ruby-lapack 1.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
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  416. data/dev/defs/dgeequ +107 -0
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data/doc/sgb.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>REAL routines for general 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>REAL routines for general band matrix</H1>
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+ <UL>
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+ <LI><A HREF="#sgbbrd">sgbbrd</A></LI>
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+ <LI><A HREF="#sgbcon">sgbcon</A></LI>
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+ <LI><A HREF="#sgbequ">sgbequ</A></LI>
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+ <LI><A HREF="#sgbequb">sgbequb</A></LI>
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+ <LI><A HREF="#sgbrfs">sgbrfs</A></LI>
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+ <LI><A HREF="#sgbrfsx">sgbrfsx</A></LI>
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+ <LI><A HREF="#sgbsv">sgbsv</A></LI>
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+ <LI><A HREF="#sgbsvx">sgbsvx</A></LI>
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+ <LI><A HREF="#sgbsvxx">sgbsvxx</A></LI>
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+ <LI><A HREF="#sgbtf2">sgbtf2</A></LI>
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+ <LI><A HREF="#sgbtrf">sgbtrf</A></LI>
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+ <LI><A HREF="#sgbtrs">sgbtrs</A></LI>
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+ </UL>
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+
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+ <A NAME="sgbbrd"></A>
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+ <H2>sgbbrd</H2>
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+ <PRE>
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+ USAGE:
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+ d, e, q, pt, info, ab, c = NumRu::Lapack.sgbbrd( vect, kl, ku, ab, c, [:usage => usage, :help => help])
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+
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+
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+ FORTRAN MANUAL
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+ SUBROUTINE SGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, INFO )
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+
33
+ * Purpose
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+ * =======
35
+ *
36
+ * SGBBRD reduces a real general m-by-n band matrix A to upper
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+ * bidiagonal form B by an orthogonal transformation: Q' * A * P = B.
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+ *
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+ * The routine computes B, and optionally forms Q or P', or computes
40
+ * Q'*C for a given matrix C.
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+ *
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+
43
+ * Arguments
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+ * =========
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+ *
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+ * VECT (input) CHARACTER*1
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+ * Specifies whether or not the matrices Q and P' are to be
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+ * formed.
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+ * = 'N': do not form Q or P';
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+ * = 'Q': form Q only;
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+ * = 'P': form P' only;
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+ * = 'B': form both.
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+ *
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+ * M (input) INTEGER
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+ * The number of rows of the matrix A. M >= 0.
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+ *
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+ * N (input) INTEGER
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+ * The number of columns of the matrix A. N >= 0.
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+ *
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+ * NCC (input) INTEGER
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+ * The number of columns of the matrix C. NCC >= 0.
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+ *
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+ * KL (input) INTEGER
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+ * The number of subdiagonals of the matrix A. KL >= 0.
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+ *
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+ * KU (input) INTEGER
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+ * The number of superdiagonals of the matrix A. KU >= 0.
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+ *
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+ * AB (input/output) REAL array, dimension (LDAB,N)
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+ * On entry, the m-by-n band matrix A, stored in rows 1 to
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+ * KL+KU+1. The j-th column of A is stored in the j-th column of
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+ * the array AB as follows:
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+ * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
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+ * On exit, A is overwritten by values generated during the
75
+ * reduction.
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+ *
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+ * LDAB (input) INTEGER
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+ * The leading dimension of the array A. LDAB >= KL+KU+1.
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+ *
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+ * D (output) REAL array, dimension (min(M,N))
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+ * The diagonal elements of the bidiagonal matrix B.
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+ *
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+ * E (output) REAL array, dimension (min(M,N)-1)
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+ * The superdiagonal elements of the bidiagonal matrix B.
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+ *
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+ * Q (output) REAL array, dimension (LDQ,M)
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+ * If VECT = 'Q' or 'B', the m-by-m orthogonal matrix Q.
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+ * If VECT = 'N' or 'P', the array Q is not referenced.
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+ *
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+ * LDQ (input) INTEGER
91
+ * The leading dimension of the array Q.
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+ * LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
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+ *
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+ * PT (output) REAL array, dimension (LDPT,N)
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+ * If VECT = 'P' or 'B', the n-by-n orthogonal matrix P'.
96
+ * If VECT = 'N' or 'Q', the array PT is not referenced.
97
+ *
98
+ * LDPT (input) INTEGER
99
+ * The leading dimension of the array PT.
100
+ * LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
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+ *
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+ * C (input/output) REAL array, dimension (LDC,NCC)
103
+ * On entry, an m-by-ncc matrix C.
104
+ * On exit, C is overwritten by Q'*C.
105
+ * C is not referenced if NCC = 0.
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+ *
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+ * LDC (input) INTEGER
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+ * The leading dimension of the array C.
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+ * LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
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+ *
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+ * WORK (workspace) REAL array, dimension (2*max(M,N))
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+ *
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+ * INFO (output) INTEGER
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+ * = 0: successful exit.
115
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
116
+ *
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+
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+ * =====================================================================
119
+ *
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+
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+
122
+ </PRE>
123
+ <A HREF="#top">go to the page top</A>
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+
125
+ <A NAME="sgbcon"></A>
126
+ <H2>sgbcon</H2>
127
+ <PRE>
128
+ USAGE:
129
+ rcond, info = NumRu::Lapack.sgbcon( norm, kl, ku, ab, ipiv, anorm, [:usage => usage, :help => help])
130
+
131
+
132
+ FORTRAN MANUAL
133
+ SUBROUTINE SGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
134
+
135
+ * Purpose
136
+ * =======
137
+ *
138
+ * SGBCON estimates the reciprocal of the condition number of a real
139
+ * general band matrix A, in either the 1-norm or the infinity-norm,
140
+ * using the LU factorization computed by SGBTRF.
141
+ *
142
+ * An estimate is obtained for norm(inv(A)), and the reciprocal of the
143
+ * condition number is computed as
144
+ * RCOND = 1 / ( norm(A) * norm(inv(A)) ).
145
+ *
146
+
147
+ * Arguments
148
+ * =========
149
+ *
150
+ * NORM (input) CHARACTER*1
151
+ * Specifies whether the 1-norm condition number or the
152
+ * infinity-norm condition number is required:
153
+ * = '1' or 'O': 1-norm;
154
+ * = 'I': Infinity-norm.
155
+ *
156
+ * N (input) INTEGER
157
+ * The order of the matrix A. N >= 0.
158
+ *
159
+ * KL (input) INTEGER
160
+ * The number of subdiagonals within the band of A. KL >= 0.
161
+ *
162
+ * KU (input) INTEGER
163
+ * The number of superdiagonals within the band of A. KU >= 0.
164
+ *
165
+ * AB (input) REAL array, dimension (LDAB,N)
166
+ * Details of the LU factorization of the band matrix A, as
167
+ * computed by SGBTRF. U is stored as an upper triangular band
168
+ * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
169
+ * the multipliers used during the factorization are stored in
170
+ * rows KL+KU+2 to 2*KL+KU+1.
171
+ *
172
+ * LDAB (input) INTEGER
173
+ * The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
174
+ *
175
+ * IPIV (input) INTEGER array, dimension (N)
176
+ * The pivot indices; for 1 <= i <= N, row i of the matrix was
177
+ * interchanged with row IPIV(i).
178
+ *
179
+ * ANORM (input) REAL
180
+ * If NORM = '1' or 'O', the 1-norm of the original matrix A.
181
+ * If NORM = 'I', the infinity-norm of the original matrix A.
182
+ *
183
+ * RCOND (output) REAL
184
+ * The reciprocal of the condition number of the matrix A,
185
+ * computed as RCOND = 1/(norm(A) * norm(inv(A))).
186
+ *
187
+ * WORK (workspace) REAL array, dimension (3*N)
188
+ *
189
+ * IWORK (workspace) INTEGER array, dimension (N)
190
+ *
191
+ * INFO (output) INTEGER
192
+ * = 0: successful exit
193
+ * < 0: if INFO = -i, the i-th argument had an illegal value
194
+ *
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+
196
+ * =====================================================================
197
+ *
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+
199
+
200
+ </PRE>
201
+ <A HREF="#top">go to the page top</A>
202
+
203
+ <A NAME="sgbequ"></A>
204
+ <H2>sgbequ</H2>
205
+ <PRE>
206
+ USAGE:
207
+ r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.sgbequ( m, kl, ku, ab, [:usage => usage, :help => help])
208
+
209
+
210
+ FORTRAN MANUAL
211
+ SUBROUTINE SGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO )
212
+
213
+ * Purpose
214
+ * =======
215
+ *
216
+ * SGBEQU computes row and column scalings intended to equilibrate an
217
+ * M-by-N band matrix A and reduce its condition number. R returns the
218
+ * row scale factors and C the column scale factors, chosen to try to
219
+ * make the largest element in each row and column of the matrix B with
220
+ * elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
221
+ *
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+ * R(i) and C(j) are restricted to be between SMLNUM = smallest safe
223
+ * number and BIGNUM = largest safe number. Use of these scaling
224
+ * factors is not guaranteed to reduce the condition number of A but
225
+ * works well in practice.
226
+ *
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+
228
+ * Arguments
229
+ * =========
230
+ *
231
+ * M (input) INTEGER
232
+ * The number of rows of the matrix A. M >= 0.
233
+ *
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+ * N (input) INTEGER
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+ * The number of columns of the matrix A. N >= 0.
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+ *
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+ * KL (input) INTEGER
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+ * The number of subdiagonals within the band of A. KL >= 0.
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+ *
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+ * KU (input) INTEGER
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+ * The number of superdiagonals within the band of A. KU >= 0.
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+ *
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+ * AB (input) REAL array, dimension (LDAB,N)
244
+ * The band matrix A, stored in rows 1 to KL+KU+1. The j-th
245
+ * column of A is stored in the j-th column of the array AB as
246
+ * follows:
247
+ * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
248
+ *
249
+ * LDAB (input) INTEGER
250
+ * The leading dimension of the array AB. LDAB >= KL+KU+1.
251
+ *
252
+ * R (output) REAL array, dimension (M)
253
+ * If INFO = 0, or INFO > M, R contains the row scale factors
254
+ * for A.
255
+ *
256
+ * C (output) REAL array, dimension (N)
257
+ * If INFO = 0, C contains the column scale factors for A.
258
+ *
259
+ * ROWCND (output) REAL
260
+ * If INFO = 0 or INFO > M, ROWCND contains the ratio of the
261
+ * smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
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+ * AMAX is neither too large nor too small, it is not worth
263
+ * scaling by R.
264
+ *
265
+ * COLCND (output) REAL
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+ * If INFO = 0, COLCND contains the ratio of the smallest
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+ * C(i) to the largest C(i). If COLCND >= 0.1, it is not
268
+ * worth scaling by C.
269
+ *
270
+ * AMAX (output) REAL
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+ * Absolute value of largest matrix element. If AMAX is very
272
+ * close to overflow or very close to underflow, the matrix
273
+ * should be scaled.
274
+ *
275
+ * INFO (output) INTEGER
276
+ * = 0: successful exit
277
+ * < 0: if INFO = -i, the i-th argument had an illegal value
278
+ * > 0: if INFO = i, and i is
279
+ * <= M: the i-th row of A is exactly zero
280
+ * > M: the (i-M)-th column of A is exactly zero
281
+ *
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+
283
+ * =====================================================================
284
+ *
285
+
286
+
287
+ </PRE>
288
+ <A HREF="#top">go to the page top</A>
289
+
290
+ <A NAME="sgbequb"></A>
291
+ <H2>sgbequb</H2>
292
+ <PRE>
293
+ USAGE:
294
+ r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.sgbequb( kl, ku, ab, [:usage => usage, :help => help])
295
+
296
+
297
+ FORTRAN MANUAL
298
+ SUBROUTINE SGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO )
299
+
300
+ * Purpose
301
+ * =======
302
+ *
303
+ * SGBEQUB computes row and column scalings intended to equilibrate an
304
+ * M-by-N matrix A and reduce its condition number. R returns the row
305
+ * scale factors and C the column scale factors, chosen to try to make
306
+ * the largest element in each row and column of the matrix B with
307
+ * elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
308
+ * the radix.
309
+ *
310
+ * R(i) and C(j) are restricted to be a power of the radix between
311
+ * SMLNUM = smallest safe number and BIGNUM = largest safe number. Use
312
+ * of these scaling factors is not guaranteed to reduce the condition
313
+ * number of A but works well in practice.
314
+ *
315
+ * This routine differs from SGEEQU by restricting the scaling factors
316
+ * to a power of the radix. Baring over- and underflow, scaling by
317
+ * these factors introduces no additional rounding errors. However, the
318
+ * scaled entries' magnitured are no longer approximately 1 but lie
319
+ * between sqrt(radix) and 1/sqrt(radix).
320
+ *
321
+
322
+ * Arguments
323
+ * =========
324
+ *
325
+ * M (input) INTEGER
326
+ * The number of rows of the matrix A. M >= 0.
327
+ *
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+ * N (input) INTEGER
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+ * The number of columns of the matrix A. N >= 0.
330
+ *
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+ * KL (input) INTEGER
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+ * The number of subdiagonals within the band of A. KL >= 0.
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+ *
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+ * KU (input) INTEGER
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+ * The number of superdiagonals within the band of A. KU >= 0.
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+ *
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+ * AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
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+ * On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
339
+ * The j-th column of A is stored in the j-th column of the
340
+ * array AB as follows:
341
+ * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
342
+ *
343
+ * LDAB (input) INTEGER
344
+ * The leading dimension of the array A. LDAB >= max(1,M).
345
+ *
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+ * R (output) REAL array, dimension (M)
347
+ * If INFO = 0 or INFO > M, R contains the row scale factors
348
+ * for A.
349
+ *
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+ * C (output) REAL array, dimension (N)
351
+ * If INFO = 0, C contains the column scale factors for A.
352
+ *
353
+ * ROWCND (output) REAL
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+ * If INFO = 0 or INFO > M, ROWCND contains the ratio of the
355
+ * smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
356
+ * AMAX is neither too large nor too small, it is not worth
357
+ * scaling by R.
358
+ *
359
+ * COLCND (output) REAL
360
+ * If INFO = 0, COLCND contains the ratio of the smallest
361
+ * C(i) to the largest C(i). If COLCND >= 0.1, it is not
362
+ * worth scaling by C.
363
+ *
364
+ * AMAX (output) REAL
365
+ * Absolute value of largest matrix element. If AMAX is very
366
+ * close to overflow or very close to underflow, the matrix
367
+ * should be scaled.
368
+ *
369
+ * INFO (output) INTEGER
370
+ * = 0: successful exit
371
+ * < 0: if INFO = -i, the i-th argument had an illegal value
372
+ * > 0: if INFO = i, and i is
373
+ * <= M: the i-th row of A is exactly zero
374
+ * > M: the (i-M)-th column of A is exactly zero
375
+ *
376
+
377
+ * =====================================================================
378
+ *
379
+
380
+
381
+ </PRE>
382
+ <A HREF="#top">go to the page top</A>
383
+
384
+ <A NAME="sgbrfs"></A>
385
+ <H2>sgbrfs</H2>
386
+ <PRE>
387
+ USAGE:
388
+ ferr, berr, info, x = NumRu::Lapack.sgbrfs( trans, kl, ku, ab, afb, ipiv, b, x, [:usage => usage, :help => help])
389
+
390
+
391
+ FORTRAN MANUAL
392
+ SUBROUTINE SGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
393
+
394
+ * Purpose
395
+ * =======
396
+ *
397
+ * SGBRFS improves the computed solution to a system of linear
398
+ * equations when the coefficient matrix is banded, and provides
399
+ * error bounds and backward error estimates for the solution.
400
+ *
401
+
402
+ * Arguments
403
+ * =========
404
+ *
405
+ * TRANS (input) CHARACTER*1
406
+ * Specifies the form of the system of equations:
407
+ * = 'N': A * X = B (No transpose)
408
+ * = 'T': A**T * X = B (Transpose)
409
+ * = 'C': A**H * X = B (Conjugate transpose = Transpose)
410
+ *
411
+ * N (input) INTEGER
412
+ * The order of the matrix A. N >= 0.
413
+ *
414
+ * KL (input) INTEGER
415
+ * The number of subdiagonals within the band of A. KL >= 0.
416
+ *
417
+ * KU (input) INTEGER
418
+ * The number of superdiagonals within the band of A. KU >= 0.
419
+ *
420
+ * NRHS (input) INTEGER
421
+ * The number of right hand sides, i.e., the number of columns
422
+ * of the matrices B and X. NRHS >= 0.
423
+ *
424
+ * AB (input) REAL array, dimension (LDAB,N)
425
+ * The original band matrix A, stored in rows 1 to KL+KU+1.
426
+ * The j-th column of A is stored in the j-th column of the
427
+ * array AB as follows:
428
+ * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
429
+ *
430
+ * LDAB (input) INTEGER
431
+ * The leading dimension of the array AB. LDAB >= KL+KU+1.
432
+ *
433
+ * AFB (input) REAL array, dimension (LDAFB,N)
434
+ * Details of the LU factorization of the band matrix A, as
435
+ * computed by SGBTRF. U is stored as an upper triangular band
436
+ * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
437
+ * the multipliers used during the factorization are stored in
438
+ * rows KL+KU+2 to 2*KL+KU+1.
439
+ *
440
+ * LDAFB (input) INTEGER
441
+ * The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
442
+ *
443
+ * IPIV (input) INTEGER array, dimension (N)
444
+ * The pivot indices from SGBTRF; for 1<=i<=N, row i of the
445
+ * matrix was interchanged with row IPIV(i).
446
+ *
447
+ * B (input) REAL array, dimension (LDB,NRHS)
448
+ * The right hand side matrix B.
449
+ *
450
+ * LDB (input) INTEGER
451
+ * The leading dimension of the array B. LDB >= max(1,N).
452
+ *
453
+ * X (input/output) REAL array, dimension (LDX,NRHS)
454
+ * On entry, the solution matrix X, as computed by SGBTRS.
455
+ * On exit, the improved solution matrix X.
456
+ *
457
+ * LDX (input) INTEGER
458
+ * The leading dimension of the array X. LDX >= max(1,N).
459
+ *
460
+ * FERR (output) REAL array, dimension (NRHS)
461
+ * The estimated forward error bound for each solution vector
462
+ * X(j) (the j-th column of the solution matrix X).
463
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
464
+ * is an estimated upper bound for the magnitude of the largest
465
+ * element in (X(j) - XTRUE) divided by the magnitude of the
466
+ * largest element in X(j). The estimate is as reliable as
467
+ * the estimate for RCOND, and is almost always a slight
468
+ * overestimate of the true error.
469
+ *
470
+ * BERR (output) REAL array, dimension (NRHS)
471
+ * The componentwise relative backward error of each solution
472
+ * vector X(j) (i.e., the smallest relative change in
473
+ * any element of A or B that makes X(j) an exact solution).
474
+ *
475
+ * WORK (workspace) REAL array, dimension (3*N)
476
+ *
477
+ * IWORK (workspace) INTEGER array, dimension (N)
478
+ *
479
+ * INFO (output) INTEGER
480
+ * = 0: successful exit
481
+ * < 0: if INFO = -i, the i-th argument had an illegal value
482
+ *
483
+ * Internal Parameters
484
+ * ===================
485
+ *
486
+ * ITMAX is the maximum number of steps of iterative refinement.
487
+ *
488
+
489
+ * =====================================================================
490
+ *
491
+
492
+
493
+ </PRE>
494
+ <A HREF="#top">go to the page top</A>
495
+
496
+ <A NAME="sgbrfsx"></A>
497
+ <H2>sgbrfsx</H2>
498
+ <PRE>
499
+ USAGE:
500
+ rcond, berr, err_bnds_norm, err_bnds_comp, info, r, c, x, params = NumRu::Lapack.sgbrfsx( trans, equed, kl, ku, ab, afb, ipiv, r, c, b, x, params, [:usage => usage, :help => help])
501
+
502
+
503
+ FORTRAN MANUAL
504
+ SUBROUTINE SGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
505
+
506
+ * Purpose
507
+ * =======
508
+ *
509
+ * SGBRFSX improves the computed solution to a system of linear
510
+ * equations and provides error bounds and backward error estimates
511
+ * for the solution. In addition to normwise error bound, the code
512
+ * provides maximum componentwise error bound if possible. See
513
+ * comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
514
+ * error bounds.
515
+ *
516
+ * The original system of linear equations may have been equilibrated
517
+ * before calling this routine, as described by arguments EQUED, R
518
+ * and C below. In this case, the solution and error bounds returned
519
+ * are for the original unequilibrated system.
520
+ *
521
+
522
+ * Arguments
523
+ * =========
524
+ *
525
+ * Some optional parameters are bundled in the PARAMS array. These
526
+ * settings determine how refinement is performed, but often the
527
+ * defaults are acceptable. If the defaults are acceptable, users
528
+ * can pass NPARAMS = 0 which prevents the source code from accessing
529
+ * the PARAMS argument.
530
+ *
531
+ * TRANS (input) CHARACTER*1
532
+ * Specifies the form of the system of equations:
533
+ * = 'N': A * X = B (No transpose)
534
+ * = 'T': A**T * X = B (Transpose)
535
+ * = 'C': A**H * X = B (Conjugate transpose = Transpose)
536
+ *
537
+ * EQUED (input) CHARACTER*1
538
+ * Specifies the form of equilibration that was done to A
539
+ * before calling this routine. This is needed to compute
540
+ * the solution and error bounds correctly.
541
+ * = 'N': No equilibration
542
+ * = 'R': Row equilibration, i.e., A has been premultiplied by
543
+ * diag(R).
544
+ * = 'C': Column equilibration, i.e., A has been postmultiplied
545
+ * by diag(C).
546
+ * = 'B': Both row and column equilibration, i.e., A has been
547
+ * replaced by diag(R) * A * diag(C).
548
+ * The right hand side B has been changed accordingly.
549
+ *
550
+ * N (input) INTEGER
551
+ * The order of the matrix A. N >= 0.
552
+ *
553
+ * KL (input) INTEGER
554
+ * The number of subdiagonals within the band of A. KL >= 0.
555
+ *
556
+ * KU (input) INTEGER
557
+ * The number of superdiagonals within the band of A. KU >= 0.
558
+ *
559
+ * NRHS (input) INTEGER
560
+ * The number of right hand sides, i.e., the number of columns
561
+ * of the matrices B and X. NRHS >= 0.
562
+ *
563
+ * AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
564
+ * The original band matrix A, stored in rows 1 to KL+KU+1.
565
+ * The j-th column of A is stored in the j-th column of the
566
+ * array AB as follows:
567
+ * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
568
+ *
569
+ * LDAB (input) INTEGER
570
+ * The leading dimension of the array AB. LDAB >= KL+KU+1.
571
+ *
572
+ * AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N)
573
+ * Details of the LU factorization of the band matrix A, as
574
+ * computed by DGBTRF. U is stored as an upper triangular band
575
+ * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
576
+ * the multipliers used during the factorization are stored in
577
+ * rows KL+KU+2 to 2*KL+KU+1.
578
+ *
579
+ * LDAFB (input) INTEGER
580
+ * The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
581
+ *
582
+ * IPIV (input) INTEGER array, dimension (N)
583
+ * The pivot indices from SGETRF; for 1<=i<=N, row i of the
584
+ * matrix was interchanged with row IPIV(i).
585
+ *
586
+ * R (input or output) REAL array, dimension (N)
587
+ * The row scale factors for A. If EQUED = 'R' or 'B', A is
588
+ * multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
589
+ * is not accessed. R is an input argument if FACT = 'F';
590
+ * otherwise, R is an output argument. If FACT = 'F' and
591
+ * EQUED = 'R' or 'B', each element of R must be positive.
592
+ * If R is output, each element of R is a power of the radix.
593
+ * If R is input, each element of R should be a power of the radix
594
+ * to ensure a reliable solution and error estimates. Scaling by
595
+ * powers of the radix does not cause rounding errors unless the
596
+ * result underflows or overflows. Rounding errors during scaling
597
+ * lead to refining with a matrix that is not equivalent to the
598
+ * input matrix, producing error estimates that may not be
599
+ * reliable.
600
+ *
601
+ * C (input or output) REAL array, dimension (N)
602
+ * The column scale factors for A. If EQUED = 'C' or 'B', A is
603
+ * multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
604
+ * is not accessed. C is an input argument if FACT = 'F';
605
+ * otherwise, C is an output argument. If FACT = 'F' and
606
+ * EQUED = 'C' or 'B', each element of C must be positive.
607
+ * If C is output, each element of C is a power of the radix.
608
+ * If C is input, each element of C should be a power of the radix
609
+ * to ensure a reliable solution and error estimates. Scaling by
610
+ * powers of the radix does not cause rounding errors unless the
611
+ * result underflows or overflows. Rounding errors during scaling
612
+ * lead to refining with a matrix that is not equivalent to the
613
+ * input matrix, producing error estimates that may not be
614
+ * reliable.
615
+ *
616
+ * B (input) REAL array, dimension (LDB,NRHS)
617
+ * The right hand side matrix B.
618
+ *
619
+ * LDB (input) INTEGER
620
+ * The leading dimension of the array B. LDB >= max(1,N).
621
+ *
622
+ * X (input/output) REAL array, dimension (LDX,NRHS)
623
+ * On entry, the solution matrix X, as computed by SGETRS.
624
+ * On exit, the improved solution matrix X.
625
+ *
626
+ * LDX (input) INTEGER
627
+ * The leading dimension of the array X. LDX >= max(1,N).
628
+ *
629
+ * RCOND (output) REAL
630
+ * Reciprocal scaled condition number. This is an estimate of the
631
+ * reciprocal Skeel condition number of the matrix A after
632
+ * equilibration (if done). If this is less than the machine
633
+ * precision (in particular, if it is zero), the matrix is singular
634
+ * to working precision. Note that the error may still be small even
635
+ * if this number is very small and the matrix appears ill-
636
+ * conditioned.
637
+ *
638
+ * BERR (output) REAL array, dimension (NRHS)
639
+ * Componentwise relative backward error. This is the
640
+ * componentwise relative backward error of each solution vector X(j)
641
+ * (i.e., the smallest relative change in any element of A or B that
642
+ * makes X(j) an exact solution).
643
+ *
644
+ * N_ERR_BNDS (input) INTEGER
645
+ * Number of error bounds to return for each right hand side
646
+ * and each type (normwise or componentwise). See ERR_BNDS_NORM and
647
+ * ERR_BNDS_COMP below.
648
+ *
649
+ * ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
650
+ * For each right-hand side, this array contains information about
651
+ * various error bounds and condition numbers corresponding to the
652
+ * normwise relative error, which is defined as follows:
653
+ *
654
+ * Normwise relative error in the ith solution vector:
655
+ * max_j (abs(XTRUE(j,i) - X(j,i)))
656
+ * ------------------------------
657
+ * max_j abs(X(j,i))
658
+ *
659
+ * The array is indexed by the type of error information as described
660
+ * below. There currently are up to three pieces of information
661
+ * returned.
662
+ *
663
+ * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
664
+ * right-hand side.
665
+ *
666
+ * The second index in ERR_BNDS_NORM(:,err) contains the following
667
+ * three fields:
668
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
669
+ * reciprocal condition number is less than the threshold
670
+ * sqrt(n) * slamch('Epsilon').
671
+ *
672
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
673
+ * almost certainly within a factor of 10 of the true error
674
+ * so long as the next entry is greater than the threshold
675
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
676
+ * be trusted if the previous boolean is true.
677
+ *
678
+ * err = 3 Reciprocal condition number: Estimated normwise
679
+ * reciprocal condition number. Compared with the threshold
680
+ * sqrt(n) * slamch('Epsilon') to determine if the error
681
+ * estimate is "guaranteed". These reciprocal condition
682
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
683
+ * appropriately scaled matrix Z.
684
+ * Let Z = S*A, where S scales each row by a power of the
685
+ * radix so all absolute row sums of Z are approximately 1.
686
+ *
687
+ * See Lapack Working Note 165 for further details and extra
688
+ * cautions.
689
+ *
690
+ * ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
691
+ * For each right-hand side, this array contains information about
692
+ * various error bounds and condition numbers corresponding to the
693
+ * componentwise relative error, which is defined as follows:
694
+ *
695
+ * Componentwise relative error in the ith solution vector:
696
+ * abs(XTRUE(j,i) - X(j,i))
697
+ * max_j ----------------------
698
+ * abs(X(j,i))
699
+ *
700
+ * The array is indexed by the right-hand side i (on which the
701
+ * componentwise relative error depends), and the type of error
702
+ * information as described below. There currently are up to three
703
+ * pieces of information returned for each right-hand side. If
704
+ * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
705
+ * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
706
+ * the first (:,N_ERR_BNDS) entries are returned.
707
+ *
708
+ * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
709
+ * right-hand side.
710
+ *
711
+ * The second index in ERR_BNDS_COMP(:,err) contains the following
712
+ * three fields:
713
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
714
+ * reciprocal condition number is less than the threshold
715
+ * sqrt(n) * slamch('Epsilon').
716
+ *
717
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
718
+ * almost certainly within a factor of 10 of the true error
719
+ * so long as the next entry is greater than the threshold
720
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
721
+ * be trusted if the previous boolean is true.
722
+ *
723
+ * err = 3 Reciprocal condition number: Estimated componentwise
724
+ * reciprocal condition number. Compared with the threshold
725
+ * sqrt(n) * slamch('Epsilon') to determine if the error
726
+ * estimate is "guaranteed". These reciprocal condition
727
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
728
+ * appropriately scaled matrix Z.
729
+ * Let Z = S*(A*diag(x)), where x is the solution for the
730
+ * current right-hand side and S scales each row of
731
+ * A*diag(x) by a power of the radix so all absolute row
732
+ * sums of Z are approximately 1.
733
+ *
734
+ * See Lapack Working Note 165 for further details and extra
735
+ * cautions.
736
+ *
737
+ * NPARAMS (input) INTEGER
738
+ * Specifies the number of parameters set in PARAMS. If .LE. 0, the
739
+ * PARAMS array is never referenced and default values are used.
740
+ *
741
+ * PARAMS (input / output) REAL array, dimension NPARAMS
742
+ * Specifies algorithm parameters. If an entry is .LT. 0.0, then
743
+ * that entry will be filled with default value used for that
744
+ * parameter. Only positions up to NPARAMS are accessed; defaults
745
+ * are used for higher-numbered parameters.
746
+ *
747
+ * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
748
+ * refinement or not.
749
+ * Default: 1.0
750
+ * = 0.0 : No refinement is performed, and no error bounds are
751
+ * computed.
752
+ * = 1.0 : Use the double-precision refinement algorithm,
753
+ * possibly with doubled-single computations if the
754
+ * compilation environment does not support DOUBLE
755
+ * PRECISION.
756
+ * (other values are reserved for future use)
757
+ *
758
+ * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
759
+ * computations allowed for refinement.
760
+ * Default: 10
761
+ * Aggressive: Set to 100 to permit convergence using approximate
762
+ * factorizations or factorizations other than LU. If
763
+ * the factorization uses a technique other than
764
+ * Gaussian elimination, the guarantees in
765
+ * err_bnds_norm and err_bnds_comp may no longer be
766
+ * trustworthy.
767
+ *
768
+ * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
769
+ * will attempt to find a solution with small componentwise
770
+ * relative error in the double-precision algorithm. Positive
771
+ * is true, 0.0 is false.
772
+ * Default: 1.0 (attempt componentwise convergence)
773
+ *
774
+ * WORK (workspace) REAL array, dimension (4*N)
775
+ *
776
+ * IWORK (workspace) INTEGER array, dimension (N)
777
+ *
778
+ * INFO (output) INTEGER
779
+ * = 0: Successful exit. The solution to every right-hand side is
780
+ * guaranteed.
781
+ * < 0: If INFO = -i, the i-th argument had an illegal value
782
+ * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
783
+ * has been completed, but the factor U is exactly singular, so
784
+ * the solution and error bounds could not be computed. RCOND = 0
785
+ * is returned.
786
+ * = N+J: The solution corresponding to the Jth right-hand side is
787
+ * not guaranteed. The solutions corresponding to other right-
788
+ * hand sides K with K > J may not be guaranteed as well, but
789
+ * only the first such right-hand side is reported. If a small
790
+ * componentwise error is not requested (PARAMS(3) = 0.0) then
791
+ * the Jth right-hand side is the first with a normwise error
792
+ * bound that is not guaranteed (the smallest J such
793
+ * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
794
+ * the Jth right-hand side is the first with either a normwise or
795
+ * componentwise error bound that is not guaranteed (the smallest
796
+ * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
797
+ * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
798
+ * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
799
+ * about all of the right-hand sides check ERR_BNDS_NORM or
800
+ * ERR_BNDS_COMP.
801
+ *
802
+
803
+ * ==================================================================
804
+ *
805
+
806
+
807
+ </PRE>
808
+ <A HREF="#top">go to the page top</A>
809
+
810
+ <A NAME="sgbsv"></A>
811
+ <H2>sgbsv</H2>
812
+ <PRE>
813
+ USAGE:
814
+ ipiv, info, ab, b = NumRu::Lapack.sgbsv( kl, ku, ab, b, [:usage => usage, :help => help])
815
+
816
+
817
+ FORTRAN MANUAL
818
+ SUBROUTINE SGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
819
+
820
+ * Purpose
821
+ * =======
822
+ *
823
+ * SGBSV computes the solution to a real system of linear equations
824
+ * A * X = B, where A is a band matrix of order N with KL subdiagonals
825
+ * and KU superdiagonals, and X and B are N-by-NRHS matrices.
826
+ *
827
+ * The LU decomposition with partial pivoting and row interchanges is
828
+ * used to factor A as A = L * U, where L is a product of permutation
829
+ * and unit lower triangular matrices with KL subdiagonals, and U is
830
+ * upper triangular with KL+KU superdiagonals. The factored form of A
831
+ * is then used to solve the system of equations A * X = B.
832
+ *
833
+
834
+ * Arguments
835
+ * =========
836
+ *
837
+ * N (input) INTEGER
838
+ * The number of linear equations, i.e., the order of the
839
+ * matrix A. N >= 0.
840
+ *
841
+ * KL (input) INTEGER
842
+ * The number of subdiagonals within the band of A. KL >= 0.
843
+ *
844
+ * KU (input) INTEGER
845
+ * The number of superdiagonals within the band of A. KU >= 0.
846
+ *
847
+ * NRHS (input) INTEGER
848
+ * The number of right hand sides, i.e., the number of columns
849
+ * of the matrix B. NRHS >= 0.
850
+ *
851
+ * AB (input/output) REAL array, dimension (LDAB,N)
852
+ * On entry, the matrix A in band storage, in rows KL+1 to
853
+ * 2*KL+KU+1; rows 1 to KL of the array need not be set.
854
+ * The j-th column of A is stored in the j-th column of the
855
+ * array AB as follows:
856
+ * AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL)
857
+ * On exit, details of the factorization: U is stored as an
858
+ * upper triangular band matrix with KL+KU superdiagonals in
859
+ * rows 1 to KL+KU+1, and the multipliers used during the
860
+ * factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
861
+ * See below for further details.
862
+ *
863
+ * LDAB (input) INTEGER
864
+ * The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
865
+ *
866
+ * IPIV (output) INTEGER array, dimension (N)
867
+ * The pivot indices that define the permutation matrix P;
868
+ * row i of the matrix was interchanged with row IPIV(i).
869
+ *
870
+ * B (input/output) REAL array, dimension (LDB,NRHS)
871
+ * On entry, the N-by-NRHS right hand side matrix B.
872
+ * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
873
+ *
874
+ * LDB (input) INTEGER
875
+ * The leading dimension of the array B. LDB >= max(1,N).
876
+ *
877
+ * INFO (output) INTEGER
878
+ * = 0: successful exit
879
+ * < 0: if INFO = -i, the i-th argument had an illegal value
880
+ * > 0: if INFO = i, U(i,i) is exactly zero. The factorization
881
+ * has been completed, but the factor U is exactly
882
+ * singular, and the solution has not been computed.
883
+ *
884
+
885
+ * Further Details
886
+ * ===============
887
+ *
888
+ * The band storage scheme is illustrated by the following example, when
889
+ * M = N = 6, KL = 2, KU = 1:
890
+ *
891
+ * On entry: On exit:
892
+ *
893
+ * * * * + + + * * * u14 u25 u36
894
+ * * * + + + + * * u13 u24 u35 u46
895
+ * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
896
+ * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
897
+ * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
898
+ * a31 a42 a53 a64 * * m31 m42 m53 m64 * *
899
+ *
900
+ * Array elements marked * are not used by the routine; elements marked
901
+ * + need not be set on entry, but are required by the routine to store
902
+ * elements of U because of fill-in resulting from the row interchanges.
903
+ *
904
+ * =====================================================================
905
+ *
906
+ * .. External Subroutines ..
907
+ EXTERNAL SGBTRF, SGBTRS, XERBLA
908
+ * ..
909
+ * .. Intrinsic Functions ..
910
+ INTRINSIC MAX
911
+ * ..
912
+
913
+
914
+ </PRE>
915
+ <A HREF="#top">go to the page top</A>
916
+
917
+ <A NAME="sgbsvx"></A>
918
+ <H2>sgbsvx</H2>
919
+ <PRE>
920
+ USAGE:
921
+ x, rcond, ferr, berr, work, info, ab, afb, ipiv, equed, r, c, b = NumRu::Lapack.sgbsvx( fact, trans, kl, ku, ab, b, [:afb => afb, :ipiv => ipiv, :equed => equed, :r => r, :c => c, :usage => usage, :help => help])
922
+
923
+
924
+ FORTRAN MANUAL
925
+ SUBROUTINE SGBSVX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
926
+
927
+ * Purpose
928
+ * =======
929
+ *
930
+ * SGBSVX uses the LU factorization to compute the solution to a real
931
+ * system of linear equations A * X = B, A**T * X = B, or A**H * X = B,
932
+ * where A is a band matrix of order N with KL subdiagonals and KU
933
+ * superdiagonals, and X and B are N-by-NRHS matrices.
934
+ *
935
+ * Error bounds on the solution and a condition estimate are also
936
+ * provided.
937
+ *
938
+ * Description
939
+ * ===========
940
+ *
941
+ * The following steps are performed by this subroutine:
942
+ *
943
+ * 1. If FACT = 'E', real scaling factors are computed to equilibrate
944
+ * the system:
945
+ * TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
946
+ * TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
947
+ * TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
948
+ * Whether or not the system will be equilibrated depends on the
949
+ * scaling of the matrix A, but if equilibration is used, A is
950
+ * overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
951
+ * or diag(C)*B (if TRANS = 'T' or 'C').
952
+ *
953
+ * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the
954
+ * matrix A (after equilibration if FACT = 'E') as
955
+ * A = L * U,
956
+ * where L is a product of permutation and unit lower triangular
957
+ * matrices with KL subdiagonals, and U is upper triangular with
958
+ * KL+KU superdiagonals.
959
+ *
960
+ * 3. If some U(i,i)=0, so that U is exactly singular, then the routine
961
+ * returns with INFO = i. Otherwise, the factored form of A is used
962
+ * to estimate the condition number of the matrix A. If the
963
+ * reciprocal of the condition number is less than machine precision,
964
+ * INFO = N+1 is returned as a warning, but the routine still goes on
965
+ * to solve for X and compute error bounds as described below.
966
+ *
967
+ * 4. The system of equations is solved for X using the factored form
968
+ * of A.
969
+ *
970
+ * 5. Iterative refinement is applied to improve the computed solution
971
+ * matrix and calculate error bounds and backward error estimates
972
+ * for it.
973
+ *
974
+ * 6. If equilibration was used, the matrix X is premultiplied by
975
+ * diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
976
+ * that it solves the original system before equilibration.
977
+ *
978
+
979
+ * Arguments
980
+ * =========
981
+ *
982
+ * FACT (input) CHARACTER*1
983
+ * Specifies whether or not the factored form of the matrix A is
984
+ * supplied on entry, and if not, whether the matrix A should be
985
+ * equilibrated before it is factored.
986
+ * = 'F': On entry, AFB and IPIV contain the factored form of
987
+ * A. If EQUED is not 'N', the matrix A has been
988
+ * equilibrated with scaling factors given by R and C.
989
+ * AB, AFB, and IPIV are not modified.
990
+ * = 'N': The matrix A will be copied to AFB and factored.
991
+ * = 'E': The matrix A will be equilibrated if necessary, then
992
+ * copied to AFB and factored.
993
+ *
994
+ * TRANS (input) CHARACTER*1
995
+ * Specifies the form of the system of equations.
996
+ * = 'N': A * X = B (No transpose)
997
+ * = 'T': A**T * X = B (Transpose)
998
+ * = 'C': A**H * X = B (Transpose)
999
+ *
1000
+ * N (input) INTEGER
1001
+ * The number of linear equations, i.e., the order of the
1002
+ * matrix A. N >= 0.
1003
+ *
1004
+ * KL (input) INTEGER
1005
+ * The number of subdiagonals within the band of A. KL >= 0.
1006
+ *
1007
+ * KU (input) INTEGER
1008
+ * The number of superdiagonals within the band of A. KU >= 0.
1009
+ *
1010
+ * NRHS (input) INTEGER
1011
+ * The number of right hand sides, i.e., the number of columns
1012
+ * of the matrices B and X. NRHS >= 0.
1013
+ *
1014
+ * AB (input/output) REAL array, dimension (LDAB,N)
1015
+ * On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
1016
+ * The j-th column of A is stored in the j-th column of the
1017
+ * array AB as follows:
1018
+ * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
1019
+ *
1020
+ * If FACT = 'F' and EQUED is not 'N', then A must have been
1021
+ * equilibrated by the scaling factors in R and/or C. AB is not
1022
+ * modified if FACT = 'F' or 'N', or if FACT = 'E' and
1023
+ * EQUED = 'N' on exit.
1024
+ *
1025
+ * On exit, if EQUED .ne. 'N', A is scaled as follows:
1026
+ * EQUED = 'R': A := diag(R) * A
1027
+ * EQUED = 'C': A := A * diag(C)
1028
+ * EQUED = 'B': A := diag(R) * A * diag(C).
1029
+ *
1030
+ * LDAB (input) INTEGER
1031
+ * The leading dimension of the array AB. LDAB >= KL+KU+1.
1032
+ *
1033
+ * AFB (input or output) REAL array, dimension (LDAFB,N)
1034
+ * If FACT = 'F', then AFB is an input argument and on entry
1035
+ * contains details of the LU factorization of the band matrix
1036
+ * A, as computed by SGBTRF. U is stored as an upper triangular
1037
+ * band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
1038
+ * and the multipliers used during the factorization are stored
1039
+ * in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
1040
+ * the factored form of the equilibrated matrix A.
1041
+ *
1042
+ * If FACT = 'N', then AFB is an output argument and on exit
1043
+ * returns details of the LU factorization of A.
1044
+ *
1045
+ * If FACT = 'E', then AFB is an output argument and on exit
1046
+ * returns details of the LU factorization of the equilibrated
1047
+ * matrix A (see the description of AB for the form of the
1048
+ * equilibrated matrix).
1049
+ *
1050
+ * LDAFB (input) INTEGER
1051
+ * The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
1052
+ *
1053
+ * IPIV (input or output) INTEGER array, dimension (N)
1054
+ * If FACT = 'F', then IPIV is an input argument and on entry
1055
+ * contains the pivot indices from the factorization A = L*U
1056
+ * as computed by SGBTRF; row i of the matrix was interchanged
1057
+ * with row IPIV(i).
1058
+ *
1059
+ * If FACT = 'N', then IPIV is an output argument and on exit
1060
+ * contains the pivot indices from the factorization A = L*U
1061
+ * of the original matrix A.
1062
+ *
1063
+ * If FACT = 'E', then IPIV is an output argument and on exit
1064
+ * contains the pivot indices from the factorization A = L*U
1065
+ * of the equilibrated matrix A.
1066
+ *
1067
+ * EQUED (input or output) CHARACTER*1
1068
+ * Specifies the form of equilibration that was done.
1069
+ * = 'N': No equilibration (always true if FACT = 'N').
1070
+ * = 'R': Row equilibration, i.e., A has been premultiplied by
1071
+ * diag(R).
1072
+ * = 'C': Column equilibration, i.e., A has been postmultiplied
1073
+ * by diag(C).
1074
+ * = 'B': Both row and column equilibration, i.e., A has been
1075
+ * replaced by diag(R) * A * diag(C).
1076
+ * EQUED is an input argument if FACT = 'F'; otherwise, it is an
1077
+ * output argument.
1078
+ *
1079
+ * R (input or output) REAL array, dimension (N)
1080
+ * The row scale factors for A. If EQUED = 'R' or 'B', A is
1081
+ * multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
1082
+ * is not accessed. R is an input argument if FACT = 'F';
1083
+ * otherwise, R is an output argument. If FACT = 'F' and
1084
+ * EQUED = 'R' or 'B', each element of R must be positive.
1085
+ *
1086
+ * C (input or output) REAL array, dimension (N)
1087
+ * The column scale factors for A. If EQUED = 'C' or 'B', A is
1088
+ * multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
1089
+ * is not accessed. C is an input argument if FACT = 'F';
1090
+ * otherwise, C is an output argument. If FACT = 'F' and
1091
+ * EQUED = 'C' or 'B', each element of C must be positive.
1092
+ *
1093
+ * B (input/output) REAL array, dimension (LDB,NRHS)
1094
+ * On entry, the right hand side matrix B.
1095
+ * On exit,
1096
+ * if EQUED = 'N', B is not modified;
1097
+ * if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
1098
+ * diag(R)*B;
1099
+ * if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
1100
+ * overwritten by diag(C)*B.
1101
+ *
1102
+ * LDB (input) INTEGER
1103
+ * The leading dimension of the array B. LDB >= max(1,N).
1104
+ *
1105
+ * X (output) REAL array, dimension (LDX,NRHS)
1106
+ * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
1107
+ * to the original system of equations. Note that A and B are
1108
+ * modified on exit if EQUED .ne. 'N', and the solution to the
1109
+ * equilibrated system is inv(diag(C))*X if TRANS = 'N' and
1110
+ * EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C'
1111
+ * and EQUED = 'R' or 'B'.
1112
+ *
1113
+ * LDX (input) INTEGER
1114
+ * The leading dimension of the array X. LDX >= max(1,N).
1115
+ *
1116
+ * RCOND (output) REAL
1117
+ * The estimate of the reciprocal condition number of the matrix
1118
+ * A after equilibration (if done). If RCOND is less than the
1119
+ * machine precision (in particular, if RCOND = 0), the matrix
1120
+ * is singular to working precision. This condition is
1121
+ * indicated by a return code of INFO > 0.
1122
+ *
1123
+ * FERR (output) REAL array, dimension (NRHS)
1124
+ * The estimated forward error bound for each solution vector
1125
+ * X(j) (the j-th column of the solution matrix X).
1126
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
1127
+ * is an estimated upper bound for the magnitude of the largest
1128
+ * element in (X(j) - XTRUE) divided by the magnitude of the
1129
+ * largest element in X(j). The estimate is as reliable as
1130
+ * the estimate for RCOND, and is almost always a slight
1131
+ * overestimate of the true error.
1132
+ *
1133
+ * BERR (output) REAL array, dimension (NRHS)
1134
+ * The componentwise relative backward error of each solution
1135
+ * vector X(j) (i.e., the smallest relative change in
1136
+ * any element of A or B that makes X(j) an exact solution).
1137
+ *
1138
+ * WORK (workspace/output) REAL array, dimension (3*N)
1139
+ * On exit, WORK(1) contains the reciprocal pivot growth
1140
+ * factor norm(A)/norm(U). The "max absolute element" norm is
1141
+ * used. If WORK(1) is much less than 1, then the stability
1142
+ * of the LU factorization of the (equilibrated) matrix A
1143
+ * could be poor. This also means that the solution X, condition
1144
+ * estimator RCOND, and forward error bound FERR could be
1145
+ * unreliable. If factorization fails with 0<INFO<=N, then
1146
+ * WORK(1) contains the reciprocal pivot growth factor for the
1147
+ * leading INFO columns of A.
1148
+ *
1149
+ * IWORK (workspace) INTEGER array, dimension (N)
1150
+ *
1151
+ * INFO (output) INTEGER
1152
+ * = 0: successful exit
1153
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1154
+ * > 0: if INFO = i, and i is
1155
+ * <= N: U(i,i) is exactly zero. The factorization
1156
+ * has been completed, but the factor U is exactly
1157
+ * singular, so the solution and error bounds
1158
+ * could not be computed. RCOND = 0 is returned.
1159
+ * = N+1: U is nonsingular, but RCOND is less than machine
1160
+ * precision, meaning that the matrix is singular
1161
+ * to working precision. Nevertheless, the
1162
+ * solution and error bounds are computed because
1163
+ * there are a number of situations where the
1164
+ * computed solution can be more accurate than the
1165
+ *
1166
+ * value of RCOND would suggest.
1167
+
1168
+ * =====================================================================
1169
+ * Moved setting of INFO = N+1 so INFO does not subsequently get
1170
+ * overwritten. Sven, 17 Mar 05.
1171
+ * =====================================================================
1172
+ *
1173
+
1174
+
1175
+ </PRE>
1176
+ <A HREF="#top">go to the page top</A>
1177
+
1178
+ <A NAME="sgbsvxx"></A>
1179
+ <H2>sgbsvxx</H2>
1180
+ <PRE>
1181
+ USAGE:
1182
+ x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, ab, afb, ipiv, equed, r, c, b, params = NumRu::Lapack.sgbsvxx( fact, trans, kl, ku, ab, afb, ipiv, equed, r, c, b, params, [:usage => usage, :help => help])
1183
+
1184
+
1185
+ FORTRAN MANUAL
1186
+ SUBROUTINE SGBSVXX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
1187
+
1188
+ * Purpose
1189
+ * =======
1190
+ *
1191
+ * SGBSVXX uses the LU factorization to compute the solution to a
1192
+ * real system of linear equations A * X = B, where A is an
1193
+ * N-by-N matrix and X and B are N-by-NRHS matrices.
1194
+ *
1195
+ * If requested, both normwise and maximum componentwise error bounds
1196
+ * are returned. SGBSVXX will return a solution with a tiny
1197
+ * guaranteed error (O(eps) where eps is the working machine
1198
+ * precision) unless the matrix is very ill-conditioned, in which
1199
+ * case a warning is returned. Relevant condition numbers also are
1200
+ * calculated and returned.
1201
+ *
1202
+ * SGBSVXX accepts user-provided factorizations and equilibration
1203
+ * factors; see the definitions of the FACT and EQUED options.
1204
+ * Solving with refinement and using a factorization from a previous
1205
+ * SGBSVXX call will also produce a solution with either O(eps)
1206
+ * errors or warnings, but we cannot make that claim for general
1207
+ * user-provided factorizations and equilibration factors if they
1208
+ * differ from what SGBSVXX would itself produce.
1209
+ *
1210
+ * Description
1211
+ * ===========
1212
+ *
1213
+ * The following steps are performed:
1214
+ *
1215
+ * 1. If FACT = 'E', real scaling factors are computed to equilibrate
1216
+ * the system:
1217
+ *
1218
+ * TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
1219
+ * TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
1220
+ * TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
1221
+ *
1222
+ * Whether or not the system will be equilibrated depends on the
1223
+ * scaling of the matrix A, but if equilibration is used, A is
1224
+ * overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
1225
+ * or diag(C)*B (if TRANS = 'T' or 'C').
1226
+ *
1227
+ * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
1228
+ * the matrix A (after equilibration if FACT = 'E') as
1229
+ *
1230
+ * A = P * L * U,
1231
+ *
1232
+ * where P is a permutation matrix, L is a unit lower triangular
1233
+ * matrix, and U is upper triangular.
1234
+ *
1235
+ * 3. If some U(i,i)=0, so that U is exactly singular, then the
1236
+ * routine returns with INFO = i. Otherwise, the factored form of A
1237
+ * is used to estimate the condition number of the matrix A (see
1238
+ * argument RCOND). If the reciprocal of the condition number is less
1239
+ * than machine precision, the routine still goes on to solve for X
1240
+ * and compute error bounds as described below.
1241
+ *
1242
+ * 4. The system of equations is solved for X using the factored form
1243
+ * of A.
1244
+ *
1245
+ * 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
1246
+ * the routine will use iterative refinement to try to get a small
1247
+ * error and error bounds. Refinement calculates the residual to at
1248
+ * least twice the working precision.
1249
+ *
1250
+ * 6. If equilibration was used, the matrix X is premultiplied by
1251
+ * diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
1252
+ * that it solves the original system before equilibration.
1253
+ *
1254
+
1255
+ * Arguments
1256
+ * =========
1257
+ *
1258
+ * Some optional parameters are bundled in the PARAMS array. These
1259
+ * settings determine how refinement is performed, but often the
1260
+ * defaults are acceptable. If the defaults are acceptable, users
1261
+ * can pass NPARAMS = 0 which prevents the source code from accessing
1262
+ * the PARAMS argument.
1263
+ *
1264
+ * FACT (input) CHARACTER*1
1265
+ * Specifies whether or not the factored form of the matrix A is
1266
+ * supplied on entry, and if not, whether the matrix A should be
1267
+ * equilibrated before it is factored.
1268
+ * = 'F': On entry, AF and IPIV contain the factored form of A.
1269
+ * If EQUED is not 'N', the matrix A has been
1270
+ * equilibrated with scaling factors given by R and C.
1271
+ * A, AF, and IPIV are not modified.
1272
+ * = 'N': The matrix A will be copied to AF and factored.
1273
+ * = 'E': The matrix A will be equilibrated if necessary, then
1274
+ * copied to AF and factored.
1275
+ *
1276
+ * TRANS (input) CHARACTER*1
1277
+ * Specifies the form of the system of equations:
1278
+ * = 'N': A * X = B (No transpose)
1279
+ * = 'T': A**T * X = B (Transpose)
1280
+ * = 'C': A**H * X = B (Conjugate Transpose = Transpose)
1281
+ *
1282
+ * N (input) INTEGER
1283
+ * The number of linear equations, i.e., the order of the
1284
+ * matrix A. N >= 0.
1285
+ *
1286
+ * KL (input) INTEGER
1287
+ * The number of subdiagonals within the band of A. KL >= 0.
1288
+ *
1289
+ * KU (input) INTEGER
1290
+ * The number of superdiagonals within the band of A. KU >= 0.
1291
+ *
1292
+ * NRHS (input) INTEGER
1293
+ * The number of right hand sides, i.e., the number of columns
1294
+ * of the matrices B and X. NRHS >= 0.
1295
+ *
1296
+ * AB (input/output) REAL array, dimension (LDAB,N)
1297
+ * On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
1298
+ * The j-th column of A is stored in the j-th column of the
1299
+ * array AB as follows:
1300
+ * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
1301
+ *
1302
+ * If FACT = 'F' and EQUED is not 'N', then AB must have been
1303
+ * equilibrated by the scaling factors in R and/or C. AB is not
1304
+ * modified if FACT = 'F' or 'N', or if FACT = 'E' and
1305
+ * EQUED = 'N' on exit.
1306
+ *
1307
+ * On exit, if EQUED .ne. 'N', A is scaled as follows:
1308
+ * EQUED = 'R': A := diag(R) * A
1309
+ * EQUED = 'C': A := A * diag(C)
1310
+ * EQUED = 'B': A := diag(R) * A * diag(C).
1311
+ *
1312
+ * LDAB (input) INTEGER
1313
+ * The leading dimension of the array AB. LDAB >= KL+KU+1.
1314
+ *
1315
+ * AFB (input or output) REAL array, dimension (LDAFB,N)
1316
+ * If FACT = 'F', then AFB is an input argument and on entry
1317
+ * contains details of the LU factorization of the band matrix
1318
+ * A, as computed by SGBTRF. U is stored as an upper triangular
1319
+ * band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
1320
+ * and the multipliers used during the factorization are stored
1321
+ * in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
1322
+ * the factored form of the equilibrated matrix A.
1323
+ *
1324
+ * If FACT = 'N', then AF is an output argument and on exit
1325
+ * returns the factors L and U from the factorization A = P*L*U
1326
+ * of the original matrix A.
1327
+ *
1328
+ * If FACT = 'E', then AF is an output argument and on exit
1329
+ * returns the factors L and U from the factorization A = P*L*U
1330
+ * of the equilibrated matrix A (see the description of A for
1331
+ * the form of the equilibrated matrix).
1332
+ *
1333
+ * LDAFB (input) INTEGER
1334
+ * The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
1335
+ *
1336
+ * IPIV (input or output) INTEGER array, dimension (N)
1337
+ * If FACT = 'F', then IPIV is an input argument and on entry
1338
+ * contains the pivot indices from the factorization A = P*L*U
1339
+ * as computed by SGETRF; row i of the matrix was interchanged
1340
+ * with row IPIV(i).
1341
+ *
1342
+ * If FACT = 'N', then IPIV is an output argument and on exit
1343
+ * contains the pivot indices from the factorization A = P*L*U
1344
+ * of the original matrix A.
1345
+ *
1346
+ * If FACT = 'E', then IPIV is an output argument and on exit
1347
+ * contains the pivot indices from the factorization A = P*L*U
1348
+ * of the equilibrated matrix A.
1349
+ *
1350
+ * EQUED (input or output) CHARACTER*1
1351
+ * Specifies the form of equilibration that was done.
1352
+ * = 'N': No equilibration (always true if FACT = 'N').
1353
+ * = 'R': Row equilibration, i.e., A has been premultiplied by
1354
+ * diag(R).
1355
+ * = 'C': Column equilibration, i.e., A has been postmultiplied
1356
+ * by diag(C).
1357
+ * = 'B': Both row and column equilibration, i.e., A has been
1358
+ * replaced by diag(R) * A * diag(C).
1359
+ * EQUED is an input argument if FACT = 'F'; otherwise, it is an
1360
+ * output argument.
1361
+ *
1362
+ * R (input or output) REAL array, dimension (N)
1363
+ * The row scale factors for A. If EQUED = 'R' or 'B', A is
1364
+ * multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
1365
+ * is not accessed. R is an input argument if FACT = 'F';
1366
+ * otherwise, R is an output argument. If FACT = 'F' and
1367
+ * EQUED = 'R' or 'B', each element of R must be positive.
1368
+ * If R is output, each element of R is a power of the radix.
1369
+ * If R is input, each element of R should be a power of the radix
1370
+ * to ensure a reliable solution and error estimates. Scaling by
1371
+ * powers of the radix does not cause rounding errors unless the
1372
+ * result underflows or overflows. Rounding errors during scaling
1373
+ * lead to refining with a matrix that is not equivalent to the
1374
+ * input matrix, producing error estimates that may not be
1375
+ * reliable.
1376
+ *
1377
+ * C (input or output) REAL array, dimension (N)
1378
+ * The column scale factors for A. If EQUED = 'C' or 'B', A is
1379
+ * multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
1380
+ * is not accessed. C is an input argument if FACT = 'F';
1381
+ * otherwise, C is an output argument. If FACT = 'F' and
1382
+ * EQUED = 'C' or 'B', each element of C must be positive.
1383
+ * If C is output, each element of C is a power of the radix.
1384
+ * If C is input, each element of C should be a power of the radix
1385
+ * to ensure a reliable solution and error estimates. Scaling by
1386
+ * powers of the radix does not cause rounding errors unless the
1387
+ * result underflows or overflows. Rounding errors during scaling
1388
+ * lead to refining with a matrix that is not equivalent to the
1389
+ * input matrix, producing error estimates that may not be
1390
+ * reliable.
1391
+ *
1392
+ * B (input/output) REAL array, dimension (LDB,NRHS)
1393
+ * On entry, the N-by-NRHS right hand side matrix B.
1394
+ * On exit,
1395
+ * if EQUED = 'N', B is not modified;
1396
+ * if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
1397
+ * diag(R)*B;
1398
+ * if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
1399
+ * overwritten by diag(C)*B.
1400
+ *
1401
+ * LDB (input) INTEGER
1402
+ * The leading dimension of the array B. LDB >= max(1,N).
1403
+ *
1404
+ * X (output) REAL array, dimension (LDX,NRHS)
1405
+ * If INFO = 0, the N-by-NRHS solution matrix X to the original
1406
+ * system of equations. Note that A and B are modified on exit
1407
+ * if EQUED .ne. 'N', and the solution to the equilibrated system is
1408
+ * inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
1409
+ * inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
1410
+ *
1411
+ * LDX (input) INTEGER
1412
+ * The leading dimension of the array X. LDX >= max(1,N).
1413
+ *
1414
+ * RCOND (output) REAL
1415
+ * Reciprocal scaled condition number. This is an estimate of the
1416
+ * reciprocal Skeel condition number of the matrix A after
1417
+ * equilibration (if done). If this is less than the machine
1418
+ * precision (in particular, if it is zero), the matrix is singular
1419
+ * to working precision. Note that the error may still be small even
1420
+ * if this number is very small and the matrix appears ill-
1421
+ * conditioned.
1422
+ *
1423
+ * RPVGRW (output) REAL
1424
+ * Reciprocal pivot growth. On exit, this contains the reciprocal
1425
+ * pivot growth factor norm(A)/norm(U). The "max absolute element"
1426
+ * norm is used. If this is much less than 1, then the stability of
1427
+ * the LU factorization of the (equilibrated) matrix A could be poor.
1428
+ * This also means that the solution X, estimated condition numbers,
1429
+ * and error bounds could be unreliable. If factorization fails with
1430
+ * 0<INFO<=N, then this contains the reciprocal pivot growth factor
1431
+ * for the leading INFO columns of A. In SGESVX, this quantity is
1432
+ * returned in WORK(1).
1433
+ *
1434
+ * BERR (output) REAL array, dimension (NRHS)
1435
+ * Componentwise relative backward error. This is the
1436
+ * componentwise relative backward error of each solution vector X(j)
1437
+ * (i.e., the smallest relative change in any element of A or B that
1438
+ * makes X(j) an exact solution).
1439
+ *
1440
+ * N_ERR_BNDS (input) INTEGER
1441
+ * Number of error bounds to return for each right hand side
1442
+ * and each type (normwise or componentwise). See ERR_BNDS_NORM and
1443
+ * ERR_BNDS_COMP below.
1444
+ *
1445
+ * ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
1446
+ * For each right-hand side, this array contains information about
1447
+ * various error bounds and condition numbers corresponding to the
1448
+ * normwise relative error, which is defined as follows:
1449
+ *
1450
+ * Normwise relative error in the ith solution vector:
1451
+ * max_j (abs(XTRUE(j,i) - X(j,i)))
1452
+ * ------------------------------
1453
+ * max_j abs(X(j,i))
1454
+ *
1455
+ * The array is indexed by the type of error information as described
1456
+ * below. There currently are up to three pieces of information
1457
+ * returned.
1458
+ *
1459
+ * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
1460
+ * right-hand side.
1461
+ *
1462
+ * The second index in ERR_BNDS_NORM(:,err) contains the following
1463
+ * three fields:
1464
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1465
+ * reciprocal condition number is less than the threshold
1466
+ * sqrt(n) * slamch('Epsilon').
1467
+ *
1468
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
1469
+ * almost certainly within a factor of 10 of the true error
1470
+ * so long as the next entry is greater than the threshold
1471
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
1472
+ * be trusted if the previous boolean is true.
1473
+ *
1474
+ * err = 3 Reciprocal condition number: Estimated normwise
1475
+ * reciprocal condition number. Compared with the threshold
1476
+ * sqrt(n) * slamch('Epsilon') to determine if the error
1477
+ * estimate is "guaranteed". These reciprocal condition
1478
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1479
+ * appropriately scaled matrix Z.
1480
+ * Let Z = S*A, where S scales each row by a power of the
1481
+ * radix so all absolute row sums of Z are approximately 1.
1482
+ *
1483
+ * See Lapack Working Note 165 for further details and extra
1484
+ * cautions.
1485
+ *
1486
+ * ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
1487
+ * For each right-hand side, this array contains information about
1488
+ * various error bounds and condition numbers corresponding to the
1489
+ * componentwise relative error, which is defined as follows:
1490
+ *
1491
+ * Componentwise relative error in the ith solution vector:
1492
+ * abs(XTRUE(j,i) - X(j,i))
1493
+ * max_j ----------------------
1494
+ * abs(X(j,i))
1495
+ *
1496
+ * The array is indexed by the right-hand side i (on which the
1497
+ * componentwise relative error depends), and the type of error
1498
+ * information as described below. There currently are up to three
1499
+ * pieces of information returned for each right-hand side. If
1500
+ * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1501
+ * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
1502
+ * the first (:,N_ERR_BNDS) entries are returned.
1503
+ *
1504
+ * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
1505
+ * right-hand side.
1506
+ *
1507
+ * The second index in ERR_BNDS_COMP(:,err) contains the following
1508
+ * three fields:
1509
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1510
+ * reciprocal condition number is less than the threshold
1511
+ * sqrt(n) * slamch('Epsilon').
1512
+ *
1513
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
1514
+ * almost certainly within a factor of 10 of the true error
1515
+ * so long as the next entry is greater than the threshold
1516
+ * sqrt(n) * slamch('Epsilon'). This error bound should only
1517
+ * be trusted if the previous boolean is true.
1518
+ *
1519
+ * err = 3 Reciprocal condition number: Estimated componentwise
1520
+ * reciprocal condition number. Compared with the threshold
1521
+ * sqrt(n) * slamch('Epsilon') to determine if the error
1522
+ * estimate is "guaranteed". These reciprocal condition
1523
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1524
+ * appropriately scaled matrix Z.
1525
+ * Let Z = S*(A*diag(x)), where x is the solution for the
1526
+ * current right-hand side and S scales each row of
1527
+ * A*diag(x) by a power of the radix so all absolute row
1528
+ * sums of Z are approximately 1.
1529
+ *
1530
+ * See Lapack Working Note 165 for further details and extra
1531
+ * cautions.
1532
+ *
1533
+ * NPARAMS (input) INTEGER
1534
+ * Specifies the number of parameters set in PARAMS. If .LE. 0, the
1535
+ * PARAMS array is never referenced and default values are used.
1536
+ *
1537
+ * PARAMS (input / output) REAL array, dimension NPARAMS
1538
+ * Specifies algorithm parameters. If an entry is .LT. 0.0, then
1539
+ * that entry will be filled with default value used for that
1540
+ * parameter. Only positions up to NPARAMS are accessed; defaults
1541
+ * are used for higher-numbered parameters.
1542
+ *
1543
+ * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
1544
+ * refinement or not.
1545
+ * Default: 1.0
1546
+ * = 0.0 : No refinement is performed, and no error bounds are
1547
+ * computed.
1548
+ * = 1.0 : Use the double-precision refinement algorithm,
1549
+ * possibly with doubled-single computations if the
1550
+ * compilation environment does not support DOUBLE
1551
+ * PRECISION.
1552
+ * (other values are reserved for future use)
1553
+ *
1554
+ * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
1555
+ * computations allowed for refinement.
1556
+ * Default: 10
1557
+ * Aggressive: Set to 100 to permit convergence using approximate
1558
+ * factorizations or factorizations other than LU. If
1559
+ * the factorization uses a technique other than
1560
+ * Gaussian elimination, the guarantees in
1561
+ * err_bnds_norm and err_bnds_comp may no longer be
1562
+ * trustworthy.
1563
+ *
1564
+ * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
1565
+ * will attempt to find a solution with small componentwise
1566
+ * relative error in the double-precision algorithm. Positive
1567
+ * is true, 0.0 is false.
1568
+ * Default: 1.0 (attempt componentwise convergence)
1569
+ *
1570
+ * WORK (workspace) REAL array, dimension (4*N)
1571
+ *
1572
+ * IWORK (workspace) INTEGER array, dimension (N)
1573
+ *
1574
+ * INFO (output) INTEGER
1575
+ * = 0: Successful exit. The solution to every right-hand side is
1576
+ * guaranteed.
1577
+ * < 0: If INFO = -i, the i-th argument had an illegal value
1578
+ * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
1579
+ * has been completed, but the factor U is exactly singular, so
1580
+ * the solution and error bounds could not be computed. RCOND = 0
1581
+ * is returned.
1582
+ * = N+J: The solution corresponding to the Jth right-hand side is
1583
+ * not guaranteed. The solutions corresponding to other right-
1584
+ * hand sides K with K > J may not be guaranteed as well, but
1585
+ * only the first such right-hand side is reported. If a small
1586
+ * componentwise error is not requested (PARAMS(3) = 0.0) then
1587
+ * the Jth right-hand side is the first with a normwise error
1588
+ * bound that is not guaranteed (the smallest J such
1589
+ * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
1590
+ * the Jth right-hand side is the first with either a normwise or
1591
+ * componentwise error bound that is not guaranteed (the smallest
1592
+ * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
1593
+ * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
1594
+ * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
1595
+ * about all of the right-hand sides check ERR_BNDS_NORM or
1596
+ * ERR_BNDS_COMP.
1597
+ *
1598
+
1599
+ * ==================================================================
1600
+ *
1601
+
1602
+
1603
+ </PRE>
1604
+ <A HREF="#top">go to the page top</A>
1605
+
1606
+ <A NAME="sgbtf2"></A>
1607
+ <H2>sgbtf2</H2>
1608
+ <PRE>
1609
+ USAGE:
1610
+ ipiv, info, ab = NumRu::Lapack.sgbtf2( m, kl, ku, ab, [:usage => usage, :help => help])
1611
+
1612
+
1613
+ FORTRAN MANUAL
1614
+ SUBROUTINE SGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO )
1615
+
1616
+ * Purpose
1617
+ * =======
1618
+ *
1619
+ * SGBTF2 computes an LU factorization of a real m-by-n band matrix A
1620
+ * using partial pivoting with row interchanges.
1621
+ *
1622
+ * This is the unblocked version of the algorithm, calling Level 2 BLAS.
1623
+ *
1624
+
1625
+ * Arguments
1626
+ * =========
1627
+ *
1628
+ * M (input) INTEGER
1629
+ * The number of rows of the matrix A. M >= 0.
1630
+ *
1631
+ * N (input) INTEGER
1632
+ * The number of columns of the matrix A. N >= 0.
1633
+ *
1634
+ * KL (input) INTEGER
1635
+ * The number of subdiagonals within the band of A. KL >= 0.
1636
+ *
1637
+ * KU (input) INTEGER
1638
+ * The number of superdiagonals within the band of A. KU >= 0.
1639
+ *
1640
+ * AB (input/output) REAL array, dimension (LDAB,N)
1641
+ * On entry, the matrix A in band storage, in rows KL+1 to
1642
+ * 2*KL+KU+1; rows 1 to KL of the array need not be set.
1643
+ * The j-th column of A is stored in the j-th column of the
1644
+ * array AB as follows:
1645
+ * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
1646
+ *
1647
+ * On exit, details of the factorization: U is stored as an
1648
+ * upper triangular band matrix with KL+KU superdiagonals in
1649
+ * rows 1 to KL+KU+1, and the multipliers used during the
1650
+ * factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
1651
+ * See below for further details.
1652
+ *
1653
+ * LDAB (input) INTEGER
1654
+ * The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
1655
+ *
1656
+ * IPIV (output) INTEGER array, dimension (min(M,N))
1657
+ * The pivot indices; for 1 <= i <= min(M,N), row i of the
1658
+ * matrix was interchanged with row IPIV(i).
1659
+ *
1660
+ * INFO (output) INTEGER
1661
+ * = 0: successful exit
1662
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1663
+ * > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
1664
+ * has been completed, but the factor U is exactly
1665
+ * singular, and division by zero will occur if it is used
1666
+ * to solve a system of equations.
1667
+ *
1668
+
1669
+ * Further Details
1670
+ * ===============
1671
+ *
1672
+ * The band storage scheme is illustrated by the following example, when
1673
+ * M = N = 6, KL = 2, KU = 1:
1674
+ *
1675
+ * On entry: On exit:
1676
+ *
1677
+ * * * * + + + * * * u14 u25 u36
1678
+ * * * + + + + * * u13 u24 u35 u46
1679
+ * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
1680
+ * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
1681
+ * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
1682
+ * a31 a42 a53 a64 * * m31 m42 m53 m64 * *
1683
+ *
1684
+ * Array elements marked * are not used by the routine; elements marked
1685
+ * + need not be set on entry, but are required by the routine to store
1686
+ * elements of U, because of fill-in resulting from the row
1687
+ * interchanges.
1688
+ *
1689
+ * =====================================================================
1690
+ *
1691
+
1692
+
1693
+ </PRE>
1694
+ <A HREF="#top">go to the page top</A>
1695
+
1696
+ <A NAME="sgbtrf"></A>
1697
+ <H2>sgbtrf</H2>
1698
+ <PRE>
1699
+ USAGE:
1700
+ ipiv, info, ab = NumRu::Lapack.sgbtrf( m, kl, ku, ab, [:usage => usage, :help => help])
1701
+
1702
+
1703
+ FORTRAN MANUAL
1704
+ SUBROUTINE SGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO )
1705
+
1706
+ * Purpose
1707
+ * =======
1708
+ *
1709
+ * SGBTRF computes an LU factorization of a real m-by-n band matrix A
1710
+ * using partial pivoting with row interchanges.
1711
+ *
1712
+ * This is the blocked version of the algorithm, calling Level 3 BLAS.
1713
+ *
1714
+
1715
+ * Arguments
1716
+ * =========
1717
+ *
1718
+ * M (input) INTEGER
1719
+ * The number of rows of the matrix A. M >= 0.
1720
+ *
1721
+ * N (input) INTEGER
1722
+ * The number of columns of the matrix A. N >= 0.
1723
+ *
1724
+ * KL (input) INTEGER
1725
+ * The number of subdiagonals within the band of A. KL >= 0.
1726
+ *
1727
+ * KU (input) INTEGER
1728
+ * The number of superdiagonals within the band of A. KU >= 0.
1729
+ *
1730
+ * AB (input/output) REAL array, dimension (LDAB,N)
1731
+ * On entry, the matrix A in band storage, in rows KL+1 to
1732
+ * 2*KL+KU+1; rows 1 to KL of the array need not be set.
1733
+ * The j-th column of A is stored in the j-th column of the
1734
+ * array AB as follows:
1735
+ * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
1736
+ *
1737
+ * On exit, details of the factorization: U is stored as an
1738
+ * upper triangular band matrix with KL+KU superdiagonals in
1739
+ * rows 1 to KL+KU+1, and the multipliers used during the
1740
+ * factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
1741
+ * See below for further details.
1742
+ *
1743
+ * LDAB (input) INTEGER
1744
+ * The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
1745
+ *
1746
+ * IPIV (output) INTEGER array, dimension (min(M,N))
1747
+ * The pivot indices; for 1 <= i <= min(M,N), row i of the
1748
+ * matrix was interchanged with row IPIV(i).
1749
+ *
1750
+ * INFO (output) INTEGER
1751
+ * = 0: successful exit
1752
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1753
+ * > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
1754
+ * has been completed, but the factor U is exactly
1755
+ * singular, and division by zero will occur if it is used
1756
+ * to solve a system of equations.
1757
+ *
1758
+
1759
+ * Further Details
1760
+ * ===============
1761
+ *
1762
+ * The band storage scheme is illustrated by the following example, when
1763
+ * M = N = 6, KL = 2, KU = 1:
1764
+ *
1765
+ * On entry: On exit:
1766
+ *
1767
+ * * * * + + + * * * u14 u25 u36
1768
+ * * * + + + + * * u13 u24 u35 u46
1769
+ * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
1770
+ * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
1771
+ * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
1772
+ * a31 a42 a53 a64 * * m31 m42 m53 m64 * *
1773
+ *
1774
+ * Array elements marked * are not used by the routine; elements marked
1775
+ * + need not be set on entry, but are required by the routine to store
1776
+ * elements of U because of fill-in resulting from the row interchanges.
1777
+ *
1778
+ * =====================================================================
1779
+ *
1780
+
1781
+
1782
+ </PRE>
1783
+ <A HREF="#top">go to the page top</A>
1784
+
1785
+ <A NAME="sgbtrs"></A>
1786
+ <H2>sgbtrs</H2>
1787
+ <PRE>
1788
+ USAGE:
1789
+ info, b = NumRu::Lapack.sgbtrs( trans, kl, ku, ab, ipiv, b, [:usage => usage, :help => help])
1790
+
1791
+
1792
+ FORTRAN MANUAL
1793
+ SUBROUTINE SGBTRS( TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
1794
+
1795
+ * Purpose
1796
+ * =======
1797
+ *
1798
+ * SGBTRS solves a system of linear equations
1799
+ * A * X = B or A' * X = B
1800
+ * with a general band matrix A using the LU factorization computed
1801
+ * by SGBTRF.
1802
+ *
1803
+
1804
+ * Arguments
1805
+ * =========
1806
+ *
1807
+ * TRANS (input) CHARACTER*1
1808
+ * Specifies the form of the system of equations.
1809
+ * = 'N': A * X = B (No transpose)
1810
+ * = 'T': A'* X = B (Transpose)
1811
+ * = 'C': A'* X = B (Conjugate transpose = Transpose)
1812
+ *
1813
+ * N (input) INTEGER
1814
+ * The order of the matrix A. N >= 0.
1815
+ *
1816
+ * KL (input) INTEGER
1817
+ * The number of subdiagonals within the band of A. KL >= 0.
1818
+ *
1819
+ * KU (input) INTEGER
1820
+ * The number of superdiagonals within the band of A. KU >= 0.
1821
+ *
1822
+ * NRHS (input) INTEGER
1823
+ * The number of right hand sides, i.e., the number of columns
1824
+ * of the matrix B. NRHS >= 0.
1825
+ *
1826
+ * AB (input) REAL array, dimension (LDAB,N)
1827
+ * Details of the LU factorization of the band matrix A, as
1828
+ * computed by SGBTRF. U is stored as an upper triangular band
1829
+ * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
1830
+ * the multipliers used during the factorization are stored in
1831
+ * rows KL+KU+2 to 2*KL+KU+1.
1832
+ *
1833
+ * LDAB (input) INTEGER
1834
+ * The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
1835
+ *
1836
+ * IPIV (input) INTEGER array, dimension (N)
1837
+ * The pivot indices; for 1 <= i <= N, row i of the matrix was
1838
+ * interchanged with row IPIV(i).
1839
+ *
1840
+ * B (input/output) REAL array, dimension (LDB,NRHS)
1841
+ * On entry, the right hand side matrix B.
1842
+ * On exit, the solution matrix X.
1843
+ *
1844
+ * LDB (input) INTEGER
1845
+ * The leading dimension of the array B. LDB >= max(1,N).
1846
+ *
1847
+ * INFO (output) INTEGER
1848
+ * = 0: successful exit
1849
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1850
+ *
1851
+
1852
+ * =====================================================================
1853
+ *
1854
+
1855
+
1856
+ </PRE>
1857
+ <A HREF="#top">go to the page top</A>
1858
+
1859
+ <HR />
1860
+ <A HREF="s.html">back to matrix types</A><BR>
1861
+ <A HREF="s.html">back to data types</A>
1862
+ </BODY>
1863
+ </HTML>