext/ztrsna.c +133 -0
- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
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- data/ext/ztzrqf.c +79 -0
- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
- data/ext/zunghr.c +107 -0
- data/ext/zungl2.c +86 -0
- data/ext/zunglq.c +103 -0
- data/ext/zungql.c +103 -0
- data/ext/zungqr.c +103 -0
- data/ext/zungr2.c +86 -0
- data/ext/zungrq.c +103 -0
- data/ext/zungtr.c +103 -0
- data/ext/zunm2l.c +110 -0
- data/ext/zunm2r.c +110 -0
- data/ext/zunmbr.c +135 -0
- data/ext/zunmhr.c +129 -0
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- data/ext/zunmlq.c +121 -0
- data/ext/zunmql.c +125 -0
- data/ext/zunmqr.c +125 -0
- data/ext/zunmr2.c +106 -0
- data/ext/zunmr3.c +110 -0
- data/ext/zunmrq.c +121 -0
- data/ext/zunmrz.c +125 -0
- data/ext/zunmtr.c +125 -0
- data/ext/zupgtr.c +87 -0
- data/ext/zupmtr.c +112 -0
- data/lib/numru/lapack.rb +51 -0
- data/samples/dsyevr.rb +25 -0
- data/tests/eig/ge/test_gesdd.rb +90 -0
- data/tests/eig/ge/test_gesvd.rb +99 -0
- data/tests/eig/gg/test_ggev.rb +124 -0
- data/tests/eig/gg/test_ggsvd.rb +76 -0
- data/tests/eig/sb/test_sbev.rb +39 -0
- data/tests/lapack_test.rb +50 -0
- data/tests/lin/gb/test_gbsv.rb +46 -0
- data/tests/lin/gb/test_gbsvx.rb +56 -0
- data/tests/lin/ge/test_gels.rb +63 -0
- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
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<TITLE>DOUBLE PRECISION routines for symmetric matrix</TITLE>
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<A NAME="top"></A>
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<H1>DOUBLE PRECISION routines for symmetric matrix</H1>
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<UL>
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<LI><A HREF="#dsycon">dsycon</A></LI>
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<LI><A HREF="#dsyconv">dsyconv</A></LI>
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<LI><A HREF="#dsyequb">dsyequb</A></LI>
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<LI><A HREF="#dsyev">dsyev</A></LI>
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<LI><A HREF="#dsyevd">dsyevd</A></LI>
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<LI><A HREF="#dsyevr">dsyevr</A></LI>
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<LI><A HREF="#dsyevx">dsyevx</A></LI>
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<LI><A HREF="#dsygs2">dsygs2</A></LI>
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<LI><A HREF="#dsygst">dsygst</A></LI>
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<LI><A HREF="#dsygv">dsygv</A></LI>
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<LI><A HREF="#dsygvd">dsygvd</A></LI>
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<LI><A HREF="#dsygvx">dsygvx</A></LI>
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<LI><A HREF="#dsyrfs">dsyrfs</A></LI>
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<LI><A HREF="#dsyrfsx">dsyrfsx</A></LI>
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<LI><A HREF="#dsysv">dsysv</A></LI>
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<LI><A HREF="#dsysvx">dsysvx</A></LI>
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<LI><A HREF="#dsysvxx">dsysvxx</A></LI>
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<LI><A HREF="#dsyswapr">dsyswapr</A></LI>
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<LI><A HREF="#dsytd2">dsytd2</A></LI>
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<LI><A HREF="#dsytf2">dsytf2</A></LI>
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<LI><A HREF="#dsytrd">dsytrd</A></LI>
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<LI><A HREF="#dsytrf">dsytrf</A></LI>
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<LI><A HREF="#dsytri">dsytri</A></LI>
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<LI><A HREF="#dsytri2">dsytri2</A></LI>
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<LI><A HREF="#dsytri2x">dsytri2x</A></LI>
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<LI><A HREF="#dsytrs">dsytrs</A></LI>
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<LI><A HREF="#dsytrs2">dsytrs2</A></LI>
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</UL>
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<A NAME="dsycon"></A>
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<H2>dsycon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.dsycon( uplo, a, ipiv, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DSYCON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* DSYCON estimates the reciprocal of the condition number (in the
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* 1-norm) of a real symmetric matrix A using the factorization
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* A = U*D*U**T or A = L*D*L**T computed by DSYTRF.
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*
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**T;
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* = 'L': Lower triangular, form is A = L*D*L**T.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) DOUBLE PRECISION array, dimension (LDA,N)
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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 DSYTRF.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* IPIV (input) INTEGER array, dimension (N)
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* Details of the interchanges and the block structure of D
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* as determined by DSYTRF.
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*
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* ANORM (input) DOUBLE PRECISION
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* The 1-norm of the original matrix A.
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*
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* RCOND (output) DOUBLE PRECISION
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
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* estimate of the 1-norm of inv(A) computed in this routine.
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
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*
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* IWORK (workspace) INTEGER array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dsyconv"></A>
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<H2>dsyconv</H2>
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<PRE>
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USAGE:
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info = NumRu::Lapack.dsyconv( uplo, way, a, ipiv, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DSYCONV( UPLO, WAY, N, A, LDA, IPIV, WORK, INFO )
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* Purpose
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* =======
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*
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* DSYCONV convert A given by TRF into L and D and vice-versa.
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* Get Non-diag elements of D (returned in workspace) and
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* apply or reverse permutation done in TRF.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**T;
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* = 'L': Lower triangular, form is A = L*D*L**T.
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*
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* WAY (input) CHARACTER*1
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* = 'C': Convert
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* = 'R': Revert
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) DOUBLE PRECISION array, dimension (LDA,N)
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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 DSYTRF.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* IPIV (input) INTEGER array, dimension (N)
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* Details of the interchanges and the block structure of D
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* as determined by DSYTRF.
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (N)
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*
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* LWORK (input) INTEGER
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* The length of WORK. LWORK >=1.
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* LWORK = N
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*
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* If LWORK = -1, then a workspace query is assumed; the routine
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* only calculates the optimal size of the WORK array, returns
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* this value as the first entry of the WORK array, and no error
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* message related to LWORK is issued by XERBLA.
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dsyequb"></A>
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<H2>dsyequb</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.dsyequb( uplo, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DSYEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
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* Purpose
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* =======
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*
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* DSYEQUB computes row and column scalings intended to equilibrate a
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* symmetric matrix A and reduce its condition number
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* (with respect to the two-norm). S contains the scale factors,
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* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
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* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
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* choice of S puts the condition number of B within a factor N of the
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* smallest possible condition number over all possible diagonal
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* scalings.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**T;
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* = 'L': Lower triangular, form is A = L*D*L**T.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) DOUBLE PRECISION array, dimension (LDA,N)
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* The N-by-N symmetric matrix whose scaling
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* factors are to be computed. Only the diagonal elements of A
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* are referenced.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* S (output) DOUBLE PRECISION array, dimension (N)
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* If INFO = 0, S contains the scale factors for A.
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*
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* SCOND (output) DOUBLE PRECISION
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* If INFO = 0, S contains the ratio of the smallest S(i) to
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* the largest S(i). If SCOND >= 0.1 and AMAX is neither too
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* large nor too small, it is not worth scaling by S.
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*
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* AMAX (output) DOUBLE PRECISION
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* Absolute value of largest matrix element. If AMAX is very
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* close to overflow or very close to underflow, the matrix
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* should be scaled.
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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* > 0: if INFO = i, the i-th diagonal element is nonpositive.
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*
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* Further Details
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* ======= =======
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*
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* Reference: Livne, O.E. and Golub, G.H., "Scaling by Binormalization",
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* Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
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* DOI 10.1023/B:NUMA.0000016606.32820.69
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* Tech report version: http://ruready.utah.edu/archive/papers/bin.pdf
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="dsyev"></A>
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<H2>dsyev</H2>
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<PRE>
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USAGE:
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w, work, info, a = NumRu::Lapack.dsyev( jobz, uplo, a, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE DSYEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO )
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* Purpose
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* =======
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*
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* DSYEV computes all eigenvalues and, optionally, eigenvectors of a
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* real symmetric matrix A.
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*
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* Arguments
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* =========
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*
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* JOBZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only;
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* = 'V': Compute eigenvalues and eigenvectors.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangle of A is stored;
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* = 'L': Lower triangle of A is stored.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
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* On entry, the symmetric matrix A. If UPLO = 'U', the
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* leading N-by-N upper triangular part of A contains the
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* upper triangular part of the matrix A. If UPLO = 'L',
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* the leading N-by-N lower triangular part of A contains
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* the lower triangular part of the matrix A.
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* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
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* orthonormal eigenvectors of the matrix A.
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* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
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* or the upper triangle (if UPLO='U') of A, including the
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* diagonal, is destroyed.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* W (output) DOUBLE PRECISION array, dimension (N)
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* If INFO = 0, the eigenvalues in ascending order.
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*
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* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
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* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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*
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* LWORK (input) INTEGER
|
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* The length of the array WORK. LWORK >= max(1,3*N-1).
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* For optimal efficiency, LWORK >= (NB+2)*N,
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* where NB is the blocksize for DSYTRD returned by ILAENV.
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*
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* If LWORK = -1, then a workspace query is assumed; the routine
|
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* only calculates the optimal size of the WORK array, returns
|
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* this value as the first entry of the WORK array, and no error
|
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* message related to LWORK is issued by XERBLA.
|
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*
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* INFO (output) INTEGER
|
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* = 0: successful exit
|
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* < 0: if INFO = -i, the i-th argument had an illegal value
|
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* > 0: if INFO = i, the algorithm failed to converge; i
|
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* off-diagonal elements of an intermediate tridiagonal
|
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* form did not converge to zero.
|
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*
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* =====================================================================
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*
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+
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+
</PRE>
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<A HREF="#top">go to the page top</A>
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+
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<A NAME="dsyevd"></A>
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<H2>dsyevd</H2>
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<PRE>
|
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333
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USAGE:
|
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|
+
w, work, iwork, info, a = NumRu::Lapack.dsyevd( jobz, uplo, a, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
|
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335
|
+
|
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336
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+
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337
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+
FORTRAN MANUAL
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338
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+
SUBROUTINE DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, INFO )
|
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339
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+
|
|
340
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+
* Purpose
|
|
341
|
+
* =======
|
|
342
|
+
*
|
|
343
|
+
* DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
|
|
344
|
+
* real symmetric matrix A. If eigenvectors are desired, it uses a
|
|
345
|
+
* divide and conquer algorithm.
|
|
346
|
+
*
|
|
347
|
+
* The divide and conquer algorithm makes very mild assumptions about
|
|
348
|
+
* floating point arithmetic. It will work on machines with a guard
|
|
349
|
+
* digit in add/subtract, or on those binary machines without guard
|
|
350
|
+
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
|
|
351
|
+
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
|
|
352
|
+
* without guard digits, but we know of none.
|
|
353
|
+
*
|
|
354
|
+
* Because of large use of BLAS of level 3, DSYEVD needs N**2 more
|
|
355
|
+
* workspace than DSYEVX.
|
|
356
|
+
*
|
|
357
|
+
|
|
358
|
+
* Arguments
|
|
359
|
+
* =========
|
|
360
|
+
*
|
|
361
|
+
* JOBZ (input) CHARACTER*1
|
|
362
|
+
* = 'N': Compute eigenvalues only;
|
|
363
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
364
|
+
*
|
|
365
|
+
* UPLO (input) CHARACTER*1
|
|
366
|
+
* = 'U': Upper triangle of A is stored;
|
|
367
|
+
* = 'L': Lower triangle of A is stored.
|
|
368
|
+
*
|
|
369
|
+
* N (input) INTEGER
|
|
370
|
+
* The order of the matrix A. N >= 0.
|
|
371
|
+
*
|
|
372
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
|
|
373
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the
|
|
374
|
+
* leading N-by-N upper triangular part of A contains the
|
|
375
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
376
|
+
* the leading N-by-N lower triangular part of A contains
|
|
377
|
+
* the lower triangular part of the matrix A.
|
|
378
|
+
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
|
379
|
+
* orthonormal eigenvectors of the matrix A.
|
|
380
|
+
* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
|
|
381
|
+
* or the upper triangle (if UPLO='U') of A, including the
|
|
382
|
+
* diagonal, is destroyed.
|
|
383
|
+
*
|
|
384
|
+
* LDA (input) INTEGER
|
|
385
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
386
|
+
*
|
|
387
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
388
|
+
* If INFO = 0, the eigenvalues in ascending order.
|
|
389
|
+
*
|
|
390
|
+
* WORK (workspace/output) DOUBLE PRECISION array,
|
|
391
|
+
* dimension (LWORK)
|
|
392
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
393
|
+
*
|
|
394
|
+
* LWORK (input) INTEGER
|
|
395
|
+
* The dimension of the array WORK.
|
|
396
|
+
* If N <= 1, LWORK must be at least 1.
|
|
397
|
+
* If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1.
|
|
398
|
+
* If JOBZ = 'V' and N > 1, LWORK must be at least
|
|
399
|
+
* 1 + 6*N + 2*N**2.
|
|
400
|
+
*
|
|
401
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
402
|
+
* only calculates the optimal sizes of the WORK and IWORK
|
|
403
|
+
* arrays, returns these values as the first entries of the WORK
|
|
404
|
+
* and IWORK arrays, and no error message related to LWORK or
|
|
405
|
+
* LIWORK is issued by XERBLA.
|
|
406
|
+
*
|
|
407
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
408
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
|
|
409
|
+
*
|
|
410
|
+
* LIWORK (input) INTEGER
|
|
411
|
+
* The dimension of the array IWORK.
|
|
412
|
+
* If N <= 1, LIWORK must be at least 1.
|
|
413
|
+
* If JOBZ = 'N' and N > 1, LIWORK must be at least 1.
|
|
414
|
+
* If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
|
|
415
|
+
*
|
|
416
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
417
|
+
* routine only calculates the optimal sizes of the WORK and
|
|
418
|
+
* IWORK arrays, returns these values as the first entries of
|
|
419
|
+
* the WORK and IWORK arrays, and no error message related to
|
|
420
|
+
* LWORK or LIWORK is issued by XERBLA.
|
|
421
|
+
*
|
|
422
|
+
* INFO (output) INTEGER
|
|
423
|
+
* = 0: successful exit
|
|
424
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
425
|
+
* > 0: if INFO = i and JOBZ = 'N', then the algorithm failed
|
|
426
|
+
* to converge; i off-diagonal elements of an intermediate
|
|
427
|
+
* tridiagonal form did not converge to zero;
|
|
428
|
+
* if INFO = i and JOBZ = 'V', then the algorithm failed
|
|
429
|
+
* to compute an eigenvalue while working on the submatrix
|
|
430
|
+
* lying in rows and columns INFO/(N+1) through
|
|
431
|
+
* mod(INFO,N+1).
|
|
432
|
+
*
|
|
433
|
+
|
|
434
|
+
* Further Details
|
|
435
|
+
* ===============
|
|
436
|
+
*
|
|
437
|
+
* Based on contributions by
|
|
438
|
+
* Jeff Rutter, Computer Science Division, University of California
|
|
439
|
+
* at Berkeley, USA
|
|
440
|
+
* Modified by Francoise Tisseur, University of Tennessee.
|
|
441
|
+
*
|
|
442
|
+
* Modified description of INFO. Sven, 16 Feb 05.
|
|
443
|
+
* =====================================================================
|
|
444
|
+
*
|
|
445
|
+
|
|
446
|
+
|
|
447
|
+
</PRE>
|
|
448
|
+
<A HREF="#top">go to the page top</A>
|
|
449
|
+
|
|
450
|
+
<A NAME="dsyevr"></A>
|
|
451
|
+
<H2>dsyevr</H2>
|
|
452
|
+
<PRE>
|
|
453
|
+
USAGE:
|
|
454
|
+
m, w, z, isuppz, work, iwork, info, a = NumRu::Lapack.dsyevr( jobz, range, uplo, a, vl, vu, il, iu, abstol, liwork, [:lwork => lwork, :usage => usage, :help => help])
|
|
455
|
+
|
|
456
|
+
|
|
457
|
+
FORTRAN MANUAL
|
|
458
|
+
SUBROUTINE DSYEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO )
|
|
459
|
+
|
|
460
|
+
* Purpose
|
|
461
|
+
* =======
|
|
462
|
+
*
|
|
463
|
+
* DSYEVR computes selected eigenvalues and, optionally, eigenvectors
|
|
464
|
+
* of a real symmetric matrix A. Eigenvalues and eigenvectors can be
|
|
465
|
+
* selected by specifying either a range of values or a range of
|
|
466
|
+
* indices for the desired eigenvalues.
|
|
467
|
+
*
|
|
468
|
+
* DSYEVR first reduces the matrix A to tridiagonal form T with a call
|
|
469
|
+
* to DSYTRD. Then, whenever possible, DSYEVR calls DSTEMR to compute
|
|
470
|
+
* the eigenspectrum using Relatively Robust Representations. DSTEMR
|
|
471
|
+
* computes eigenvalues by the dqds algorithm, while orthogonal
|
|
472
|
+
* eigenvectors are computed from various "good" L D L^T representations
|
|
473
|
+
* (also known as Relatively Robust Representations). Gram-Schmidt
|
|
474
|
+
* orthogonalization is avoided as far as possible. More specifically,
|
|
475
|
+
* the various steps of the algorithm are as follows.
|
|
476
|
+
*
|
|
477
|
+
* For each unreduced block (submatrix) of T,
|
|
478
|
+
* (a) Compute T - sigma I = L D L^T, so that L and D
|
|
479
|
+
* define all the wanted eigenvalues to high relative accuracy.
|
|
480
|
+
* This means that small relative changes in the entries of D and L
|
|
481
|
+
* cause only small relative changes in the eigenvalues and
|
|
482
|
+
* eigenvectors. The standard (unfactored) representation of the
|
|
483
|
+
* tridiagonal matrix T does not have this property in general.
|
|
484
|
+
* (b) Compute the eigenvalues to suitable accuracy.
|
|
485
|
+
* If the eigenvectors are desired, the algorithm attains full
|
|
486
|
+
* accuracy of the computed eigenvalues only right before
|
|
487
|
+
* the corresponding vectors have to be computed, see steps c) and d).
|
|
488
|
+
* (c) For each cluster of close eigenvalues, select a new
|
|
489
|
+
* shift close to the cluster, find a new factorization, and refine
|
|
490
|
+
* the shifted eigenvalues to suitable accuracy.
|
|
491
|
+
* (d) For each eigenvalue with a large enough relative separation compute
|
|
492
|
+
* the corresponding eigenvector by forming a rank revealing twisted
|
|
493
|
+
* factorization. Go back to (c) for any clusters that remain.
|
|
494
|
+
*
|
|
495
|
+
* The desired accuracy of the output can be specified by the input
|
|
496
|
+
* parameter ABSTOL.
|
|
497
|
+
*
|
|
498
|
+
* For more details, see DSTEMR's documentation and:
|
|
499
|
+
* - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
|
|
500
|
+
* to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
|
|
501
|
+
* Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
|
|
502
|
+
* - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
|
|
503
|
+
* Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
|
|
504
|
+
* 2004. Also LAPACK Working Note 154.
|
|
505
|
+
* - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
|
|
506
|
+
* tridiagonal eigenvalue/eigenvector problem",
|
|
507
|
+
* Computer Science Division Technical Report No. UCB/CSD-97-971,
|
|
508
|
+
* UC Berkeley, May 1997.
|
|
509
|
+
*
|
|
510
|
+
*
|
|
511
|
+
* Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested
|
|
512
|
+
* on machines which conform to the ieee-754 floating point standard.
|
|
513
|
+
* DSYEVR calls DSTEBZ and SSTEIN on non-ieee machines and
|
|
514
|
+
* when partial spectrum requests are made.
|
|
515
|
+
*
|
|
516
|
+
* Normal execution of DSTEMR may create NaNs and infinities and
|
|
517
|
+
* hence may abort due to a floating point exception in environments
|
|
518
|
+
* which do not handle NaNs and infinities in the ieee standard default
|
|
519
|
+
* manner.
|
|
520
|
+
*
|
|
521
|
+
|
|
522
|
+
* Arguments
|
|
523
|
+
* =========
|
|
524
|
+
*
|
|
525
|
+
* JOBZ (input) CHARACTER*1
|
|
526
|
+
* = 'N': Compute eigenvalues only;
|
|
527
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
528
|
+
*
|
|
529
|
+
* RANGE (input) CHARACTER*1
|
|
530
|
+
* = 'A': all eigenvalues will be found.
|
|
531
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
532
|
+
* will be found.
|
|
533
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
534
|
+
********** For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
|
|
535
|
+
********** DSTEIN are called
|
|
536
|
+
*
|
|
537
|
+
* UPLO (input) CHARACTER*1
|
|
538
|
+
* = 'U': Upper triangle of A is stored;
|
|
539
|
+
* = 'L': Lower triangle of A is stored.
|
|
540
|
+
*
|
|
541
|
+
* N (input) INTEGER
|
|
542
|
+
* The order of the matrix A. N >= 0.
|
|
543
|
+
*
|
|
544
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
|
|
545
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the
|
|
546
|
+
* leading N-by-N upper triangular part of A contains the
|
|
547
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
548
|
+
* the leading N-by-N lower triangular part of A contains
|
|
549
|
+
* the lower triangular part of the matrix A.
|
|
550
|
+
* On exit, the lower triangle (if UPLO='L') or the upper
|
|
551
|
+
* triangle (if UPLO='U') of A, including the diagonal, is
|
|
552
|
+
* destroyed.
|
|
553
|
+
*
|
|
554
|
+
* LDA (input) INTEGER
|
|
555
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
556
|
+
*
|
|
557
|
+
* VL (input) DOUBLE PRECISION
|
|
558
|
+
* VU (input) DOUBLE PRECISION
|
|
559
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
560
|
+
* be searched for eigenvalues. VL < VU.
|
|
561
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
562
|
+
*
|
|
563
|
+
* IL (input) INTEGER
|
|
564
|
+
* IU (input) INTEGER
|
|
565
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
566
|
+
* smallest and largest eigenvalues to be returned.
|
|
567
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
568
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
569
|
+
*
|
|
570
|
+
* ABSTOL (input) DOUBLE PRECISION
|
|
571
|
+
* The absolute error tolerance for the eigenvalues.
|
|
572
|
+
* An approximate eigenvalue is accepted as converged
|
|
573
|
+
* when it is determined to lie in an interval [a,b]
|
|
574
|
+
* of width less than or equal to
|
|
575
|
+
*
|
|
576
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
577
|
+
*
|
|
578
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
579
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
580
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
581
|
+
* by reducing A to tridiagonal form.
|
|
582
|
+
*
|
|
583
|
+
* See "Computing Small Singular Values of Bidiagonal Matrices
|
|
584
|
+
* with Guaranteed High Relative Accuracy," by Demmel and
|
|
585
|
+
* Kahan, LAPACK Working Note #3.
|
|
586
|
+
*
|
|
587
|
+
* If high relative accuracy is important, set ABSTOL to
|
|
588
|
+
* DLAMCH( 'Safe minimum' ). Doing so will guarantee that
|
|
589
|
+
* eigenvalues are computed to high relative accuracy when
|
|
590
|
+
* possible in future releases. The current code does not
|
|
591
|
+
* make any guarantees about high relative accuracy, but
|
|
592
|
+
* future releases will. See J. Barlow and J. Demmel,
|
|
593
|
+
* "Computing Accurate Eigensystems of Scaled Diagonally
|
|
594
|
+
* Dominant Matrices", LAPACK Working Note #7, for a discussion
|
|
595
|
+
* of which matrices define their eigenvalues to high relative
|
|
596
|
+
* accuracy.
|
|
597
|
+
*
|
|
598
|
+
* M (output) INTEGER
|
|
599
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
600
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
601
|
+
*
|
|
602
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
603
|
+
* The first M elements contain the selected eigenvalues in
|
|
604
|
+
* ascending order.
|
|
605
|
+
*
|
|
606
|
+
* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
|
|
607
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
608
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
609
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
610
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
611
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
612
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
613
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
614
|
+
* is not known in advance and an upper bound must be used.
|
|
615
|
+
* Supplying N columns is always safe.
|
|
616
|
+
*
|
|
617
|
+
* LDZ (input) INTEGER
|
|
618
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
619
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
620
|
+
*
|
|
621
|
+
* ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) )
|
|
622
|
+
* The support of the eigenvectors in Z, i.e., the indices
|
|
623
|
+
* indicating the nonzero elements in Z. The i-th eigenvector
|
|
624
|
+
* is nonzero only in elements ISUPPZ( 2*i-1 ) through
|
|
625
|
+
* ISUPPZ( 2*i ).
|
|
626
|
+
********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
|
|
627
|
+
*
|
|
628
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
629
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
630
|
+
*
|
|
631
|
+
* LWORK (input) INTEGER
|
|
632
|
+
* The dimension of the array WORK. LWORK >= max(1,26*N).
|
|
633
|
+
* For optimal efficiency, LWORK >= (NB+6)*N,
|
|
634
|
+
* where NB is the max of the blocksize for DSYTRD and DORMTR
|
|
635
|
+
* returned by ILAENV.
|
|
636
|
+
*
|
|
637
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
638
|
+
* only calculates the optimal size of the WORK array, returns
|
|
639
|
+
* this value as the first entry of the WORK array, and no error
|
|
640
|
+
* message related to LWORK is issued by XERBLA.
|
|
641
|
+
*
|
|
642
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
643
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.
|
|
644
|
+
*
|
|
645
|
+
* LIWORK (input) INTEGER
|
|
646
|
+
* The dimension of the array IWORK. LIWORK >= max(1,10*N).
|
|
647
|
+
*
|
|
648
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
649
|
+
* routine only calculates the optimal size of the IWORK array,
|
|
650
|
+
* returns this value as the first entry of the IWORK array, and
|
|
651
|
+
* no error message related to LIWORK is issued by XERBLA.
|
|
652
|
+
*
|
|
653
|
+
* INFO (output) INTEGER
|
|
654
|
+
* = 0: successful exit
|
|
655
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
656
|
+
* > 0: Internal error
|
|
657
|
+
*
|
|
658
|
+
|
|
659
|
+
* Further Details
|
|
660
|
+
* ===============
|
|
661
|
+
*
|
|
662
|
+
* Based on contributions by
|
|
663
|
+
* Inderjit Dhillon, IBM Almaden, USA
|
|
664
|
+
* Osni Marques, LBNL/NERSC, USA
|
|
665
|
+
* Ken Stanley, Computer Science Division, University of
|
|
666
|
+
* California at Berkeley, USA
|
|
667
|
+
* Jason Riedy, Computer Science Division, University of
|
|
668
|
+
* California at Berkeley, USA
|
|
669
|
+
*
|
|
670
|
+
* =====================================================================
|
|
671
|
+
*
|
|
672
|
+
|
|
673
|
+
|
|
674
|
+
</PRE>
|
|
675
|
+
<A HREF="#top">go to the page top</A>
|
|
676
|
+
|
|
677
|
+
<A NAME="dsyevx"></A>
|
|
678
|
+
<H2>dsyevx</H2>
|
|
679
|
+
<PRE>
|
|
680
|
+
USAGE:
|
|
681
|
+
m, w, z, work, ifail, info, a = NumRu::Lapack.dsyevx( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
|
|
682
|
+
|
|
683
|
+
|
|
684
|
+
FORTRAN MANUAL
|
|
685
|
+
SUBROUTINE DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO )
|
|
686
|
+
|
|
687
|
+
* Purpose
|
|
688
|
+
* =======
|
|
689
|
+
*
|
|
690
|
+
* DSYEVX computes selected eigenvalues and, optionally, eigenvectors
|
|
691
|
+
* of a real symmetric matrix A. Eigenvalues and eigenvectors can be
|
|
692
|
+
* selected by specifying either a range of values or a range of indices
|
|
693
|
+
* for the desired eigenvalues.
|
|
694
|
+
*
|
|
695
|
+
|
|
696
|
+
* Arguments
|
|
697
|
+
* =========
|
|
698
|
+
*
|
|
699
|
+
* JOBZ (input) CHARACTER*1
|
|
700
|
+
* = 'N': Compute eigenvalues only;
|
|
701
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
702
|
+
*
|
|
703
|
+
* RANGE (input) CHARACTER*1
|
|
704
|
+
* = 'A': all eigenvalues will be found.
|
|
705
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
706
|
+
* will be found.
|
|
707
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
708
|
+
*
|
|
709
|
+
* UPLO (input) CHARACTER*1
|
|
710
|
+
* = 'U': Upper triangle of A is stored;
|
|
711
|
+
* = 'L': Lower triangle of A is stored.
|
|
712
|
+
*
|
|
713
|
+
* N (input) INTEGER
|
|
714
|
+
* The order of the matrix A. N >= 0.
|
|
715
|
+
*
|
|
716
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
|
|
717
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the
|
|
718
|
+
* leading N-by-N upper triangular part of A contains the
|
|
719
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
720
|
+
* the leading N-by-N lower triangular part of A contains
|
|
721
|
+
* the lower triangular part of the matrix A.
|
|
722
|
+
* On exit, the lower triangle (if UPLO='L') or the upper
|
|
723
|
+
* triangle (if UPLO='U') of A, including the diagonal, is
|
|
724
|
+
* destroyed.
|
|
725
|
+
*
|
|
726
|
+
* LDA (input) INTEGER
|
|
727
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
728
|
+
*
|
|
729
|
+
* VL (input) DOUBLE PRECISION
|
|
730
|
+
* VU (input) DOUBLE PRECISION
|
|
731
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
732
|
+
* be searched for eigenvalues. VL < VU.
|
|
733
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
734
|
+
*
|
|
735
|
+
* IL (input) INTEGER
|
|
736
|
+
* IU (input) INTEGER
|
|
737
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
738
|
+
* smallest and largest eigenvalues to be returned.
|
|
739
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
740
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
741
|
+
*
|
|
742
|
+
* ABSTOL (input) DOUBLE PRECISION
|
|
743
|
+
* The absolute error tolerance for the eigenvalues.
|
|
744
|
+
* An approximate eigenvalue is accepted as converged
|
|
745
|
+
* when it is determined to lie in an interval [a,b]
|
|
746
|
+
* of width less than or equal to
|
|
747
|
+
*
|
|
748
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
749
|
+
*
|
|
750
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
751
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
752
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
753
|
+
* by reducing A to tridiagonal form.
|
|
754
|
+
*
|
|
755
|
+
* Eigenvalues will be computed most accurately when ABSTOL is
|
|
756
|
+
* set to twice the underflow threshold 2*DLAMCH('S'), not zero.
|
|
757
|
+
* If this routine returns with INFO>0, indicating that some
|
|
758
|
+
* eigenvectors did not converge, try setting ABSTOL to
|
|
759
|
+
* 2*DLAMCH('S').
|
|
760
|
+
*
|
|
761
|
+
* See "Computing Small Singular Values of Bidiagonal Matrices
|
|
762
|
+
* with Guaranteed High Relative Accuracy," by Demmel and
|
|
763
|
+
* Kahan, LAPACK Working Note #3.
|
|
764
|
+
*
|
|
765
|
+
* M (output) INTEGER
|
|
766
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
767
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
768
|
+
*
|
|
769
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
770
|
+
* On normal exit, the first M elements contain the selected
|
|
771
|
+
* eigenvalues in ascending order.
|
|
772
|
+
*
|
|
773
|
+
* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
|
|
774
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
775
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
776
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
777
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
778
|
+
* If an eigenvector fails to converge, then that column of Z
|
|
779
|
+
* contains the latest approximation to the eigenvector, and the
|
|
780
|
+
* index of the eigenvector is returned in IFAIL.
|
|
781
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
782
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
783
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
784
|
+
* is not known in advance and an upper bound must be used.
|
|
785
|
+
*
|
|
786
|
+
* LDZ (input) INTEGER
|
|
787
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
788
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
789
|
+
*
|
|
790
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
791
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
792
|
+
*
|
|
793
|
+
* LWORK (input) INTEGER
|
|
794
|
+
* The length of the array WORK. LWORK >= 1, when N <= 1;
|
|
795
|
+
* otherwise 8*N.
|
|
796
|
+
* For optimal efficiency, LWORK >= (NB+3)*N,
|
|
797
|
+
* where NB is the max of the blocksize for DSYTRD and DORMTR
|
|
798
|
+
* returned by ILAENV.
|
|
799
|
+
*
|
|
800
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
801
|
+
* only calculates the optimal size of the WORK array, returns
|
|
802
|
+
* this value as the first entry of the WORK array, and no error
|
|
803
|
+
* message related to LWORK is issued by XERBLA.
|
|
804
|
+
*
|
|
805
|
+
* IWORK (workspace) INTEGER array, dimension (5*N)
|
|
806
|
+
*
|
|
807
|
+
* IFAIL (output) INTEGER array, dimension (N)
|
|
808
|
+
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
|
809
|
+
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
|
810
|
+
* indices of the eigenvectors that failed to converge.
|
|
811
|
+
* If JOBZ = 'N', then IFAIL is not referenced.
|
|
812
|
+
*
|
|
813
|
+
* INFO (output) INTEGER
|
|
814
|
+
* = 0: successful exit
|
|
815
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
816
|
+
* > 0: if INFO = i, then i eigenvectors failed to converge.
|
|
817
|
+
* Their indices are stored in array IFAIL.
|
|
818
|
+
*
|
|
819
|
+
|
|
820
|
+
* =====================================================================
|
|
821
|
+
*
|
|
822
|
+
|
|
823
|
+
|
|
824
|
+
</PRE>
|
|
825
|
+
<A HREF="#top">go to the page top</A>
|
|
826
|
+
|
|
827
|
+
<A NAME="dsygs2"></A>
|
|
828
|
+
<H2>dsygs2</H2>
|
|
829
|
+
<PRE>
|
|
830
|
+
USAGE:
|
|
831
|
+
info, a = NumRu::Lapack.dsygs2( itype, uplo, a, b, [:usage => usage, :help => help])
|
|
832
|
+
|
|
833
|
+
|
|
834
|
+
FORTRAN MANUAL
|
|
835
|
+
SUBROUTINE DSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
|
|
836
|
+
|
|
837
|
+
* Purpose
|
|
838
|
+
* =======
|
|
839
|
+
*
|
|
840
|
+
* DSYGS2 reduces a real symmetric-definite generalized eigenproblem
|
|
841
|
+
* to standard form.
|
|
842
|
+
*
|
|
843
|
+
* If ITYPE = 1, the problem is A*x = lambda*B*x,
|
|
844
|
+
* and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L')
|
|
845
|
+
*
|
|
846
|
+
* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
|
|
847
|
+
* B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L.
|
|
848
|
+
*
|
|
849
|
+
* B must have been previously factorized as U'*U or L*L' by DPOTRF.
|
|
850
|
+
*
|
|
851
|
+
|
|
852
|
+
* Arguments
|
|
853
|
+
* =========
|
|
854
|
+
*
|
|
855
|
+
* ITYPE (input) INTEGER
|
|
856
|
+
* = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
|
|
857
|
+
* = 2 or 3: compute U*A*U' or L'*A*L.
|
|
858
|
+
*
|
|
859
|
+
* UPLO (input) CHARACTER*1
|
|
860
|
+
* Specifies whether the upper or lower triangular part of the
|
|
861
|
+
* symmetric matrix A is stored, and how B has been factorized.
|
|
862
|
+
* = 'U': Upper triangular
|
|
863
|
+
* = 'L': Lower triangular
|
|
864
|
+
*
|
|
865
|
+
* N (input) INTEGER
|
|
866
|
+
* The order of the matrices A and B. N >= 0.
|
|
867
|
+
*
|
|
868
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
869
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
870
|
+
* n by n upper triangular part of A contains the upper
|
|
871
|
+
* triangular part of the matrix A, and the strictly lower
|
|
872
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
873
|
+
* leading n by n lower triangular part of A contains the lower
|
|
874
|
+
* triangular part of the matrix A, and the strictly upper
|
|
875
|
+
* triangular part of A is not referenced.
|
|
876
|
+
*
|
|
877
|
+
* On exit, if INFO = 0, the transformed matrix, stored in the
|
|
878
|
+
* same format as A.
|
|
879
|
+
*
|
|
880
|
+
* LDA (input) INTEGER
|
|
881
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
882
|
+
*
|
|
883
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,N)
|
|
884
|
+
* The triangular factor from the Cholesky factorization of B,
|
|
885
|
+
* as returned by DPOTRF.
|
|
886
|
+
*
|
|
887
|
+
* LDB (input) INTEGER
|
|
888
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
889
|
+
*
|
|
890
|
+
* INFO (output) INTEGER
|
|
891
|
+
* = 0: successful exit.
|
|
892
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
|
893
|
+
*
|
|
894
|
+
|
|
895
|
+
* =====================================================================
|
|
896
|
+
*
|
|
897
|
+
|
|
898
|
+
|
|
899
|
+
</PRE>
|
|
900
|
+
<A HREF="#top">go to the page top</A>
|
|
901
|
+
|
|
902
|
+
<A NAME="dsygst"></A>
|
|
903
|
+
<H2>dsygst</H2>
|
|
904
|
+
<PRE>
|
|
905
|
+
USAGE:
|
|
906
|
+
info, a = NumRu::Lapack.dsygst( itype, uplo, a, b, [:usage => usage, :help => help])
|
|
907
|
+
|
|
908
|
+
|
|
909
|
+
FORTRAN MANUAL
|
|
910
|
+
SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
|
|
911
|
+
|
|
912
|
+
* Purpose
|
|
913
|
+
* =======
|
|
914
|
+
*
|
|
915
|
+
* DSYGST reduces a real symmetric-definite generalized eigenproblem
|
|
916
|
+
* to standard form.
|
|
917
|
+
*
|
|
918
|
+
* If ITYPE = 1, the problem is A*x = lambda*B*x,
|
|
919
|
+
* and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
|
|
920
|
+
*
|
|
921
|
+
* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
|
|
922
|
+
* B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
|
|
923
|
+
*
|
|
924
|
+
* B must have been previously factorized as U**T*U or L*L**T by DPOTRF.
|
|
925
|
+
*
|
|
926
|
+
|
|
927
|
+
* Arguments
|
|
928
|
+
* =========
|
|
929
|
+
*
|
|
930
|
+
* ITYPE (input) INTEGER
|
|
931
|
+
* = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
|
|
932
|
+
* = 2 or 3: compute U*A*U**T or L**T*A*L.
|
|
933
|
+
*
|
|
934
|
+
* UPLO (input) CHARACTER*1
|
|
935
|
+
* = 'U': Upper triangle of A is stored and B is factored as
|
|
936
|
+
* U**T*U;
|
|
937
|
+
* = 'L': Lower triangle of A is stored and B is factored as
|
|
938
|
+
* L*L**T.
|
|
939
|
+
*
|
|
940
|
+
* N (input) INTEGER
|
|
941
|
+
* The order of the matrices A and B. N >= 0.
|
|
942
|
+
*
|
|
943
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
944
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
945
|
+
* N-by-N upper triangular part of A contains the upper
|
|
946
|
+
* triangular part of the matrix A, and the strictly lower
|
|
947
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
948
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
949
|
+
* triangular part of the matrix A, and the strictly upper
|
|
950
|
+
* triangular part of A is not referenced.
|
|
951
|
+
*
|
|
952
|
+
* On exit, if INFO = 0, the transformed matrix, stored in the
|
|
953
|
+
* same format as A.
|
|
954
|
+
*
|
|
955
|
+
* LDA (input) INTEGER
|
|
956
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
957
|
+
*
|
|
958
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,N)
|
|
959
|
+
* The triangular factor from the Cholesky factorization of B,
|
|
960
|
+
* as returned by DPOTRF.
|
|
961
|
+
*
|
|
962
|
+
* LDB (input) INTEGER
|
|
963
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
964
|
+
*
|
|
965
|
+
* INFO (output) INTEGER
|
|
966
|
+
* = 0: successful exit
|
|
967
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
968
|
+
*
|
|
969
|
+
|
|
970
|
+
* =====================================================================
|
|
971
|
+
*
|
|
972
|
+
|
|
973
|
+
|
|
974
|
+
</PRE>
|
|
975
|
+
<A HREF="#top">go to the page top</A>
|
|
976
|
+
|
|
977
|
+
<A NAME="dsygv"></A>
|
|
978
|
+
<H2>dsygv</H2>
|
|
979
|
+
<PRE>
|
|
980
|
+
USAGE:
|
|
981
|
+
w, work, info, a, b = NumRu::Lapack.dsygv( itype, jobz, uplo, a, b, [:lwork => lwork, :usage => usage, :help => help])
|
|
982
|
+
|
|
983
|
+
|
|
984
|
+
FORTRAN MANUAL
|
|
985
|
+
SUBROUTINE DSYGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO )
|
|
986
|
+
|
|
987
|
+
* Purpose
|
|
988
|
+
* =======
|
|
989
|
+
*
|
|
990
|
+
* DSYGV computes all the eigenvalues, and optionally, the eigenvectors
|
|
991
|
+
* of a real generalized symmetric-definite eigenproblem, of the form
|
|
992
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
|
|
993
|
+
* Here A and B are assumed to be symmetric and B is also
|
|
994
|
+
* positive definite.
|
|
995
|
+
*
|
|
996
|
+
|
|
997
|
+
* Arguments
|
|
998
|
+
* =========
|
|
999
|
+
*
|
|
1000
|
+
* ITYPE (input) INTEGER
|
|
1001
|
+
* Specifies the problem type to be solved:
|
|
1002
|
+
* = 1: A*x = (lambda)*B*x
|
|
1003
|
+
* = 2: A*B*x = (lambda)*x
|
|
1004
|
+
* = 3: B*A*x = (lambda)*x
|
|
1005
|
+
*
|
|
1006
|
+
* JOBZ (input) CHARACTER*1
|
|
1007
|
+
* = 'N': Compute eigenvalues only;
|
|
1008
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
1009
|
+
*
|
|
1010
|
+
* UPLO (input) CHARACTER*1
|
|
1011
|
+
* = 'U': Upper triangles of A and B are stored;
|
|
1012
|
+
* = 'L': Lower triangles of A and B are stored.
|
|
1013
|
+
*
|
|
1014
|
+
* N (input) INTEGER
|
|
1015
|
+
* The order of the matrices A and B. N >= 0.
|
|
1016
|
+
*
|
|
1017
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
|
|
1018
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the
|
|
1019
|
+
* leading N-by-N upper triangular part of A contains the
|
|
1020
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
1021
|
+
* the leading N-by-N lower triangular part of A contains
|
|
1022
|
+
* the lower triangular part of the matrix A.
|
|
1023
|
+
*
|
|
1024
|
+
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
|
1025
|
+
* matrix Z of eigenvectors. The eigenvectors are normalized
|
|
1026
|
+
* as follows:
|
|
1027
|
+
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
|
1028
|
+
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
|
1029
|
+
* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
|
|
1030
|
+
* or the lower triangle (if UPLO='L') of A, including the
|
|
1031
|
+
* diagonal, is destroyed.
|
|
1032
|
+
*
|
|
1033
|
+
* LDA (input) INTEGER
|
|
1034
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1035
|
+
*
|
|
1036
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
|
|
1037
|
+
* On entry, the symmetric positive definite matrix B.
|
|
1038
|
+
* If UPLO = 'U', the leading N-by-N upper triangular part of B
|
|
1039
|
+
* contains the upper triangular part of the matrix B.
|
|
1040
|
+
* If UPLO = 'L', the leading N-by-N lower triangular part of B
|
|
1041
|
+
* contains the lower triangular part of the matrix B.
|
|
1042
|
+
*
|
|
1043
|
+
* On exit, if INFO <= N, the part of B containing the matrix is
|
|
1044
|
+
* overwritten by the triangular factor U or L from the Cholesky
|
|
1045
|
+
* factorization B = U**T*U or B = L*L**T.
|
|
1046
|
+
*
|
|
1047
|
+
* LDB (input) INTEGER
|
|
1048
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1049
|
+
*
|
|
1050
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
1051
|
+
* If INFO = 0, the eigenvalues in ascending order.
|
|
1052
|
+
*
|
|
1053
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
1054
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1055
|
+
*
|
|
1056
|
+
* LWORK (input) INTEGER
|
|
1057
|
+
* The length of the array WORK. LWORK >= max(1,3*N-1).
|
|
1058
|
+
* For optimal efficiency, LWORK >= (NB+2)*N,
|
|
1059
|
+
* where NB is the blocksize for DSYTRD returned by ILAENV.
|
|
1060
|
+
*
|
|
1061
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1062
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1063
|
+
* this value as the first entry of the WORK array, and no error
|
|
1064
|
+
* message related to LWORK is issued by XERBLA.
|
|
1065
|
+
*
|
|
1066
|
+
* INFO (output) INTEGER
|
|
1067
|
+
* = 0: successful exit
|
|
1068
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1069
|
+
* > 0: DPOTRF or DSYEV returned an error code:
|
|
1070
|
+
* <= N: if INFO = i, DSYEV failed to converge;
|
|
1071
|
+
* i off-diagonal elements of an intermediate
|
|
1072
|
+
* tridiagonal form did not converge to zero;
|
|
1073
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
1074
|
+
* minor of order i of B is not positive definite.
|
|
1075
|
+
* The factorization of B could not be completed and
|
|
1076
|
+
* no eigenvalues or eigenvectors were computed.
|
|
1077
|
+
*
|
|
1078
|
+
|
|
1079
|
+
* =====================================================================
|
|
1080
|
+
*
|
|
1081
|
+
|
|
1082
|
+
|
|
1083
|
+
</PRE>
|
|
1084
|
+
<A HREF="#top">go to the page top</A>
|
|
1085
|
+
|
|
1086
|
+
<A NAME="dsygvd"></A>
|
|
1087
|
+
<H2>dsygvd</H2>
|
|
1088
|
+
<PRE>
|
|
1089
|
+
USAGE:
|
|
1090
|
+
w, work, iwork, info, a, b = NumRu::Lapack.dsygvd( itype, jobz, uplo, a, b, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
|
|
1091
|
+
|
|
1092
|
+
|
|
1093
|
+
FORTRAN MANUAL
|
|
1094
|
+
SUBROUTINE DSYGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO )
|
|
1095
|
+
|
|
1096
|
+
* Purpose
|
|
1097
|
+
* =======
|
|
1098
|
+
*
|
|
1099
|
+
* DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
|
|
1100
|
+
* of a real generalized symmetric-definite eigenproblem, of the form
|
|
1101
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
|
|
1102
|
+
* B are assumed to be symmetric and B is also positive definite.
|
|
1103
|
+
* If eigenvectors are desired, it uses a divide and conquer algorithm.
|
|
1104
|
+
*
|
|
1105
|
+
* The divide and conquer algorithm makes very mild assumptions about
|
|
1106
|
+
* floating point arithmetic. It will work on machines with a guard
|
|
1107
|
+
* digit in add/subtract, or on those binary machines without guard
|
|
1108
|
+
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
|
|
1109
|
+
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
|
|
1110
|
+
* without guard digits, but we know of none.
|
|
1111
|
+
*
|
|
1112
|
+
|
|
1113
|
+
* Arguments
|
|
1114
|
+
* =========
|
|
1115
|
+
*
|
|
1116
|
+
* ITYPE (input) INTEGER
|
|
1117
|
+
* Specifies the problem type to be solved:
|
|
1118
|
+
* = 1: A*x = (lambda)*B*x
|
|
1119
|
+
* = 2: A*B*x = (lambda)*x
|
|
1120
|
+
* = 3: B*A*x = (lambda)*x
|
|
1121
|
+
*
|
|
1122
|
+
* JOBZ (input) CHARACTER*1
|
|
1123
|
+
* = 'N': Compute eigenvalues only;
|
|
1124
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
1125
|
+
*
|
|
1126
|
+
* UPLO (input) CHARACTER*1
|
|
1127
|
+
* = 'U': Upper triangles of A and B are stored;
|
|
1128
|
+
* = 'L': Lower triangles of A and B are stored.
|
|
1129
|
+
*
|
|
1130
|
+
* N (input) INTEGER
|
|
1131
|
+
* The order of the matrices A and B. N >= 0.
|
|
1132
|
+
*
|
|
1133
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
|
|
1134
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the
|
|
1135
|
+
* leading N-by-N upper triangular part of A contains the
|
|
1136
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
1137
|
+
* the leading N-by-N lower triangular part of A contains
|
|
1138
|
+
* the lower triangular part of the matrix A.
|
|
1139
|
+
*
|
|
1140
|
+
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
|
1141
|
+
* matrix Z of eigenvectors. The eigenvectors are normalized
|
|
1142
|
+
* as follows:
|
|
1143
|
+
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
|
1144
|
+
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
|
1145
|
+
* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
|
|
1146
|
+
* or the lower triangle (if UPLO='L') of A, including the
|
|
1147
|
+
* diagonal, is destroyed.
|
|
1148
|
+
*
|
|
1149
|
+
* LDA (input) INTEGER
|
|
1150
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1151
|
+
*
|
|
1152
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
|
|
1153
|
+
* On entry, the symmetric matrix B. If UPLO = 'U', the
|
|
1154
|
+
* leading N-by-N upper triangular part of B contains the
|
|
1155
|
+
* upper triangular part of the matrix B. If UPLO = 'L',
|
|
1156
|
+
* the leading N-by-N lower triangular part of B contains
|
|
1157
|
+
* the lower triangular part of the matrix B.
|
|
1158
|
+
*
|
|
1159
|
+
* On exit, if INFO <= N, the part of B containing the matrix is
|
|
1160
|
+
* overwritten by the triangular factor U or L from the Cholesky
|
|
1161
|
+
* factorization B = U**T*U or B = L*L**T.
|
|
1162
|
+
*
|
|
1163
|
+
* LDB (input) INTEGER
|
|
1164
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1165
|
+
*
|
|
1166
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
1167
|
+
* If INFO = 0, the eigenvalues in ascending order.
|
|
1168
|
+
*
|
|
1169
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
1170
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1171
|
+
*
|
|
1172
|
+
* LWORK (input) INTEGER
|
|
1173
|
+
* The dimension of the array WORK.
|
|
1174
|
+
* If N <= 1, LWORK >= 1.
|
|
1175
|
+
* If JOBZ = 'N' and N > 1, LWORK >= 2*N+1.
|
|
1176
|
+
* If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.
|
|
1177
|
+
*
|
|
1178
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1179
|
+
* only calculates the optimal sizes of the WORK and IWORK
|
|
1180
|
+
* arrays, returns these values as the first entries of the WORK
|
|
1181
|
+
* and IWORK arrays, and no error message related to LWORK or
|
|
1182
|
+
* LIWORK is issued by XERBLA.
|
|
1183
|
+
*
|
|
1184
|
+
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
|
1185
|
+
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
|
|
1186
|
+
*
|
|
1187
|
+
* LIWORK (input) INTEGER
|
|
1188
|
+
* The dimension of the array IWORK.
|
|
1189
|
+
* If N <= 1, LIWORK >= 1.
|
|
1190
|
+
* If JOBZ = 'N' and N > 1, LIWORK >= 1.
|
|
1191
|
+
* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
|
|
1192
|
+
*
|
|
1193
|
+
* If LIWORK = -1, then a workspace query is assumed; the
|
|
1194
|
+
* routine only calculates the optimal sizes of the WORK and
|
|
1195
|
+
* IWORK arrays, returns these values as the first entries of
|
|
1196
|
+
* the WORK and IWORK arrays, and no error message related to
|
|
1197
|
+
* LWORK or LIWORK is issued by XERBLA.
|
|
1198
|
+
*
|
|
1199
|
+
* INFO (output) INTEGER
|
|
1200
|
+
* = 0: successful exit
|
|
1201
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1202
|
+
* > 0: DPOTRF or DSYEVD returned an error code:
|
|
1203
|
+
* <= N: if INFO = i and JOBZ = 'N', then the algorithm
|
|
1204
|
+
* failed to converge; i off-diagonal elements of an
|
|
1205
|
+
* intermediate tridiagonal form did not converge to
|
|
1206
|
+
* zero;
|
|
1207
|
+
* if INFO = i and JOBZ = 'V', then the algorithm
|
|
1208
|
+
* failed to compute an eigenvalue while working on
|
|
1209
|
+
* the submatrix lying in rows and columns INFO/(N+1)
|
|
1210
|
+
* through mod(INFO,N+1);
|
|
1211
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
1212
|
+
* minor of order i of B is not positive definite.
|
|
1213
|
+
* The factorization of B could not be completed and
|
|
1214
|
+
* no eigenvalues or eigenvectors were computed.
|
|
1215
|
+
*
|
|
1216
|
+
|
|
1217
|
+
* Further Details
|
|
1218
|
+
* ===============
|
|
1219
|
+
*
|
|
1220
|
+
* Based on contributions by
|
|
1221
|
+
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
|
1222
|
+
*
|
|
1223
|
+
* Modified so that no backsubstitution is performed if DSYEVD fails to
|
|
1224
|
+
* converge (NEIG in old code could be greater than N causing out of
|
|
1225
|
+
* bounds reference to A - reported by Ralf Meyer). Also corrected the
|
|
1226
|
+
* description of INFO and the test on ITYPE. Sven, 16 Feb 05.
|
|
1227
|
+
* =====================================================================
|
|
1228
|
+
*
|
|
1229
|
+
|
|
1230
|
+
|
|
1231
|
+
</PRE>
|
|
1232
|
+
<A HREF="#top">go to the page top</A>
|
|
1233
|
+
|
|
1234
|
+
<A NAME="dsygvx"></A>
|
|
1235
|
+
<H2>dsygvx</H2>
|
|
1236
|
+
<PRE>
|
|
1237
|
+
USAGE:
|
|
1238
|
+
m, w, z, work, ifail, info, a, b = NumRu::Lapack.dsygvx( itype, jobz, range, uplo, a, b, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
|
|
1239
|
+
|
|
1240
|
+
|
|
1241
|
+
FORTRAN MANUAL
|
|
1242
|
+
SUBROUTINE DSYGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO )
|
|
1243
|
+
|
|
1244
|
+
* Purpose
|
|
1245
|
+
* =======
|
|
1246
|
+
*
|
|
1247
|
+
* DSYGVX computes selected eigenvalues, and optionally, eigenvectors
|
|
1248
|
+
* of a real generalized symmetric-definite eigenproblem, of the form
|
|
1249
|
+
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A
|
|
1250
|
+
* and B are assumed to be symmetric and B is also positive definite.
|
|
1251
|
+
* Eigenvalues and eigenvectors can be selected by specifying either a
|
|
1252
|
+
* range of values or a range of indices for the desired eigenvalues.
|
|
1253
|
+
*
|
|
1254
|
+
|
|
1255
|
+
* Arguments
|
|
1256
|
+
* =========
|
|
1257
|
+
*
|
|
1258
|
+
* ITYPE (input) INTEGER
|
|
1259
|
+
* Specifies the problem type to be solved:
|
|
1260
|
+
* = 1: A*x = (lambda)*B*x
|
|
1261
|
+
* = 2: A*B*x = (lambda)*x
|
|
1262
|
+
* = 3: B*A*x = (lambda)*x
|
|
1263
|
+
*
|
|
1264
|
+
* JOBZ (input) CHARACTER*1
|
|
1265
|
+
* = 'N': Compute eigenvalues only;
|
|
1266
|
+
* = 'V': Compute eigenvalues and eigenvectors.
|
|
1267
|
+
*
|
|
1268
|
+
* RANGE (input) CHARACTER*1
|
|
1269
|
+
* = 'A': all eigenvalues will be found.
|
|
1270
|
+
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
|
1271
|
+
* will be found.
|
|
1272
|
+
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
|
1273
|
+
*
|
|
1274
|
+
* UPLO (input) CHARACTER*1
|
|
1275
|
+
* = 'U': Upper triangle of A and B are stored;
|
|
1276
|
+
* = 'L': Lower triangle of A and B are stored.
|
|
1277
|
+
*
|
|
1278
|
+
* N (input) INTEGER
|
|
1279
|
+
* The order of the matrix pencil (A,B). N >= 0.
|
|
1280
|
+
*
|
|
1281
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
|
|
1282
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the
|
|
1283
|
+
* leading N-by-N upper triangular part of A contains the
|
|
1284
|
+
* upper triangular part of the matrix A. If UPLO = 'L',
|
|
1285
|
+
* the leading N-by-N lower triangular part of A contains
|
|
1286
|
+
* the lower triangular part of the matrix A.
|
|
1287
|
+
*
|
|
1288
|
+
* On exit, the lower triangle (if UPLO='L') or the upper
|
|
1289
|
+
* triangle (if UPLO='U') of A, including the diagonal, is
|
|
1290
|
+
* destroyed.
|
|
1291
|
+
*
|
|
1292
|
+
* LDA (input) INTEGER
|
|
1293
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1294
|
+
*
|
|
1295
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
|
|
1296
|
+
* On entry, the symmetric matrix B. If UPLO = 'U', the
|
|
1297
|
+
* leading N-by-N upper triangular part of B contains the
|
|
1298
|
+
* upper triangular part of the matrix B. If UPLO = 'L',
|
|
1299
|
+
* the leading N-by-N lower triangular part of B contains
|
|
1300
|
+
* the lower triangular part of the matrix B.
|
|
1301
|
+
*
|
|
1302
|
+
* On exit, if INFO <= N, the part of B containing the matrix is
|
|
1303
|
+
* overwritten by the triangular factor U or L from the Cholesky
|
|
1304
|
+
* factorization B = U**T*U or B = L*L**T.
|
|
1305
|
+
*
|
|
1306
|
+
* LDB (input) INTEGER
|
|
1307
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1308
|
+
*
|
|
1309
|
+
* VL (input) DOUBLE PRECISION
|
|
1310
|
+
* VU (input) DOUBLE PRECISION
|
|
1311
|
+
* If RANGE='V', the lower and upper bounds of the interval to
|
|
1312
|
+
* be searched for eigenvalues. VL < VU.
|
|
1313
|
+
* Not referenced if RANGE = 'A' or 'I'.
|
|
1314
|
+
*
|
|
1315
|
+
* IL (input) INTEGER
|
|
1316
|
+
* IU (input) INTEGER
|
|
1317
|
+
* If RANGE='I', the indices (in ascending order) of the
|
|
1318
|
+
* smallest and largest eigenvalues to be returned.
|
|
1319
|
+
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
|
1320
|
+
* Not referenced if RANGE = 'A' or 'V'.
|
|
1321
|
+
*
|
|
1322
|
+
* ABSTOL (input) DOUBLE PRECISION
|
|
1323
|
+
* The absolute error tolerance for the eigenvalues.
|
|
1324
|
+
* An approximate eigenvalue is accepted as converged
|
|
1325
|
+
* when it is determined to lie in an interval [a,b]
|
|
1326
|
+
* of width less than or equal to
|
|
1327
|
+
*
|
|
1328
|
+
* ABSTOL + EPS * max( |a|,|b| ) ,
|
|
1329
|
+
*
|
|
1330
|
+
* where EPS is the machine precision. If ABSTOL is less than
|
|
1331
|
+
* or equal to zero, then EPS*|T| will be used in its place,
|
|
1332
|
+
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
|
1333
|
+
* by reducing A to tridiagonal form.
|
|
1334
|
+
*
|
|
1335
|
+
* Eigenvalues will be computed most accurately when ABSTOL is
|
|
1336
|
+
* set to twice the underflow threshold 2*DLAMCH('S'), not zero.
|
|
1337
|
+
* If this routine returns with INFO>0, indicating that some
|
|
1338
|
+
* eigenvectors did not converge, try setting ABSTOL to
|
|
1339
|
+
* 2*DLAMCH('S').
|
|
1340
|
+
*
|
|
1341
|
+
* M (output) INTEGER
|
|
1342
|
+
* The total number of eigenvalues found. 0 <= M <= N.
|
|
1343
|
+
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
|
1344
|
+
*
|
|
1345
|
+
* W (output) DOUBLE PRECISION array, dimension (N)
|
|
1346
|
+
* On normal exit, the first M elements contain the selected
|
|
1347
|
+
* eigenvalues in ascending order.
|
|
1348
|
+
*
|
|
1349
|
+
* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
|
|
1350
|
+
* If JOBZ = 'N', then Z is not referenced.
|
|
1351
|
+
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
|
1352
|
+
* contain the orthonormal eigenvectors of the matrix A
|
|
1353
|
+
* corresponding to the selected eigenvalues, with the i-th
|
|
1354
|
+
* column of Z holding the eigenvector associated with W(i).
|
|
1355
|
+
* The eigenvectors are normalized as follows:
|
|
1356
|
+
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
|
1357
|
+
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
|
1358
|
+
*
|
|
1359
|
+
* If an eigenvector fails to converge, then that column of Z
|
|
1360
|
+
* contains the latest approximation to the eigenvector, and the
|
|
1361
|
+
* index of the eigenvector is returned in IFAIL.
|
|
1362
|
+
* Note: the user must ensure that at least max(1,M) columns are
|
|
1363
|
+
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
|
1364
|
+
* is not known in advance and an upper bound must be used.
|
|
1365
|
+
*
|
|
1366
|
+
* LDZ (input) INTEGER
|
|
1367
|
+
* The leading dimension of the array Z. LDZ >= 1, and if
|
|
1368
|
+
* JOBZ = 'V', LDZ >= max(1,N).
|
|
1369
|
+
*
|
|
1370
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
1371
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1372
|
+
*
|
|
1373
|
+
* LWORK (input) INTEGER
|
|
1374
|
+
* The length of the array WORK. LWORK >= max(1,8*N).
|
|
1375
|
+
* For optimal efficiency, LWORK >= (NB+3)*N,
|
|
1376
|
+
* where NB is the blocksize for DSYTRD returned by ILAENV.
|
|
1377
|
+
*
|
|
1378
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1379
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1380
|
+
* this value as the first entry of the WORK array, and no error
|
|
1381
|
+
* message related to LWORK is issued by XERBLA.
|
|
1382
|
+
*
|
|
1383
|
+
* IWORK (workspace) INTEGER array, dimension (5*N)
|
|
1384
|
+
*
|
|
1385
|
+
* IFAIL (output) INTEGER array, dimension (N)
|
|
1386
|
+
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
|
1387
|
+
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
|
1388
|
+
* indices of the eigenvectors that failed to converge.
|
|
1389
|
+
* If JOBZ = 'N', then IFAIL is not referenced.
|
|
1390
|
+
*
|
|
1391
|
+
* INFO (output) INTEGER
|
|
1392
|
+
* = 0: successful exit
|
|
1393
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1394
|
+
* > 0: DPOTRF or DSYEVX returned an error code:
|
|
1395
|
+
* <= N: if INFO = i, DSYEVX failed to converge;
|
|
1396
|
+
* i eigenvectors failed to converge. Their indices
|
|
1397
|
+
* are stored in array IFAIL.
|
|
1398
|
+
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
|
1399
|
+
* minor of order i of B is not positive definite.
|
|
1400
|
+
* The factorization of B could not be completed and
|
|
1401
|
+
* no eigenvalues or eigenvectors were computed.
|
|
1402
|
+
*
|
|
1403
|
+
|
|
1404
|
+
* Further Details
|
|
1405
|
+
* ===============
|
|
1406
|
+
*
|
|
1407
|
+
* Based on contributions by
|
|
1408
|
+
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
|
1409
|
+
*
|
|
1410
|
+
* =====================================================================
|
|
1411
|
+
*
|
|
1412
|
+
|
|
1413
|
+
|
|
1414
|
+
</PRE>
|
|
1415
|
+
<A HREF="#top">go to the page top</A>
|
|
1416
|
+
|
|
1417
|
+
<A NAME="dsyrfs"></A>
|
|
1418
|
+
<H2>dsyrfs</H2>
|
|
1419
|
+
<PRE>
|
|
1420
|
+
USAGE:
|
|
1421
|
+
ferr, berr, info, x = NumRu::Lapack.dsyrfs( uplo, a, af, ipiv, b, x, [:usage => usage, :help => help])
|
|
1422
|
+
|
|
1423
|
+
|
|
1424
|
+
FORTRAN MANUAL
|
|
1425
|
+
SUBROUTINE DSYRFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
|
|
1426
|
+
|
|
1427
|
+
* Purpose
|
|
1428
|
+
* =======
|
|
1429
|
+
*
|
|
1430
|
+
* DSYRFS improves the computed solution to a system of linear
|
|
1431
|
+
* equations when the coefficient matrix is symmetric indefinite, and
|
|
1432
|
+
* provides error bounds and backward error estimates for the solution.
|
|
1433
|
+
*
|
|
1434
|
+
|
|
1435
|
+
* Arguments
|
|
1436
|
+
* =========
|
|
1437
|
+
*
|
|
1438
|
+
* UPLO (input) CHARACTER*1
|
|
1439
|
+
* = 'U': Upper triangle of A is stored;
|
|
1440
|
+
* = 'L': Lower triangle of A is stored.
|
|
1441
|
+
*
|
|
1442
|
+
* N (input) INTEGER
|
|
1443
|
+
* The order of the matrix A. N >= 0.
|
|
1444
|
+
*
|
|
1445
|
+
* NRHS (input) INTEGER
|
|
1446
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1447
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1448
|
+
*
|
|
1449
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
|
|
1450
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
1451
|
+
* upper triangular part of A contains the upper triangular part
|
|
1452
|
+
* of the matrix A, and the strictly lower triangular part of A
|
|
1453
|
+
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
1454
|
+
* triangular part of A contains the lower triangular part of
|
|
1455
|
+
* the matrix A, and the strictly upper triangular part of A is
|
|
1456
|
+
* not referenced.
|
|
1457
|
+
*
|
|
1458
|
+
* LDA (input) INTEGER
|
|
1459
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1460
|
+
*
|
|
1461
|
+
* AF (input) DOUBLE PRECISION array, dimension (LDAF,N)
|
|
1462
|
+
* The factored form of the matrix A. AF contains the block
|
|
1463
|
+
* diagonal matrix D and the multipliers used to obtain the
|
|
1464
|
+
* factor U or L from the factorization A = U*D*U**T or
|
|
1465
|
+
* A = L*D*L**T as computed by DSYTRF.
|
|
1466
|
+
*
|
|
1467
|
+
* LDAF (input) INTEGER
|
|
1468
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
1469
|
+
*
|
|
1470
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1471
|
+
* Details of the interchanges and the block structure of D
|
|
1472
|
+
* as determined by DSYTRF.
|
|
1473
|
+
*
|
|
1474
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1475
|
+
* The right hand side matrix B.
|
|
1476
|
+
*
|
|
1477
|
+
* LDB (input) INTEGER
|
|
1478
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1479
|
+
*
|
|
1480
|
+
* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
1481
|
+
* On entry, the solution matrix X, as computed by DSYTRS.
|
|
1482
|
+
* On exit, the improved solution matrix X.
|
|
1483
|
+
*
|
|
1484
|
+
* LDX (input) INTEGER
|
|
1485
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1486
|
+
*
|
|
1487
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1488
|
+
* The estimated forward error bound for each solution vector
|
|
1489
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
1490
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
1491
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
1492
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
1493
|
+
* largest element in X(j). The estimate is as reliable as
|
|
1494
|
+
* the estimate for RCOND, and is almost always a slight
|
|
1495
|
+
* overestimate of the true error.
|
|
1496
|
+
*
|
|
1497
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1498
|
+
* The componentwise relative backward error of each solution
|
|
1499
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
1500
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
1501
|
+
*
|
|
1502
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
|
|
1503
|
+
*
|
|
1504
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
1505
|
+
*
|
|
1506
|
+
* INFO (output) INTEGER
|
|
1507
|
+
* = 0: successful exit
|
|
1508
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1509
|
+
*
|
|
1510
|
+
* Internal Parameters
|
|
1511
|
+
* ===================
|
|
1512
|
+
*
|
|
1513
|
+
* ITMAX is the maximum number of steps of iterative refinement.
|
|
1514
|
+
*
|
|
1515
|
+
|
|
1516
|
+
* =====================================================================
|
|
1517
|
+
*
|
|
1518
|
+
|
|
1519
|
+
|
|
1520
|
+
</PRE>
|
|
1521
|
+
<A HREF="#top">go to the page top</A>
|
|
1522
|
+
|
|
1523
|
+
<A NAME="dsyrfsx"></A>
|
|
1524
|
+
<H2>dsyrfsx</H2>
|
|
1525
|
+
<PRE>
|
|
1526
|
+
USAGE:
|
|
1527
|
+
rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.dsyrfsx( uplo, equed, a, af, ipiv, s, b, x, params, [:usage => usage, :help => help])
|
|
1528
|
+
|
|
1529
|
+
|
|
1530
|
+
FORTRAN MANUAL
|
|
1531
|
+
SUBROUTINE DSYRFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
|
|
1532
|
+
|
|
1533
|
+
* Purpose
|
|
1534
|
+
* =======
|
|
1535
|
+
*
|
|
1536
|
+
* DSYRFSX improves the computed solution to a system of linear
|
|
1537
|
+
* equations when the coefficient matrix is symmetric indefinite, and
|
|
1538
|
+
* provides error bounds and backward error estimates for the
|
|
1539
|
+
* solution. In addition to normwise error bound, the code provides
|
|
1540
|
+
* maximum componentwise error bound if possible. See comments for
|
|
1541
|
+
* ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
|
|
1542
|
+
*
|
|
1543
|
+
* The original system of linear equations may have been equilibrated
|
|
1544
|
+
* before calling this routine, as described by arguments EQUED and S
|
|
1545
|
+
* below. In this case, the solution and error bounds returned are
|
|
1546
|
+
* for the original unequilibrated system.
|
|
1547
|
+
*
|
|
1548
|
+
|
|
1549
|
+
* Arguments
|
|
1550
|
+
* =========
|
|
1551
|
+
*
|
|
1552
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
1553
|
+
* settings determine how refinement is performed, but often the
|
|
1554
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
1555
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
1556
|
+
* the PARAMS argument.
|
|
1557
|
+
*
|
|
1558
|
+
* UPLO (input) CHARACTER*1
|
|
1559
|
+
* = 'U': Upper triangle of A is stored;
|
|
1560
|
+
* = 'L': Lower triangle of A is stored.
|
|
1561
|
+
*
|
|
1562
|
+
* EQUED (input) CHARACTER*1
|
|
1563
|
+
* Specifies the form of equilibration that was done to A
|
|
1564
|
+
* before calling this routine. This is needed to compute
|
|
1565
|
+
* the solution and error bounds correctly.
|
|
1566
|
+
* = 'N': No equilibration
|
|
1567
|
+
* = 'Y': Both row and column equilibration, i.e., A has been
|
|
1568
|
+
* replaced by diag(S) * A * diag(S).
|
|
1569
|
+
* The right hand side B has been changed accordingly.
|
|
1570
|
+
*
|
|
1571
|
+
* N (input) INTEGER
|
|
1572
|
+
* The order of the matrix A. N >= 0.
|
|
1573
|
+
*
|
|
1574
|
+
* NRHS (input) INTEGER
|
|
1575
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1576
|
+
* of the matrices B and X. NRHS >= 0.
|
|
1577
|
+
*
|
|
1578
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
|
|
1579
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
1580
|
+
* upper triangular part of A contains the upper triangular
|
|
1581
|
+
* part of the matrix A, and the strictly lower triangular
|
|
1582
|
+
* part of A is not referenced. If UPLO = 'L', the leading
|
|
1583
|
+
* N-by-N lower triangular part of A contains the lower
|
|
1584
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1585
|
+
* triangular part of A is not referenced.
|
|
1586
|
+
*
|
|
1587
|
+
* LDA (input) INTEGER
|
|
1588
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1589
|
+
*
|
|
1590
|
+
* AF (input) DOUBLE PRECISION array, dimension (LDAF,N)
|
|
1591
|
+
* The factored form of the matrix A. AF contains the block
|
|
1592
|
+
* diagonal matrix D and the multipliers used to obtain the
|
|
1593
|
+
* factor U or L from the factorization A = U*D*U**T or A =
|
|
1594
|
+
* L*D*L**T as computed by DSYTRF.
|
|
1595
|
+
*
|
|
1596
|
+
* LDAF (input) INTEGER
|
|
1597
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
1598
|
+
*
|
|
1599
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
1600
|
+
* Details of the interchanges and the block structure of D
|
|
1601
|
+
* as determined by DSYTRF.
|
|
1602
|
+
*
|
|
1603
|
+
* S (input or output) DOUBLE PRECISION array, dimension (N)
|
|
1604
|
+
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
|
1605
|
+
* the left and right by diag(S). S is an input argument if FACT =
|
|
1606
|
+
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
|
1607
|
+
* = 'Y', each element of S must be positive. If S is output, each
|
|
1608
|
+
* element of S is a power of the radix. If S is input, each element
|
|
1609
|
+
* of S should be a power of the radix to ensure a reliable solution
|
|
1610
|
+
* and error estimates. Scaling by powers of the radix does not cause
|
|
1611
|
+
* rounding errors unless the result underflows or overflows.
|
|
1612
|
+
* Rounding errors during scaling lead to refining with a matrix that
|
|
1613
|
+
* is not equivalent to the input matrix, producing error estimates
|
|
1614
|
+
* that may not be reliable.
|
|
1615
|
+
*
|
|
1616
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1617
|
+
* The right hand side matrix B.
|
|
1618
|
+
*
|
|
1619
|
+
* LDB (input) INTEGER
|
|
1620
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1621
|
+
*
|
|
1622
|
+
* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
1623
|
+
* On entry, the solution matrix X, as computed by DGETRS.
|
|
1624
|
+
* On exit, the improved solution matrix X.
|
|
1625
|
+
*
|
|
1626
|
+
* LDX (input) INTEGER
|
|
1627
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
1628
|
+
*
|
|
1629
|
+
* RCOND (output) DOUBLE PRECISION
|
|
1630
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
1631
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
1632
|
+
* equilibration (if done). If this is less than the machine
|
|
1633
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
1634
|
+
* to working precision. Note that the error may still be small even
|
|
1635
|
+
* if this number is very small and the matrix appears ill-
|
|
1636
|
+
* conditioned.
|
|
1637
|
+
*
|
|
1638
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
1639
|
+
* Componentwise relative backward error. This is the
|
|
1640
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
1641
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
1642
|
+
* makes X(j) an exact solution).
|
|
1643
|
+
*
|
|
1644
|
+
* N_ERR_BNDS (input) INTEGER
|
|
1645
|
+
* Number of error bounds to return for each right hand side
|
|
1646
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
1647
|
+
* ERR_BNDS_COMP below.
|
|
1648
|
+
*
|
|
1649
|
+
* ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
1650
|
+
* For each right-hand side, this array contains information about
|
|
1651
|
+
* various error bounds and condition numbers corresponding to the
|
|
1652
|
+
* normwise relative error, which is defined as follows:
|
|
1653
|
+
*
|
|
1654
|
+
* Normwise relative error in the ith solution vector:
|
|
1655
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
1656
|
+
* ------------------------------
|
|
1657
|
+
* max_j abs(X(j,i))
|
|
1658
|
+
*
|
|
1659
|
+
* The array is indexed by the type of error information as described
|
|
1660
|
+
* below. There currently are up to three pieces of information
|
|
1661
|
+
* returned.
|
|
1662
|
+
*
|
|
1663
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
1664
|
+
* right-hand side.
|
|
1665
|
+
*
|
|
1666
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
1667
|
+
* three fields:
|
|
1668
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1669
|
+
* reciprocal condition number is less than the threshold
|
|
1670
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
1671
|
+
*
|
|
1672
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1673
|
+
* almost certainly within a factor of 10 of the true error
|
|
1674
|
+
* so long as the next entry is greater than the threshold
|
|
1675
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
1676
|
+
* be trusted if the previous boolean is true.
|
|
1677
|
+
*
|
|
1678
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
1679
|
+
* reciprocal condition number. Compared with the threshold
|
|
1680
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
1681
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1682
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1683
|
+
* appropriately scaled matrix Z.
|
|
1684
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
1685
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
1686
|
+
*
|
|
1687
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1688
|
+
* cautions.
|
|
1689
|
+
*
|
|
1690
|
+
* ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
1691
|
+
* For each right-hand side, this array contains information about
|
|
1692
|
+
* various error bounds and condition numbers corresponding to the
|
|
1693
|
+
* componentwise relative error, which is defined as follows:
|
|
1694
|
+
*
|
|
1695
|
+
* Componentwise relative error in the ith solution vector:
|
|
1696
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
1697
|
+
* max_j ----------------------
|
|
1698
|
+
* abs(X(j,i))
|
|
1699
|
+
*
|
|
1700
|
+
* The array is indexed by the right-hand side i (on which the
|
|
1701
|
+
* componentwise relative error depends), and the type of error
|
|
1702
|
+
* information as described below. There currently are up to three
|
|
1703
|
+
* pieces of information returned for each right-hand side. If
|
|
1704
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
1705
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
1706
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
1707
|
+
*
|
|
1708
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
1709
|
+
* right-hand side.
|
|
1710
|
+
*
|
|
1711
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
1712
|
+
* three fields:
|
|
1713
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
1714
|
+
* reciprocal condition number is less than the threshold
|
|
1715
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
1716
|
+
*
|
|
1717
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
1718
|
+
* almost certainly within a factor of 10 of the true error
|
|
1719
|
+
* so long as the next entry is greater than the threshold
|
|
1720
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
1721
|
+
* be trusted if the previous boolean is true.
|
|
1722
|
+
*
|
|
1723
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
1724
|
+
* reciprocal condition number. Compared with the threshold
|
|
1725
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
1726
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
1727
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
1728
|
+
* appropriately scaled matrix Z.
|
|
1729
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
1730
|
+
* current right-hand side and S scales each row of
|
|
1731
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
1732
|
+
* sums of Z are approximately 1.
|
|
1733
|
+
*
|
|
1734
|
+
* See Lapack Working Note 165 for further details and extra
|
|
1735
|
+
* cautions.
|
|
1736
|
+
*
|
|
1737
|
+
* NPARAMS (input) INTEGER
|
|
1738
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
1739
|
+
* PARAMS array is never referenced and default values are used.
|
|
1740
|
+
*
|
|
1741
|
+
* PARAMS (input / output) DOUBLE PRECISION array, dimension (NPARAMS)
|
|
1742
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
1743
|
+
* that entry will be filled with default value used for that
|
|
1744
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
1745
|
+
* are used for higher-numbered parameters.
|
|
1746
|
+
*
|
|
1747
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
1748
|
+
* refinement or not.
|
|
1749
|
+
* Default: 1.0D+0
|
|
1750
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
1751
|
+
* computed.
|
|
1752
|
+
* = 1.0 : Use the double-precision refinement algorithm,
|
|
1753
|
+
* possibly with doubled-single computations if the
|
|
1754
|
+
* compilation environment does not support DOUBLE
|
|
1755
|
+
* PRECISION.
|
|
1756
|
+
* (other values are reserved for future use)
|
|
1757
|
+
*
|
|
1758
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
1759
|
+
* computations allowed for refinement.
|
|
1760
|
+
* Default: 10
|
|
1761
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
1762
|
+
* factorizations or factorizations other than LU. If
|
|
1763
|
+
* the factorization uses a technique other than
|
|
1764
|
+
* Gaussian elimination, the guarantees in
|
|
1765
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
1766
|
+
* trustworthy.
|
|
1767
|
+
*
|
|
1768
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
1769
|
+
* will attempt to find a solution with small componentwise
|
|
1770
|
+
* relative error in the double-precision algorithm. Positive
|
|
1771
|
+
* is true, 0.0 is false.
|
|
1772
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
1773
|
+
*
|
|
1774
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
|
|
1775
|
+
*
|
|
1776
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
1777
|
+
*
|
|
1778
|
+
* INFO (output) INTEGER
|
|
1779
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
1780
|
+
* guaranteed.
|
|
1781
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
1782
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
1783
|
+
* has been completed, but the factor U is exactly singular, so
|
|
1784
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
1785
|
+
* is returned.
|
|
1786
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
1787
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
1788
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
1789
|
+
* only the first such right-hand side is reported. If a small
|
|
1790
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
1791
|
+
* the Jth right-hand side is the first with a normwise error
|
|
1792
|
+
* bound that is not guaranteed (the smallest J such
|
|
1793
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
1794
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
1795
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
1796
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
1797
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
1798
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
1799
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
1800
|
+
* ERR_BNDS_COMP.
|
|
1801
|
+
*
|
|
1802
|
+
|
|
1803
|
+
* ==================================================================
|
|
1804
|
+
*
|
|
1805
|
+
|
|
1806
|
+
|
|
1807
|
+
</PRE>
|
|
1808
|
+
<A HREF="#top">go to the page top</A>
|
|
1809
|
+
|
|
1810
|
+
<A NAME="dsysv"></A>
|
|
1811
|
+
<H2>dsysv</H2>
|
|
1812
|
+
<PRE>
|
|
1813
|
+
USAGE:
|
|
1814
|
+
ipiv, work, info, a, b = NumRu::Lapack.dsysv( uplo, a, b, [:lwork => lwork, :usage => usage, :help => help])
|
|
1815
|
+
|
|
1816
|
+
|
|
1817
|
+
FORTRAN MANUAL
|
|
1818
|
+
SUBROUTINE DSYSV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO )
|
|
1819
|
+
|
|
1820
|
+
* Purpose
|
|
1821
|
+
* =======
|
|
1822
|
+
*
|
|
1823
|
+
* DSYSV computes the solution to a real system of linear equations
|
|
1824
|
+
* A * X = B,
|
|
1825
|
+
* where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
|
|
1826
|
+
* matrices.
|
|
1827
|
+
*
|
|
1828
|
+
* The diagonal pivoting method is used to factor A as
|
|
1829
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
1830
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
1831
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1832
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
1833
|
+
* 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
|
|
1834
|
+
* used to solve the system of equations A * X = B.
|
|
1835
|
+
*
|
|
1836
|
+
|
|
1837
|
+
* Arguments
|
|
1838
|
+
* =========
|
|
1839
|
+
*
|
|
1840
|
+
* UPLO (input) CHARACTER*1
|
|
1841
|
+
* = 'U': Upper triangle of A is stored;
|
|
1842
|
+
* = 'L': Lower triangle of A is stored.
|
|
1843
|
+
*
|
|
1844
|
+
* N (input) INTEGER
|
|
1845
|
+
* The number of linear equations, i.e., the order of the
|
|
1846
|
+
* matrix A. N >= 0.
|
|
1847
|
+
*
|
|
1848
|
+
* NRHS (input) INTEGER
|
|
1849
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1850
|
+
* of the matrix B. NRHS >= 0.
|
|
1851
|
+
*
|
|
1852
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
1853
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
1854
|
+
* N-by-N upper triangular part of A contains the upper
|
|
1855
|
+
* triangular part of the matrix A, and the strictly lower
|
|
1856
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
1857
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
1858
|
+
* triangular part of the matrix A, and the strictly upper
|
|
1859
|
+
* triangular part of A is not referenced.
|
|
1860
|
+
*
|
|
1861
|
+
* On exit, if INFO = 0, the block diagonal matrix D and the
|
|
1862
|
+
* multipliers used to obtain the factor U or L from the
|
|
1863
|
+
* factorization A = U*D*U**T or A = L*D*L**T as computed by
|
|
1864
|
+
* DSYTRF.
|
|
1865
|
+
*
|
|
1866
|
+
* LDA (input) INTEGER
|
|
1867
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
1868
|
+
*
|
|
1869
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
1870
|
+
* Details of the interchanges and the block structure of D, as
|
|
1871
|
+
* determined by DSYTRF. If IPIV(k) > 0, then rows and columns
|
|
1872
|
+
* k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
|
|
1873
|
+
* diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
|
|
1874
|
+
* then rows and columns k-1 and -IPIV(k) were interchanged and
|
|
1875
|
+
* D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
|
|
1876
|
+
* IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
|
|
1877
|
+
* -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
|
|
1878
|
+
* diagonal block.
|
|
1879
|
+
*
|
|
1880
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
1881
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
1882
|
+
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
|
1883
|
+
*
|
|
1884
|
+
* LDB (input) INTEGER
|
|
1885
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
1886
|
+
*
|
|
1887
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
1888
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
1889
|
+
*
|
|
1890
|
+
* LWORK (input) INTEGER
|
|
1891
|
+
* The length of WORK. LWORK >= 1, and for best performance
|
|
1892
|
+
* LWORK >= max(1,N*NB), where NB is the optimal blocksize for
|
|
1893
|
+
* DSYTRF.
|
|
1894
|
+
*
|
|
1895
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
1896
|
+
* only calculates the optimal size of the WORK array, returns
|
|
1897
|
+
* this value as the first entry of the WORK array, and no error
|
|
1898
|
+
* message related to LWORK is issued by XERBLA.
|
|
1899
|
+
*
|
|
1900
|
+
* INFO (output) INTEGER
|
|
1901
|
+
* = 0: successful exit
|
|
1902
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
1903
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
1904
|
+
* has been completed, but the block diagonal matrix D is
|
|
1905
|
+
* exactly singular, so the solution could not be computed.
|
|
1906
|
+
*
|
|
1907
|
+
|
|
1908
|
+
* =====================================================================
|
|
1909
|
+
*
|
|
1910
|
+
* .. Local Scalars ..
|
|
1911
|
+
LOGICAL LQUERY
|
|
1912
|
+
INTEGER LWKOPT, NB
|
|
1913
|
+
* ..
|
|
1914
|
+
* .. External Functions ..
|
|
1915
|
+
LOGICAL LSAME
|
|
1916
|
+
INTEGER ILAENV
|
|
1917
|
+
EXTERNAL LSAME, ILAENV
|
|
1918
|
+
* ..
|
|
1919
|
+
* .. External Subroutines ..
|
|
1920
|
+
EXTERNAL DSYTRF, DSYTRS2, XERBLA
|
|
1921
|
+
* ..
|
|
1922
|
+
* .. Intrinsic Functions ..
|
|
1923
|
+
INTRINSIC MAX
|
|
1924
|
+
* ..
|
|
1925
|
+
|
|
1926
|
+
|
|
1927
|
+
</PRE>
|
|
1928
|
+
<A HREF="#top">go to the page top</A>
|
|
1929
|
+
|
|
1930
|
+
<A NAME="dsysvx"></A>
|
|
1931
|
+
<H2>dsysvx</H2>
|
|
1932
|
+
<PRE>
|
|
1933
|
+
USAGE:
|
|
1934
|
+
x, rcond, ferr, berr, work, info, af, ipiv = NumRu::Lapack.dsysvx( fact, uplo, a, af, ipiv, b, [:lwork => lwork, :usage => usage, :help => help])
|
|
1935
|
+
|
|
1936
|
+
|
|
1937
|
+
FORTRAN MANUAL
|
|
1938
|
+
SUBROUTINE DSYSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, IWORK, INFO )
|
|
1939
|
+
|
|
1940
|
+
* Purpose
|
|
1941
|
+
* =======
|
|
1942
|
+
*
|
|
1943
|
+
* DSYSVX uses the diagonal pivoting factorization to compute the
|
|
1944
|
+
* solution to a real system of linear equations A * X = B,
|
|
1945
|
+
* where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
|
|
1946
|
+
* matrices.
|
|
1947
|
+
*
|
|
1948
|
+
* Error bounds on the solution and a condition estimate are also
|
|
1949
|
+
* provided.
|
|
1950
|
+
*
|
|
1951
|
+
* Description
|
|
1952
|
+
* ===========
|
|
1953
|
+
*
|
|
1954
|
+
* The following steps are performed:
|
|
1955
|
+
*
|
|
1956
|
+
* 1. If FACT = 'N', the diagonal pivoting method is used to factor A.
|
|
1957
|
+
* The form of the factorization is
|
|
1958
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
1959
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
1960
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
1961
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
1962
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
1963
|
+
*
|
|
1964
|
+
* 2. If some D(i,i)=0, so that D is exactly singular, then the routine
|
|
1965
|
+
* returns with INFO = i. Otherwise, the factored form of A is used
|
|
1966
|
+
* to estimate the condition number of the matrix A. If the
|
|
1967
|
+
* reciprocal of the condition number is less than machine precision,
|
|
1968
|
+
* INFO = N+1 is returned as a warning, but the routine still goes on
|
|
1969
|
+
* to solve for X and compute error bounds as described below.
|
|
1970
|
+
*
|
|
1971
|
+
* 3. The system of equations is solved for X using the factored form
|
|
1972
|
+
* of A.
|
|
1973
|
+
*
|
|
1974
|
+
* 4. Iterative refinement is applied to improve the computed solution
|
|
1975
|
+
* matrix and calculate error bounds and backward error estimates
|
|
1976
|
+
* for it.
|
|
1977
|
+
*
|
|
1978
|
+
|
|
1979
|
+
* Arguments
|
|
1980
|
+
* =========
|
|
1981
|
+
*
|
|
1982
|
+
* FACT (input) CHARACTER*1
|
|
1983
|
+
* Specifies whether or not the factored form of A has been
|
|
1984
|
+
* supplied on entry.
|
|
1985
|
+
* = 'F': On entry, AF and IPIV contain the factored form of
|
|
1986
|
+
* A. AF and IPIV will not be modified.
|
|
1987
|
+
* = 'N': The matrix A will be copied to AF and factored.
|
|
1988
|
+
*
|
|
1989
|
+
* UPLO (input) CHARACTER*1
|
|
1990
|
+
* = 'U': Upper triangle of A is stored;
|
|
1991
|
+
* = 'L': Lower triangle of A is stored.
|
|
1992
|
+
*
|
|
1993
|
+
* N (input) INTEGER
|
|
1994
|
+
* The number of linear equations, i.e., the order of the
|
|
1995
|
+
* matrix A. N >= 0.
|
|
1996
|
+
*
|
|
1997
|
+
* NRHS (input) INTEGER
|
|
1998
|
+
* The number of right hand sides, i.e., the number of columns
|
|
1999
|
+
* of the matrices B and X. NRHS >= 0.
|
|
2000
|
+
*
|
|
2001
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
|
|
2002
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
2003
|
+
* upper triangular part of A contains the upper triangular part
|
|
2004
|
+
* of the matrix A, and the strictly lower triangular part of A
|
|
2005
|
+
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
|
2006
|
+
* triangular part of A contains the lower triangular part of
|
|
2007
|
+
* the matrix A, and the strictly upper triangular part of A is
|
|
2008
|
+
* not referenced.
|
|
2009
|
+
*
|
|
2010
|
+
* LDA (input) INTEGER
|
|
2011
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2012
|
+
*
|
|
2013
|
+
* AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N)
|
|
2014
|
+
* If FACT = 'F', then AF is an input argument and on entry
|
|
2015
|
+
* contains the block diagonal matrix D and the multipliers used
|
|
2016
|
+
* to obtain the factor U or L from the factorization
|
|
2017
|
+
* A = U*D*U**T or A = L*D*L**T as computed by DSYTRF.
|
|
2018
|
+
*
|
|
2019
|
+
* If FACT = 'N', then AF is an output argument and on exit
|
|
2020
|
+
* returns the block diagonal matrix D and the multipliers used
|
|
2021
|
+
* to obtain the factor U or L from the factorization
|
|
2022
|
+
* A = U*D*U**T or A = L*D*L**T.
|
|
2023
|
+
*
|
|
2024
|
+
* LDAF (input) INTEGER
|
|
2025
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
2026
|
+
*
|
|
2027
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
2028
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
2029
|
+
* contains details of the interchanges and the block structure
|
|
2030
|
+
* of D, as determined by DSYTRF.
|
|
2031
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
2032
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
2033
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
2034
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
2035
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
2036
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
2037
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
2038
|
+
*
|
|
2039
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
2040
|
+
* contains details of the interchanges and the block structure
|
|
2041
|
+
* of D, as determined by DSYTRF.
|
|
2042
|
+
*
|
|
2043
|
+
* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
2044
|
+
* The N-by-NRHS right hand side matrix B.
|
|
2045
|
+
*
|
|
2046
|
+
* LDB (input) INTEGER
|
|
2047
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
2048
|
+
*
|
|
2049
|
+
* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
2050
|
+
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
|
|
2051
|
+
*
|
|
2052
|
+
* LDX (input) INTEGER
|
|
2053
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
2054
|
+
*
|
|
2055
|
+
* RCOND (output) DOUBLE PRECISION
|
|
2056
|
+
* The estimate of the reciprocal condition number of the matrix
|
|
2057
|
+
* A. If RCOND is less than the machine precision (in
|
|
2058
|
+
* particular, if RCOND = 0), the matrix is singular to working
|
|
2059
|
+
* precision. This condition is indicated by a return code of
|
|
2060
|
+
* INFO > 0.
|
|
2061
|
+
*
|
|
2062
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
2063
|
+
* The estimated forward error bound for each solution vector
|
|
2064
|
+
* X(j) (the j-th column of the solution matrix X).
|
|
2065
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
|
2066
|
+
* is an estimated upper bound for the magnitude of the largest
|
|
2067
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
|
2068
|
+
* largest element in X(j). The estimate is as reliable as
|
|
2069
|
+
* the estimate for RCOND, and is almost always a slight
|
|
2070
|
+
* overestimate of the true error.
|
|
2071
|
+
*
|
|
2072
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
2073
|
+
* The componentwise relative backward error of each solution
|
|
2074
|
+
* vector X(j) (i.e., the smallest relative change in
|
|
2075
|
+
* any element of A or B that makes X(j) an exact solution).
|
|
2076
|
+
*
|
|
2077
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
2078
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
2079
|
+
*
|
|
2080
|
+
* LWORK (input) INTEGER
|
|
2081
|
+
* The length of WORK. LWORK >= max(1,3*N), and for best
|
|
2082
|
+
* performance, when FACT = 'N', LWORK >= max(1,3*N,N*NB), where
|
|
2083
|
+
* NB is the optimal blocksize for DSYTRF.
|
|
2084
|
+
*
|
|
2085
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
2086
|
+
* only calculates the optimal size of the WORK array, returns
|
|
2087
|
+
* this value as the first entry of the WORK array, and no error
|
|
2088
|
+
* message related to LWORK is issued by XERBLA.
|
|
2089
|
+
*
|
|
2090
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
2091
|
+
*
|
|
2092
|
+
* INFO (output) INTEGER
|
|
2093
|
+
* = 0: successful exit
|
|
2094
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2095
|
+
* > 0: if INFO = i, and i is
|
|
2096
|
+
* <= N: D(i,i) is exactly zero. The factorization
|
|
2097
|
+
* has been completed but the factor D is exactly
|
|
2098
|
+
* singular, so the solution and error bounds could
|
|
2099
|
+
* not be computed. RCOND = 0 is returned.
|
|
2100
|
+
* = N+1: D is nonsingular, but RCOND is less than machine
|
|
2101
|
+
* precision, meaning that the matrix is singular
|
|
2102
|
+
* to working precision. Nevertheless, the
|
|
2103
|
+
* solution and error bounds are computed because
|
|
2104
|
+
* there are a number of situations where the
|
|
2105
|
+
* computed solution can be more accurate than the
|
|
2106
|
+
* value of RCOND would suggest.
|
|
2107
|
+
*
|
|
2108
|
+
|
|
2109
|
+
* =====================================================================
|
|
2110
|
+
*
|
|
2111
|
+
|
|
2112
|
+
|
|
2113
|
+
</PRE>
|
|
2114
|
+
<A HREF="#top">go to the page top</A>
|
|
2115
|
+
|
|
2116
|
+
<A NAME="dsysvxx"></A>
|
|
2117
|
+
<H2>dsysvxx</H2>
|
|
2118
|
+
<PRE>
|
|
2119
|
+
USAGE:
|
|
2120
|
+
x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, ipiv, equed, s, b, params = NumRu::Lapack.dsysvxx( fact, uplo, a, af, ipiv, equed, s, b, params, [:usage => usage, :help => help])
|
|
2121
|
+
|
|
2122
|
+
|
|
2123
|
+
FORTRAN MANUAL
|
|
2124
|
+
SUBROUTINE DSYSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
|
|
2125
|
+
|
|
2126
|
+
* Purpose
|
|
2127
|
+
* =======
|
|
2128
|
+
*
|
|
2129
|
+
* DSYSVXX uses the diagonal pivoting factorization to compute the
|
|
2130
|
+
* solution to a double precision system of linear equations A * X = B, where A
|
|
2131
|
+
* is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices.
|
|
2132
|
+
*
|
|
2133
|
+
* If requested, both normwise and maximum componentwise error bounds
|
|
2134
|
+
* are returned. DSYSVXX will return a solution with a tiny
|
|
2135
|
+
* guaranteed error (O(eps) where eps is the working machine
|
|
2136
|
+
* precision) unless the matrix is very ill-conditioned, in which
|
|
2137
|
+
* case a warning is returned. Relevant condition numbers also are
|
|
2138
|
+
* calculated and returned.
|
|
2139
|
+
*
|
|
2140
|
+
* DSYSVXX accepts user-provided factorizations and equilibration
|
|
2141
|
+
* factors; see the definitions of the FACT and EQUED options.
|
|
2142
|
+
* Solving with refinement and using a factorization from a previous
|
|
2143
|
+
* DSYSVXX call will also produce a solution with either O(eps)
|
|
2144
|
+
* errors or warnings, but we cannot make that claim for general
|
|
2145
|
+
* user-provided factorizations and equilibration factors if they
|
|
2146
|
+
* differ from what DSYSVXX would itself produce.
|
|
2147
|
+
*
|
|
2148
|
+
* Description
|
|
2149
|
+
* ===========
|
|
2150
|
+
*
|
|
2151
|
+
* The following steps are performed:
|
|
2152
|
+
*
|
|
2153
|
+
* 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
|
|
2154
|
+
* the system:
|
|
2155
|
+
*
|
|
2156
|
+
* diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
|
|
2157
|
+
*
|
|
2158
|
+
* Whether or not the system will be equilibrated depends on the
|
|
2159
|
+
* scaling of the matrix A, but if equilibration is used, A is
|
|
2160
|
+
* overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
|
|
2161
|
+
*
|
|
2162
|
+
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
|
|
2163
|
+
* the matrix A (after equilibration if FACT = 'E') as
|
|
2164
|
+
*
|
|
2165
|
+
* A = U * D * U**T, if UPLO = 'U', or
|
|
2166
|
+
* A = L * D * L**T, if UPLO = 'L',
|
|
2167
|
+
*
|
|
2168
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
2169
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
2170
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
2171
|
+
*
|
|
2172
|
+
* 3. If some D(i,i)=0, so that D is exactly singular, then the
|
|
2173
|
+
* routine returns with INFO = i. Otherwise, the factored form of A
|
|
2174
|
+
* is used to estimate the condition number of the matrix A (see
|
|
2175
|
+
* argument RCOND). If the reciprocal of the condition number is
|
|
2176
|
+
* less than machine precision, the routine still goes on to solve
|
|
2177
|
+
* for X and compute error bounds as described below.
|
|
2178
|
+
*
|
|
2179
|
+
* 4. The system of equations is solved for X using the factored form
|
|
2180
|
+
* of A.
|
|
2181
|
+
*
|
|
2182
|
+
* 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
|
|
2183
|
+
* the routine will use iterative refinement to try to get a small
|
|
2184
|
+
* error and error bounds. Refinement calculates the residual to at
|
|
2185
|
+
* least twice the working precision.
|
|
2186
|
+
*
|
|
2187
|
+
* 6. If equilibration was used, the matrix X is premultiplied by
|
|
2188
|
+
* diag(R) so that it solves the original system before
|
|
2189
|
+
* equilibration.
|
|
2190
|
+
*
|
|
2191
|
+
|
|
2192
|
+
* Arguments
|
|
2193
|
+
* =========
|
|
2194
|
+
*
|
|
2195
|
+
* Some optional parameters are bundled in the PARAMS array. These
|
|
2196
|
+
* settings determine how refinement is performed, but often the
|
|
2197
|
+
* defaults are acceptable. If the defaults are acceptable, users
|
|
2198
|
+
* can pass NPARAMS = 0 which prevents the source code from accessing
|
|
2199
|
+
* the PARAMS argument.
|
|
2200
|
+
*
|
|
2201
|
+
* FACT (input) CHARACTER*1
|
|
2202
|
+
* Specifies whether or not the factored form of the matrix A is
|
|
2203
|
+
* supplied on entry, and if not, whether the matrix A should be
|
|
2204
|
+
* equilibrated before it is factored.
|
|
2205
|
+
* = 'F': On entry, AF and IPIV contain the factored form of A.
|
|
2206
|
+
* If EQUED is not 'N', the matrix A has been
|
|
2207
|
+
* equilibrated with scaling factors given by S.
|
|
2208
|
+
* A, AF, and IPIV are not modified.
|
|
2209
|
+
* = 'N': The matrix A will be copied to AF and factored.
|
|
2210
|
+
* = 'E': The matrix A will be equilibrated if necessary, then
|
|
2211
|
+
* copied to AF and factored.
|
|
2212
|
+
*
|
|
2213
|
+
* UPLO (input) CHARACTER*1
|
|
2214
|
+
* = 'U': Upper triangle of A is stored;
|
|
2215
|
+
* = 'L': Lower triangle of A is stored.
|
|
2216
|
+
*
|
|
2217
|
+
* N (input) INTEGER
|
|
2218
|
+
* The number of linear equations, i.e., the order of the
|
|
2219
|
+
* matrix A. N >= 0.
|
|
2220
|
+
*
|
|
2221
|
+
* NRHS (input) INTEGER
|
|
2222
|
+
* The number of right hand sides, i.e., the number of columns
|
|
2223
|
+
* of the matrices B and X. NRHS >= 0.
|
|
2224
|
+
*
|
|
2225
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
2226
|
+
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
|
2227
|
+
* upper triangular part of A contains the upper triangular
|
|
2228
|
+
* part of the matrix A, and the strictly lower triangular
|
|
2229
|
+
* part of A is not referenced. If UPLO = 'L', the leading
|
|
2230
|
+
* N-by-N lower triangular part of A contains the lower
|
|
2231
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2232
|
+
* triangular part of A is not referenced.
|
|
2233
|
+
*
|
|
2234
|
+
* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
|
|
2235
|
+
* diag(S)*A*diag(S).
|
|
2236
|
+
*
|
|
2237
|
+
* LDA (input) INTEGER
|
|
2238
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2239
|
+
*
|
|
2240
|
+
* AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N)
|
|
2241
|
+
* If FACT = 'F', then AF is an input argument and on entry
|
|
2242
|
+
* contains the block diagonal matrix D and the multipliers
|
|
2243
|
+
* used to obtain the factor U or L from the factorization A =
|
|
2244
|
+
* U*D*U**T or A = L*D*L**T as computed by DSYTRF.
|
|
2245
|
+
*
|
|
2246
|
+
* If FACT = 'N', then AF is an output argument and on exit
|
|
2247
|
+
* returns the block diagonal matrix D and the multipliers
|
|
2248
|
+
* used to obtain the factor U or L from the factorization A =
|
|
2249
|
+
* U*D*U**T or A = L*D*L**T.
|
|
2250
|
+
*
|
|
2251
|
+
* LDAF (input) INTEGER
|
|
2252
|
+
* The leading dimension of the array AF. LDAF >= max(1,N).
|
|
2253
|
+
*
|
|
2254
|
+
* IPIV (input or output) INTEGER array, dimension (N)
|
|
2255
|
+
* If FACT = 'F', then IPIV is an input argument and on entry
|
|
2256
|
+
* contains details of the interchanges and the block
|
|
2257
|
+
* structure of D, as determined by DSYTRF. If IPIV(k) > 0,
|
|
2258
|
+
* then rows and columns k and IPIV(k) were interchanged and
|
|
2259
|
+
* D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
|
|
2260
|
+
* IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
|
|
2261
|
+
* -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
|
|
2262
|
+
* diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
|
|
2263
|
+
* then rows and columns k+1 and -IPIV(k) were interchanged
|
|
2264
|
+
* and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
2265
|
+
*
|
|
2266
|
+
* If FACT = 'N', then IPIV is an output argument and on exit
|
|
2267
|
+
* contains details of the interchanges and the block
|
|
2268
|
+
* structure of D, as determined by DSYTRF.
|
|
2269
|
+
*
|
|
2270
|
+
* EQUED (input or output) CHARACTER*1
|
|
2271
|
+
* Specifies the form of equilibration that was done.
|
|
2272
|
+
* = 'N': No equilibration (always true if FACT = 'N').
|
|
2273
|
+
* = 'Y': Both row and column equilibration, i.e., A has been
|
|
2274
|
+
* replaced by diag(S) * A * diag(S).
|
|
2275
|
+
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
|
2276
|
+
* output argument.
|
|
2277
|
+
*
|
|
2278
|
+
* S (input or output) DOUBLE PRECISION array, dimension (N)
|
|
2279
|
+
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
|
2280
|
+
* the left and right by diag(S). S is an input argument if FACT =
|
|
2281
|
+
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
|
2282
|
+
* = 'Y', each element of S must be positive. If S is output, each
|
|
2283
|
+
* element of S is a power of the radix. If S is input, each element
|
|
2284
|
+
* of S should be a power of the radix to ensure a reliable solution
|
|
2285
|
+
* and error estimates. Scaling by powers of the radix does not cause
|
|
2286
|
+
* rounding errors unless the result underflows or overflows.
|
|
2287
|
+
* Rounding errors during scaling lead to refining with a matrix that
|
|
2288
|
+
* is not equivalent to the input matrix, producing error estimates
|
|
2289
|
+
* that may not be reliable.
|
|
2290
|
+
*
|
|
2291
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
2292
|
+
* On entry, the N-by-NRHS right hand side matrix B.
|
|
2293
|
+
* On exit,
|
|
2294
|
+
* if EQUED = 'N', B is not modified;
|
|
2295
|
+
* if EQUED = 'Y', B is overwritten by diag(S)*B;
|
|
2296
|
+
*
|
|
2297
|
+
* LDB (input) INTEGER
|
|
2298
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
2299
|
+
*
|
|
2300
|
+
* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
2301
|
+
* If INFO = 0, the N-by-NRHS solution matrix X to the original
|
|
2302
|
+
* system of equations. Note that A and B are modified on exit if
|
|
2303
|
+
* EQUED .ne. 'N', and the solution to the equilibrated system is
|
|
2304
|
+
* inv(diag(S))*X.
|
|
2305
|
+
*
|
|
2306
|
+
* LDX (input) INTEGER
|
|
2307
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
|
2308
|
+
*
|
|
2309
|
+
* RCOND (output) DOUBLE PRECISION
|
|
2310
|
+
* Reciprocal scaled condition number. This is an estimate of the
|
|
2311
|
+
* reciprocal Skeel condition number of the matrix A after
|
|
2312
|
+
* equilibration (if done). If this is less than the machine
|
|
2313
|
+
* precision (in particular, if it is zero), the matrix is singular
|
|
2314
|
+
* to working precision. Note that the error may still be small even
|
|
2315
|
+
* if this number is very small and the matrix appears ill-
|
|
2316
|
+
* conditioned.
|
|
2317
|
+
*
|
|
2318
|
+
* RPVGRW (output) DOUBLE PRECISION
|
|
2319
|
+
* Reciprocal pivot growth. On exit, this contains the reciprocal
|
|
2320
|
+
* pivot growth factor norm(A)/norm(U). The "max absolute element"
|
|
2321
|
+
* norm is used. If this is much less than 1, then the stability of
|
|
2322
|
+
* the LU factorization of the (equilibrated) matrix A could be poor.
|
|
2323
|
+
* This also means that the solution X, estimated condition numbers,
|
|
2324
|
+
* and error bounds could be unreliable. If factorization fails with
|
|
2325
|
+
* 0<INFO<=N, then this contains the reciprocal pivot growth factor
|
|
2326
|
+
* for the leading INFO columns of A.
|
|
2327
|
+
*
|
|
2328
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
|
2329
|
+
* Componentwise relative backward error. This is the
|
|
2330
|
+
* componentwise relative backward error of each solution vector X(j)
|
|
2331
|
+
* (i.e., the smallest relative change in any element of A or B that
|
|
2332
|
+
* makes X(j) an exact solution).
|
|
2333
|
+
*
|
|
2334
|
+
* N_ERR_BNDS (input) INTEGER
|
|
2335
|
+
* Number of error bounds to return for each right hand side
|
|
2336
|
+
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
|
2337
|
+
* ERR_BNDS_COMP below.
|
|
2338
|
+
*
|
|
2339
|
+
* ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
2340
|
+
* For each right-hand side, this array contains information about
|
|
2341
|
+
* various error bounds and condition numbers corresponding to the
|
|
2342
|
+
* normwise relative error, which is defined as follows:
|
|
2343
|
+
*
|
|
2344
|
+
* Normwise relative error in the ith solution vector:
|
|
2345
|
+
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
|
2346
|
+
* ------------------------------
|
|
2347
|
+
* max_j abs(X(j,i))
|
|
2348
|
+
*
|
|
2349
|
+
* The array is indexed by the type of error information as described
|
|
2350
|
+
* below. There currently are up to three pieces of information
|
|
2351
|
+
* returned.
|
|
2352
|
+
*
|
|
2353
|
+
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
|
2354
|
+
* right-hand side.
|
|
2355
|
+
*
|
|
2356
|
+
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
|
2357
|
+
* three fields:
|
|
2358
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
2359
|
+
* reciprocal condition number is less than the threshold
|
|
2360
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
2361
|
+
*
|
|
2362
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
2363
|
+
* almost certainly within a factor of 10 of the true error
|
|
2364
|
+
* so long as the next entry is greater than the threshold
|
|
2365
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
2366
|
+
* be trusted if the previous boolean is true.
|
|
2367
|
+
*
|
|
2368
|
+
* err = 3 Reciprocal condition number: Estimated normwise
|
|
2369
|
+
* reciprocal condition number. Compared with the threshold
|
|
2370
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
2371
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
2372
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
2373
|
+
* appropriately scaled matrix Z.
|
|
2374
|
+
* Let Z = S*A, where S scales each row by a power of the
|
|
2375
|
+
* radix so all absolute row sums of Z are approximately 1.
|
|
2376
|
+
*
|
|
2377
|
+
* See Lapack Working Note 165 for further details and extra
|
|
2378
|
+
* cautions.
|
|
2379
|
+
*
|
|
2380
|
+
* ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
|
|
2381
|
+
* For each right-hand side, this array contains information about
|
|
2382
|
+
* various error bounds and condition numbers corresponding to the
|
|
2383
|
+
* componentwise relative error, which is defined as follows:
|
|
2384
|
+
*
|
|
2385
|
+
* Componentwise relative error in the ith solution vector:
|
|
2386
|
+
* abs(XTRUE(j,i) - X(j,i))
|
|
2387
|
+
* max_j ----------------------
|
|
2388
|
+
* abs(X(j,i))
|
|
2389
|
+
*
|
|
2390
|
+
* The array is indexed by the right-hand side i (on which the
|
|
2391
|
+
* componentwise relative error depends), and the type of error
|
|
2392
|
+
* information as described below. There currently are up to three
|
|
2393
|
+
* pieces of information returned for each right-hand side. If
|
|
2394
|
+
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
|
2395
|
+
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
|
2396
|
+
* the first (:,N_ERR_BNDS) entries are returned.
|
|
2397
|
+
*
|
|
2398
|
+
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
|
2399
|
+
* right-hand side.
|
|
2400
|
+
*
|
|
2401
|
+
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
|
2402
|
+
* three fields:
|
|
2403
|
+
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
|
2404
|
+
* reciprocal condition number is less than the threshold
|
|
2405
|
+
* sqrt(n) * dlamch('Epsilon').
|
|
2406
|
+
*
|
|
2407
|
+
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
|
2408
|
+
* almost certainly within a factor of 10 of the true error
|
|
2409
|
+
* so long as the next entry is greater than the threshold
|
|
2410
|
+
* sqrt(n) * dlamch('Epsilon'). This error bound should only
|
|
2411
|
+
* be trusted if the previous boolean is true.
|
|
2412
|
+
*
|
|
2413
|
+
* err = 3 Reciprocal condition number: Estimated componentwise
|
|
2414
|
+
* reciprocal condition number. Compared with the threshold
|
|
2415
|
+
* sqrt(n) * dlamch('Epsilon') to determine if the error
|
|
2416
|
+
* estimate is "guaranteed". These reciprocal condition
|
|
2417
|
+
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
|
2418
|
+
* appropriately scaled matrix Z.
|
|
2419
|
+
* Let Z = S*(A*diag(x)), where x is the solution for the
|
|
2420
|
+
* current right-hand side and S scales each row of
|
|
2421
|
+
* A*diag(x) by a power of the radix so all absolute row
|
|
2422
|
+
* sums of Z are approximately 1.
|
|
2423
|
+
*
|
|
2424
|
+
* See Lapack Working Note 165 for further details and extra
|
|
2425
|
+
* cautions.
|
|
2426
|
+
*
|
|
2427
|
+
* NPARAMS (input) INTEGER
|
|
2428
|
+
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
|
2429
|
+
* PARAMS array is never referenced and default values are used.
|
|
2430
|
+
*
|
|
2431
|
+
* PARAMS (input / output) DOUBLE PRECISION array, dimension (NPARAMS)
|
|
2432
|
+
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
|
2433
|
+
* that entry will be filled with default value used for that
|
|
2434
|
+
* parameter. Only positions up to NPARAMS are accessed; defaults
|
|
2435
|
+
* are used for higher-numbered parameters.
|
|
2436
|
+
*
|
|
2437
|
+
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
|
2438
|
+
* refinement or not.
|
|
2439
|
+
* Default: 1.0D+0
|
|
2440
|
+
* = 0.0 : No refinement is performed, and no error bounds are
|
|
2441
|
+
* computed.
|
|
2442
|
+
* = 1.0 : Use the extra-precise refinement algorithm.
|
|
2443
|
+
* (other values are reserved for future use)
|
|
2444
|
+
*
|
|
2445
|
+
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
|
2446
|
+
* computations allowed for refinement.
|
|
2447
|
+
* Default: 10
|
|
2448
|
+
* Aggressive: Set to 100 to permit convergence using approximate
|
|
2449
|
+
* factorizations or factorizations other than LU. If
|
|
2450
|
+
* the factorization uses a technique other than
|
|
2451
|
+
* Gaussian elimination, the guarantees in
|
|
2452
|
+
* err_bnds_norm and err_bnds_comp may no longer be
|
|
2453
|
+
* trustworthy.
|
|
2454
|
+
*
|
|
2455
|
+
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
|
2456
|
+
* will attempt to find a solution with small componentwise
|
|
2457
|
+
* relative error in the double-precision algorithm. Positive
|
|
2458
|
+
* is true, 0.0 is false.
|
|
2459
|
+
* Default: 1.0 (attempt componentwise convergence)
|
|
2460
|
+
*
|
|
2461
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
|
|
2462
|
+
*
|
|
2463
|
+
* IWORK (workspace) INTEGER array, dimension (N)
|
|
2464
|
+
*
|
|
2465
|
+
* INFO (output) INTEGER
|
|
2466
|
+
* = 0: Successful exit. The solution to every right-hand side is
|
|
2467
|
+
* guaranteed.
|
|
2468
|
+
* < 0: If INFO = -i, the i-th argument had an illegal value
|
|
2469
|
+
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
|
2470
|
+
* has been completed, but the factor U is exactly singular, so
|
|
2471
|
+
* the solution and error bounds could not be computed. RCOND = 0
|
|
2472
|
+
* is returned.
|
|
2473
|
+
* = N+J: The solution corresponding to the Jth right-hand side is
|
|
2474
|
+
* not guaranteed. The solutions corresponding to other right-
|
|
2475
|
+
* hand sides K with K > J may not be guaranteed as well, but
|
|
2476
|
+
* only the first such right-hand side is reported. If a small
|
|
2477
|
+
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
|
2478
|
+
* the Jth right-hand side is the first with a normwise error
|
|
2479
|
+
* bound that is not guaranteed (the smallest J such
|
|
2480
|
+
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
|
2481
|
+
* the Jth right-hand side is the first with either a normwise or
|
|
2482
|
+
* componentwise error bound that is not guaranteed (the smallest
|
|
2483
|
+
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
|
2484
|
+
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
|
2485
|
+
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
|
2486
|
+
* about all of the right-hand sides check ERR_BNDS_NORM or
|
|
2487
|
+
* ERR_BNDS_COMP.
|
|
2488
|
+
*
|
|
2489
|
+
|
|
2490
|
+
* ==================================================================
|
|
2491
|
+
*
|
|
2492
|
+
|
|
2493
|
+
|
|
2494
|
+
</PRE>
|
|
2495
|
+
<A HREF="#top">go to the page top</A>
|
|
2496
|
+
|
|
2497
|
+
<A NAME="dsyswapr"></A>
|
|
2498
|
+
<H2>dsyswapr</H2>
|
|
2499
|
+
<PRE>
|
|
2500
|
+
USAGE:
|
|
2501
|
+
a = NumRu::Lapack.dsyswapr( uplo, a, i1, i2, [:usage => usage, :help => help])
|
|
2502
|
+
|
|
2503
|
+
|
|
2504
|
+
FORTRAN MANUAL
|
|
2505
|
+
SUBROUTINE DSYSWAPR( UPLO, N, A, I1, I2)
|
|
2506
|
+
|
|
2507
|
+
* Purpose
|
|
2508
|
+
* =======
|
|
2509
|
+
*
|
|
2510
|
+
* DSYSWAPR applies an elementary permutation on the rows and the columns of
|
|
2511
|
+
* a symmetric matrix.
|
|
2512
|
+
*
|
|
2513
|
+
|
|
2514
|
+
* Arguments
|
|
2515
|
+
* =========
|
|
2516
|
+
*
|
|
2517
|
+
* UPLO (input) CHARACTER*1
|
|
2518
|
+
* Specifies whether the details of the factorization are stored
|
|
2519
|
+
* as an upper or lower triangular matrix.
|
|
2520
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
2521
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
2522
|
+
*
|
|
2523
|
+
* N (input) INTEGER
|
|
2524
|
+
* The order of the matrix A. N >= 0.
|
|
2525
|
+
*
|
|
2526
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
2527
|
+
* On entry, the NB diagonal matrix D and the multipliers
|
|
2528
|
+
* used to obtain the factor U or L as computed by DSYTRF.
|
|
2529
|
+
*
|
|
2530
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
2531
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
2532
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
2533
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
2534
|
+
* inverse is formed and the part of A above the diagonal is
|
|
2535
|
+
* not referenced.
|
|
2536
|
+
*
|
|
2537
|
+
* I1 (input) INTEGER
|
|
2538
|
+
* Index of the first row to swap
|
|
2539
|
+
*
|
|
2540
|
+
* I2 (input) INTEGER
|
|
2541
|
+
* Index of the second row to swap
|
|
2542
|
+
*
|
|
2543
|
+
|
|
2544
|
+
* =====================================================================
|
|
2545
|
+
*
|
|
2546
|
+
* ..
|
|
2547
|
+
* .. Local Scalars ..
|
|
2548
|
+
LOGICAL UPPER
|
|
2549
|
+
INTEGER I
|
|
2550
|
+
DOUBLE PRECISION TMP
|
|
2551
|
+
*
|
|
2552
|
+
* .. External Functions ..
|
|
2553
|
+
LOGICAL LSAME
|
|
2554
|
+
EXTERNAL LSAME
|
|
2555
|
+
* ..
|
|
2556
|
+
* .. External Subroutines ..
|
|
2557
|
+
EXTERNAL DSWAP
|
|
2558
|
+
* ..
|
|
2559
|
+
|
|
2560
|
+
|
|
2561
|
+
</PRE>
|
|
2562
|
+
<A HREF="#top">go to the page top</A>
|
|
2563
|
+
|
|
2564
|
+
<A NAME="dsytd2"></A>
|
|
2565
|
+
<H2>dsytd2</H2>
|
|
2566
|
+
<PRE>
|
|
2567
|
+
USAGE:
|
|
2568
|
+
d, e, tau, info, a = NumRu::Lapack.dsytd2( uplo, a, [:usage => usage, :help => help])
|
|
2569
|
+
|
|
2570
|
+
|
|
2571
|
+
FORTRAN MANUAL
|
|
2572
|
+
SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, INFO )
|
|
2573
|
+
|
|
2574
|
+
* Purpose
|
|
2575
|
+
* =======
|
|
2576
|
+
*
|
|
2577
|
+
* DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
|
|
2578
|
+
* form T by an orthogonal similarity transformation: Q' * A * Q = T.
|
|
2579
|
+
*
|
|
2580
|
+
|
|
2581
|
+
* Arguments
|
|
2582
|
+
* =========
|
|
2583
|
+
*
|
|
2584
|
+
* UPLO (input) CHARACTER*1
|
|
2585
|
+
* Specifies whether the upper or lower triangular part of the
|
|
2586
|
+
* symmetric matrix A is stored:
|
|
2587
|
+
* = 'U': Upper triangular
|
|
2588
|
+
* = 'L': Lower triangular
|
|
2589
|
+
*
|
|
2590
|
+
* N (input) INTEGER
|
|
2591
|
+
* The order of the matrix A. N >= 0.
|
|
2592
|
+
*
|
|
2593
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
2594
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
2595
|
+
* n-by-n upper triangular part of A contains the upper
|
|
2596
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2597
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2598
|
+
* leading n-by-n lower triangular part of A contains the lower
|
|
2599
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2600
|
+
* triangular part of A is not referenced.
|
|
2601
|
+
* On exit, if UPLO = 'U', the diagonal and first superdiagonal
|
|
2602
|
+
* of A are overwritten by the corresponding elements of the
|
|
2603
|
+
* tridiagonal matrix T, and the elements above the first
|
|
2604
|
+
* superdiagonal, with the array TAU, represent the orthogonal
|
|
2605
|
+
* matrix Q as a product of elementary reflectors; if UPLO
|
|
2606
|
+
* = 'L', the diagonal and first subdiagonal of A are over-
|
|
2607
|
+
* written by the corresponding elements of the tridiagonal
|
|
2608
|
+
* matrix T, and the elements below the first subdiagonal, with
|
|
2609
|
+
* the array TAU, represent the orthogonal matrix Q as a product
|
|
2610
|
+
* of elementary reflectors. See Further Details.
|
|
2611
|
+
*
|
|
2612
|
+
* LDA (input) INTEGER
|
|
2613
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2614
|
+
*
|
|
2615
|
+
* D (output) DOUBLE PRECISION array, dimension (N)
|
|
2616
|
+
* The diagonal elements of the tridiagonal matrix T:
|
|
2617
|
+
* D(i) = A(i,i).
|
|
2618
|
+
*
|
|
2619
|
+
* E (output) DOUBLE PRECISION array, dimension (N-1)
|
|
2620
|
+
* The off-diagonal elements of the tridiagonal matrix T:
|
|
2621
|
+
* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
|
|
2622
|
+
*
|
|
2623
|
+
* TAU (output) DOUBLE PRECISION array, dimension (N-1)
|
|
2624
|
+
* The scalar factors of the elementary reflectors (see Further
|
|
2625
|
+
* Details).
|
|
2626
|
+
*
|
|
2627
|
+
* INFO (output) INTEGER
|
|
2628
|
+
* = 0: successful exit
|
|
2629
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
|
2630
|
+
*
|
|
2631
|
+
|
|
2632
|
+
* Further Details
|
|
2633
|
+
* ===============
|
|
2634
|
+
*
|
|
2635
|
+
* If UPLO = 'U', the matrix Q is represented as a product of elementary
|
|
2636
|
+
* reflectors
|
|
2637
|
+
*
|
|
2638
|
+
* Q = H(n-1) . . . H(2) H(1).
|
|
2639
|
+
*
|
|
2640
|
+
* Each H(i) has the form
|
|
2641
|
+
*
|
|
2642
|
+
* H(i) = I - tau * v * v'
|
|
2643
|
+
*
|
|
2644
|
+
* where tau is a real scalar, and v is a real vector with
|
|
2645
|
+
* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
|
|
2646
|
+
* A(1:i-1,i+1), and tau in TAU(i).
|
|
2647
|
+
*
|
|
2648
|
+
* If UPLO = 'L', the matrix Q is represented as a product of elementary
|
|
2649
|
+
* reflectors
|
|
2650
|
+
*
|
|
2651
|
+
* Q = H(1) H(2) . . . H(n-1).
|
|
2652
|
+
*
|
|
2653
|
+
* Each H(i) has the form
|
|
2654
|
+
*
|
|
2655
|
+
* H(i) = I - tau * v * v'
|
|
2656
|
+
*
|
|
2657
|
+
* where tau is a real scalar, and v is a real vector with
|
|
2658
|
+
* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
|
|
2659
|
+
* and tau in TAU(i).
|
|
2660
|
+
*
|
|
2661
|
+
* The contents of A on exit are illustrated by the following examples
|
|
2662
|
+
* with n = 5:
|
|
2663
|
+
*
|
|
2664
|
+
* if UPLO = 'U': if UPLO = 'L':
|
|
2665
|
+
*
|
|
2666
|
+
* ( d e v2 v3 v4 ) ( d )
|
|
2667
|
+
* ( d e v3 v4 ) ( e d )
|
|
2668
|
+
* ( d e v4 ) ( v1 e d )
|
|
2669
|
+
* ( d e ) ( v1 v2 e d )
|
|
2670
|
+
* ( d ) ( v1 v2 v3 e d )
|
|
2671
|
+
*
|
|
2672
|
+
* where d and e denote diagonal and off-diagonal elements of T, and vi
|
|
2673
|
+
* denotes an element of the vector defining H(i).
|
|
2674
|
+
*
|
|
2675
|
+
* =====================================================================
|
|
2676
|
+
*
|
|
2677
|
+
|
|
2678
|
+
|
|
2679
|
+
</PRE>
|
|
2680
|
+
<A HREF="#top">go to the page top</A>
|
|
2681
|
+
|
|
2682
|
+
<A NAME="dsytf2"></A>
|
|
2683
|
+
<H2>dsytf2</H2>
|
|
2684
|
+
<PRE>
|
|
2685
|
+
USAGE:
|
|
2686
|
+
ipiv, info, a = NumRu::Lapack.dsytf2( uplo, a, [:usage => usage, :help => help])
|
|
2687
|
+
|
|
2688
|
+
|
|
2689
|
+
FORTRAN MANUAL
|
|
2690
|
+
SUBROUTINE DSYTF2( UPLO, N, A, LDA, IPIV, INFO )
|
|
2691
|
+
|
|
2692
|
+
* Purpose
|
|
2693
|
+
* =======
|
|
2694
|
+
*
|
|
2695
|
+
* DSYTF2 computes the factorization of a real symmetric matrix A using
|
|
2696
|
+
* the Bunch-Kaufman diagonal pivoting method:
|
|
2697
|
+
*
|
|
2698
|
+
* A = U*D*U' or A = L*D*L'
|
|
2699
|
+
*
|
|
2700
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
2701
|
+
* triangular matrices, U' is the transpose of U, and D is symmetric and
|
|
2702
|
+
* block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
|
|
2703
|
+
*
|
|
2704
|
+
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
|
2705
|
+
*
|
|
2706
|
+
|
|
2707
|
+
* Arguments
|
|
2708
|
+
* =========
|
|
2709
|
+
*
|
|
2710
|
+
* UPLO (input) CHARACTER*1
|
|
2711
|
+
* Specifies whether the upper or lower triangular part of the
|
|
2712
|
+
* symmetric matrix A is stored:
|
|
2713
|
+
* = 'U': Upper triangular
|
|
2714
|
+
* = 'L': Lower triangular
|
|
2715
|
+
*
|
|
2716
|
+
* N (input) INTEGER
|
|
2717
|
+
* The order of the matrix A. N >= 0.
|
|
2718
|
+
*
|
|
2719
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
2720
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
2721
|
+
* n-by-n upper triangular part of A contains the upper
|
|
2722
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2723
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2724
|
+
* leading n-by-n lower triangular part of A contains the lower
|
|
2725
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2726
|
+
* triangular part of A is not referenced.
|
|
2727
|
+
*
|
|
2728
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
2729
|
+
* to obtain the factor U or L (see below for further details).
|
|
2730
|
+
*
|
|
2731
|
+
* LDA (input) INTEGER
|
|
2732
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2733
|
+
*
|
|
2734
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
2735
|
+
* Details of the interchanges and the block structure of D.
|
|
2736
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
2737
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
2738
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
2739
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
2740
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
2741
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
2742
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
2743
|
+
*
|
|
2744
|
+
* INFO (output) INTEGER
|
|
2745
|
+
* = 0: successful exit
|
|
2746
|
+
* < 0: if INFO = -k, the k-th argument had an illegal value
|
|
2747
|
+
* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
|
|
2748
|
+
* has been completed, but the block diagonal matrix D is
|
|
2749
|
+
* exactly singular, and division by zero will occur if it
|
|
2750
|
+
* is used to solve a system of equations.
|
|
2751
|
+
*
|
|
2752
|
+
|
|
2753
|
+
* Further Details
|
|
2754
|
+
* ===============
|
|
2755
|
+
*
|
|
2756
|
+
* 09-29-06 - patch from
|
|
2757
|
+
* Bobby Cheng, MathWorks
|
|
2758
|
+
*
|
|
2759
|
+
* Replace l.204 and l.372
|
|
2760
|
+
* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
|
|
2761
|
+
* by
|
|
2762
|
+
* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
|
|
2763
|
+
*
|
|
2764
|
+
* 01-01-96 - Based on modifications by
|
|
2765
|
+
* J. Lewis, Boeing Computer Services Company
|
|
2766
|
+
* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
|
|
2767
|
+
* 1-96 - Based on modifications by J. Lewis, Boeing Computer Services
|
|
2768
|
+
* Company
|
|
2769
|
+
*
|
|
2770
|
+
* If UPLO = 'U', then A = U*D*U', where
|
|
2771
|
+
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
|
2772
|
+
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
|
2773
|
+
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
2774
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
2775
|
+
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
|
2776
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
2777
|
+
*
|
|
2778
|
+
* ( I v 0 ) k-s
|
|
2779
|
+
* U(k) = ( 0 I 0 ) s
|
|
2780
|
+
* ( 0 0 I ) n-k
|
|
2781
|
+
* k-s s n-k
|
|
2782
|
+
*
|
|
2783
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
|
2784
|
+
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
|
2785
|
+
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
|
2786
|
+
*
|
|
2787
|
+
* If UPLO = 'L', then A = L*D*L', where
|
|
2788
|
+
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
|
2789
|
+
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
|
2790
|
+
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
2791
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
2792
|
+
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
|
2793
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
2794
|
+
*
|
|
2795
|
+
* ( I 0 0 ) k-1
|
|
2796
|
+
* L(k) = ( 0 I 0 ) s
|
|
2797
|
+
* ( 0 v I ) n-k-s+1
|
|
2798
|
+
* k-1 s n-k-s+1
|
|
2799
|
+
*
|
|
2800
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
|
2801
|
+
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
|
2802
|
+
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
|
2803
|
+
*
|
|
2804
|
+
* =====================================================================
|
|
2805
|
+
*
|
|
2806
|
+
|
|
2807
|
+
|
|
2808
|
+
</PRE>
|
|
2809
|
+
<A HREF="#top">go to the page top</A>
|
|
2810
|
+
|
|
2811
|
+
<A NAME="dsytrd"></A>
|
|
2812
|
+
<H2>dsytrd</H2>
|
|
2813
|
+
<PRE>
|
|
2814
|
+
USAGE:
|
|
2815
|
+
d, e, tau, work, info, a = NumRu::Lapack.dsytrd( uplo, a, lwork, [:usage => usage, :help => help])
|
|
2816
|
+
|
|
2817
|
+
|
|
2818
|
+
FORTRAN MANUAL
|
|
2819
|
+
SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
|
|
2820
|
+
|
|
2821
|
+
* Purpose
|
|
2822
|
+
* =======
|
|
2823
|
+
*
|
|
2824
|
+
* DSYTRD reduces a real symmetric matrix A to real symmetric
|
|
2825
|
+
* tridiagonal form T by an orthogonal similarity transformation:
|
|
2826
|
+
* Q**T * A * Q = T.
|
|
2827
|
+
*
|
|
2828
|
+
|
|
2829
|
+
* Arguments
|
|
2830
|
+
* =========
|
|
2831
|
+
*
|
|
2832
|
+
* UPLO (input) CHARACTER*1
|
|
2833
|
+
* = 'U': Upper triangle of A is stored;
|
|
2834
|
+
* = 'L': Lower triangle of A is stored.
|
|
2835
|
+
*
|
|
2836
|
+
* N (input) INTEGER
|
|
2837
|
+
* The order of the matrix A. N >= 0.
|
|
2838
|
+
*
|
|
2839
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
2840
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
2841
|
+
* N-by-N upper triangular part of A contains the upper
|
|
2842
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2843
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2844
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
2845
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2846
|
+
* triangular part of A is not referenced.
|
|
2847
|
+
* On exit, if UPLO = 'U', the diagonal and first superdiagonal
|
|
2848
|
+
* of A are overwritten by the corresponding elements of the
|
|
2849
|
+
* tridiagonal matrix T, and the elements above the first
|
|
2850
|
+
* superdiagonal, with the array TAU, represent the orthogonal
|
|
2851
|
+
* matrix Q as a product of elementary reflectors; if UPLO
|
|
2852
|
+
* = 'L', the diagonal and first subdiagonal of A are over-
|
|
2853
|
+
* written by the corresponding elements of the tridiagonal
|
|
2854
|
+
* matrix T, and the elements below the first subdiagonal, with
|
|
2855
|
+
* the array TAU, represent the orthogonal matrix Q as a product
|
|
2856
|
+
* of elementary reflectors. See Further Details.
|
|
2857
|
+
*
|
|
2858
|
+
* LDA (input) INTEGER
|
|
2859
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2860
|
+
*
|
|
2861
|
+
* D (output) DOUBLE PRECISION array, dimension (N)
|
|
2862
|
+
* The diagonal elements of the tridiagonal matrix T:
|
|
2863
|
+
* D(i) = A(i,i).
|
|
2864
|
+
*
|
|
2865
|
+
* E (output) DOUBLE PRECISION array, dimension (N-1)
|
|
2866
|
+
* The off-diagonal elements of the tridiagonal matrix T:
|
|
2867
|
+
* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
|
|
2868
|
+
*
|
|
2869
|
+
* TAU (output) DOUBLE PRECISION array, dimension (N-1)
|
|
2870
|
+
* The scalar factors of the elementary reflectors (see Further
|
|
2871
|
+
* Details).
|
|
2872
|
+
*
|
|
2873
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
2874
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
2875
|
+
*
|
|
2876
|
+
* LWORK (input) INTEGER
|
|
2877
|
+
* The dimension of the array WORK. LWORK >= 1.
|
|
2878
|
+
* For optimum performance LWORK >= N*NB, where NB is the
|
|
2879
|
+
* optimal blocksize.
|
|
2880
|
+
*
|
|
2881
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
2882
|
+
* only calculates the optimal size of the WORK array, returns
|
|
2883
|
+
* this value as the first entry of the WORK array, and no error
|
|
2884
|
+
* message related to LWORK is issued by XERBLA.
|
|
2885
|
+
*
|
|
2886
|
+
* INFO (output) INTEGER
|
|
2887
|
+
* = 0: successful exit
|
|
2888
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
2889
|
+
*
|
|
2890
|
+
|
|
2891
|
+
* Further Details
|
|
2892
|
+
* ===============
|
|
2893
|
+
*
|
|
2894
|
+
* If UPLO = 'U', the matrix Q is represented as a product of elementary
|
|
2895
|
+
* reflectors
|
|
2896
|
+
*
|
|
2897
|
+
* Q = H(n-1) . . . H(2) H(1).
|
|
2898
|
+
*
|
|
2899
|
+
* Each H(i) has the form
|
|
2900
|
+
*
|
|
2901
|
+
* H(i) = I - tau * v * v'
|
|
2902
|
+
*
|
|
2903
|
+
* where tau is a real scalar, and v is a real vector with
|
|
2904
|
+
* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
|
|
2905
|
+
* A(1:i-1,i+1), and tau in TAU(i).
|
|
2906
|
+
*
|
|
2907
|
+
* If UPLO = 'L', the matrix Q is represented as a product of elementary
|
|
2908
|
+
* reflectors
|
|
2909
|
+
*
|
|
2910
|
+
* Q = H(1) H(2) . . . H(n-1).
|
|
2911
|
+
*
|
|
2912
|
+
* Each H(i) has the form
|
|
2913
|
+
*
|
|
2914
|
+
* H(i) = I - tau * v * v'
|
|
2915
|
+
*
|
|
2916
|
+
* where tau is a real scalar, and v is a real vector with
|
|
2917
|
+
* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
|
|
2918
|
+
* and tau in TAU(i).
|
|
2919
|
+
*
|
|
2920
|
+
* The contents of A on exit are illustrated by the following examples
|
|
2921
|
+
* with n = 5:
|
|
2922
|
+
*
|
|
2923
|
+
* if UPLO = 'U': if UPLO = 'L':
|
|
2924
|
+
*
|
|
2925
|
+
* ( d e v2 v3 v4 ) ( d )
|
|
2926
|
+
* ( d e v3 v4 ) ( e d )
|
|
2927
|
+
* ( d e v4 ) ( v1 e d )
|
|
2928
|
+
* ( d e ) ( v1 v2 e d )
|
|
2929
|
+
* ( d ) ( v1 v2 v3 e d )
|
|
2930
|
+
*
|
|
2931
|
+
* where d and e denote diagonal and off-diagonal elements of T, and vi
|
|
2932
|
+
* denotes an element of the vector defining H(i).
|
|
2933
|
+
*
|
|
2934
|
+
* =====================================================================
|
|
2935
|
+
*
|
|
2936
|
+
|
|
2937
|
+
|
|
2938
|
+
</PRE>
|
|
2939
|
+
<A HREF="#top">go to the page top</A>
|
|
2940
|
+
|
|
2941
|
+
<A NAME="dsytrf"></A>
|
|
2942
|
+
<H2>dsytrf</H2>
|
|
2943
|
+
<PRE>
|
|
2944
|
+
USAGE:
|
|
2945
|
+
ipiv, work, info, a = NumRu::Lapack.dsytrf( uplo, a, lwork, [:usage => usage, :help => help])
|
|
2946
|
+
|
|
2947
|
+
|
|
2948
|
+
FORTRAN MANUAL
|
|
2949
|
+
SUBROUTINE DSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
|
2950
|
+
|
|
2951
|
+
* Purpose
|
|
2952
|
+
* =======
|
|
2953
|
+
*
|
|
2954
|
+
* DSYTRF computes the factorization of a real symmetric matrix A using
|
|
2955
|
+
* the Bunch-Kaufman diagonal pivoting method. The form of the
|
|
2956
|
+
* factorization is
|
|
2957
|
+
*
|
|
2958
|
+
* A = U*D*U**T or A = L*D*L**T
|
|
2959
|
+
*
|
|
2960
|
+
* where U (or L) is a product of permutation and unit upper (lower)
|
|
2961
|
+
* triangular matrices, and D is symmetric and block diagonal with
|
|
2962
|
+
* 1-by-1 and 2-by-2 diagonal blocks.
|
|
2963
|
+
*
|
|
2964
|
+
* This is the blocked version of the algorithm, calling Level 3 BLAS.
|
|
2965
|
+
*
|
|
2966
|
+
|
|
2967
|
+
* Arguments
|
|
2968
|
+
* =========
|
|
2969
|
+
*
|
|
2970
|
+
* UPLO (input) CHARACTER*1
|
|
2971
|
+
* = 'U': Upper triangle of A is stored;
|
|
2972
|
+
* = 'L': Lower triangle of A is stored.
|
|
2973
|
+
*
|
|
2974
|
+
* N (input) INTEGER
|
|
2975
|
+
* The order of the matrix A. N >= 0.
|
|
2976
|
+
*
|
|
2977
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
2978
|
+
* On entry, the symmetric matrix A. If UPLO = 'U', the leading
|
|
2979
|
+
* N-by-N upper triangular part of A contains the upper
|
|
2980
|
+
* triangular part of the matrix A, and the strictly lower
|
|
2981
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
|
2982
|
+
* leading N-by-N lower triangular part of A contains the lower
|
|
2983
|
+
* triangular part of the matrix A, and the strictly upper
|
|
2984
|
+
* triangular part of A is not referenced.
|
|
2985
|
+
*
|
|
2986
|
+
* On exit, the block diagonal matrix D and the multipliers used
|
|
2987
|
+
* to obtain the factor U or L (see below for further details).
|
|
2988
|
+
*
|
|
2989
|
+
* LDA (input) INTEGER
|
|
2990
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
2991
|
+
*
|
|
2992
|
+
* IPIV (output) INTEGER array, dimension (N)
|
|
2993
|
+
* Details of the interchanges and the block structure of D.
|
|
2994
|
+
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
|
2995
|
+
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
|
2996
|
+
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
|
2997
|
+
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
|
2998
|
+
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
|
2999
|
+
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
|
3000
|
+
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
|
3001
|
+
*
|
|
3002
|
+
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
|
|
3003
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
|
3004
|
+
*
|
|
3005
|
+
* LWORK (input) INTEGER
|
|
3006
|
+
* The length of WORK. LWORK >=1. For best performance
|
|
3007
|
+
* LWORK >= N*NB, where NB is the block size returned by ILAENV.
|
|
3008
|
+
*
|
|
3009
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
|
3010
|
+
* only calculates the optimal size of the WORK array, returns
|
|
3011
|
+
* this value as the first entry of the WORK array, and no error
|
|
3012
|
+
* message related to LWORK is issued by XERBLA.
|
|
3013
|
+
*
|
|
3014
|
+
* INFO (output) INTEGER
|
|
3015
|
+
* = 0: successful exit
|
|
3016
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3017
|
+
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
|
3018
|
+
* has been completed, but the block diagonal matrix D is
|
|
3019
|
+
* exactly singular, and division by zero will occur if it
|
|
3020
|
+
* is used to solve a system of equations.
|
|
3021
|
+
*
|
|
3022
|
+
|
|
3023
|
+
* Further Details
|
|
3024
|
+
* ===============
|
|
3025
|
+
*
|
|
3026
|
+
* If UPLO = 'U', then A = U*D*U', where
|
|
3027
|
+
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
|
3028
|
+
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
|
3029
|
+
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
3030
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
3031
|
+
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
|
3032
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
3033
|
+
*
|
|
3034
|
+
* ( I v 0 ) k-s
|
|
3035
|
+
* U(k) = ( 0 I 0 ) s
|
|
3036
|
+
* ( 0 0 I ) n-k
|
|
3037
|
+
* k-s s n-k
|
|
3038
|
+
*
|
|
3039
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
|
3040
|
+
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
|
3041
|
+
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
|
3042
|
+
*
|
|
3043
|
+
* If UPLO = 'L', then A = L*D*L', where
|
|
3044
|
+
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
|
3045
|
+
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
|
3046
|
+
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
|
3047
|
+
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
|
3048
|
+
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
|
3049
|
+
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
|
3050
|
+
*
|
|
3051
|
+
* ( I 0 0 ) k-1
|
|
3052
|
+
* L(k) = ( 0 I 0 ) s
|
|
3053
|
+
* ( 0 v I ) n-k-s+1
|
|
3054
|
+
* k-1 s n-k-s+1
|
|
3055
|
+
*
|
|
3056
|
+
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
|
3057
|
+
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
|
3058
|
+
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
|
3059
|
+
*
|
|
3060
|
+
* =====================================================================
|
|
3061
|
+
*
|
|
3062
|
+
* .. Local Scalars ..
|
|
3063
|
+
LOGICAL LQUERY, UPPER
|
|
3064
|
+
INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
|
|
3065
|
+
* ..
|
|
3066
|
+
* .. External Functions ..
|
|
3067
|
+
LOGICAL LSAME
|
|
3068
|
+
INTEGER ILAENV
|
|
3069
|
+
EXTERNAL LSAME, ILAENV
|
|
3070
|
+
* ..
|
|
3071
|
+
* .. External Subroutines ..
|
|
3072
|
+
EXTERNAL DLASYF, DSYTF2, XERBLA
|
|
3073
|
+
* ..
|
|
3074
|
+
* .. Intrinsic Functions ..
|
|
3075
|
+
INTRINSIC MAX
|
|
3076
|
+
* ..
|
|
3077
|
+
|
|
3078
|
+
|
|
3079
|
+
</PRE>
|
|
3080
|
+
<A HREF="#top">go to the page top</A>
|
|
3081
|
+
|
|
3082
|
+
<A NAME="dsytri"></A>
|
|
3083
|
+
<H2>dsytri</H2>
|
|
3084
|
+
<PRE>
|
|
3085
|
+
USAGE:
|
|
3086
|
+
info, a = NumRu::Lapack.dsytri( uplo, a, ipiv, [:usage => usage, :help => help])
|
|
3087
|
+
|
|
3088
|
+
|
|
3089
|
+
FORTRAN MANUAL
|
|
3090
|
+
SUBROUTINE DSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
|
|
3091
|
+
|
|
3092
|
+
* Purpose
|
|
3093
|
+
* =======
|
|
3094
|
+
*
|
|
3095
|
+
* DSYTRI computes the inverse of a real symmetric indefinite matrix
|
|
3096
|
+
* A using the factorization A = U*D*U**T or A = L*D*L**T computed by
|
|
3097
|
+
* DSYTRF.
|
|
3098
|
+
*
|
|
3099
|
+
|
|
3100
|
+
* Arguments
|
|
3101
|
+
* =========
|
|
3102
|
+
*
|
|
3103
|
+
* UPLO (input) CHARACTER*1
|
|
3104
|
+
* Specifies whether the details of the factorization are stored
|
|
3105
|
+
* as an upper or lower triangular matrix.
|
|
3106
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
3107
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
3108
|
+
*
|
|
3109
|
+
* N (input) INTEGER
|
|
3110
|
+
* The order of the matrix A. N >= 0.
|
|
3111
|
+
*
|
|
3112
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
3113
|
+
* On entry, the block diagonal matrix D and the multipliers
|
|
3114
|
+
* used to obtain the factor U or L as computed by DSYTRF.
|
|
3115
|
+
*
|
|
3116
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
3117
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
3118
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
3119
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
3120
|
+
* inverse is formed and the part of A above the diagonal is
|
|
3121
|
+
* not referenced.
|
|
3122
|
+
*
|
|
3123
|
+
* LDA (input) INTEGER
|
|
3124
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3125
|
+
*
|
|
3126
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3127
|
+
* Details of the interchanges and the block structure of D
|
|
3128
|
+
* as determined by DSYTRF.
|
|
3129
|
+
*
|
|
3130
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (N)
|
|
3131
|
+
*
|
|
3132
|
+
* INFO (output) INTEGER
|
|
3133
|
+
* = 0: successful exit
|
|
3134
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3135
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
3136
|
+
* inverse could not be computed.
|
|
3137
|
+
*
|
|
3138
|
+
|
|
3139
|
+
* =====================================================================
|
|
3140
|
+
*
|
|
3141
|
+
|
|
3142
|
+
|
|
3143
|
+
</PRE>
|
|
3144
|
+
<A HREF="#top">go to the page top</A>
|
|
3145
|
+
|
|
3146
|
+
<A NAME="dsytri2"></A>
|
|
3147
|
+
<H2>dsytri2</H2>
|
|
3148
|
+
<PRE>
|
|
3149
|
+
USAGE:
|
|
3150
|
+
info, a = NumRu::Lapack.dsytri2( uplo, a, ipiv, [:lwork => lwork, :usage => usage, :help => help])
|
|
3151
|
+
|
|
3152
|
+
|
|
3153
|
+
FORTRAN MANUAL
|
|
3154
|
+
SUBROUTINE DSYTRI2( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
|
3155
|
+
|
|
3156
|
+
* Purpose
|
|
3157
|
+
* =======
|
|
3158
|
+
*
|
|
3159
|
+
* DSYTRI2 computes the inverse of a real symmetric indefinite matrix
|
|
3160
|
+
* A using the factorization A = U*D*U**T or A = L*D*L**T computed by
|
|
3161
|
+
* DSYTRF. DSYTRI2 sets the LEADING DIMENSION of the workspace
|
|
3162
|
+
* before calling DSYTRI2X that actually computes the inverse.
|
|
3163
|
+
*
|
|
3164
|
+
|
|
3165
|
+
* Arguments
|
|
3166
|
+
* =========
|
|
3167
|
+
*
|
|
3168
|
+
* UPLO (input) CHARACTER*1
|
|
3169
|
+
* Specifies whether the details of the factorization are stored
|
|
3170
|
+
* as an upper or lower triangular matrix.
|
|
3171
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
3172
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
3173
|
+
*
|
|
3174
|
+
* N (input) INTEGER
|
|
3175
|
+
* The order of the matrix A. N >= 0.
|
|
3176
|
+
*
|
|
3177
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
3178
|
+
* On entry, the NB diagonal matrix D and the multipliers
|
|
3179
|
+
* used to obtain the factor U or L as computed by DSYTRF.
|
|
3180
|
+
*
|
|
3181
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
3182
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
3183
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
3184
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
3185
|
+
* inverse is formed and the part of A above the diagonal is
|
|
3186
|
+
* not referenced.
|
|
3187
|
+
*
|
|
3188
|
+
* LDA (input) INTEGER
|
|
3189
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3190
|
+
*
|
|
3191
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3192
|
+
* Details of the interchanges and the NB structure of D
|
|
3193
|
+
* as determined by DSYTRF.
|
|
3194
|
+
*
|
|
3195
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (N+NB+1)*(NB+3)
|
|
3196
|
+
*
|
|
3197
|
+
* LWORK (input) INTEGER
|
|
3198
|
+
* The dimension of the array WORK.
|
|
3199
|
+
* WORK is size >= (N+NB+1)*(NB+3)
|
|
3200
|
+
* If LDWORK = -1, then a workspace query is assumed; the routine
|
|
3201
|
+
* calculates:
|
|
3202
|
+
* - the optimal size of the WORK array, returns
|
|
3203
|
+
* this value as the first entry of the WORK array,
|
|
3204
|
+
* - and no error message related to LDWORK is issued by XERBLA.
|
|
3205
|
+
*
|
|
3206
|
+
* INFO (output) INTEGER
|
|
3207
|
+
* = 0: successful exit
|
|
3208
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3209
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
3210
|
+
* inverse could not be computed.
|
|
3211
|
+
*
|
|
3212
|
+
|
|
3213
|
+
* =====================================================================
|
|
3214
|
+
*
|
|
3215
|
+
* .. Local Scalars ..
|
|
3216
|
+
LOGICAL UPPER, LQUERY
|
|
3217
|
+
INTEGER MINSIZE, NBMAX
|
|
3218
|
+
* ..
|
|
3219
|
+
* .. External Functions ..
|
|
3220
|
+
LOGICAL LSAME
|
|
3221
|
+
INTEGER ILAENV
|
|
3222
|
+
EXTERNAL LSAME, ILAENV
|
|
3223
|
+
* ..
|
|
3224
|
+
* .. External Subroutines ..
|
|
3225
|
+
EXTERNAL DSYTRI2X
|
|
3226
|
+
* ..
|
|
3227
|
+
|
|
3228
|
+
|
|
3229
|
+
</PRE>
|
|
3230
|
+
<A HREF="#top">go to the page top</A>
|
|
3231
|
+
|
|
3232
|
+
<A NAME="dsytri2x"></A>
|
|
3233
|
+
<H2>dsytri2x</H2>
|
|
3234
|
+
<PRE>
|
|
3235
|
+
USAGE:
|
|
3236
|
+
info, a = NumRu::Lapack.dsytri2x( uplo, a, ipiv, nb, [:usage => usage, :help => help])
|
|
3237
|
+
|
|
3238
|
+
|
|
3239
|
+
FORTRAN MANUAL
|
|
3240
|
+
SUBROUTINE DSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
|
|
3241
|
+
|
|
3242
|
+
* Purpose
|
|
3243
|
+
* =======
|
|
3244
|
+
*
|
|
3245
|
+
* DSYTRI2X computes the inverse of a real symmetric indefinite matrix
|
|
3246
|
+
* A using the factorization A = U*D*U**T or A = L*D*L**T computed by
|
|
3247
|
+
* DSYTRF.
|
|
3248
|
+
*
|
|
3249
|
+
|
|
3250
|
+
* Arguments
|
|
3251
|
+
* =========
|
|
3252
|
+
*
|
|
3253
|
+
* UPLO (input) CHARACTER*1
|
|
3254
|
+
* Specifies whether the details of the factorization are stored
|
|
3255
|
+
* as an upper or lower triangular matrix.
|
|
3256
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
3257
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
3258
|
+
*
|
|
3259
|
+
* N (input) INTEGER
|
|
3260
|
+
* The order of the matrix A. N >= 0.
|
|
3261
|
+
*
|
|
3262
|
+
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
3263
|
+
* On entry, the NNB diagonal matrix D and the multipliers
|
|
3264
|
+
* used to obtain the factor U or L as computed by DSYTRF.
|
|
3265
|
+
*
|
|
3266
|
+
* On exit, if INFO = 0, the (symmetric) inverse of the original
|
|
3267
|
+
* matrix. If UPLO = 'U', the upper triangular part of the
|
|
3268
|
+
* inverse is formed and the part of A below the diagonal is not
|
|
3269
|
+
* referenced; if UPLO = 'L' the lower triangular part of the
|
|
3270
|
+
* inverse is formed and the part of A above the diagonal is
|
|
3271
|
+
* not referenced.
|
|
3272
|
+
*
|
|
3273
|
+
* LDA (input) INTEGER
|
|
3274
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3275
|
+
*
|
|
3276
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3277
|
+
* Details of the interchanges and the NNB structure of D
|
|
3278
|
+
* as determined by DSYTRF.
|
|
3279
|
+
*
|
|
3280
|
+
* WORK (workspace) DOUBLE PRECISION array, dimension (N+NNB+1,NNB+3)
|
|
3281
|
+
*
|
|
3282
|
+
* NB (input) INTEGER
|
|
3283
|
+
* Block size
|
|
3284
|
+
*
|
|
3285
|
+
* INFO (output) INTEGER
|
|
3286
|
+
* = 0: successful exit
|
|
3287
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3288
|
+
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
|
3289
|
+
* inverse could not be computed.
|
|
3290
|
+
*
|
|
3291
|
+
|
|
3292
|
+
* =====================================================================
|
|
3293
|
+
*
|
|
3294
|
+
|
|
3295
|
+
|
|
3296
|
+
</PRE>
|
|
3297
|
+
<A HREF="#top">go to the page top</A>
|
|
3298
|
+
|
|
3299
|
+
<A NAME="dsytrs"></A>
|
|
3300
|
+
<H2>dsytrs</H2>
|
|
3301
|
+
<PRE>
|
|
3302
|
+
USAGE:
|
|
3303
|
+
info, b = NumRu::Lapack.dsytrs( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
|
3304
|
+
|
|
3305
|
+
|
|
3306
|
+
FORTRAN MANUAL
|
|
3307
|
+
SUBROUTINE DSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
|
|
3308
|
+
|
|
3309
|
+
* Purpose
|
|
3310
|
+
* =======
|
|
3311
|
+
*
|
|
3312
|
+
* DSYTRS solves a system of linear equations A*X = B with a real
|
|
3313
|
+
* symmetric matrix A using the factorization A = U*D*U**T or
|
|
3314
|
+
* A = L*D*L**T computed by DSYTRF.
|
|
3315
|
+
*
|
|
3316
|
+
|
|
3317
|
+
* Arguments
|
|
3318
|
+
* =========
|
|
3319
|
+
*
|
|
3320
|
+
* UPLO (input) CHARACTER*1
|
|
3321
|
+
* Specifies whether the details of the factorization are stored
|
|
3322
|
+
* as an upper or lower triangular matrix.
|
|
3323
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
3324
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
3325
|
+
*
|
|
3326
|
+
* N (input) INTEGER
|
|
3327
|
+
* The order of the matrix A. N >= 0.
|
|
3328
|
+
*
|
|
3329
|
+
* NRHS (input) INTEGER
|
|
3330
|
+
* The number of right hand sides, i.e., the number of columns
|
|
3331
|
+
* of the matrix B. NRHS >= 0.
|
|
3332
|
+
*
|
|
3333
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
|
|
3334
|
+
* The block diagonal matrix D and the multipliers used to
|
|
3335
|
+
* obtain the factor U or L as computed by DSYTRF.
|
|
3336
|
+
*
|
|
3337
|
+
* LDA (input) INTEGER
|
|
3338
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3339
|
+
*
|
|
3340
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3341
|
+
* Details of the interchanges and the block structure of D
|
|
3342
|
+
* as determined by DSYTRF.
|
|
3343
|
+
*
|
|
3344
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
3345
|
+
* On entry, the right hand side matrix B.
|
|
3346
|
+
* On exit, the solution matrix X.
|
|
3347
|
+
*
|
|
3348
|
+
* LDB (input) INTEGER
|
|
3349
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
3350
|
+
*
|
|
3351
|
+
* INFO (output) INTEGER
|
|
3352
|
+
* = 0: successful exit
|
|
3353
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3354
|
+
*
|
|
3355
|
+
|
|
3356
|
+
* =====================================================================
|
|
3357
|
+
*
|
|
3358
|
+
|
|
3359
|
+
|
|
3360
|
+
</PRE>
|
|
3361
|
+
<A HREF="#top">go to the page top</A>
|
|
3362
|
+
|
|
3363
|
+
<A NAME="dsytrs2"></A>
|
|
3364
|
+
<H2>dsytrs2</H2>
|
|
3365
|
+
<PRE>
|
|
3366
|
+
USAGE:
|
|
3367
|
+
info, b = NumRu::Lapack.dsytrs2( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
|
3368
|
+
|
|
3369
|
+
|
|
3370
|
+
FORTRAN MANUAL
|
|
3371
|
+
SUBROUTINE DSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO )
|
|
3372
|
+
|
|
3373
|
+
* Purpose
|
|
3374
|
+
* =======
|
|
3375
|
+
*
|
|
3376
|
+
* DSYTRS2 solves a system of linear equations A*X = B with a real
|
|
3377
|
+
* symmetric matrix A using the factorization A = U*D*U**T or
|
|
3378
|
+
* A = L*D*L**T computed by DSYTRF and converted by DSYCONV.
|
|
3379
|
+
*
|
|
3380
|
+
|
|
3381
|
+
* Arguments
|
|
3382
|
+
* =========
|
|
3383
|
+
*
|
|
3384
|
+
* UPLO (input) CHARACTER*1
|
|
3385
|
+
* Specifies whether the details of the factorization are stored
|
|
3386
|
+
* as an upper or lower triangular matrix.
|
|
3387
|
+
* = 'U': Upper triangular, form is A = U*D*U**T;
|
|
3388
|
+
* = 'L': Lower triangular, form is A = L*D*L**T.
|
|
3389
|
+
*
|
|
3390
|
+
* N (input) INTEGER
|
|
3391
|
+
* The order of the matrix A. N >= 0.
|
|
3392
|
+
*
|
|
3393
|
+
* NRHS (input) INTEGER
|
|
3394
|
+
* The number of right hand sides, i.e., the number of columns
|
|
3395
|
+
* of the matrix B. NRHS >= 0.
|
|
3396
|
+
*
|
|
3397
|
+
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
|
|
3398
|
+
* The block diagonal matrix D and the multipliers used to
|
|
3399
|
+
* obtain the factor U or L as computed by DSYTRF.
|
|
3400
|
+
*
|
|
3401
|
+
* LDA (input) INTEGER
|
|
3402
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
|
3403
|
+
*
|
|
3404
|
+
* IPIV (input) INTEGER array, dimension (N)
|
|
3405
|
+
* Details of the interchanges and the block structure of D
|
|
3406
|
+
* as determined by DSYTRF.
|
|
3407
|
+
*
|
|
3408
|
+
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
|
3409
|
+
* On entry, the right hand side matrix B.
|
|
3410
|
+
* On exit, the solution matrix X.
|
|
3411
|
+
*
|
|
3412
|
+
* LDB (input) INTEGER
|
|
3413
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
|
3414
|
+
*
|
|
3415
|
+
* WORK (workspace) REAL array, dimension (N)
|
|
3416
|
+
*
|
|
3417
|
+
* INFO (output) INTEGER
|
|
3418
|
+
* = 0: successful exit
|
|
3419
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
|
3420
|
+
*
|
|
3421
|
+
|
|
3422
|
+
* =====================================================================
|
|
3423
|
+
*
|
|
3424
|
+
|
|
3425
|
+
|
|
3426
|
+
</PRE>
|
|
3427
|
+
<A HREF="#top">go to the page top</A>
|
|
3428
|
+
|
|
3429
|
+
<HR />
|
|
3430
|
+
<A HREF="d.html">back to matrix types</A><BR>
|
|
3431
|
+
<A HREF="d.html">back to data types</A>
|
|
3432
|
+
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|
|
3433
|
+
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|