ruby-lapack 1.3

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Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
  415. data/dev/defs/dgecon +90 -0
  416. data/dev/defs/dgeequ +107 -0
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  3328. data/ext/zsysvx.c +179 -0
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  3336. data/ext/zsytrs.c +99 -0
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  3338. data/ext/ztbcon.c +82 -0
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  3341. data/ext/ztfsm.c +107 -0
  3342. data/ext/ztftri.c +82 -0
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  3400. data/ext/zupmtr.c +112 -0
  3401. data/lib/numru/lapack.rb +51 -0
  3402. data/samples/dsyevr.rb +25 -0
  3403. data/tests/eig/ge/test_gesdd.rb +90 -0
  3404. data/tests/eig/ge/test_gesvd.rb +99 -0
  3405. data/tests/eig/gg/test_ggev.rb +124 -0
  3406. data/tests/eig/gg/test_ggsvd.rb +76 -0
  3407. data/tests/eig/sb/test_sbev.rb +39 -0
  3408. data/tests/lapack_test.rb +50 -0
  3409. data/tests/lin/gb/test_gbsv.rb +46 -0
  3410. data/tests/lin/gb/test_gbsvx.rb +56 -0
  3411. data/tests/lin/ge/test_gels.rb +63 -0
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  3414. data/tests/lin/ge/test_gelsy.rb +73 -0
  3415. data/tests/lin/ge/test_gesv.rb +43 -0
  3416. data/tests/lin/ge/test_gesvx.rb +52 -0
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  3418. data/tests/test_all.rb +7 -0
  3419. metadata +3513 -0
data/doc/dtb.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>DOUBLE PRECISION routines for triangular band matrix</TITLE>
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+ </HEAD>
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+ <BODY>
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+ <A NAME="top"></A>
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+ <H1>DOUBLE PRECISION routines for triangular band matrix</H1>
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+ <UL>
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+ <LI><A HREF="#dtbcon">dtbcon</A></LI>
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+ <LI><A HREF="#dtbrfs">dtbrfs</A></LI>
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+ <LI><A HREF="#dtbtrs">dtbtrs</A></LI>
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+ </UL>
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+
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+ <A NAME="dtbcon"></A>
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+ <H2>dtbcon</H2>
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+ <PRE>
17
+ USAGE:
18
+ rcond, info = NumRu::Lapack.dtbcon( norm, uplo, diag, kd, ab, [:usage => usage, :help => help])
19
+
20
+
21
+ FORTRAN MANUAL
22
+ SUBROUTINE DTBCON( NORM, UPLO, DIAG, N, KD, AB, LDAB, RCOND, WORK, IWORK, INFO )
23
+
24
+ * Purpose
25
+ * =======
26
+ *
27
+ * DTBCON estimates the reciprocal of the condition number of a
28
+ * triangular band matrix A, in either the 1-norm or the infinity-norm.
29
+ *
30
+ * The norm of A is computed and an estimate is obtained for
31
+ * norm(inv(A)), then the reciprocal of the condition number is
32
+ * computed as
33
+ * RCOND = 1 / ( norm(A) * norm(inv(A)) ).
34
+ *
35
+
36
+ * Arguments
37
+ * =========
38
+ *
39
+ * NORM (input) CHARACTER*1
40
+ * Specifies whether the 1-norm condition number or the
41
+ * infinity-norm condition number is required:
42
+ * = '1' or 'O': 1-norm;
43
+ * = 'I': Infinity-norm.
44
+ *
45
+ * UPLO (input) CHARACTER*1
46
+ * = 'U': A is upper triangular;
47
+ * = 'L': A is lower triangular.
48
+ *
49
+ * DIAG (input) CHARACTER*1
50
+ * = 'N': A is non-unit triangular;
51
+ * = 'U': A is unit triangular.
52
+ *
53
+ * N (input) INTEGER
54
+ * The order of the matrix A. N >= 0.
55
+ *
56
+ * KD (input) INTEGER
57
+ * The number of superdiagonals or subdiagonals of the
58
+ * triangular band matrix A. KD >= 0.
59
+ *
60
+ * AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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+ * The upper or lower triangular band matrix A, stored in the
62
+ * first kd+1 rows of the array. The j-th column of A is stored
63
+ * in the j-th column of the array AB as follows:
64
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
65
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
66
+ * If DIAG = 'U', the diagonal elements of A are not referenced
67
+ * and are assumed to be 1.
68
+ *
69
+ * LDAB (input) INTEGER
70
+ * The leading dimension of the array AB. LDAB >= KD+1.
71
+ *
72
+ * RCOND (output) DOUBLE PRECISION
73
+ * The reciprocal of the condition number of the matrix A,
74
+ * computed as RCOND = 1/(norm(A) * norm(inv(A))).
75
+ *
76
+ * WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
77
+ *
78
+ * IWORK (workspace) INTEGER array, dimension (N)
79
+ *
80
+ * INFO (output) INTEGER
81
+ * = 0: successful exit
82
+ * < 0: if INFO = -i, the i-th argument had an illegal value
83
+ *
84
+
85
+ * =====================================================================
86
+ *
87
+
88
+
89
+ </PRE>
90
+ <A HREF="#top">go to the page top</A>
91
+
92
+ <A NAME="dtbrfs"></A>
93
+ <H2>dtbrfs</H2>
94
+ <PRE>
95
+ USAGE:
96
+ ferr, berr, info = NumRu::Lapack.dtbrfs( uplo, trans, diag, kd, ab, b, x, [:usage => usage, :help => help])
97
+
98
+
99
+ FORTRAN MANUAL
100
+ SUBROUTINE DTBRFS( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
101
+
102
+ * Purpose
103
+ * =======
104
+ *
105
+ * DTBRFS provides error bounds and backward error estimates for the
106
+ * solution to a system of linear equations with a triangular band
107
+ * coefficient matrix.
108
+ *
109
+ * The solution matrix X must be computed by DTBTRS or some other
110
+ * means before entering this routine. DTBRFS does not do iterative
111
+ * refinement because doing so cannot improve the backward error.
112
+ *
113
+
114
+ * Arguments
115
+ * =========
116
+ *
117
+ * UPLO (input) CHARACTER*1
118
+ * = 'U': A is upper triangular;
119
+ * = 'L': A is lower triangular.
120
+ *
121
+ * TRANS (input) CHARACTER*1
122
+ * Specifies the form of the system of equations:
123
+ * = 'N': A * X = B (No transpose)
124
+ * = 'T': A**T * X = B (Transpose)
125
+ * = 'C': A**H * X = B (Conjugate transpose = Transpose)
126
+ *
127
+ * DIAG (input) CHARACTER*1
128
+ * = 'N': A is non-unit triangular;
129
+ * = 'U': A is unit triangular.
130
+ *
131
+ * N (input) INTEGER
132
+ * The order of the matrix A. N >= 0.
133
+ *
134
+ * KD (input) INTEGER
135
+ * The number of superdiagonals or subdiagonals of the
136
+ * triangular band matrix A. KD >= 0.
137
+ *
138
+ * NRHS (input) INTEGER
139
+ * The number of right hand sides, i.e., the number of columns
140
+ * of the matrices B and X. NRHS >= 0.
141
+ *
142
+ * AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
143
+ * The upper or lower triangular band matrix A, stored in the
144
+ * first kd+1 rows of the array. The j-th column of A is stored
145
+ * in the j-th column of the array AB as follows:
146
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
147
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
148
+ * If DIAG = 'U', the diagonal elements of A are not referenced
149
+ * and are assumed to be 1.
150
+ *
151
+ * LDAB (input) INTEGER
152
+ * The leading dimension of the array AB. LDAB >= KD+1.
153
+ *
154
+ * B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
155
+ * The right hand side matrix B.
156
+ *
157
+ * LDB (input) INTEGER
158
+ * The leading dimension of the array B. LDB >= max(1,N).
159
+ *
160
+ * X (input) DOUBLE PRECISION array, dimension (LDX,NRHS)
161
+ * The solution matrix X.
162
+ *
163
+ * LDX (input) INTEGER
164
+ * The leading dimension of the array X. LDX >= max(1,N).
165
+ *
166
+ * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
167
+ * The estimated forward error bound for each solution vector
168
+ * X(j) (the j-th column of the solution matrix X).
169
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
170
+ * is an estimated upper bound for the magnitude of the largest
171
+ * element in (X(j) - XTRUE) divided by the magnitude of the
172
+ * largest element in X(j). The estimate is as reliable as
173
+ * the estimate for RCOND, and is almost always a slight
174
+ * overestimate of the true error.
175
+ *
176
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
177
+ * The componentwise relative backward error of each solution
178
+ * vector X(j) (i.e., the smallest relative change in
179
+ * any element of A or B that makes X(j) an exact solution).
180
+ *
181
+ * WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
182
+ *
183
+ * IWORK (workspace) INTEGER array, dimension (N)
184
+ *
185
+ * INFO (output) INTEGER
186
+ * = 0: successful exit
187
+ * < 0: if INFO = -i, the i-th argument had an illegal value
188
+ *
189
+
190
+ * =====================================================================
191
+ *
192
+
193
+
194
+ </PRE>
195
+ <A HREF="#top">go to the page top</A>
196
+
197
+ <A NAME="dtbtrs"></A>
198
+ <H2>dtbtrs</H2>
199
+ <PRE>
200
+ USAGE:
201
+ info, b = NumRu::Lapack.dtbtrs( uplo, trans, diag, kd, ab, b, [:usage => usage, :help => help])
202
+
203
+
204
+ FORTRAN MANUAL
205
+ SUBROUTINE DTBTRS( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
206
+
207
+ * Purpose
208
+ * =======
209
+ *
210
+ * DTBTRS solves a triangular system of the form
211
+ *
212
+ * A * X = B or A**T * X = B,
213
+ *
214
+ * where A is a triangular band matrix of order N, and B is an
215
+ * N-by NRHS matrix. A check is made to verify that A is nonsingular.
216
+ *
217
+
218
+ * Arguments
219
+ * =========
220
+ *
221
+ * UPLO (input) CHARACTER*1
222
+ * = 'U': A is upper triangular;
223
+ * = 'L': A is lower triangular.
224
+ *
225
+ * TRANS (input) CHARACTER*1
226
+ * Specifies the form the system of equations:
227
+ * = 'N': A * X = B (No transpose)
228
+ * = 'T': A**T * X = B (Transpose)
229
+ * = 'C': A**H * X = B (Conjugate transpose = Transpose)
230
+ *
231
+ * DIAG (input) CHARACTER*1
232
+ * = 'N': A is non-unit triangular;
233
+ * = 'U': A is unit triangular.
234
+ *
235
+ * N (input) INTEGER
236
+ * The order of the matrix A. N >= 0.
237
+ *
238
+ * KD (input) INTEGER
239
+ * The number of superdiagonals or subdiagonals of the
240
+ * triangular band matrix A. KD >= 0.
241
+ *
242
+ * NRHS (input) INTEGER
243
+ * The number of right hand sides, i.e., the number of columns
244
+ * of the matrix B. NRHS >= 0.
245
+ *
246
+ * AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
247
+ * The upper or lower triangular band matrix A, stored in the
248
+ * first kd+1 rows of AB. The j-th column of A is stored
249
+ * in the j-th column of the array AB as follows:
250
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
251
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
252
+ * If DIAG = 'U', the diagonal elements of A are not referenced
253
+ * and are assumed to be 1.
254
+ *
255
+ * LDAB (input) INTEGER
256
+ * The leading dimension of the array AB. LDAB >= KD+1.
257
+ *
258
+ * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
259
+ * On entry, the right hand side matrix B.
260
+ * On exit, if INFO = 0, the solution matrix X.
261
+ *
262
+ * LDB (input) INTEGER
263
+ * The leading dimension of the array B. LDB >= max(1,N).
264
+ *
265
+ * INFO (output) INTEGER
266
+ * = 0: successful exit
267
+ * < 0: if INFO = -i, the i-th argument had an illegal value
268
+ * > 0: if INFO = i, the i-th diagonal element of A is zero,
269
+ * indicating that the matrix is singular and the
270
+ * solutions X have not been computed.
271
+ *
272
+
273
+ * =====================================================================
274
+ *
275
+
276
+
277
+ </PRE>
278
+ <A HREF="#top">go to the page top</A>
279
+
280
+ <HR />
281
+ <A HREF="d.html">back to matrix types</A><BR>
282
+ <A HREF="d.html">back to data types</A>
283
+ </BODY>
284
+ </HTML>
data/doc/dtg.html ADDED
@@ -0,0 +1,1730 @@
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+ <HTML>
2
+ <HEAD>
3
+ <TITLE>DOUBLE PRECISION routines for triangular matrices, generalized problem (i.e., a pair of triangular matrices) matrix</TITLE>
4
+ </HEAD>
5
+ <BODY>
6
+ <A NAME="top"></A>
7
+ <H1>DOUBLE PRECISION routines for triangular matrices, generalized problem (i.e., a pair of triangular matrices) matrix</H1>
8
+ <UL>
9
+ <LI><A HREF="#dtgevc">dtgevc</A></LI>
10
+ <LI><A HREF="#dtgex2">dtgex2</A></LI>
11
+ <LI><A HREF="#dtgexc">dtgexc</A></LI>
12
+ <LI><A HREF="#dtgsen">dtgsen</A></LI>
13
+ <LI><A HREF="#dtgsja">dtgsja</A></LI>
14
+ <LI><A HREF="#dtgsna">dtgsna</A></LI>
15
+ <LI><A HREF="#dtgsy2">dtgsy2</A></LI>
16
+ <LI><A HREF="#dtgsyl">dtgsyl</A></LI>
17
+ </UL>
18
+
19
+ <A NAME="dtgevc"></A>
20
+ <H2>dtgevc</H2>
21
+ <PRE>
22
+ USAGE:
23
+ m, info, vl, vr = NumRu::Lapack.dtgevc( side, howmny, select, s, p, vl, vr, [:usage => usage, :help => help])
24
+
25
+
26
+ FORTRAN MANUAL
27
+ SUBROUTINE DTGEVC( SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL, LDVL, VR, LDVR, MM, M, WORK, INFO )
28
+
29
+ * Purpose
30
+ * =======
31
+ *
32
+ * DTGEVC computes some or all of the right and/or left eigenvectors of
33
+ * a pair of real matrices (S,P), where S is a quasi-triangular matrix
34
+ * and P is upper triangular. Matrix pairs of this type are produced by
35
+ * the generalized Schur factorization of a matrix pair (A,B):
36
+ *
37
+ * A = Q*S*Z**T, B = Q*P*Z**T
38
+ *
39
+ * as computed by DGGHRD + DHGEQZ.
40
+ *
41
+ * The right eigenvector x and the left eigenvector y of (S,P)
42
+ * corresponding to an eigenvalue w are defined by:
43
+ *
44
+ * S*x = w*P*x, (y**H)*S = w*(y**H)*P,
45
+ *
46
+ * where y**H denotes the conjugate tranpose of y.
47
+ * The eigenvalues are not input to this routine, but are computed
48
+ * directly from the diagonal blocks of S and P.
49
+ *
50
+ * This routine returns the matrices X and/or Y of right and left
51
+ * eigenvectors of (S,P), or the products Z*X and/or Q*Y,
52
+ * where Z and Q are input matrices.
53
+ * If Q and Z are the orthogonal factors from the generalized Schur
54
+ * factorization of a matrix pair (A,B), then Z*X and Q*Y
55
+ * are the matrices of right and left eigenvectors of (A,B).
56
+ *
57
+
58
+ * Arguments
59
+ * =========
60
+ *
61
+ * SIDE (input) CHARACTER*1
62
+ * = 'R': compute right eigenvectors only;
63
+ * = 'L': compute left eigenvectors only;
64
+ * = 'B': compute both right and left eigenvectors.
65
+ *
66
+ * HOWMNY (input) CHARACTER*1
67
+ * = 'A': compute all right and/or left eigenvectors;
68
+ * = 'B': compute all right and/or left eigenvectors,
69
+ * backtransformed by the matrices in VR and/or VL;
70
+ * = 'S': compute selected right and/or left eigenvectors,
71
+ * specified by the logical array SELECT.
72
+ *
73
+ * SELECT (input) LOGICAL array, dimension (N)
74
+ * If HOWMNY='S', SELECT specifies the eigenvectors to be
75
+ * computed. If w(j) is a real eigenvalue, the corresponding
76
+ * real eigenvector is computed if SELECT(j) is .TRUE..
77
+ * If w(j) and w(j+1) are the real and imaginary parts of a
78
+ * complex eigenvalue, the corresponding complex eigenvector
79
+ * is computed if either SELECT(j) or SELECT(j+1) is .TRUE.,
80
+ * and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is
81
+ * set to .FALSE..
82
+ * Not referenced if HOWMNY = 'A' or 'B'.
83
+ *
84
+ * N (input) INTEGER
85
+ * The order of the matrices S and P. N >= 0.
86
+ *
87
+ * S (input) DOUBLE PRECISION array, dimension (LDS,N)
88
+ * The upper quasi-triangular matrix S from a generalized Schur
89
+ * factorization, as computed by DHGEQZ.
90
+ *
91
+ * LDS (input) INTEGER
92
+ * The leading dimension of array S. LDS >= max(1,N).
93
+ *
94
+ * P (input) DOUBLE PRECISION array, dimension (LDP,N)
95
+ * The upper triangular matrix P from a generalized Schur
96
+ * factorization, as computed by DHGEQZ.
97
+ * 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks
98
+ * of S must be in positive diagonal form.
99
+ *
100
+ * LDP (input) INTEGER
101
+ * The leading dimension of array P. LDP >= max(1,N).
102
+ *
103
+ * VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM)
104
+ * On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
105
+ * contain an N-by-N matrix Q (usually the orthogonal matrix Q
106
+ * of left Schur vectors returned by DHGEQZ).
107
+ * On exit, if SIDE = 'L' or 'B', VL contains:
108
+ * if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P);
109
+ * if HOWMNY = 'B', the matrix Q*Y;
110
+ * if HOWMNY = 'S', the left eigenvectors of (S,P) specified by
111
+ * SELECT, stored consecutively in the columns of
112
+ * VL, in the same order as their eigenvalues.
113
+ *
114
+ * A complex eigenvector corresponding to a complex eigenvalue
115
+ * is stored in two consecutive columns, the first holding the
116
+ * real part, and the second the imaginary part.
117
+ *
118
+ * Not referenced if SIDE = 'R'.
119
+ *
120
+ * LDVL (input) INTEGER
121
+ * The leading dimension of array VL. LDVL >= 1, and if
122
+ * SIDE = 'L' or 'B', LDVL >= N.
123
+ *
124
+ * VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM)
125
+ * On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
126
+ * contain an N-by-N matrix Z (usually the orthogonal matrix Z
127
+ * of right Schur vectors returned by DHGEQZ).
128
+ *
129
+ * On exit, if SIDE = 'R' or 'B', VR contains:
130
+ * if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P);
131
+ * if HOWMNY = 'B' or 'b', the matrix Z*X;
132
+ * if HOWMNY = 'S' or 's', the right eigenvectors of (S,P)
133
+ * specified by SELECT, stored consecutively in the
134
+ * columns of VR, in the same order as their
135
+ * eigenvalues.
136
+ *
137
+ * A complex eigenvector corresponding to a complex eigenvalue
138
+ * is stored in two consecutive columns, the first holding the
139
+ * real part and the second the imaginary part.
140
+ *
141
+ * Not referenced if SIDE = 'L'.
142
+ *
143
+ * LDVR (input) INTEGER
144
+ * The leading dimension of the array VR. LDVR >= 1, and if
145
+ * SIDE = 'R' or 'B', LDVR >= N.
146
+ *
147
+ * MM (input) INTEGER
148
+ * The number of columns in the arrays VL and/or VR. MM >= M.
149
+ *
150
+ * M (output) INTEGER
151
+ * The number of columns in the arrays VL and/or VR actually
152
+ * used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
153
+ * is set to N. Each selected real eigenvector occupies one
154
+ * column and each selected complex eigenvector occupies two
155
+ * columns.
156
+ *
157
+ * WORK (workspace) DOUBLE PRECISION array, dimension (6*N)
158
+ *
159
+ * INFO (output) INTEGER
160
+ * = 0: successful exit.
161
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
162
+ * > 0: the 2-by-2 block (INFO:INFO+1) does not have a complex
163
+ * eigenvalue.
164
+ *
165
+
166
+ * Further Details
167
+ * ===============
168
+ *
169
+ * Allocation of workspace:
170
+ * ---------- -- ---------
171
+ *
172
+ * WORK( j ) = 1-norm of j-th column of A, above the diagonal
173
+ * WORK( N+j ) = 1-norm of j-th column of B, above the diagonal
174
+ * WORK( 2*N+1:3*N ) = real part of eigenvector
175
+ * WORK( 3*N+1:4*N ) = imaginary part of eigenvector
176
+ * WORK( 4*N+1:5*N ) = real part of back-transformed eigenvector
177
+ * WORK( 5*N+1:6*N ) = imaginary part of back-transformed eigenvector
178
+ *
179
+ * Rowwise vs. columnwise solution methods:
180
+ * ------- -- ---------- -------- -------
181
+ *
182
+ * Finding a generalized eigenvector consists basically of solving the
183
+ * singular triangular system
184
+ *
185
+ * (A - w B) x = 0 (for right) or: (A - w B)**H y = 0 (for left)
186
+ *
187
+ * Consider finding the i-th right eigenvector (assume all eigenvalues
188
+ * are real). The equation to be solved is:
189
+ * n i
190
+ * 0 = sum C(j,k) v(k) = sum C(j,k) v(k) for j = i,. . .,1
191
+ * k=j k=j
192
+ *
193
+ * where C = (A - w B) (The components v(i+1:n) are 0.)
194
+ *
195
+ * The "rowwise" method is:
196
+ *
197
+ * (1) v(i) := 1
198
+ * for j = i-1,. . .,1:
199
+ * i
200
+ * (2) compute s = - sum C(j,k) v(k) and
201
+ * k=j+1
202
+ *
203
+ * (3) v(j) := s / C(j,j)
204
+ *
205
+ * Step 2 is sometimes called the "dot product" step, since it is an
206
+ * inner product between the j-th row and the portion of the eigenvector
207
+ * that has been computed so far.
208
+ *
209
+ * The "columnwise" method consists basically in doing the sums
210
+ * for all the rows in parallel. As each v(j) is computed, the
211
+ * contribution of v(j) times the j-th column of C is added to the
212
+ * partial sums. Since FORTRAN arrays are stored columnwise, this has
213
+ * the advantage that at each step, the elements of C that are accessed
214
+ * are adjacent to one another, whereas with the rowwise method, the
215
+ * elements accessed at a step are spaced LDS (and LDP) words apart.
216
+ *
217
+ * When finding left eigenvectors, the matrix in question is the
218
+ * transpose of the one in storage, so the rowwise method then
219
+ * actually accesses columns of A and B at each step, and so is the
220
+ * preferred method.
221
+ *
222
+ * =====================================================================
223
+ *
224
+
225
+
226
+ </PRE>
227
+ <A HREF="#top">go to the page top</A>
228
+
229
+ <A NAME="dtgex2"></A>
230
+ <H2>dtgex2</H2>
231
+ <PRE>
232
+ USAGE:
233
+ info, a, b, q, z = NumRu::Lapack.dtgex2( wantq, wantz, a, b, q, z, j1, n1, n2, [:lwork => lwork, :usage => usage, :help => help])
234
+
235
+
236
+ FORTRAN MANUAL
237
+ SUBROUTINE DTGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO )
238
+
239
+ * Purpose
240
+ * =======
241
+ *
242
+ * DTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
243
+ * of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
244
+ * (A, B) by an orthogonal equivalence transformation.
245
+ *
246
+ * (A, B) must be in generalized real Schur canonical form (as returned
247
+ * by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
248
+ * diagonal blocks. B is upper triangular.
249
+ *
250
+ * Optionally, the matrices Q and Z of generalized Schur vectors are
251
+ * updated.
252
+ *
253
+ * Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
254
+ * Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
255
+ *
256
+ *
257
+
258
+ * Arguments
259
+ * =========
260
+ *
261
+ * WANTQ (input) LOGICAL
262
+ * .TRUE. : update the left transformation matrix Q;
263
+ * .FALSE.: do not update Q.
264
+ *
265
+ * WANTZ (input) LOGICAL
266
+ * .TRUE. : update the right transformation matrix Z;
267
+ * .FALSE.: do not update Z.
268
+ *
269
+ * N (input) INTEGER
270
+ * The order of the matrices A and B. N >= 0.
271
+ *
272
+ * A (input/output) DOUBLE PRECISION array, dimensions (LDA,N)
273
+ * On entry, the matrix A in the pair (A, B).
274
+ * On exit, the updated matrix A.
275
+ *
276
+ * LDA (input) INTEGER
277
+ * The leading dimension of the array A. LDA >= max(1,N).
278
+ *
279
+ * B (input/output) DOUBLE PRECISION array, dimensions (LDB,N)
280
+ * On entry, the matrix B in the pair (A, B).
281
+ * On exit, the updated matrix B.
282
+ *
283
+ * LDB (input) INTEGER
284
+ * The leading dimension of the array B. LDB >= max(1,N).
285
+ *
286
+ * Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
287
+ * On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
288
+ * On exit, the updated matrix Q.
289
+ * Not referenced if WANTQ = .FALSE..
290
+ *
291
+ * LDQ (input) INTEGER
292
+ * The leading dimension of the array Q. LDQ >= 1.
293
+ * If WANTQ = .TRUE., LDQ >= N.
294
+ *
295
+ * Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
296
+ * On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
297
+ * On exit, the updated matrix Z.
298
+ * Not referenced if WANTZ = .FALSE..
299
+ *
300
+ * LDZ (input) INTEGER
301
+ * The leading dimension of the array Z. LDZ >= 1.
302
+ * If WANTZ = .TRUE., LDZ >= N.
303
+ *
304
+ * J1 (input) INTEGER
305
+ * The index to the first block (A11, B11). 1 <= J1 <= N.
306
+ *
307
+ * N1 (input) INTEGER
308
+ * The order of the first block (A11, B11). N1 = 0, 1 or 2.
309
+ *
310
+ * N2 (input) INTEGER
311
+ * The order of the second block (A22, B22). N2 = 0, 1 or 2.
312
+ *
313
+ * WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
314
+ *
315
+ * LWORK (input) INTEGER
316
+ * The dimension of the array WORK.
317
+ * LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 )
318
+ *
319
+ * INFO (output) INTEGER
320
+ * =0: Successful exit
321
+ * >0: If INFO = 1, the transformed matrix (A, B) would be
322
+ * too far from generalized Schur form; the blocks are
323
+ * not swapped and (A, B) and (Q, Z) are unchanged.
324
+ * The problem of swapping is too ill-conditioned.
325
+ * <0: If INFO = -16: LWORK is too small. Appropriate value
326
+ * for LWORK is returned in WORK(1).
327
+ *
328
+
329
+ * Further Details
330
+ * ===============
331
+ *
332
+ * Based on contributions by
333
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
334
+ * Umea University, S-901 87 Umea, Sweden.
335
+ *
336
+ * In the current code both weak and strong stability tests are
337
+ * performed. The user can omit the strong stability test by changing
338
+ * the internal logical parameter WANDS to .FALSE.. See ref. [2] for
339
+ * details.
340
+ *
341
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
342
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
343
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
344
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
345
+ *
346
+ * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
347
+ * Eigenvalues of a Regular Matrix Pair (A, B) and Condition
348
+ * Estimation: Theory, Algorithms and Software,
349
+ * Report UMINF - 94.04, Department of Computing Science, Umea
350
+ * University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
351
+ * Note 87. To appear in Numerical Algorithms, 1996.
352
+ *
353
+ * =====================================================================
354
+ * Replaced various illegal calls to DCOPY by calls to DLASET, or by DO
355
+ * loops. Sven Hammarling, 1/5/02.
356
+ *
357
+
358
+
359
+ </PRE>
360
+ <A HREF="#top">go to the page top</A>
361
+
362
+ <A NAME="dtgexc"></A>
363
+ <H2>dtgexc</H2>
364
+ <PRE>
365
+ USAGE:
366
+ work, info, a, b, q, z, ifst, ilst = NumRu::Lapack.dtgexc( wantq, wantz, a, b, q, z, ifst, ilst, [:lwork => lwork, :usage => usage, :help => help])
367
+
368
+
369
+ FORTRAN MANUAL
370
+ SUBROUTINE DTGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, WORK, LWORK, INFO )
371
+
372
+ * Purpose
373
+ * =======
374
+ *
375
+ * DTGEXC reorders the generalized real Schur decomposition of a real
376
+ * matrix pair (A,B) using an orthogonal equivalence transformation
377
+ *
378
+ * (A, B) = Q * (A, B) * Z',
379
+ *
380
+ * so that the diagonal block of (A, B) with row index IFST is moved
381
+ * to row ILST.
382
+ *
383
+ * (A, B) must be in generalized real Schur canonical form (as returned
384
+ * by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
385
+ * diagonal blocks. B is upper triangular.
386
+ *
387
+ * Optionally, the matrices Q and Z of generalized Schur vectors are
388
+ * updated.
389
+ *
390
+ * Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'
391
+ * Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'
392
+ *
393
+ *
394
+
395
+ * Arguments
396
+ * =========
397
+ *
398
+ * WANTQ (input) LOGICAL
399
+ * .TRUE. : update the left transformation matrix Q;
400
+ * .FALSE.: do not update Q.
401
+ *
402
+ * WANTZ (input) LOGICAL
403
+ * .TRUE. : update the right transformation matrix Z;
404
+ * .FALSE.: do not update Z.
405
+ *
406
+ * N (input) INTEGER
407
+ * The order of the matrices A and B. N >= 0.
408
+ *
409
+ * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
410
+ * On entry, the matrix A in generalized real Schur canonical
411
+ * form.
412
+ * On exit, the updated matrix A, again in generalized
413
+ * real Schur canonical form.
414
+ *
415
+ * LDA (input) INTEGER
416
+ * The leading dimension of the array A. LDA >= max(1,N).
417
+ *
418
+ * B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
419
+ * On entry, the matrix B in generalized real Schur canonical
420
+ * form (A,B).
421
+ * On exit, the updated matrix B, again in generalized
422
+ * real Schur canonical form (A,B).
423
+ *
424
+ * LDB (input) INTEGER
425
+ * The leading dimension of the array B. LDB >= max(1,N).
426
+ *
427
+ * Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
428
+ * On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
429
+ * On exit, the updated matrix Q.
430
+ * If WANTQ = .FALSE., Q is not referenced.
431
+ *
432
+ * LDQ (input) INTEGER
433
+ * The leading dimension of the array Q. LDQ >= 1.
434
+ * If WANTQ = .TRUE., LDQ >= N.
435
+ *
436
+ * Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
437
+ * On entry, if WANTZ = .TRUE., the orthogonal matrix Z.
438
+ * On exit, the updated matrix Z.
439
+ * If WANTZ = .FALSE., Z is not referenced.
440
+ *
441
+ * LDZ (input) INTEGER
442
+ * The leading dimension of the array Z. LDZ >= 1.
443
+ * If WANTZ = .TRUE., LDZ >= N.
444
+ *
445
+ * IFST (input/output) INTEGER
446
+ * ILST (input/output) INTEGER
447
+ * Specify the reordering of the diagonal blocks of (A, B).
448
+ * The block with row index IFST is moved to row ILST, by a
449
+ * sequence of swapping between adjacent blocks.
450
+ * On exit, if IFST pointed on entry to the second row of
451
+ * a 2-by-2 block, it is changed to point to the first row;
452
+ * ILST always points to the first row of the block in its
453
+ * final position (which may differ from its input value by
454
+ * +1 or -1). 1 <= IFST, ILST <= N.
455
+ *
456
+ * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
457
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
458
+ *
459
+ * LWORK (input) INTEGER
460
+ * The dimension of the array WORK.
461
+ * LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16.
462
+ *
463
+ * If LWORK = -1, then a workspace query is assumed; the routine
464
+ * only calculates the optimal size of the WORK array, returns
465
+ * this value as the first entry of the WORK array, and no error
466
+ * message related to LWORK is issued by XERBLA.
467
+ *
468
+ * INFO (output) INTEGER
469
+ * =0: successful exit.
470
+ * <0: if INFO = -i, the i-th argument had an illegal value.
471
+ * =1: The transformed matrix pair (A, B) would be too far
472
+ * from generalized Schur form; the problem is ill-
473
+ * conditioned. (A, B) may have been partially reordered,
474
+ * and ILST points to the first row of the current
475
+ * position of the block being moved.
476
+ *
477
+
478
+ * Further Details
479
+ * ===============
480
+ *
481
+ * Based on contributions by
482
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
483
+ * Umea University, S-901 87 Umea, Sweden.
484
+ *
485
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
486
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
487
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
488
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
489
+ *
490
+ * =====================================================================
491
+ *
492
+
493
+
494
+ </PRE>
495
+ <A HREF="#top">go to the page top</A>
496
+
497
+ <A NAME="dtgsen"></A>
498
+ <H2>dtgsen</H2>
499
+ <PRE>
500
+ USAGE:
501
+ alphar, alphai, beta, m, pl, pr, dif, work, iwork, info, a, b, q, z = NumRu::Lapack.dtgsen( ijob, wantq, wantz, select, a, b, q, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
502
+
503
+
504
+ FORTRAN MANUAL
505
+ SUBROUTINE DTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )
506
+
507
+ * Purpose
508
+ * =======
509
+ *
510
+ * DTGSEN reorders the generalized real Schur decomposition of a real
511
+ * matrix pair (A, B) (in terms of an orthonormal equivalence trans-
512
+ * formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues
513
+ * appears in the leading diagonal blocks of the upper quasi-triangular
514
+ * matrix A and the upper triangular B. The leading columns of Q and
515
+ * Z form orthonormal bases of the corresponding left and right eigen-
516
+ * spaces (deflating subspaces). (A, B) must be in generalized real
517
+ * Schur canonical form (as returned by DGGES), i.e. A is block upper
518
+ * triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper
519
+ * triangular.
520
+ *
521
+ * DTGSEN also computes the generalized eigenvalues
522
+ *
523
+ * w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j)
524
+ *
525
+ * of the reordered matrix pair (A, B).
526
+ *
527
+ * Optionally, DTGSEN computes the estimates of reciprocal condition
528
+ * numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
529
+ * (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
530
+ * between the matrix pairs (A11, B11) and (A22,B22) that correspond to
531
+ * the selected cluster and the eigenvalues outside the cluster, resp.,
532
+ * and norms of "projections" onto left and right eigenspaces w.r.t.
533
+ * the selected cluster in the (1,1)-block.
534
+ *
535
+
536
+ * Arguments
537
+ * =========
538
+ *
539
+ * IJOB (input) INTEGER
540
+ * Specifies whether condition numbers are required for the
541
+ * cluster of eigenvalues (PL and PR) or the deflating subspaces
542
+ * (Difu and Difl):
543
+ * =0: Only reorder w.r.t. SELECT. No extras.
544
+ * =1: Reciprocal of norms of "projections" onto left and right
545
+ * eigenspaces w.r.t. the selected cluster (PL and PR).
546
+ * =2: Upper bounds on Difu and Difl. F-norm-based estimate
547
+ * (DIF(1:2)).
548
+ * =3: Estimate of Difu and Difl. 1-norm-based estimate
549
+ * (DIF(1:2)).
550
+ * About 5 times as expensive as IJOB = 2.
551
+ * =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
552
+ * version to get it all.
553
+ * =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
554
+ *
555
+ * WANTQ (input) LOGICAL
556
+ * .TRUE. : update the left transformation matrix Q;
557
+ * .FALSE.: do not update Q.
558
+ *
559
+ * WANTZ (input) LOGICAL
560
+ * .TRUE. : update the right transformation matrix Z;
561
+ * .FALSE.: do not update Z.
562
+ *
563
+ * SELECT (input) LOGICAL array, dimension (N)
564
+ * SELECT specifies the eigenvalues in the selected cluster.
565
+ * To select a real eigenvalue w(j), SELECT(j) must be set to
566
+ * .TRUE.. To select a complex conjugate pair of eigenvalues
567
+ * w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
568
+ * either SELECT(j) or SELECT(j+1) or both must be set to
569
+ * .TRUE.; a complex conjugate pair of eigenvalues must be
570
+ * either both included in the cluster or both excluded.
571
+ *
572
+ * N (input) INTEGER
573
+ * The order of the matrices A and B. N >= 0.
574
+ *
575
+ * A (input/output) DOUBLE PRECISION array, dimension(LDA,N)
576
+ * On entry, the upper quasi-triangular matrix A, with (A, B) in
577
+ * generalized real Schur canonical form.
578
+ * On exit, A is overwritten by the reordered matrix A.
579
+ *
580
+ * LDA (input) INTEGER
581
+ * The leading dimension of the array A. LDA >= max(1,N).
582
+ *
583
+ * B (input/output) DOUBLE PRECISION array, dimension(LDB,N)
584
+ * On entry, the upper triangular matrix B, with (A, B) in
585
+ * generalized real Schur canonical form.
586
+ * On exit, B is overwritten by the reordered matrix B.
587
+ *
588
+ * LDB (input) INTEGER
589
+ * The leading dimension of the array B. LDB >= max(1,N).
590
+ *
591
+ * ALPHAR (output) DOUBLE PRECISION array, dimension (N)
592
+ * ALPHAI (output) DOUBLE PRECISION array, dimension (N)
593
+ * BETA (output) DOUBLE PRECISION array, dimension (N)
594
+ * On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
595
+ * be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i
596
+ * and BETA(j),j=1,...,N are the diagonals of the complex Schur
597
+ * form (S,T) that would result if the 2-by-2 diagonal blocks of
598
+ * the real generalized Schur form of (A,B) were further reduced
599
+ * to triangular form using complex unitary transformations.
600
+ * If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
601
+ * positive, then the j-th and (j+1)-st eigenvalues are a
602
+ * complex conjugate pair, with ALPHAI(j+1) negative.
603
+ *
604
+ * Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
605
+ * On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
606
+ * On exit, Q has been postmultiplied by the left orthogonal
607
+ * transformation matrix which reorder (A, B); The leading M
608
+ * columns of Q form orthonormal bases for the specified pair of
609
+ * left eigenspaces (deflating subspaces).
610
+ * If WANTQ = .FALSE., Q is not referenced.
611
+ *
612
+ * LDQ (input) INTEGER
613
+ * The leading dimension of the array Q. LDQ >= 1;
614
+ * and if WANTQ = .TRUE., LDQ >= N.
615
+ *
616
+ * Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
617
+ * On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
618
+ * On exit, Z has been postmultiplied by the left orthogonal
619
+ * transformation matrix which reorder (A, B); The leading M
620
+ * columns of Z form orthonormal bases for the specified pair of
621
+ * left eigenspaces (deflating subspaces).
622
+ * If WANTZ = .FALSE., Z is not referenced.
623
+ *
624
+ * LDZ (input) INTEGER
625
+ * The leading dimension of the array Z. LDZ >= 1;
626
+ * If WANTZ = .TRUE., LDZ >= N.
627
+ *
628
+ * M (output) INTEGER
629
+ * The dimension of the specified pair of left and right eigen-
630
+ * spaces (deflating subspaces). 0 <= M <= N.
631
+ *
632
+ * PL (output) DOUBLE PRECISION
633
+ * PR (output) DOUBLE PRECISION
634
+ * If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
635
+ * reciprocal of the norm of "projections" onto left and right
636
+ * eigenspaces with respect to the selected cluster.
637
+ * 0 < PL, PR <= 1.
638
+ * If M = 0 or M = N, PL = PR = 1.
639
+ * If IJOB = 0, 2 or 3, PL and PR are not referenced.
640
+ *
641
+ * DIF (output) DOUBLE PRECISION array, dimension (2).
642
+ * If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
643
+ * If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
644
+ * Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
645
+ * estimates of Difu and Difl.
646
+ * If M = 0 or N, DIF(1:2) = F-norm([A, B]).
647
+ * If IJOB = 0 or 1, DIF is not referenced.
648
+ *
649
+ * WORK (workspace/output) DOUBLE PRECISION array,
650
+ * dimension (MAX(1,LWORK))
651
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
652
+ *
653
+ * LWORK (input) INTEGER
654
+ * The dimension of the array WORK. LWORK >= 4*N+16.
655
+ * If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)).
656
+ * If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)).
657
+ *
658
+ * If LWORK = -1, then a workspace query is assumed; the routine
659
+ * only calculates the optimal size of the WORK array, returns
660
+ * this value as the first entry of the WORK array, and no error
661
+ * message related to LWORK is issued by XERBLA.
662
+ *
663
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
664
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
665
+ *
666
+ * LIWORK (input) INTEGER
667
+ * The dimension of the array IWORK. LIWORK >= 1.
668
+ * If IJOB = 1, 2 or 4, LIWORK >= N+6.
669
+ * If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6).
670
+ *
671
+ * If LIWORK = -1, then a workspace query is assumed; the
672
+ * routine only calculates the optimal size of the IWORK array,
673
+ * returns this value as the first entry of the IWORK array, and
674
+ * no error message related to LIWORK is issued by XERBLA.
675
+ *
676
+ * INFO (output) INTEGER
677
+ * =0: Successful exit.
678
+ * <0: If INFO = -i, the i-th argument had an illegal value.
679
+ * =1: Reordering of (A, B) failed because the transformed
680
+ * matrix pair (A, B) would be too far from generalized
681
+ * Schur form; the problem is very ill-conditioned.
682
+ * (A, B) may have been partially reordered.
683
+ * If requested, 0 is returned in DIF(*), PL and PR.
684
+ *
685
+
686
+ * Further Details
687
+ * ===============
688
+ *
689
+ * DTGSEN first collects the selected eigenvalues by computing
690
+ * orthogonal U and W that move them to the top left corner of (A, B).
691
+ * In other words, the selected eigenvalues are the eigenvalues of
692
+ * (A11, B11) in:
693
+ *
694
+ * U'*(A, B)*W = (A11 A12) (B11 B12) n1
695
+ * ( 0 A22),( 0 B22) n2
696
+ * n1 n2 n1 n2
697
+ *
698
+ * where N = n1+n2 and U' means the transpose of U. The first n1 columns
699
+ * of U and W span the specified pair of left and right eigenspaces
700
+ * (deflating subspaces) of (A, B).
701
+ *
702
+ * If (A, B) has been obtained from the generalized real Schur
703
+ * decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
704
+ * reordered generalized real Schur form of (C, D) is given by
705
+ *
706
+ * (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',
707
+ *
708
+ * and the first n1 columns of Q*U and Z*W span the corresponding
709
+ * deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
710
+ *
711
+ * Note that if the selected eigenvalue is sufficiently ill-conditioned,
712
+ * then its value may differ significantly from its value before
713
+ * reordering.
714
+ *
715
+ * The reciprocal condition numbers of the left and right eigenspaces
716
+ * spanned by the first n1 columns of U and W (or Q*U and Z*W) may
717
+ * be returned in DIF(1:2), corresponding to Difu and Difl, resp.
718
+ *
719
+ * The Difu and Difl are defined as:
720
+ *
721
+ * Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
722
+ * and
723
+ * Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
724
+ *
725
+ * where sigma-min(Zu) is the smallest singular value of the
726
+ * (2*n1*n2)-by-(2*n1*n2) matrix
727
+ *
728
+ * Zu = [ kron(In2, A11) -kron(A22', In1) ]
729
+ * [ kron(In2, B11) -kron(B22', In1) ].
730
+ *
731
+ * Here, Inx is the identity matrix of size nx and A22' is the
732
+ * transpose of A22. kron(X, Y) is the Kronecker product between
733
+ * the matrices X and Y.
734
+ *
735
+ * When DIF(2) is small, small changes in (A, B) can cause large changes
736
+ * in the deflating subspace. An approximate (asymptotic) bound on the
737
+ * maximum angular error in the computed deflating subspaces is
738
+ *
739
+ * EPS * norm((A, B)) / DIF(2),
740
+ *
741
+ * where EPS is the machine precision.
742
+ *
743
+ * The reciprocal norm of the projectors on the left and right
744
+ * eigenspaces associated with (A11, B11) may be returned in PL and PR.
745
+ * They are computed as follows. First we compute L and R so that
746
+ * P*(A, B)*Q is block diagonal, where
747
+ *
748
+ * P = ( I -L ) n1 Q = ( I R ) n1
749
+ * ( 0 I ) n2 and ( 0 I ) n2
750
+ * n1 n2 n1 n2
751
+ *
752
+ * and (L, R) is the solution to the generalized Sylvester equation
753
+ *
754
+ * A11*R - L*A22 = -A12
755
+ * B11*R - L*B22 = -B12
756
+ *
757
+ * Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
758
+ * An approximate (asymptotic) bound on the average absolute error of
759
+ * the selected eigenvalues is
760
+ *
761
+ * EPS * norm((A, B)) / PL.
762
+ *
763
+ * There are also global error bounds which valid for perturbations up
764
+ * to a certain restriction: A lower bound (x) on the smallest
765
+ * F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
766
+ * coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
767
+ * (i.e. (A + E, B + F), is
768
+ *
769
+ * x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
770
+ *
771
+ * An approximate bound on x can be computed from DIF(1:2), PL and PR.
772
+ *
773
+ * If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
774
+ * (L', R') and unperturbed (L, R) left and right deflating subspaces
775
+ * associated with the selected cluster in the (1,1)-blocks can be
776
+ * bounded as
777
+ *
778
+ * max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
779
+ * max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
780
+ *
781
+ * See LAPACK User's Guide section 4.11 or the following references
782
+ * for more information.
783
+ *
784
+ * Note that if the default method for computing the Frobenius-norm-
785
+ * based estimate DIF is not wanted (see DLATDF), then the parameter
786
+ * IDIFJB (see below) should be changed from 3 to 4 (routine DLATDF
787
+ * (IJOB = 2 will be used)). See DTGSYL for more details.
788
+ *
789
+ * Based on contributions by
790
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
791
+ * Umea University, S-901 87 Umea, Sweden.
792
+ *
793
+ * References
794
+ * ==========
795
+ *
796
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
797
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
798
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
799
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
800
+ *
801
+ * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
802
+ * Eigenvalues of a Regular Matrix Pair (A, B) and Condition
803
+ * Estimation: Theory, Algorithms and Software,
804
+ * Report UMINF - 94.04, Department of Computing Science, Umea
805
+ * University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
806
+ * Note 87. To appear in Numerical Algorithms, 1996.
807
+ *
808
+ * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
809
+ * for Solving the Generalized Sylvester Equation and Estimating the
810
+ * Separation between Regular Matrix Pairs, Report UMINF - 93.23,
811
+ * Department of Computing Science, Umea University, S-901 87 Umea,
812
+ * Sweden, December 1993, Revised April 1994, Also as LAPACK Working
813
+ * Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,
814
+ * 1996.
815
+ *
816
+ * =====================================================================
817
+ *
818
+
819
+
820
+ </PRE>
821
+ <A HREF="#top">go to the page top</A>
822
+
823
+ <A NAME="dtgsja"></A>
824
+ <H2>dtgsja</H2>
825
+ <PRE>
826
+ USAGE:
827
+ alpha, beta, ncycle, info, a, b, u, v, q = NumRu::Lapack.dtgsja( jobu, jobv, jobq, k, l, a, b, tola, tolb, u, v, q, [:usage => usage, :help => help])
828
+
829
+
830
+ FORTRAN MANUAL
831
+ SUBROUTINE DTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO )
832
+
833
+ * Purpose
834
+ * =======
835
+ *
836
+ * DTGSJA computes the generalized singular value decomposition (GSVD)
837
+ * of two real upper triangular (or trapezoidal) matrices A and B.
838
+ *
839
+ * On entry, it is assumed that matrices A and B have the following
840
+ * forms, which may be obtained by the preprocessing subroutine DGGSVP
841
+ * from a general M-by-N matrix A and P-by-N matrix B:
842
+ *
843
+ * N-K-L K L
844
+ * A = K ( 0 A12 A13 ) if M-K-L >= 0;
845
+ * L ( 0 0 A23 )
846
+ * M-K-L ( 0 0 0 )
847
+ *
848
+ * N-K-L K L
849
+ * A = K ( 0 A12 A13 ) if M-K-L < 0;
850
+ * M-K ( 0 0 A23 )
851
+ *
852
+ * N-K-L K L
853
+ * B = L ( 0 0 B13 )
854
+ * P-L ( 0 0 0 )
855
+ *
856
+ * where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
857
+ * upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
858
+ * otherwise A23 is (M-K)-by-L upper trapezoidal.
859
+ *
860
+ * On exit,
861
+ *
862
+ * U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ),
863
+ *
864
+ * where U, V and Q are orthogonal matrices, Z' denotes the transpose
865
+ * of Z, R is a nonsingular upper triangular matrix, and D1 and D2 are
866
+ * ``diagonal'' matrices, which are of the following structures:
867
+ *
868
+ * If M-K-L >= 0,
869
+ *
870
+ * K L
871
+ * D1 = K ( I 0 )
872
+ * L ( 0 C )
873
+ * M-K-L ( 0 0 )
874
+ *
875
+ * K L
876
+ * D2 = L ( 0 S )
877
+ * P-L ( 0 0 )
878
+ *
879
+ * N-K-L K L
880
+ * ( 0 R ) = K ( 0 R11 R12 ) K
881
+ * L ( 0 0 R22 ) L
882
+ *
883
+ * where
884
+ *
885
+ * C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
886
+ * S = diag( BETA(K+1), ... , BETA(K+L) ),
887
+ * C**2 + S**2 = I.
888
+ *
889
+ * R is stored in A(1:K+L,N-K-L+1:N) on exit.
890
+ *
891
+ * If M-K-L < 0,
892
+ *
893
+ * K M-K K+L-M
894
+ * D1 = K ( I 0 0 )
895
+ * M-K ( 0 C 0 )
896
+ *
897
+ * K M-K K+L-M
898
+ * D2 = M-K ( 0 S 0 )
899
+ * K+L-M ( 0 0 I )
900
+ * P-L ( 0 0 0 )
901
+ *
902
+ * N-K-L K M-K K+L-M
903
+ * ( 0 R ) = K ( 0 R11 R12 R13 )
904
+ * M-K ( 0 0 R22 R23 )
905
+ * K+L-M ( 0 0 0 R33 )
906
+ *
907
+ * where
908
+ * C = diag( ALPHA(K+1), ... , ALPHA(M) ),
909
+ * S = diag( BETA(K+1), ... , BETA(M) ),
910
+ * C**2 + S**2 = I.
911
+ *
912
+ * R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
913
+ * ( 0 R22 R23 )
914
+ * in B(M-K+1:L,N+M-K-L+1:N) on exit.
915
+ *
916
+ * The computation of the orthogonal transformation matrices U, V or Q
917
+ * is optional. These matrices may either be formed explicitly, or they
918
+ * may be postmultiplied into input matrices U1, V1, or Q1.
919
+ *
920
+
921
+ * Arguments
922
+ * =========
923
+ *
924
+ * JOBU (input) CHARACTER*1
925
+ * = 'U': U must contain an orthogonal matrix U1 on entry, and
926
+ * the product U1*U is returned;
927
+ * = 'I': U is initialized to the unit matrix, and the
928
+ * orthogonal matrix U is returned;
929
+ * = 'N': U is not computed.
930
+ *
931
+ * JOBV (input) CHARACTER*1
932
+ * = 'V': V must contain an orthogonal matrix V1 on entry, and
933
+ * the product V1*V is returned;
934
+ * = 'I': V is initialized to the unit matrix, and the
935
+ * orthogonal matrix V is returned;
936
+ * = 'N': V is not computed.
937
+ *
938
+ * JOBQ (input) CHARACTER*1
939
+ * = 'Q': Q must contain an orthogonal matrix Q1 on entry, and
940
+ * the product Q1*Q is returned;
941
+ * = 'I': Q is initialized to the unit matrix, and the
942
+ * orthogonal matrix Q is returned;
943
+ * = 'N': Q is not computed.
944
+ *
945
+ * M (input) INTEGER
946
+ * The number of rows of the matrix A. M >= 0.
947
+ *
948
+ * P (input) INTEGER
949
+ * The number of rows of the matrix B. P >= 0.
950
+ *
951
+ * N (input) INTEGER
952
+ * The number of columns of the matrices A and B. N >= 0.
953
+ *
954
+ * K (input) INTEGER
955
+ * L (input) INTEGER
956
+ * K and L specify the subblocks in the input matrices A and B:
957
+ * A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,N-L+1:N)
958
+ * of A and B, whose GSVD is going to be computed by DTGSJA.
959
+ * See Further Details.
960
+ *
961
+ * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
962
+ * On entry, the M-by-N matrix A.
963
+ * On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
964
+ * matrix R or part of R. See Purpose for details.
965
+ *
966
+ * LDA (input) INTEGER
967
+ * The leading dimension of the array A. LDA >= max(1,M).
968
+ *
969
+ * B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
970
+ * On entry, the P-by-N matrix B.
971
+ * On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
972
+ * a part of R. See Purpose for details.
973
+ *
974
+ * LDB (input) INTEGER
975
+ * The leading dimension of the array B. LDB >= max(1,P).
976
+ *
977
+ * TOLA (input) DOUBLE PRECISION
978
+ * TOLB (input) DOUBLE PRECISION
979
+ * TOLA and TOLB are the convergence criteria for the Jacobi-
980
+ * Kogbetliantz iteration procedure. Generally, they are the
981
+ * same as used in the preprocessing step, say
982
+ * TOLA = max(M,N)*norm(A)*MAZHEPS,
983
+ * TOLB = max(P,N)*norm(B)*MAZHEPS.
984
+ *
985
+ * ALPHA (output) DOUBLE PRECISION array, dimension (N)
986
+ * BETA (output) DOUBLE PRECISION array, dimension (N)
987
+ * On exit, ALPHA and BETA contain the generalized singular
988
+ * value pairs of A and B;
989
+ * ALPHA(1:K) = 1,
990
+ * BETA(1:K) = 0,
991
+ * and if M-K-L >= 0,
992
+ * ALPHA(K+1:K+L) = diag(C),
993
+ * BETA(K+1:K+L) = diag(S),
994
+ * or if M-K-L < 0,
995
+ * ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
996
+ * BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
997
+ * Furthermore, if K+L < N,
998
+ * ALPHA(K+L+1:N) = 0 and
999
+ * BETA(K+L+1:N) = 0.
1000
+ *
1001
+ * U (input/output) DOUBLE PRECISION array, dimension (LDU,M)
1002
+ * On entry, if JOBU = 'U', U must contain a matrix U1 (usually
1003
+ * the orthogonal matrix returned by DGGSVP).
1004
+ * On exit,
1005
+ * if JOBU = 'I', U contains the orthogonal matrix U;
1006
+ * if JOBU = 'U', U contains the product U1*U.
1007
+ * If JOBU = 'N', U is not referenced.
1008
+ *
1009
+ * LDU (input) INTEGER
1010
+ * The leading dimension of the array U. LDU >= max(1,M) if
1011
+ * JOBU = 'U'; LDU >= 1 otherwise.
1012
+ *
1013
+ * V (input/output) DOUBLE PRECISION array, dimension (LDV,P)
1014
+ * On entry, if JOBV = 'V', V must contain a matrix V1 (usually
1015
+ * the orthogonal matrix returned by DGGSVP).
1016
+ * On exit,
1017
+ * if JOBV = 'I', V contains the orthogonal matrix V;
1018
+ * if JOBV = 'V', V contains the product V1*V.
1019
+ * If JOBV = 'N', V is not referenced.
1020
+ *
1021
+ * LDV (input) INTEGER
1022
+ * The leading dimension of the array V. LDV >= max(1,P) if
1023
+ * JOBV = 'V'; LDV >= 1 otherwise.
1024
+ *
1025
+ * Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
1026
+ * On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
1027
+ * the orthogonal matrix returned by DGGSVP).
1028
+ * On exit,
1029
+ * if JOBQ = 'I', Q contains the orthogonal matrix Q;
1030
+ * if JOBQ = 'Q', Q contains the product Q1*Q.
1031
+ * If JOBQ = 'N', Q is not referenced.
1032
+ *
1033
+ * LDQ (input) INTEGER
1034
+ * The leading dimension of the array Q. LDQ >= max(1,N) if
1035
+ * JOBQ = 'Q'; LDQ >= 1 otherwise.
1036
+ *
1037
+ * WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
1038
+ *
1039
+ * NCYCLE (output) INTEGER
1040
+ * The number of cycles required for convergence.
1041
+ *
1042
+ * INFO (output) INTEGER
1043
+ * = 0: successful exit
1044
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
1045
+ * = 1: the procedure does not converge after MAXIT cycles.
1046
+ *
1047
+ * Internal Parameters
1048
+ * ===================
1049
+ *
1050
+ * MAXIT INTEGER
1051
+ * MAXIT specifies the total loops that the iterative procedure
1052
+ * may take. If after MAXIT cycles, the routine fails to
1053
+ * converge, we return INFO = 1.
1054
+ *
1055
+
1056
+ * Further Details
1057
+ * ===============
1058
+ *
1059
+ * DTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
1060
+ * min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
1061
+ * matrix B13 to the form:
1062
+ *
1063
+ * U1'*A13*Q1 = C1*R1; V1'*B13*Q1 = S1*R1,
1064
+ *
1065
+ * where U1, V1 and Q1 are orthogonal matrix, and Z' is the transpose
1066
+ * of Z. C1 and S1 are diagonal matrices satisfying
1067
+ *
1068
+ * C1**2 + S1**2 = I,
1069
+ *
1070
+ * and R1 is an L-by-L nonsingular upper triangular matrix.
1071
+ *
1072
+ * =====================================================================
1073
+ *
1074
+
1075
+
1076
+ </PRE>
1077
+ <A HREF="#top">go to the page top</A>
1078
+
1079
+ <A NAME="dtgsna"></A>
1080
+ <H2>dtgsna</H2>
1081
+ <PRE>
1082
+ USAGE:
1083
+ s, dif, m, work, info = NumRu::Lapack.dtgsna( job, howmny, select, a, b, vl, vr, [:lwork => lwork, :usage => usage, :help => help])
1084
+
1085
+
1086
+ FORTRAN MANUAL
1087
+ SUBROUTINE DTGSNA( JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO )
1088
+
1089
+ * Purpose
1090
+ * =======
1091
+ *
1092
+ * DTGSNA estimates reciprocal condition numbers for specified
1093
+ * eigenvalues and/or eigenvectors of a matrix pair (A, B) in
1094
+ * generalized real Schur canonical form (or of any matrix pair
1095
+ * (Q*A*Z', Q*B*Z') with orthogonal matrices Q and Z, where
1096
+ * Z' denotes the transpose of Z.
1097
+ *
1098
+ * (A, B) must be in generalized real Schur form (as returned by DGGES),
1099
+ * i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal
1100
+ * blocks. B is upper triangular.
1101
+ *
1102
+ *
1103
+
1104
+ * Arguments
1105
+ * =========
1106
+ *
1107
+ * JOB (input) CHARACTER*1
1108
+ * Specifies whether condition numbers are required for
1109
+ * eigenvalues (S) or eigenvectors (DIF):
1110
+ * = 'E': for eigenvalues only (S);
1111
+ * = 'V': for eigenvectors only (DIF);
1112
+ * = 'B': for both eigenvalues and eigenvectors (S and DIF).
1113
+ *
1114
+ * HOWMNY (input) CHARACTER*1
1115
+ * = 'A': compute condition numbers for all eigenpairs;
1116
+ * = 'S': compute condition numbers for selected eigenpairs
1117
+ * specified by the array SELECT.
1118
+ *
1119
+ * SELECT (input) LOGICAL array, dimension (N)
1120
+ * If HOWMNY = 'S', SELECT specifies the eigenpairs for which
1121
+ * condition numbers are required. To select condition numbers
1122
+ * for the eigenpair corresponding to a real eigenvalue w(j),
1123
+ * SELECT(j) must be set to .TRUE.. To select condition numbers
1124
+ * corresponding to a complex conjugate pair of eigenvalues w(j)
1125
+ * and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
1126
+ * set to .TRUE..
1127
+ * If HOWMNY = 'A', SELECT is not referenced.
1128
+ *
1129
+ * N (input) INTEGER
1130
+ * The order of the square matrix pair (A, B). N >= 0.
1131
+ *
1132
+ * A (input) DOUBLE PRECISION array, dimension (LDA,N)
1133
+ * The upper quasi-triangular matrix A in the pair (A,B).
1134
+ *
1135
+ * LDA (input) INTEGER
1136
+ * The leading dimension of the array A. LDA >= max(1,N).
1137
+ *
1138
+ * B (input) DOUBLE PRECISION array, dimension (LDB,N)
1139
+ * The upper triangular matrix B in the pair (A,B).
1140
+ *
1141
+ * LDB (input) INTEGER
1142
+ * The leading dimension of the array B. LDB >= max(1,N).
1143
+ *
1144
+ * VL (input) DOUBLE PRECISION array, dimension (LDVL,M)
1145
+ * If JOB = 'E' or 'B', VL must contain left eigenvectors of
1146
+ * (A, B), corresponding to the eigenpairs specified by HOWMNY
1147
+ * and SELECT. The eigenvectors must be stored in consecutive
1148
+ * columns of VL, as returned by DTGEVC.
1149
+ * If JOB = 'V', VL is not referenced.
1150
+ *
1151
+ * LDVL (input) INTEGER
1152
+ * The leading dimension of the array VL. LDVL >= 1.
1153
+ * If JOB = 'E' or 'B', LDVL >= N.
1154
+ *
1155
+ * VR (input) DOUBLE PRECISION array, dimension (LDVR,M)
1156
+ * If JOB = 'E' or 'B', VR must contain right eigenvectors of
1157
+ * (A, B), corresponding to the eigenpairs specified by HOWMNY
1158
+ * and SELECT. The eigenvectors must be stored in consecutive
1159
+ * columns ov VR, as returned by DTGEVC.
1160
+ * If JOB = 'V', VR is not referenced.
1161
+ *
1162
+ * LDVR (input) INTEGER
1163
+ * The leading dimension of the array VR. LDVR >= 1.
1164
+ * If JOB = 'E' or 'B', LDVR >= N.
1165
+ *
1166
+ * S (output) DOUBLE PRECISION array, dimension (MM)
1167
+ * If JOB = 'E' or 'B', the reciprocal condition numbers of the
1168
+ * selected eigenvalues, stored in consecutive elements of the
1169
+ * array. For a complex conjugate pair of eigenvalues two
1170
+ * consecutive elements of S are set to the same value. Thus
1171
+ * S(j), DIF(j), and the j-th columns of VL and VR all
1172
+ * correspond to the same eigenpair (but not in general the
1173
+ * j-th eigenpair, unless all eigenpairs are selected).
1174
+ * If JOB = 'V', S is not referenced.
1175
+ *
1176
+ * DIF (output) DOUBLE PRECISION array, dimension (MM)
1177
+ * If JOB = 'V' or 'B', the estimated reciprocal condition
1178
+ * numbers of the selected eigenvectors, stored in consecutive
1179
+ * elements of the array. For a complex eigenvector two
1180
+ * consecutive elements of DIF are set to the same value. If
1181
+ * the eigenvalues cannot be reordered to compute DIF(j), DIF(j)
1182
+ * is set to 0; this can only occur when the true value would be
1183
+ * very small anyway.
1184
+ * If JOB = 'E', DIF is not referenced.
1185
+ *
1186
+ * MM (input) INTEGER
1187
+ * The number of elements in the arrays S and DIF. MM >= M.
1188
+ *
1189
+ * M (output) INTEGER
1190
+ * The number of elements of the arrays S and DIF used to store
1191
+ * the specified condition numbers; for each selected real
1192
+ * eigenvalue one element is used, and for each selected complex
1193
+ * conjugate pair of eigenvalues, two elements are used.
1194
+ * If HOWMNY = 'A', M is set to N.
1195
+ *
1196
+ * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
1197
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1198
+ *
1199
+ * LWORK (input) INTEGER
1200
+ * The dimension of the array WORK. LWORK >= max(1,N).
1201
+ * If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16.
1202
+ *
1203
+ * If LWORK = -1, then a workspace query is assumed; the routine
1204
+ * only calculates the optimal size of the WORK array, returns
1205
+ * this value as the first entry of the WORK array, and no error
1206
+ * message related to LWORK is issued by XERBLA.
1207
+ *
1208
+ * IWORK (workspace) INTEGER array, dimension (N + 6)
1209
+ * If JOB = 'E', IWORK is not referenced.
1210
+ *
1211
+ * INFO (output) INTEGER
1212
+ * =0: Successful exit
1213
+ * <0: If INFO = -i, the i-th argument had an illegal value
1214
+ *
1215
+ *
1216
+
1217
+ * Further Details
1218
+ * ===============
1219
+ *
1220
+ * The reciprocal of the condition number of a generalized eigenvalue
1221
+ * w = (a, b) is defined as
1222
+ *
1223
+ * S(w) = (|u'Av|**2 + |u'Bv|**2)**(1/2) / (norm(u)*norm(v))
1224
+ *
1225
+ * where u and v are the left and right eigenvectors of (A, B)
1226
+ * corresponding to w; |z| denotes the absolute value of the complex
1227
+ * number, and norm(u) denotes the 2-norm of the vector u.
1228
+ * The pair (a, b) corresponds to an eigenvalue w = a/b (= u'Av/u'Bv)
1229
+ * of the matrix pair (A, B). If both a and b equal zero, then (A B) is
1230
+ * singular and S(I) = -1 is returned.
1231
+ *
1232
+ * An approximate error bound on the chordal distance between the i-th
1233
+ * computed generalized eigenvalue w and the corresponding exact
1234
+ * eigenvalue lambda is
1235
+ *
1236
+ * chord(w, lambda) <= EPS * norm(A, B) / S(I)
1237
+ *
1238
+ * where EPS is the machine precision.
1239
+ *
1240
+ * The reciprocal of the condition number DIF(i) of right eigenvector u
1241
+ * and left eigenvector v corresponding to the generalized eigenvalue w
1242
+ * is defined as follows:
1243
+ *
1244
+ * a) If the i-th eigenvalue w = (a,b) is real
1245
+ *
1246
+ * Suppose U and V are orthogonal transformations such that
1247
+ *
1248
+ * U'*(A, B)*V = (S, T) = ( a * ) ( b * ) 1
1249
+ * ( 0 S22 ),( 0 T22 ) n-1
1250
+ * 1 n-1 1 n-1
1251
+ *
1252
+ * Then the reciprocal condition number DIF(i) is
1253
+ *
1254
+ * Difl((a, b), (S22, T22)) = sigma-min( Zl ),
1255
+ *
1256
+ * where sigma-min(Zl) denotes the smallest singular value of the
1257
+ * 2(n-1)-by-2(n-1) matrix
1258
+ *
1259
+ * Zl = [ kron(a, In-1) -kron(1, S22) ]
1260
+ * [ kron(b, In-1) -kron(1, T22) ] .
1261
+ *
1262
+ * Here In-1 is the identity matrix of size n-1. kron(X, Y) is the
1263
+ * Kronecker product between the matrices X and Y.
1264
+ *
1265
+ * Note that if the default method for computing DIF(i) is wanted
1266
+ * (see DLATDF), then the parameter DIFDRI (see below) should be
1267
+ * changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)).
1268
+ * See DTGSYL for more details.
1269
+ *
1270
+ * b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair,
1271
+ *
1272
+ * Suppose U and V are orthogonal transformations such that
1273
+ *
1274
+ * U'*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2
1275
+ * ( 0 S22 ),( 0 T22) n-2
1276
+ * 2 n-2 2 n-2
1277
+ *
1278
+ * and (S11, T11) corresponds to the complex conjugate eigenvalue
1279
+ * pair (w, conjg(w)). There exist unitary matrices U1 and V1 such
1280
+ * that
1281
+ *
1282
+ * U1'*S11*V1 = ( s11 s12 ) and U1'*T11*V1 = ( t11 t12 )
1283
+ * ( 0 s22 ) ( 0 t22 )
1284
+ *
1285
+ * where the generalized eigenvalues w = s11/t11 and
1286
+ * conjg(w) = s22/t22.
1287
+ *
1288
+ * Then the reciprocal condition number DIF(i) is bounded by
1289
+ *
1290
+ * min( d1, max( 1, |real(s11)/real(s22)| )*d2 )
1291
+ *
1292
+ * where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where
1293
+ * Z1 is the complex 2-by-2 matrix
1294
+ *
1295
+ * Z1 = [ s11 -s22 ]
1296
+ * [ t11 -t22 ],
1297
+ *
1298
+ * This is done by computing (using real arithmetic) the
1299
+ * roots of the characteristical polynomial det(Z1' * Z1 - lambda I),
1300
+ * where Z1' denotes the conjugate transpose of Z1 and det(X) denotes
1301
+ * the determinant of X.
1302
+ *
1303
+ * and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an
1304
+ * upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2)
1305
+ *
1306
+ * Z2 = [ kron(S11', In-2) -kron(I2, S22) ]
1307
+ * [ kron(T11', In-2) -kron(I2, T22) ]
1308
+ *
1309
+ * Note that if the default method for computing DIF is wanted (see
1310
+ * DLATDF), then the parameter DIFDRI (see below) should be changed
1311
+ * from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL
1312
+ * for more details.
1313
+ *
1314
+ * For each eigenvalue/vector specified by SELECT, DIF stores a
1315
+ * Frobenius norm-based estimate of Difl.
1316
+ *
1317
+ * An approximate error bound for the i-th computed eigenvector VL(i) or
1318
+ * VR(i) is given by
1319
+ *
1320
+ * EPS * norm(A, B) / DIF(i).
1321
+ *
1322
+ * See ref. [2-3] for more details and further references.
1323
+ *
1324
+ * Based on contributions by
1325
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
1326
+ * Umea University, S-901 87 Umea, Sweden.
1327
+ *
1328
+ * References
1329
+ * ==========
1330
+ *
1331
+ * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
1332
+ * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
1333
+ * M.S. Moonen et al (eds), Linear Algebra for Large Scale and
1334
+ * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
1335
+ *
1336
+ * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
1337
+ * Eigenvalues of a Regular Matrix Pair (A, B) and Condition
1338
+ * Estimation: Theory, Algorithms and Software,
1339
+ * Report UMINF - 94.04, Department of Computing Science, Umea
1340
+ * University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
1341
+ * Note 87. To appear in Numerical Algorithms, 1996.
1342
+ *
1343
+ * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
1344
+ * for Solving the Generalized Sylvester Equation and Estimating the
1345
+ * Separation between Regular Matrix Pairs, Report UMINF - 93.23,
1346
+ * Department of Computing Science, Umea University, S-901 87 Umea,
1347
+ * Sweden, December 1993, Revised April 1994, Also as LAPACK Working
1348
+ * Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
1349
+ * No 1, 1996.
1350
+ *
1351
+ * =====================================================================
1352
+ *
1353
+
1354
+
1355
+ </PRE>
1356
+ <A HREF="#top">go to the page top</A>
1357
+
1358
+ <A NAME="dtgsy2"></A>
1359
+ <H2>dtgsy2</H2>
1360
+ <PRE>
1361
+ USAGE:
1362
+ scale, pq, info, c, f, rdsum, rdscal = NumRu::Lapack.dtgsy2( trans, ijob, a, b, c, d, e, f, rdsum, rdscal, [:usage => usage, :help => help])
1363
+
1364
+
1365
+ FORTRAN MANUAL
1366
+ SUBROUTINE DTGSY2( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, IWORK, PQ, INFO )
1367
+
1368
+ * Purpose
1369
+ * =======
1370
+ *
1371
+ * DTGSY2 solves the generalized Sylvester equation:
1372
+ *
1373
+ * A * R - L * B = scale * C (1)
1374
+ * D * R - L * E = scale * F,
1375
+ *
1376
+ * using Level 1 and 2 BLAS. where R and L are unknown M-by-N matrices,
1377
+ * (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M,
1378
+ * N-by-N and M-by-N, respectively, with real entries. (A, D) and (B, E)
1379
+ * must be in generalized Schur canonical form, i.e. A, B are upper
1380
+ * quasi triangular and D, E are upper triangular. The solution (R, L)
1381
+ * overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor
1382
+ * chosen to avoid overflow.
1383
+ *
1384
+ * In matrix notation solving equation (1) corresponds to solve
1385
+ * Z*x = scale*b, where Z is defined as
1386
+ *
1387
+ * Z = [ kron(In, A) -kron(B', Im) ] (2)
1388
+ * [ kron(In, D) -kron(E', Im) ],
1389
+ *
1390
+ * Ik is the identity matrix of size k and X' is the transpose of X.
1391
+ * kron(X, Y) is the Kronecker product between the matrices X and Y.
1392
+ * In the process of solving (1), we solve a number of such systems
1393
+ * where Dim(In), Dim(In) = 1 or 2.
1394
+ *
1395
+ * If TRANS = 'T', solve the transposed system Z'*y = scale*b for y,
1396
+ * which is equivalent to solve for R and L in
1397
+ *
1398
+ * A' * R + D' * L = scale * C (3)
1399
+ * R * B' + L * E' = scale * -F
1400
+ *
1401
+ * This case is used to compute an estimate of Dif[(A, D), (B, E)] =
1402
+ * sigma_min(Z) using reverse communicaton with DLACON.
1403
+ *
1404
+ * DTGSY2 also (IJOB >= 1) contributes to the computation in DTGSYL
1405
+ * of an upper bound on the separation between to matrix pairs. Then
1406
+ * the input (A, D), (B, E) are sub-pencils of the matrix pair in
1407
+ * DTGSYL. See DTGSYL for details.
1408
+ *
1409
+
1410
+ * Arguments
1411
+ * =========
1412
+ *
1413
+ * TRANS (input) CHARACTER*1
1414
+ * = 'N', solve the generalized Sylvester equation (1).
1415
+ * = 'T': solve the 'transposed' system (3).
1416
+ *
1417
+ * IJOB (input) INTEGER
1418
+ * Specifies what kind of functionality to be performed.
1419
+ * = 0: solve (1) only.
1420
+ * = 1: A contribution from this subsystem to a Frobenius
1421
+ * norm-based estimate of the separation between two matrix
1422
+ * pairs is computed. (look ahead strategy is used).
1423
+ * = 2: A contribution from this subsystem to a Frobenius
1424
+ * norm-based estimate of the separation between two matrix
1425
+ * pairs is computed. (DGECON on sub-systems is used.)
1426
+ * Not referenced if TRANS = 'T'.
1427
+ *
1428
+ * M (input) INTEGER
1429
+ * On entry, M specifies the order of A and D, and the row
1430
+ * dimension of C, F, R and L.
1431
+ *
1432
+ * N (input) INTEGER
1433
+ * On entry, N specifies the order of B and E, and the column
1434
+ * dimension of C, F, R and L.
1435
+ *
1436
+ * A (input) DOUBLE PRECISION array, dimension (LDA, M)
1437
+ * On entry, A contains an upper quasi triangular matrix.
1438
+ *
1439
+ * LDA (input) INTEGER
1440
+ * The leading dimension of the matrix A. LDA >= max(1, M).
1441
+ *
1442
+ * B (input) DOUBLE PRECISION array, dimension (LDB, N)
1443
+ * On entry, B contains an upper quasi triangular matrix.
1444
+ *
1445
+ * LDB (input) INTEGER
1446
+ * The leading dimension of the matrix B. LDB >= max(1, N).
1447
+ *
1448
+ * C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
1449
+ * On entry, C contains the right-hand-side of the first matrix
1450
+ * equation in (1).
1451
+ * On exit, if IJOB = 0, C has been overwritten by the
1452
+ * solution R.
1453
+ *
1454
+ * LDC (input) INTEGER
1455
+ * The leading dimension of the matrix C. LDC >= max(1, M).
1456
+ *
1457
+ * D (input) DOUBLE PRECISION array, dimension (LDD, M)
1458
+ * On entry, D contains an upper triangular matrix.
1459
+ *
1460
+ * LDD (input) INTEGER
1461
+ * The leading dimension of the matrix D. LDD >= max(1, M).
1462
+ *
1463
+ * E (input) DOUBLE PRECISION array, dimension (LDE, N)
1464
+ * On entry, E contains an upper triangular matrix.
1465
+ *
1466
+ * LDE (input) INTEGER
1467
+ * The leading dimension of the matrix E. LDE >= max(1, N).
1468
+ *
1469
+ * F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
1470
+ * On entry, F contains the right-hand-side of the second matrix
1471
+ * equation in (1).
1472
+ * On exit, if IJOB = 0, F has been overwritten by the
1473
+ * solution L.
1474
+ *
1475
+ * LDF (input) INTEGER
1476
+ * The leading dimension of the matrix F. LDF >= max(1, M).
1477
+ *
1478
+ * SCALE (output) DOUBLE PRECISION
1479
+ * On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
1480
+ * R and L (C and F on entry) will hold the solutions to a
1481
+ * slightly perturbed system but the input matrices A, B, D and
1482
+ * E have not been changed. If SCALE = 0, R and L will hold the
1483
+ * solutions to the homogeneous system with C = F = 0. Normally,
1484
+ * SCALE = 1.
1485
+ *
1486
+ * RDSUM (input/output) DOUBLE PRECISION
1487
+ * On entry, the sum of squares of computed contributions to
1488
+ * the Dif-estimate under computation by DTGSYL, where the
1489
+ * scaling factor RDSCAL (see below) has been factored out.
1490
+ * On exit, the corresponding sum of squares updated with the
1491
+ * contributions from the current sub-system.
1492
+ * If TRANS = 'T' RDSUM is not touched.
1493
+ * NOTE: RDSUM only makes sense when DTGSY2 is called by DTGSYL.
1494
+ *
1495
+ * RDSCAL (input/output) DOUBLE PRECISION
1496
+ * On entry, scaling factor used to prevent overflow in RDSUM.
1497
+ * On exit, RDSCAL is updated w.r.t. the current contributions
1498
+ * in RDSUM.
1499
+ * If TRANS = 'T', RDSCAL is not touched.
1500
+ * NOTE: RDSCAL only makes sense when DTGSY2 is called by
1501
+ * DTGSYL.
1502
+ *
1503
+ * IWORK (workspace) INTEGER array, dimension (M+N+2)
1504
+ *
1505
+ * PQ (output) INTEGER
1506
+ * On exit, the number of subsystems (of size 2-by-2, 4-by-4 and
1507
+ * 8-by-8) solved by this routine.
1508
+ *
1509
+ * INFO (output) INTEGER
1510
+ * On exit, if INFO is set to
1511
+ * =0: Successful exit
1512
+ * <0: If INFO = -i, the i-th argument had an illegal value.
1513
+ * >0: The matrix pairs (A, D) and (B, E) have common or very
1514
+ * close eigenvalues.
1515
+ *
1516
+
1517
+ * Further Details
1518
+ * ===============
1519
+ *
1520
+ * Based on contributions by
1521
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
1522
+ * Umea University, S-901 87 Umea, Sweden.
1523
+ *
1524
+ * =====================================================================
1525
+ * Replaced various illegal calls to DCOPY by calls to DLASET.
1526
+ * Sven Hammarling, 27/5/02.
1527
+ *
1528
+
1529
+
1530
+ </PRE>
1531
+ <A HREF="#top">go to the page top</A>
1532
+
1533
+ <A NAME="dtgsyl"></A>
1534
+ <H2>dtgsyl</H2>
1535
+ <PRE>
1536
+ USAGE:
1537
+ scale, dif, work, info, c, f = NumRu::Lapack.dtgsyl( trans, ijob, a, b, c, d, e, f, [:lwork => lwork, :usage => usage, :help => help])
1538
+
1539
+
1540
+ FORTRAN MANUAL
1541
+ SUBROUTINE DTGSYL( TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO )
1542
+
1543
+ * Purpose
1544
+ * =======
1545
+ *
1546
+ * DTGSYL solves the generalized Sylvester equation:
1547
+ *
1548
+ * A * R - L * B = scale * C (1)
1549
+ * D * R - L * E = scale * F
1550
+ *
1551
+ * where R and L are unknown m-by-n matrices, (A, D), (B, E) and
1552
+ * (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
1553
+ * respectively, with real entries. (A, D) and (B, E) must be in
1554
+ * generalized (real) Schur canonical form, i.e. A, B are upper quasi
1555
+ * triangular and D, E are upper triangular.
1556
+ *
1557
+ * The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
1558
+ * scaling factor chosen to avoid overflow.
1559
+ *
1560
+ * In matrix notation (1) is equivalent to solve Zx = scale b, where
1561
+ * Z is defined as
1562
+ *
1563
+ * Z = [ kron(In, A) -kron(B', Im) ] (2)
1564
+ * [ kron(In, D) -kron(E', Im) ].
1565
+ *
1566
+ * Here Ik is the identity matrix of size k and X' is the transpose of
1567
+ * X. kron(X, Y) is the Kronecker product between the matrices X and Y.
1568
+ *
1569
+ * If TRANS = 'T', DTGSYL solves the transposed system Z'*y = scale*b,
1570
+ * which is equivalent to solve for R and L in
1571
+ *
1572
+ * A' * R + D' * L = scale * C (3)
1573
+ * R * B' + L * E' = scale * (-F)
1574
+ *
1575
+ * This case (TRANS = 'T') is used to compute an one-norm-based estimate
1576
+ * of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
1577
+ * and (B,E), using DLACON.
1578
+ *
1579
+ * If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate
1580
+ * of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
1581
+ * reciprocal of the smallest singular value of Z. See [1-2] for more
1582
+ * information.
1583
+ *
1584
+ * This is a level 3 BLAS algorithm.
1585
+ *
1586
+
1587
+ * Arguments
1588
+ * =========
1589
+ *
1590
+ * TRANS (input) CHARACTER*1
1591
+ * = 'N', solve the generalized Sylvester equation (1).
1592
+ * = 'T', solve the 'transposed' system (3).
1593
+ *
1594
+ * IJOB (input) INTEGER
1595
+ * Specifies what kind of functionality to be performed.
1596
+ * =0: solve (1) only.
1597
+ * =1: The functionality of 0 and 3.
1598
+ * =2: The functionality of 0 and 4.
1599
+ * =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
1600
+ * (look ahead strategy IJOB = 1 is used).
1601
+ * =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
1602
+ * ( DGECON on sub-systems is used ).
1603
+ * Not referenced if TRANS = 'T'.
1604
+ *
1605
+ * M (input) INTEGER
1606
+ * The order of the matrices A and D, and the row dimension of
1607
+ * the matrices C, F, R and L.
1608
+ *
1609
+ * N (input) INTEGER
1610
+ * The order of the matrices B and E, and the column dimension
1611
+ * of the matrices C, F, R and L.
1612
+ *
1613
+ * A (input) DOUBLE PRECISION array, dimension (LDA, M)
1614
+ * The upper quasi triangular matrix A.
1615
+ *
1616
+ * LDA (input) INTEGER
1617
+ * The leading dimension of the array A. LDA >= max(1, M).
1618
+ *
1619
+ * B (input) DOUBLE PRECISION array, dimension (LDB, N)
1620
+ * The upper quasi triangular matrix B.
1621
+ *
1622
+ * LDB (input) INTEGER
1623
+ * The leading dimension of the array B. LDB >= max(1, N).
1624
+ *
1625
+ * C (input/output) DOUBLE PRECISION array, dimension (LDC, N)
1626
+ * On entry, C contains the right-hand-side of the first matrix
1627
+ * equation in (1) or (3).
1628
+ * On exit, if IJOB = 0, 1 or 2, C has been overwritten by
1629
+ * the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
1630
+ * the solution achieved during the computation of the
1631
+ * Dif-estimate.
1632
+ *
1633
+ * LDC (input) INTEGER
1634
+ * The leading dimension of the array C. LDC >= max(1, M).
1635
+ *
1636
+ * D (input) DOUBLE PRECISION array, dimension (LDD, M)
1637
+ * The upper triangular matrix D.
1638
+ *
1639
+ * LDD (input) INTEGER
1640
+ * The leading dimension of the array D. LDD >= max(1, M).
1641
+ *
1642
+ * E (input) DOUBLE PRECISION array, dimension (LDE, N)
1643
+ * The upper triangular matrix E.
1644
+ *
1645
+ * LDE (input) INTEGER
1646
+ * The leading dimension of the array E. LDE >= max(1, N).
1647
+ *
1648
+ * F (input/output) DOUBLE PRECISION array, dimension (LDF, N)
1649
+ * On entry, F contains the right-hand-side of the second matrix
1650
+ * equation in (1) or (3).
1651
+ * On exit, if IJOB = 0, 1 or 2, F has been overwritten by
1652
+ * the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
1653
+ * the solution achieved during the computation of the
1654
+ * Dif-estimate.
1655
+ *
1656
+ * LDF (input) INTEGER
1657
+ * The leading dimension of the array F. LDF >= max(1, M).
1658
+ *
1659
+ * DIF (output) DOUBLE PRECISION
1660
+ * On exit DIF is the reciprocal of a lower bound of the
1661
+ * reciprocal of the Dif-function, i.e. DIF is an upper bound of
1662
+ * Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2).
1663
+ * IF IJOB = 0 or TRANS = 'T', DIF is not touched.
1664
+ *
1665
+ * SCALE (output) DOUBLE PRECISION
1666
+ * On exit SCALE is the scaling factor in (1) or (3).
1667
+ * If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
1668
+ * to a slightly perturbed system but the input matrices A, B, D
1669
+ * and E have not been changed. If SCALE = 0, C and F hold the
1670
+ * solutions R and L, respectively, to the homogeneous system
1671
+ * with C = F = 0. Normally, SCALE = 1.
1672
+ *
1673
+ * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
1674
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1675
+ *
1676
+ * LWORK (input) INTEGER
1677
+ * The dimension of the array WORK. LWORK > = 1.
1678
+ * If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
1679
+ *
1680
+ * If LWORK = -1, then a workspace query is assumed; the routine
1681
+ * only calculates the optimal size of the WORK array, returns
1682
+ * this value as the first entry of the WORK array, and no error
1683
+ * message related to LWORK is issued by XERBLA.
1684
+ *
1685
+ * IWORK (workspace) INTEGER array, dimension (M+N+6)
1686
+ *
1687
+ * INFO (output) INTEGER
1688
+ * =0: successful exit
1689
+ * <0: If INFO = -i, the i-th argument had an illegal value.
1690
+ * >0: (A, D) and (B, E) have common or close eigenvalues.
1691
+ *
1692
+
1693
+ * Further Details
1694
+ * ===============
1695
+ *
1696
+ * Based on contributions by
1697
+ * Bo Kagstrom and Peter Poromaa, Department of Computing Science,
1698
+ * Umea University, S-901 87 Umea, Sweden.
1699
+ *
1700
+ * [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
1701
+ * for Solving the Generalized Sylvester Equation and Estimating the
1702
+ * Separation between Regular Matrix Pairs, Report UMINF - 93.23,
1703
+ * Department of Computing Science, Umea University, S-901 87 Umea,
1704
+ * Sweden, December 1993, Revised April 1994, Also as LAPACK Working
1705
+ * Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
1706
+ * No 1, 1996.
1707
+ *
1708
+ * [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
1709
+ * Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
1710
+ * Appl., 15(4):1045-1060, 1994
1711
+ *
1712
+ * [3] B. Kagstrom and L. Westin, Generalized Schur Methods with
1713
+ * Condition Estimators for Solving the Generalized Sylvester
1714
+ * Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
1715
+ * July 1989, pp 745-751.
1716
+ *
1717
+ * =====================================================================
1718
+ * Replaced various illegal calls to DCOPY by calls to DLASET.
1719
+ * Sven Hammarling, 1/5/02.
1720
+ *
1721
+
1722
+
1723
+ </PRE>
1724
+ <A HREF="#top">go to the page top</A>
1725
+
1726
+ <HR />
1727
+ <A HREF="d.html">back to matrix types</A><BR>
1728
+ <A HREF="d.html">back to data types</A>
1729
+ </BODY>
1730
+ </HTML>