ruby-lapack 1.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
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  416. data/dev/defs/dgeequ +107 -0
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  3303. data/ext/zpttrs.c +97 -0
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  3313. data/ext/zsptri.c +85 -0
  3314. data/ext/zsptrs.c +97 -0
  3315. data/ext/zstedc.c +173 -0
  3316. data/ext/zstegr.c +184 -0
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  3318. data/ext/zstemr.c +189 -0
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  3320. data/ext/zsycon.c +83 -0
  3321. data/ext/zsyconv.c +80 -0
  3322. data/ext/zsyequb.c +78 -0
  3323. data/ext/zsymv.c +111 -0
  3324. data/ext/zsyr.c +91 -0
  3325. data/ext/zsyrfs.c +149 -0
  3326. data/ext/zsyrfsx.c +214 -0
  3327. data/ext/zsysv.c +125 -0
  3328. data/ext/zsysvx.c +179 -0
  3329. data/ext/zsysvxx.c +254 -0
  3330. data/ext/zsyswapr.c +78 -0
  3331. data/ext/zsytf2.c +81 -0
  3332. data/ext/zsytrf.c +93 -0
  3333. data/ext/zsytri.c +88 -0
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  3336. data/ext/zsytrs.c +99 -0
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  3339. data/ext/ztbrfs.c +123 -0
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  3341. data/ext/ztfsm.c +107 -0
  3342. data/ext/ztftri.c +82 -0
  3343. data/ext/ztfttp.c +75 -0
  3344. data/ext/ztfttr.c +76 -0
  3345. data/ext/ztgevc.c +152 -0
  3346. data/ext/ztgex2.c +167 -0
  3347. data/ext/ztgexc.c +168 -0
  3348. data/ext/ztgsen.c +240 -0
  3349. data/ext/ztgsja.c +223 -0
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  3351. data/ext/ztgsy2.c +172 -0
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  3355. data/ext/ztptri.c +78 -0
  3356. data/ext/ztptrs.c +97 -0
  3357. data/ext/ztpttf.c +75 -0
  3358. data/ext/ztpttr.c +72 -0
  3359. data/ext/ztrcon.c +78 -0
  3360. data/ext/ztrevc.c +150 -0
  3361. data/ext/ztrexc.c +107 -0
  3362. data/ext/ztrrfs.c +119 -0
  3363. data/ext/ztrsen.c +150 -0
  3364. data/ext/ztrsna.c +133 -0
  3365. data/ext/ztrsyl.c +112 -0
  3366. data/ext/ztrti2.c +77 -0
  3367. data/ext/ztrtri.c +77 -0
  3368. data/ext/ztrtrs.c +95 -0
  3369. data/ext/ztrttf.c +73 -0
  3370. data/ext/ztrttp.c +69 -0
  3371. data/ext/ztzrqf.c +79 -0
  3372. data/ext/ztzrzf.c +97 -0
  3373. data/ext/zunbdb.c +228 -0
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  3379. data/ext/zungl2.c +86 -0
  3380. data/ext/zunglq.c +103 -0
  3381. data/ext/zungql.c +103 -0
  3382. data/ext/zungqr.c +103 -0
  3383. data/ext/zungr2.c +86 -0
  3384. data/ext/zungrq.c +103 -0
  3385. data/ext/zungtr.c +103 -0
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  3398. data/ext/zunmtr.c +125 -0
  3399. data/ext/zupgtr.c +87 -0
  3400. data/ext/zupmtr.c +112 -0
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  3402. data/samples/dsyevr.rb +25 -0
  3403. data/tests/eig/ge/test_gesdd.rb +90 -0
  3404. data/tests/eig/ge/test_gesvd.rb +99 -0
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data/doc/sst.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>REAL routines for (real) symmetric tridiagonal matrix</TITLE>
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+ </HEAD>
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+ <BODY>
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+ <A NAME="top"></A>
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+ <H1>REAL routines for (real) symmetric tridiagonal matrix</H1>
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+ <UL>
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+ <LI><A HREF="#sstebz">sstebz</A></LI>
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+ <LI><A HREF="#sstedc">sstedc</A></LI>
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+ <LI><A HREF="#sstegr">sstegr</A></LI>
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+ <LI><A HREF="#sstein">sstein</A></LI>
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+ <LI><A HREF="#sstemr">sstemr</A></LI>
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+ <LI><A HREF="#ssteqr">ssteqr</A></LI>
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+ <LI><A HREF="#ssterf">ssterf</A></LI>
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+ <LI><A HREF="#sstev">sstev</A></LI>
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+ <LI><A HREF="#sstevd">sstevd</A></LI>
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+ <LI><A HREF="#sstevr">sstevr</A></LI>
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+ <LI><A HREF="#sstevx">sstevx</A></LI>
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+ </UL>
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+
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+ <A NAME="sstebz"></A>
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+ <H2>sstebz</H2>
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+ <PRE>
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+ USAGE:
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+ m, nsplit, w, iblock, isplit, info = NumRu::Lapack.sstebz( range, order, vl, vu, il, iu, abstol, d, e, [:usage => usage, :help => help])
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+
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+
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+ FORTRAN MANUAL
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+ SUBROUTINE SSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E, M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK, INFO )
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+
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+ * Purpose
33
+ * =======
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+ *
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+ * SSTEBZ computes the eigenvalues of a symmetric tridiagonal
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+ * matrix T. The user may ask for all eigenvalues, all eigenvalues
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+ * in the half-open interval (VL, VU], or the IL-th through IU-th
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+ * eigenvalues.
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+ *
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+ * To avoid overflow, the matrix must be scaled so that its
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+ * largest element is no greater than overflow**(1/2) *
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+ * underflow**(1/4) in absolute value, and for greatest
43
+ * accuracy, it should not be much smaller than that.
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+ *
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+ * See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal
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+ * Matrix", Report CS41, Computer Science Dept., Stanford
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+ * University, July 21, 1966.
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+ *
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+
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+ * Arguments
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+ * =========
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+ *
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+ * RANGE (input) CHARACTER*1
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+ * = 'A': ("All") all eigenvalues will be found.
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+ * = 'V': ("Value") all eigenvalues in the half-open interval
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+ * (VL, VU] will be found.
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+ * = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
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+ * entire matrix) will be found.
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+ *
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+ * ORDER (input) CHARACTER*1
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+ * = 'B': ("By Block") the eigenvalues will be grouped by
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+ * split-off block (see IBLOCK, ISPLIT) and
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+ * ordered from smallest to largest within
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+ * the block.
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+ * = 'E': ("Entire matrix")
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+ * the eigenvalues for the entire matrix
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+ * will be ordered from smallest to
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+ * largest.
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+ *
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+ * N (input) INTEGER
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+ * The order of the tridiagonal matrix T. N >= 0.
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+ *
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+ * VL (input) REAL
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+ * VU (input) REAL
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+ * If RANGE='V', the lower and upper bounds of the interval to
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+ * be searched for eigenvalues. Eigenvalues less than or equal
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+ * to VL, or greater than VU, will not be returned. VL < VU.
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+ * Not referenced if RANGE = 'A' or 'I'.
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+ *
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+ * IL (input) INTEGER
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+ * IU (input) INTEGER
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+ * If RANGE='I', the indices (in ascending order) of the
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+ * smallest and largest eigenvalues to be returned.
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+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
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+ * Not referenced if RANGE = 'A' or 'V'.
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+ *
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+ * ABSTOL (input) REAL
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+ * The absolute tolerance for the eigenvalues. An eigenvalue
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+ * (or cluster) is considered to be located if it has been
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+ * determined to lie in an interval whose width is ABSTOL or
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+ * less. If ABSTOL is less than or equal to zero, then ULP*|T|
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+ * will be used, where |T| means the 1-norm of T.
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+ *
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+ * Eigenvalues will be computed most accurately when ABSTOL is
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+ * set to twice the underflow threshold 2*SLAMCH('S'), not zero.
96
+ *
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+ * D (input) REAL array, dimension (N)
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+ * The n diagonal elements of the tridiagonal matrix T.
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+ *
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+ * E (input) REAL array, dimension (N-1)
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+ * The (n-1) off-diagonal elements of the tridiagonal matrix T.
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+ *
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+ * M (output) INTEGER
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+ * The actual number of eigenvalues found. 0 <= M <= N.
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+ * (See also the description of INFO=2,3.)
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+ *
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+ * NSPLIT (output) INTEGER
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+ * The number of diagonal blocks in the matrix T.
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+ * 1 <= NSPLIT <= N.
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+ *
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+ * W (output) REAL array, dimension (N)
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+ * On exit, the first M elements of W will contain the
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+ * eigenvalues. (SSTEBZ may use the remaining N-M elements as
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+ * workspace.)
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+ *
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+ * IBLOCK (output) INTEGER array, dimension (N)
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+ * At each row/column j where E(j) is zero or small, the
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+ * matrix T is considered to split into a block diagonal
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+ * matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which
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+ * block (from 1 to the number of blocks) the eigenvalue W(i)
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+ * belongs. (SSTEBZ may use the remaining N-M elements as
122
+ * workspace.)
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+ *
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+ * ISPLIT (output) INTEGER array, dimension (N)
125
+ * The splitting points, at which T breaks up into submatrices.
126
+ * The first submatrix consists of rows/columns 1 to ISPLIT(1),
127
+ * the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
128
+ * etc., and the NSPLIT-th consists of rows/columns
129
+ * ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
130
+ * (Only the first NSPLIT elements will actually be used, but
131
+ * since the user cannot know a priori what value NSPLIT will
132
+ * have, N words must be reserved for ISPLIT.)
133
+ *
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+ * WORK (workspace) REAL array, dimension (4*N)
135
+ *
136
+ * IWORK (workspace) INTEGER array, dimension (3*N)
137
+ *
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+ * INFO (output) INTEGER
139
+ * = 0: successful exit
140
+ * < 0: if INFO = -i, the i-th argument had an illegal value
141
+ * > 0: some or all of the eigenvalues failed to converge or
142
+ * were not computed:
143
+ * =1 or 3: Bisection failed to converge for some
144
+ * eigenvalues; these eigenvalues are flagged by a
145
+ * negative block number. The effect is that the
146
+ * eigenvalues may not be as accurate as the
147
+ * absolute and relative tolerances. This is
148
+ * generally caused by unexpectedly inaccurate
149
+ * arithmetic.
150
+ * =2 or 3: RANGE='I' only: Not all of the eigenvalues
151
+ * IL:IU were found.
152
+ * Effect: M < IU+1-IL
153
+ * Cause: non-monotonic arithmetic, causing the
154
+ * Sturm sequence to be non-monotonic.
155
+ * Cure: recalculate, using RANGE='A', and pick
156
+ * out eigenvalues IL:IU. In some cases,
157
+ * increasing the PARAMETER "FUDGE" may
158
+ * make things work.
159
+ * = 4: RANGE='I', and the Gershgorin interval
160
+ * initially used was too small. No eigenvalues
161
+ * were computed.
162
+ * Probable cause: your machine has sloppy
163
+ * floating-point arithmetic.
164
+ * Cure: Increase the PARAMETER "FUDGE",
165
+ * recompile, and try again.
166
+ *
167
+ * Internal Parameters
168
+ * ===================
169
+ *
170
+ * RELFAC REAL, default = 2.0e0
171
+ * The relative tolerance. An interval (a,b] lies within
172
+ * "relative tolerance" if b-a < RELFAC*ulp*max(|a|,|b|),
173
+ * where "ulp" is the machine precision (distance from 1 to
174
+ * the next larger floating point number.)
175
+ *
176
+ * FUDGE REAL, default = 2
177
+ * A "fudge factor" to widen the Gershgorin intervals. Ideally,
178
+ * a value of 1 should work, but on machines with sloppy
179
+ * arithmetic, this needs to be larger. The default for
180
+ * publicly released versions should be large enough to handle
181
+ * the worst machine around. Note that this has no effect
182
+ * on accuracy of the solution.
183
+ *
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+
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+ * =====================================================================
186
+ *
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+
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+
189
+ </PRE>
190
+ <A HREF="#top">go to the page top</A>
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+
192
+ <A NAME="sstedc"></A>
193
+ <H2>sstedc</H2>
194
+ <PRE>
195
+ USAGE:
196
+ work, iwork, info, d, e, z = NumRu::Lapack.sstedc( compz, d, e, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
197
+
198
+
199
+ FORTRAN MANUAL
200
+ SUBROUTINE SSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
201
+
202
+ * Purpose
203
+ * =======
204
+ *
205
+ * SSTEDC computes all eigenvalues and, optionally, eigenvectors of a
206
+ * symmetric tridiagonal matrix using the divide and conquer method.
207
+ * The eigenvectors of a full or band real symmetric matrix can also be
208
+ * found if SSYTRD or SSPTRD or SSBTRD has been used to reduce this
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+ * matrix to tridiagonal form.
210
+ *
211
+ * This code makes very mild assumptions about floating point
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+ * arithmetic. It will work on machines with a guard digit in
213
+ * add/subtract, or on those binary machines without guard digits
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+ * which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
215
+ * It could conceivably fail on hexadecimal or decimal machines
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+ * without guard digits, but we know of none. See SLAED3 for details.
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+ *
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+
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+ * Arguments
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+ * =========
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+ *
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+ * COMPZ (input) CHARACTER*1
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+ * = 'N': Compute eigenvalues only.
224
+ * = 'I': Compute eigenvectors of tridiagonal matrix also.
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+ * = 'V': Compute eigenvectors of original dense symmetric
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+ * matrix also. On entry, Z contains the orthogonal
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+ * matrix used to reduce the original matrix to
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+ * tridiagonal form.
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+ *
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+ * N (input) INTEGER
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+ * The dimension of the symmetric tridiagonal matrix. N >= 0.
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+ *
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+ * D (input/output) REAL array, dimension (N)
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+ * On entry, the diagonal elements of the tridiagonal matrix.
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+ * On exit, if INFO = 0, the eigenvalues in ascending order.
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+ *
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+ * E (input/output) REAL array, dimension (N-1)
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+ * On entry, the subdiagonal elements of the tridiagonal matrix.
239
+ * On exit, E has been destroyed.
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+ *
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+ * Z (input/output) REAL array, dimension (LDZ,N)
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+ * On entry, if COMPZ = 'V', then Z contains the orthogonal
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+ * matrix used in the reduction to tridiagonal form.
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+ * On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
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+ * orthonormal eigenvectors of the original symmetric matrix,
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+ * and if COMPZ = 'I', Z contains the orthonormal eigenvectors
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+ * of the symmetric tridiagonal matrix.
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+ * If COMPZ = 'N', then Z is not referenced.
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+ *
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+ * LDZ (input) INTEGER
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+ * The leading dimension of the array Z. LDZ >= 1.
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+ * If eigenvectors are desired, then LDZ >= max(1,N).
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+ *
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+ * WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
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+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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+ *
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+ * LWORK (input) INTEGER
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+ * The dimension of the array WORK.
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+ * If COMPZ = 'N' or N <= 1 then LWORK must be at least 1.
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+ * If COMPZ = 'V' and N > 1 then LWORK must be at least
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+ * ( 1 + 3*N + 2*N*lg N + 3*N**2 ),
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+ * where lg( N ) = smallest integer k such
263
+ * that 2**k >= N.
264
+ * If COMPZ = 'I' and N > 1 then LWORK must be at least
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+ * ( 1 + 4*N + N**2 ).
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+ * Note that for COMPZ = 'I' or 'V', then if N is less than or
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+ * equal to the minimum divide size, usually 25, then LWORK need
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+ * only be max(1,2*(N-1)).
269
+ *
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+ * If LWORK = -1, then a workspace query is assumed; the routine
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+ * only calculates the optimal size of the WORK array, returns
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+ * this value as the first entry of the WORK array, and no error
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+ * message related to LWORK is issued by XERBLA.
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+ *
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+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
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+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
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+ *
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+ * LIWORK (input) INTEGER
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+ * The dimension of the array IWORK.
280
+ * If COMPZ = 'N' or N <= 1 then LIWORK must be at least 1.
281
+ * If COMPZ = 'V' and N > 1 then LIWORK must be at least
282
+ * ( 6 + 6*N + 5*N*lg N ).
283
+ * If COMPZ = 'I' and N > 1 then LIWORK must be at least
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+ * ( 3 + 5*N ).
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+ * Note that for COMPZ = 'I' or 'V', then if N is less than or
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+ * equal to the minimum divide size, usually 25, then LIWORK
287
+ * need only be 1.
288
+ *
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+ * If LIWORK = -1, then a workspace query is assumed; the
290
+ * routine only calculates the optimal size of the IWORK array,
291
+ * returns this value as the first entry of the IWORK array, and
292
+ * no error message related to LIWORK is issued by XERBLA.
293
+ *
294
+ * INFO (output) INTEGER
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+ * = 0: successful exit.
296
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
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+ * > 0: The algorithm failed to compute an eigenvalue while
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+ * working on the submatrix lying in rows and columns
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+ * INFO/(N+1) through mod(INFO,N+1).
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+ *
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+
302
+ * Further Details
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+ * ===============
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+ *
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+ * Based on contributions by
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+ * Jeff Rutter, Computer Science Division, University of California
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+ * at Berkeley, USA
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+ * Modified by Francoise Tisseur, University of Tennessee.
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+ *
310
+ * =====================================================================
311
+ *
312
+
313
+
314
+ </PRE>
315
+ <A HREF="#top">go to the page top</A>
316
+
317
+ <A NAME="sstegr"></A>
318
+ <H2>sstegr</H2>
319
+ <PRE>
320
+ USAGE:
321
+ m, w, z, isuppz, work, iwork, info, d, e = NumRu::Lapack.sstegr( jobz, range, d, e, vl, vu, il, iu, abstol, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
322
+
323
+
324
+ FORTRAN MANUAL
325
+ SUBROUTINE SSTEGR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO )
326
+
327
+ * Purpose
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+ * =======
329
+ *
330
+ * SSTEGR computes selected eigenvalues and, optionally, eigenvectors
331
+ * of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
332
+ * a well defined set of pairwise different real eigenvalues, the corresponding
333
+ * real eigenvectors are pairwise orthogonal.
334
+ *
335
+ * The spectrum may be computed either completely or partially by specifying
336
+ * either an interval (VL,VU] or a range of indices IL:IU for the desired
337
+ * eigenvalues.
338
+ *
339
+ * SSTEGR is a compatability wrapper around the improved SSTEMR routine.
340
+ * See SSTEMR for further details.
341
+ *
342
+ * One important change is that the ABSTOL parameter no longer provides any
343
+ * benefit and hence is no longer used.
344
+ *
345
+ * Note : SSTEGR and SSTEMR work only on machines which follow
346
+ * IEEE-754 floating-point standard in their handling of infinities and
347
+ * NaNs. Normal execution may create these exceptiona values and hence
348
+ * may abort due to a floating point exception in environments which
349
+ * do not conform to the IEEE-754 standard.
350
+ *
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+
352
+ * Arguments
353
+ * =========
354
+ *
355
+ * JOBZ (input) CHARACTER*1
356
+ * = 'N': Compute eigenvalues only;
357
+ * = 'V': Compute eigenvalues and eigenvectors.
358
+ *
359
+ * RANGE (input) CHARACTER*1
360
+ * = 'A': all eigenvalues will be found.
361
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
362
+ * will be found.
363
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
364
+ *
365
+ * N (input) INTEGER
366
+ * The order of the matrix. N >= 0.
367
+ *
368
+ * D (input/output) REAL array, dimension (N)
369
+ * On entry, the N diagonal elements of the tridiagonal matrix
370
+ * T. On exit, D is overwritten.
371
+ *
372
+ * E (input/output) REAL array, dimension (N)
373
+ * On entry, the (N-1) subdiagonal elements of the tridiagonal
374
+ * matrix T in elements 1 to N-1 of E. E(N) need not be set on
375
+ * input, but is used internally as workspace.
376
+ * On exit, E is overwritten.
377
+ *
378
+ * VL (input) REAL
379
+ * VU (input) REAL
380
+ * If RANGE='V', the lower and upper bounds of the interval to
381
+ * be searched for eigenvalues. VL < VU.
382
+ * Not referenced if RANGE = 'A' or 'I'.
383
+ *
384
+ * IL (input) INTEGER
385
+ * IU (input) INTEGER
386
+ * If RANGE='I', the indices (in ascending order) of the
387
+ * smallest and largest eigenvalues to be returned.
388
+ * 1 <= IL <= IU <= N, if N > 0.
389
+ * Not referenced if RANGE = 'A' or 'V'.
390
+ *
391
+ * ABSTOL (input) REAL
392
+ * Unused. Was the absolute error tolerance for the
393
+ * eigenvalues/eigenvectors in previous versions.
394
+ *
395
+ * M (output) INTEGER
396
+ * The total number of eigenvalues found. 0 <= M <= N.
397
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
398
+ *
399
+ * W (output) REAL array, dimension (N)
400
+ * The first M elements contain the selected eigenvalues in
401
+ * ascending order.
402
+ *
403
+ * Z (output) REAL array, dimension (LDZ, max(1,M) )
404
+ * If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
405
+ * contain the orthonormal eigenvectors of the matrix T
406
+ * corresponding to the selected eigenvalues, with the i-th
407
+ * column of Z holding the eigenvector associated with W(i).
408
+ * If JOBZ = 'N', then Z is not referenced.
409
+ * Note: the user must ensure that at least max(1,M) columns are
410
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
411
+ * is not known in advance and an upper bound must be used.
412
+ * Supplying N columns is always safe.
413
+ *
414
+ * LDZ (input) INTEGER
415
+ * The leading dimension of the array Z. LDZ >= 1, and if
416
+ * JOBZ = 'V', then LDZ >= max(1,N).
417
+ *
418
+ * ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) )
419
+ * The support of the eigenvectors in Z, i.e., the indices
420
+ * indicating the nonzero elements in Z. The i-th computed eigenvector
421
+ * is nonzero only in elements ISUPPZ( 2*i-1 ) through
422
+ * ISUPPZ( 2*i ). This is relevant in the case when the matrix
423
+ * is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
424
+ *
425
+ * WORK (workspace/output) REAL array, dimension (LWORK)
426
+ * On exit, if INFO = 0, WORK(1) returns the optimal
427
+ * (and minimal) LWORK.
428
+ *
429
+ * LWORK (input) INTEGER
430
+ * The dimension of the array WORK. LWORK >= max(1,18*N)
431
+ * if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
432
+ * If LWORK = -1, then a workspace query is assumed; the routine
433
+ * only calculates the optimal size of the WORK array, returns
434
+ * this value as the first entry of the WORK array, and no error
435
+ * message related to LWORK is issued by XERBLA.
436
+ *
437
+ * IWORK (workspace/output) INTEGER array, dimension (LIWORK)
438
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
439
+ *
440
+ * LIWORK (input) INTEGER
441
+ * The dimension of the array IWORK. LIWORK >= max(1,10*N)
442
+ * if the eigenvectors are desired, and LIWORK >= max(1,8*N)
443
+ * if only the eigenvalues are to be computed.
444
+ * If LIWORK = -1, then a workspace query is assumed; the
445
+ * routine only calculates the optimal size of the IWORK array,
446
+ * returns this value as the first entry of the IWORK array, and
447
+ * no error message related to LIWORK is issued by XERBLA.
448
+ *
449
+ * INFO (output) INTEGER
450
+ * On exit, INFO
451
+ * = 0: successful exit
452
+ * < 0: if INFO = -i, the i-th argument had an illegal value
453
+ * > 0: if INFO = 1X, internal error in SLARRE,
454
+ * if INFO = 2X, internal error in SLARRV.
455
+ * Here, the digit X = ABS( IINFO ) < 10, where IINFO is
456
+ * the nonzero error code returned by SLARRE or
457
+ * SLARRV, respectively.
458
+ *
459
+
460
+ * Further Details
461
+ * ===============
462
+ *
463
+ * Based on contributions by
464
+ * Inderjit Dhillon, IBM Almaden, USA
465
+ * Osni Marques, LBNL/NERSC, USA
466
+ * Christof Voemel, LBNL/NERSC, USA
467
+ *
468
+ * =====================================================================
469
+ *
470
+ * .. Local Scalars ..
471
+ LOGICAL TRYRAC
472
+ * ..
473
+ * .. External Subroutines ..
474
+ EXTERNAL SSTEMR
475
+ * ..
476
+
477
+
478
+ </PRE>
479
+ <A HREF="#top">go to the page top</A>
480
+
481
+ <A NAME="sstein"></A>
482
+ <H2>sstein</H2>
483
+ <PRE>
484
+ USAGE:
485
+ z, ifail, info = NumRu::Lapack.sstein( d, e, w, iblock, isplit, [:usage => usage, :help => help])
486
+
487
+
488
+ FORTRAN MANUAL
489
+ SUBROUTINE SSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAIL, INFO )
490
+
491
+ * Purpose
492
+ * =======
493
+ *
494
+ * SSTEIN computes the eigenvectors of a real symmetric tridiagonal
495
+ * matrix T corresponding to specified eigenvalues, using inverse
496
+ * iteration.
497
+ *
498
+ * The maximum number of iterations allowed for each eigenvector is
499
+ * specified by an internal parameter MAXITS (currently set to 5).
500
+ *
501
+
502
+ * Arguments
503
+ * =========
504
+ *
505
+ * N (input) INTEGER
506
+ * The order of the matrix. N >= 0.
507
+ *
508
+ * D (input) REAL array, dimension (N)
509
+ * The n diagonal elements of the tridiagonal matrix T.
510
+ *
511
+ * E (input) REAL array, dimension (N-1)
512
+ * The (n-1) subdiagonal elements of the tridiagonal matrix
513
+ * T, in elements 1 to N-1.
514
+ *
515
+ * M (input) INTEGER
516
+ * The number of eigenvectors to be found. 0 <= M <= N.
517
+ *
518
+ * W (input) REAL array, dimension (N)
519
+ * The first M elements of W contain the eigenvalues for
520
+ * which eigenvectors are to be computed. The eigenvalues
521
+ * should be grouped by split-off block and ordered from
522
+ * smallest to largest within the block. ( The output array
523
+ * W from SSTEBZ with ORDER = 'B' is expected here. )
524
+ *
525
+ * IBLOCK (input) INTEGER array, dimension (N)
526
+ * The submatrix indices associated with the corresponding
527
+ * eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to
528
+ * the first submatrix from the top, =2 if W(i) belongs to
529
+ * the second submatrix, etc. ( The output array IBLOCK
530
+ * from SSTEBZ is expected here. )
531
+ *
532
+ * ISPLIT (input) INTEGER array, dimension (N)
533
+ * The splitting points, at which T breaks up into submatrices.
534
+ * The first submatrix consists of rows/columns 1 to
535
+ * ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
536
+ * through ISPLIT( 2 ), etc.
537
+ * ( The output array ISPLIT from SSTEBZ is expected here. )
538
+ *
539
+ * Z (output) REAL array, dimension (LDZ, M)
540
+ * The computed eigenvectors. The eigenvector associated
541
+ * with the eigenvalue W(i) is stored in the i-th column of
542
+ * Z. Any vector which fails to converge is set to its current
543
+ * iterate after MAXITS iterations.
544
+ *
545
+ * LDZ (input) INTEGER
546
+ * The leading dimension of the array Z. LDZ >= max(1,N).
547
+ *
548
+ * WORK (workspace) REAL array, dimension (5*N)
549
+ *
550
+ * IWORK (workspace) INTEGER array, dimension (N)
551
+ *
552
+ * IFAIL (output) INTEGER array, dimension (M)
553
+ * On normal exit, all elements of IFAIL are zero.
554
+ * If one or more eigenvectors fail to converge after
555
+ * MAXITS iterations, then their indices are stored in
556
+ * array IFAIL.
557
+ *
558
+ * INFO (output) INTEGER
559
+ * = 0: successful exit.
560
+ * < 0: if INFO = -i, the i-th argument had an illegal value
561
+ * > 0: if INFO = i, then i eigenvectors failed to converge
562
+ * in MAXITS iterations. Their indices are stored in
563
+ * array IFAIL.
564
+ *
565
+ * Internal Parameters
566
+ * ===================
567
+ *
568
+ * MAXITS INTEGER, default = 5
569
+ * The maximum number of iterations performed.
570
+ *
571
+ * EXTRA INTEGER, default = 2
572
+ * The number of iterations performed after norm growth
573
+ * criterion is satisfied, should be at least 1.
574
+ *
575
+
576
+ * =====================================================================
577
+ *
578
+
579
+
580
+ </PRE>
581
+ <A HREF="#top">go to the page top</A>
582
+
583
+ <A NAME="sstemr"></A>
584
+ <H2>sstemr</H2>
585
+ <PRE>
586
+ USAGE:
587
+ m, w, z, isuppz, work, iwork, info, d, e, tryrac = NumRu::Lapack.sstemr( jobz, range, d, e, vl, vu, il, iu, nzc, tryrac, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
588
+
589
+
590
+ FORTRAN MANUAL
591
+ SUBROUTINE SSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO )
592
+
593
+ * Purpose
594
+ * =======
595
+ *
596
+ * SSTEMR computes selected eigenvalues and, optionally, eigenvectors
597
+ * of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
598
+ * a well defined set of pairwise different real eigenvalues, the corresponding
599
+ * real eigenvectors are pairwise orthogonal.
600
+ *
601
+ * The spectrum may be computed either completely or partially by specifying
602
+ * either an interval (VL,VU] or a range of indices IL:IU for the desired
603
+ * eigenvalues.
604
+ *
605
+ * Depending on the number of desired eigenvalues, these are computed either
606
+ * by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are
607
+ * computed by the use of various suitable L D L^T factorizations near clusters
608
+ * of close eigenvalues (referred to as RRRs, Relatively Robust
609
+ * Representations). An informal sketch of the algorithm follows.
610
+ *
611
+ * For each unreduced block (submatrix) of T,
612
+ * (a) Compute T - sigma I = L D L^T, so that L and D
613
+ * define all the wanted eigenvalues to high relative accuracy.
614
+ * This means that small relative changes in the entries of D and L
615
+ * cause only small relative changes in the eigenvalues and
616
+ * eigenvectors. The standard (unfactored) representation of the
617
+ * tridiagonal matrix T does not have this property in general.
618
+ * (b) Compute the eigenvalues to suitable accuracy.
619
+ * If the eigenvectors are desired, the algorithm attains full
620
+ * accuracy of the computed eigenvalues only right before
621
+ * the corresponding vectors have to be computed, see steps c) and d).
622
+ * (c) For each cluster of close eigenvalues, select a new
623
+ * shift close to the cluster, find a new factorization, and refine
624
+ * the shifted eigenvalues to suitable accuracy.
625
+ * (d) For each eigenvalue with a large enough relative separation compute
626
+ * the corresponding eigenvector by forming a rank revealing twisted
627
+ * factorization. Go back to (c) for any clusters that remain.
628
+ *
629
+ * For more details, see:
630
+ * - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
631
+ * to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
632
+ * Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
633
+ * - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
634
+ * Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
635
+ * 2004. Also LAPACK Working Note 154.
636
+ * - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
637
+ * tridiagonal eigenvalue/eigenvector problem",
638
+ * Computer Science Division Technical Report No. UCB/CSD-97-971,
639
+ * UC Berkeley, May 1997.
640
+ *
641
+ * Further Details
642
+ * 1.SSTEMR works only on machines which follow IEEE-754
643
+ * floating-point standard in their handling of infinities and NaNs.
644
+ * This permits the use of efficient inner loops avoiding a check for
645
+ * zero divisors.
646
+ *
647
+
648
+ * Arguments
649
+ * =========
650
+ *
651
+ * JOBZ (input) CHARACTER*1
652
+ * = 'N': Compute eigenvalues only;
653
+ * = 'V': Compute eigenvalues and eigenvectors.
654
+ *
655
+ * RANGE (input) CHARACTER*1
656
+ * = 'A': all eigenvalues will be found.
657
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
658
+ * will be found.
659
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
660
+ *
661
+ * N (input) INTEGER
662
+ * The order of the matrix. N >= 0.
663
+ *
664
+ * D (input/output) REAL array, dimension (N)
665
+ * On entry, the N diagonal elements of the tridiagonal matrix
666
+ * T. On exit, D is overwritten.
667
+ *
668
+ * E (input/output) REAL array, dimension (N)
669
+ * On entry, the (N-1) subdiagonal elements of the tridiagonal
670
+ * matrix T in elements 1 to N-1 of E. E(N) need not be set on
671
+ * input, but is used internally as workspace.
672
+ * On exit, E is overwritten.
673
+ *
674
+ * VL (input) REAL
675
+ * VU (input) REAL
676
+ * If RANGE='V', the lower and upper bounds of the interval to
677
+ * be searched for eigenvalues. VL < VU.
678
+ * Not referenced if RANGE = 'A' or 'I'.
679
+ *
680
+ * IL (input) INTEGER
681
+ * IU (input) INTEGER
682
+ * If RANGE='I', the indices (in ascending order) of the
683
+ * smallest and largest eigenvalues to be returned.
684
+ * 1 <= IL <= IU <= N, if N > 0.
685
+ * Not referenced if RANGE = 'A' or 'V'.
686
+ *
687
+ * M (output) INTEGER
688
+ * The total number of eigenvalues found. 0 <= M <= N.
689
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
690
+ *
691
+ * W (output) REAL array, dimension (N)
692
+ * The first M elements contain the selected eigenvalues in
693
+ * ascending order.
694
+ *
695
+ * Z (output) REAL array, dimension (LDZ, max(1,M) )
696
+ * If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
697
+ * contain the orthonormal eigenvectors of the matrix T
698
+ * corresponding to the selected eigenvalues, with the i-th
699
+ * column of Z holding the eigenvector associated with W(i).
700
+ * If JOBZ = 'N', then Z is not referenced.
701
+ * Note: the user must ensure that at least max(1,M) columns are
702
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
703
+ * is not known in advance and can be computed with a workspace
704
+ * query by setting NZC = -1, see below.
705
+ *
706
+ * LDZ (input) INTEGER
707
+ * The leading dimension of the array Z. LDZ >= 1, and if
708
+ * JOBZ = 'V', then LDZ >= max(1,N).
709
+ *
710
+ * NZC (input) INTEGER
711
+ * The number of eigenvectors to be held in the array Z.
712
+ * If RANGE = 'A', then NZC >= max(1,N).
713
+ * If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].
714
+ * If RANGE = 'I', then NZC >= IU-IL+1.
715
+ * If NZC = -1, then a workspace query is assumed; the
716
+ * routine calculates the number of columns of the array Z that
717
+ * are needed to hold the eigenvectors.
718
+ * This value is returned as the first entry of the Z array, and
719
+ * no error message related to NZC is issued by XERBLA.
720
+ *
721
+ * ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) )
722
+ * The support of the eigenvectors in Z, i.e., the indices
723
+ * indicating the nonzero elements in Z. The i-th computed eigenvector
724
+ * is nonzero only in elements ISUPPZ( 2*i-1 ) through
725
+ * ISUPPZ( 2*i ). This is relevant in the case when the matrix
726
+ * is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
727
+ *
728
+ * TRYRAC (input/output) LOGICAL
729
+ * If TRYRAC.EQ..TRUE., indicates that the code should check whether
730
+ * the tridiagonal matrix defines its eigenvalues to high relative
731
+ * accuracy. If so, the code uses relative-accuracy preserving
732
+ * algorithms that might be (a bit) slower depending on the matrix.
733
+ * If the matrix does not define its eigenvalues to high relative
734
+ * accuracy, the code can uses possibly faster algorithms.
735
+ * If TRYRAC.EQ..FALSE., the code is not required to guarantee
736
+ * relatively accurate eigenvalues and can use the fastest possible
737
+ * techniques.
738
+ * On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
739
+ * does not define its eigenvalues to high relative accuracy.
740
+ *
741
+ * WORK (workspace/output) REAL array, dimension (LWORK)
742
+ * On exit, if INFO = 0, WORK(1) returns the optimal
743
+ * (and minimal) LWORK.
744
+ *
745
+ * LWORK (input) INTEGER
746
+ * The dimension of the array WORK. LWORK >= max(1,18*N)
747
+ * if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
748
+ * If LWORK = -1, then a workspace query is assumed; the routine
749
+ * only calculates the optimal size of the WORK array, returns
750
+ * this value as the first entry of the WORK array, and no error
751
+ * message related to LWORK is issued by XERBLA.
752
+ *
753
+ * IWORK (workspace/output) INTEGER array, dimension (LIWORK)
754
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
755
+ *
756
+ * LIWORK (input) INTEGER
757
+ * The dimension of the array IWORK. LIWORK >= max(1,10*N)
758
+ * if the eigenvectors are desired, and LIWORK >= max(1,8*N)
759
+ * if only the eigenvalues are to be computed.
760
+ * If LIWORK = -1, then a workspace query is assumed; the
761
+ * routine only calculates the optimal size of the IWORK array,
762
+ * returns this value as the first entry of the IWORK array, and
763
+ * no error message related to LIWORK is issued by XERBLA.
764
+ *
765
+ * INFO (output) INTEGER
766
+ * On exit, INFO
767
+ * = 0: successful exit
768
+ * < 0: if INFO = -i, the i-th argument had an illegal value
769
+ * > 0: if INFO = 1X, internal error in SLARRE,
770
+ * if INFO = 2X, internal error in SLARRV.
771
+ * Here, the digit X = ABS( IINFO ) < 10, where IINFO is
772
+ * the nonzero error code returned by SLARRE or
773
+ * SLARRV, respectively.
774
+ *
775
+ *
776
+
777
+ * Further Details
778
+ * ===============
779
+ *
780
+ * Based on contributions by
781
+ * Beresford Parlett, University of California, Berkeley, USA
782
+ * Jim Demmel, University of California, Berkeley, USA
783
+ * Inderjit Dhillon, University of Texas, Austin, USA
784
+ * Osni Marques, LBNL/NERSC, USA
785
+ * Christof Voemel, University of California, Berkeley, USA
786
+ *
787
+ * =====================================================================
788
+ *
789
+
790
+
791
+ </PRE>
792
+ <A HREF="#top">go to the page top</A>
793
+
794
+ <A NAME="ssteqr"></A>
795
+ <H2>ssteqr</H2>
796
+ <PRE>
797
+ USAGE:
798
+ info, d, e, z = NumRu::Lapack.ssteqr( compz, d, e, z, [:usage => usage, :help => help])
799
+
800
+
801
+ FORTRAN MANUAL
802
+ SUBROUTINE SSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
803
+
804
+ * Purpose
805
+ * =======
806
+ *
807
+ * SSTEQR computes all eigenvalues and, optionally, eigenvectors of a
808
+ * symmetric tridiagonal matrix using the implicit QL or QR method.
809
+ * The eigenvectors of a full or band symmetric matrix can also be found
810
+ * if SSYTRD or SSPTRD or SSBTRD has been used to reduce this matrix to
811
+ * tridiagonal form.
812
+ *
813
+
814
+ * Arguments
815
+ * =========
816
+ *
817
+ * COMPZ (input) CHARACTER*1
818
+ * = 'N': Compute eigenvalues only.
819
+ * = 'V': Compute eigenvalues and eigenvectors of the original
820
+ * symmetric matrix. On entry, Z must contain the
821
+ * orthogonal matrix used to reduce the original matrix
822
+ * to tridiagonal form.
823
+ * = 'I': Compute eigenvalues and eigenvectors of the
824
+ * tridiagonal matrix. Z is initialized to the identity
825
+ * matrix.
826
+ *
827
+ * N (input) INTEGER
828
+ * The order of the matrix. N >= 0.
829
+ *
830
+ * D (input/output) REAL array, dimension (N)
831
+ * On entry, the diagonal elements of the tridiagonal matrix.
832
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
833
+ *
834
+ * E (input/output) REAL array, dimension (N-1)
835
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
836
+ * matrix.
837
+ * On exit, E has been destroyed.
838
+ *
839
+ * Z (input/output) REAL array, dimension (LDZ, N)
840
+ * On entry, if COMPZ = 'V', then Z contains the orthogonal
841
+ * matrix used in the reduction to tridiagonal form.
842
+ * On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
843
+ * orthonormal eigenvectors of the original symmetric matrix,
844
+ * and if COMPZ = 'I', Z contains the orthonormal eigenvectors
845
+ * of the symmetric tridiagonal matrix.
846
+ * If COMPZ = 'N', then Z is not referenced.
847
+ *
848
+ * LDZ (input) INTEGER
849
+ * The leading dimension of the array Z. LDZ >= 1, and if
850
+ * eigenvectors are desired, then LDZ >= max(1,N).
851
+ *
852
+ * WORK (workspace) REAL array, dimension (max(1,2*N-2))
853
+ * If COMPZ = 'N', then WORK is not referenced.
854
+ *
855
+ * INFO (output) INTEGER
856
+ * = 0: successful exit
857
+ * < 0: if INFO = -i, the i-th argument had an illegal value
858
+ * > 0: the algorithm has failed to find all the eigenvalues in
859
+ * a total of 30*N iterations; if INFO = i, then i
860
+ * elements of E have not converged to zero; on exit, D
861
+ * and E contain the elements of a symmetric tridiagonal
862
+ * matrix which is orthogonally similar to the original
863
+ * matrix.
864
+ *
865
+
866
+ * =====================================================================
867
+ *
868
+
869
+
870
+ </PRE>
871
+ <A HREF="#top">go to the page top</A>
872
+
873
+ <A NAME="ssterf"></A>
874
+ <H2>ssterf</H2>
875
+ <PRE>
876
+ USAGE:
877
+ info, d, e = NumRu::Lapack.ssterf( d, e, [:usage => usage, :help => help])
878
+
879
+
880
+ FORTRAN MANUAL
881
+ SUBROUTINE SSTERF( N, D, E, INFO )
882
+
883
+ * Purpose
884
+ * =======
885
+ *
886
+ * SSTERF computes all eigenvalues of a symmetric tridiagonal matrix
887
+ * using the Pal-Walker-Kahan variant of the QL or QR algorithm.
888
+ *
889
+
890
+ * Arguments
891
+ * =========
892
+ *
893
+ * N (input) INTEGER
894
+ * The order of the matrix. N >= 0.
895
+ *
896
+ * D (input/output) REAL array, dimension (N)
897
+ * On entry, the n diagonal elements of the tridiagonal matrix.
898
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
899
+ *
900
+ * E (input/output) REAL array, dimension (N-1)
901
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
902
+ * matrix.
903
+ * On exit, E has been destroyed.
904
+ *
905
+ * INFO (output) INTEGER
906
+ * = 0: successful exit
907
+ * < 0: if INFO = -i, the i-th argument had an illegal value
908
+ * > 0: the algorithm failed to find all of the eigenvalues in
909
+ * a total of 30*N iterations; if INFO = i, then i
910
+ * elements of E have not converged to zero.
911
+ *
912
+
913
+ * =====================================================================
914
+ *
915
+
916
+
917
+ </PRE>
918
+ <A HREF="#top">go to the page top</A>
919
+
920
+ <A NAME="sstev"></A>
921
+ <H2>sstev</H2>
922
+ <PRE>
923
+ USAGE:
924
+ z, info, d, e = NumRu::Lapack.sstev( jobz, d, e, [:usage => usage, :help => help])
925
+
926
+
927
+ FORTRAN MANUAL
928
+ SUBROUTINE SSTEV( JOBZ, N, D, E, Z, LDZ, WORK, INFO )
929
+
930
+ * Purpose
931
+ * =======
932
+ *
933
+ * SSTEV computes all eigenvalues and, optionally, eigenvectors of a
934
+ * real symmetric tridiagonal matrix A.
935
+ *
936
+
937
+ * Arguments
938
+ * =========
939
+ *
940
+ * JOBZ (input) CHARACTER*1
941
+ * = 'N': Compute eigenvalues only;
942
+ * = 'V': Compute eigenvalues and eigenvectors.
943
+ *
944
+ * N (input) INTEGER
945
+ * The order of the matrix. N >= 0.
946
+ *
947
+ * D (input/output) REAL array, dimension (N)
948
+ * On entry, the n diagonal elements of the tridiagonal matrix
949
+ * A.
950
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
951
+ *
952
+ * E (input/output) REAL array, dimension (N-1)
953
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
954
+ * matrix A, stored in elements 1 to N-1 of E.
955
+ * On exit, the contents of E are destroyed.
956
+ *
957
+ * Z (output) REAL array, dimension (LDZ, N)
958
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
959
+ * eigenvectors of the matrix A, with the i-th column of Z
960
+ * holding the eigenvector associated with D(i).
961
+ * If JOBZ = 'N', then Z is not referenced.
962
+ *
963
+ * LDZ (input) INTEGER
964
+ * The leading dimension of the array Z. LDZ >= 1, and if
965
+ * JOBZ = 'V', LDZ >= max(1,N).
966
+ *
967
+ * WORK (workspace) REAL array, dimension (max(1,2*N-2))
968
+ * If JOBZ = 'N', WORK is not referenced.
969
+ *
970
+ * INFO (output) INTEGER
971
+ * = 0: successful exit
972
+ * < 0: if INFO = -i, the i-th argument had an illegal value
973
+ * > 0: if INFO = i, the algorithm failed to converge; i
974
+ * off-diagonal elements of E did not converge to zero.
975
+ *
976
+
977
+ * =====================================================================
978
+ *
979
+
980
+
981
+ </PRE>
982
+ <A HREF="#top">go to the page top</A>
983
+
984
+ <A NAME="sstevd"></A>
985
+ <H2>sstevd</H2>
986
+ <PRE>
987
+ USAGE:
988
+ z, work, iwork, info, d, e = NumRu::Lapack.sstevd( jobz, d, e, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
989
+
990
+
991
+ FORTRAN MANUAL
992
+ SUBROUTINE SSTEVD( JOBZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
993
+
994
+ * Purpose
995
+ * =======
996
+ *
997
+ * SSTEVD computes all eigenvalues and, optionally, eigenvectors of a
998
+ * real symmetric tridiagonal matrix. If eigenvectors are desired, it
999
+ * uses a divide and conquer algorithm.
1000
+ *
1001
+ * The divide and conquer algorithm makes very mild assumptions about
1002
+ * floating point arithmetic. It will work on machines with a guard
1003
+ * digit in add/subtract, or on those binary machines without guard
1004
+ * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
1005
+ * Cray-2. It could conceivably fail on hexadecimal or decimal machines
1006
+ * without guard digits, but we know of none.
1007
+ *
1008
+
1009
+ * Arguments
1010
+ * =========
1011
+ *
1012
+ * JOBZ (input) CHARACTER*1
1013
+ * = 'N': Compute eigenvalues only;
1014
+ * = 'V': Compute eigenvalues and eigenvectors.
1015
+ *
1016
+ * N (input) INTEGER
1017
+ * The order of the matrix. N >= 0.
1018
+ *
1019
+ * D (input/output) REAL array, dimension (N)
1020
+ * On entry, the n diagonal elements of the tridiagonal matrix
1021
+ * A.
1022
+ * On exit, if INFO = 0, the eigenvalues in ascending order.
1023
+ *
1024
+ * E (input/output) REAL array, dimension (N-1)
1025
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
1026
+ * matrix A, stored in elements 1 to N-1 of E.
1027
+ * On exit, the contents of E are destroyed.
1028
+ *
1029
+ * Z (output) REAL array, dimension (LDZ, N)
1030
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
1031
+ * eigenvectors of the matrix A, with the i-th column of Z
1032
+ * holding the eigenvector associated with D(i).
1033
+ * If JOBZ = 'N', then Z is not referenced.
1034
+ *
1035
+ * LDZ (input) INTEGER
1036
+ * The leading dimension of the array Z. LDZ >= 1, and if
1037
+ * JOBZ = 'V', LDZ >= max(1,N).
1038
+ *
1039
+ * WORK (workspace/output) REAL array,
1040
+ * dimension (LWORK)
1041
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1042
+ *
1043
+ * LWORK (input) INTEGER
1044
+ * The dimension of the array WORK.
1045
+ * If JOBZ = 'N' or N <= 1 then LWORK must be at least 1.
1046
+ * If JOBZ = 'V' and N > 1 then LWORK must be at least
1047
+ * ( 1 + 4*N + N**2 ).
1048
+ *
1049
+ * If LWORK = -1, then a workspace query is assumed; the routine
1050
+ * only calculates the optimal sizes of the WORK and IWORK
1051
+ * arrays, returns these values as the first entries of the WORK
1052
+ * and IWORK arrays, and no error message related to LWORK or
1053
+ * LIWORK is issued by XERBLA.
1054
+ *
1055
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
1056
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
1057
+ *
1058
+ * LIWORK (input) INTEGER
1059
+ * The dimension of the array IWORK.
1060
+ * If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1.
1061
+ * If JOBZ = 'V' and N > 1 then LIWORK must be at least 3+5*N.
1062
+ *
1063
+ * If LIWORK = -1, then a workspace query is assumed; the
1064
+ * routine only calculates the optimal sizes of the WORK and
1065
+ * IWORK arrays, returns these values as the first entries of
1066
+ * the WORK and IWORK arrays, and no error message related to
1067
+ * LWORK or LIWORK is issued by XERBLA.
1068
+ *
1069
+ * INFO (output) INTEGER
1070
+ * = 0: successful exit
1071
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1072
+ * > 0: if INFO = i, the algorithm failed to converge; i
1073
+ * off-diagonal elements of E did not converge to zero.
1074
+ *
1075
+
1076
+ * =====================================================================
1077
+ *
1078
+
1079
+
1080
+ </PRE>
1081
+ <A HREF="#top">go to the page top</A>
1082
+
1083
+ <A NAME="sstevr"></A>
1084
+ <H2>sstevr</H2>
1085
+ <PRE>
1086
+ USAGE:
1087
+ m, w, z, isuppz, work, iwork, info, d, e = NumRu::Lapack.sstevr( jobz, range, d, e, vl, vu, il, iu, abstol, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
1088
+
1089
+
1090
+ FORTRAN MANUAL
1091
+ SUBROUTINE SSTEVR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO )
1092
+
1093
+ * Purpose
1094
+ * =======
1095
+ *
1096
+ * SSTEVR computes selected eigenvalues and, optionally, eigenvectors
1097
+ * of a real symmetric tridiagonal matrix T. Eigenvalues and
1098
+ * eigenvectors can be selected by specifying either a range of values
1099
+ * or a range of indices for the desired eigenvalues.
1100
+ *
1101
+ * Whenever possible, SSTEVR calls SSTEMR to compute the
1102
+ * eigenspectrum using Relatively Robust Representations. SSTEMR
1103
+ * computes eigenvalues by the dqds algorithm, while orthogonal
1104
+ * eigenvectors are computed from various "good" L D L^T representations
1105
+ * (also known as Relatively Robust Representations). Gram-Schmidt
1106
+ * orthogonalization is avoided as far as possible. More specifically,
1107
+ * the various steps of the algorithm are as follows. For the i-th
1108
+ * unreduced block of T,
1109
+ * (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
1110
+ * is a relatively robust representation,
1111
+ * (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
1112
+ * relative accuracy by the dqds algorithm,
1113
+ * (c) If there is a cluster of close eigenvalues, "choose" sigma_i
1114
+ * close to the cluster, and go to step (a),
1115
+ * (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
1116
+ * compute the corresponding eigenvector by forming a
1117
+ * rank-revealing twisted factorization.
1118
+ * The desired accuracy of the output can be specified by the input
1119
+ * parameter ABSTOL.
1120
+ *
1121
+ * For more details, see "A new O(n^2) algorithm for the symmetric
1122
+ * tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
1123
+ * Computer Science Division Technical Report No. UCB//CSD-97-971,
1124
+ * UC Berkeley, May 1997.
1125
+ *
1126
+ *
1127
+ * Note 1 : SSTEVR calls SSTEMR when the full spectrum is requested
1128
+ * on machines which conform to the ieee-754 floating point standard.
1129
+ * SSTEVR calls SSTEBZ and SSTEIN on non-ieee machines and
1130
+ * when partial spectrum requests are made.
1131
+ *
1132
+ * Normal execution of SSTEMR may create NaNs and infinities and
1133
+ * hence may abort due to a floating point exception in environments
1134
+ * which do not handle NaNs and infinities in the ieee standard default
1135
+ * manner.
1136
+ *
1137
+
1138
+ * Arguments
1139
+ * =========
1140
+ *
1141
+ * JOBZ (input) CHARACTER*1
1142
+ * = 'N': Compute eigenvalues only;
1143
+ * = 'V': Compute eigenvalues and eigenvectors.
1144
+ *
1145
+ * RANGE (input) CHARACTER*1
1146
+ * = 'A': all eigenvalues will be found.
1147
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
1148
+ * will be found.
1149
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
1150
+ ********** For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and
1151
+ ********** SSTEIN are called
1152
+ *
1153
+ * N (input) INTEGER
1154
+ * The order of the matrix. N >= 0.
1155
+ *
1156
+ * D (input/output) REAL array, dimension (N)
1157
+ * On entry, the n diagonal elements of the tridiagonal matrix
1158
+ * A.
1159
+ * On exit, D may be multiplied by a constant factor chosen
1160
+ * to avoid over/underflow in computing the eigenvalues.
1161
+ *
1162
+ * E (input/output) REAL array, dimension (max(1,N-1))
1163
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
1164
+ * matrix A in elements 1 to N-1 of E.
1165
+ * On exit, E may be multiplied by a constant factor chosen
1166
+ * to avoid over/underflow in computing the eigenvalues.
1167
+ *
1168
+ * VL (input) REAL
1169
+ * VU (input) REAL
1170
+ * If RANGE='V', the lower and upper bounds of the interval to
1171
+ * be searched for eigenvalues. VL < VU.
1172
+ * Not referenced if RANGE = 'A' or 'I'.
1173
+ *
1174
+ * IL (input) INTEGER
1175
+ * IU (input) INTEGER
1176
+ * If RANGE='I', the indices (in ascending order) of the
1177
+ * smallest and largest eigenvalues to be returned.
1178
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
1179
+ * Not referenced if RANGE = 'A' or 'V'.
1180
+ *
1181
+ * ABSTOL (input) REAL
1182
+ * The absolute error tolerance for the eigenvalues.
1183
+ * An approximate eigenvalue is accepted as converged
1184
+ * when it is determined to lie in an interval [a,b]
1185
+ * of width less than or equal to
1186
+ *
1187
+ * ABSTOL + EPS * max( |a|,|b| ) ,
1188
+ *
1189
+ * where EPS is the machine precision. If ABSTOL is less than
1190
+ * or equal to zero, then EPS*|T| will be used in its place,
1191
+ * where |T| is the 1-norm of the tridiagonal matrix obtained
1192
+ * by reducing A to tridiagonal form.
1193
+ *
1194
+ * See "Computing Small Singular Values of Bidiagonal Matrices
1195
+ * with Guaranteed High Relative Accuracy," by Demmel and
1196
+ * Kahan, LAPACK Working Note #3.
1197
+ *
1198
+ * If high relative accuracy is important, set ABSTOL to
1199
+ * SLAMCH( 'Safe minimum' ). Doing so will guarantee that
1200
+ * eigenvalues are computed to high relative accuracy when
1201
+ * possible in future releases. The current code does not
1202
+ * make any guarantees about high relative accuracy, but
1203
+ * future releases will. See J. Barlow and J. Demmel,
1204
+ * "Computing Accurate Eigensystems of Scaled Diagonally
1205
+ * Dominant Matrices", LAPACK Working Note #7, for a discussion
1206
+ * of which matrices define their eigenvalues to high relative
1207
+ * accuracy.
1208
+ *
1209
+ * M (output) INTEGER
1210
+ * The total number of eigenvalues found. 0 <= M <= N.
1211
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
1212
+ *
1213
+ * W (output) REAL array, dimension (N)
1214
+ * The first M elements contain the selected eigenvalues in
1215
+ * ascending order.
1216
+ *
1217
+ * Z (output) REAL array, dimension (LDZ, max(1,M) )
1218
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
1219
+ * contain the orthonormal eigenvectors of the matrix A
1220
+ * corresponding to the selected eigenvalues, with the i-th
1221
+ * column of Z holding the eigenvector associated with W(i).
1222
+ * Note: the user must ensure that at least max(1,M) columns are
1223
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
1224
+ * is not known in advance and an upper bound must be used.
1225
+ *
1226
+ * LDZ (input) INTEGER
1227
+ * The leading dimension of the array Z. LDZ >= 1, and if
1228
+ * JOBZ = 'V', LDZ >= max(1,N).
1229
+ *
1230
+ * ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) )
1231
+ * The support of the eigenvectors in Z, i.e., the indices
1232
+ * indicating the nonzero elements in Z. The i-th eigenvector
1233
+ * is nonzero only in elements ISUPPZ( 2*i-1 ) through
1234
+ * ISUPPZ( 2*i ).
1235
+ ********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
1236
+ *
1237
+ * WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
1238
+ * On exit, if INFO = 0, WORK(1) returns the optimal (and
1239
+ * minimal) LWORK.
1240
+ *
1241
+ * LWORK (input) INTEGER
1242
+ * The dimension of the array WORK. LWORK >= 20*N.
1243
+ *
1244
+ * If LWORK = -1, then a workspace query is assumed; the routine
1245
+ * only calculates the optimal sizes of the WORK and IWORK
1246
+ * arrays, returns these values as the first entries of the WORK
1247
+ * and IWORK arrays, and no error message related to LWORK or
1248
+ * LIWORK is issued by XERBLA.
1249
+ *
1250
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
1251
+ * On exit, if INFO = 0, IWORK(1) returns the optimal (and
1252
+ * minimal) LIWORK.
1253
+ *
1254
+ * LIWORK (input) INTEGER
1255
+ * The dimension of the array IWORK. LIWORK >= 10*N.
1256
+ *
1257
+ * If LIWORK = -1, then a workspace query is assumed; the
1258
+ * routine only calculates the optimal sizes of the WORK and
1259
+ * IWORK arrays, returns these values as the first entries of
1260
+ * the WORK and IWORK arrays, and no error message related to
1261
+ * LWORK or LIWORK is issued by XERBLA.
1262
+ *
1263
+ * INFO (output) INTEGER
1264
+ * = 0: successful exit
1265
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1266
+ * > 0: Internal error
1267
+ *
1268
+
1269
+ * Further Details
1270
+ * ===============
1271
+ *
1272
+ * Based on contributions by
1273
+ * Inderjit Dhillon, IBM Almaden, USA
1274
+ * Osni Marques, LBNL/NERSC, USA
1275
+ * Ken Stanley, Computer Science Division, University of
1276
+ * California at Berkeley, USA
1277
+ * Jason Riedy, Computer Science Division, University of
1278
+ * California at Berkeley, USA
1279
+ *
1280
+ * =====================================================================
1281
+ *
1282
+
1283
+
1284
+ </PRE>
1285
+ <A HREF="#top">go to the page top</A>
1286
+
1287
+ <A NAME="sstevx"></A>
1288
+ <H2>sstevx</H2>
1289
+ <PRE>
1290
+ USAGE:
1291
+ m, w, z, ifail, info, d, e = NumRu::Lapack.sstevx( jobz, range, d, e, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
1292
+
1293
+
1294
+ FORTRAN MANUAL
1295
+ SUBROUTINE SSTEVX( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
1296
+
1297
+ * Purpose
1298
+ * =======
1299
+ *
1300
+ * SSTEVX computes selected eigenvalues and, optionally, eigenvectors
1301
+ * of a real symmetric tridiagonal matrix A. Eigenvalues and
1302
+ * eigenvectors can be selected by specifying either a range of values
1303
+ * or a range of indices for the desired eigenvalues.
1304
+ *
1305
+
1306
+ * Arguments
1307
+ * =========
1308
+ *
1309
+ * JOBZ (input) CHARACTER*1
1310
+ * = 'N': Compute eigenvalues only;
1311
+ * = 'V': Compute eigenvalues and eigenvectors.
1312
+ *
1313
+ * RANGE (input) CHARACTER*1
1314
+ * = 'A': all eigenvalues will be found.
1315
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
1316
+ * will be found.
1317
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
1318
+ *
1319
+ * N (input) INTEGER
1320
+ * The order of the matrix. N >= 0.
1321
+ *
1322
+ * D (input/output) REAL array, dimension (N)
1323
+ * On entry, the n diagonal elements of the tridiagonal matrix
1324
+ * A.
1325
+ * On exit, D may be multiplied by a constant factor chosen
1326
+ * to avoid over/underflow in computing the eigenvalues.
1327
+ *
1328
+ * E (input/output) REAL array, dimension (max(1,N-1))
1329
+ * On entry, the (n-1) subdiagonal elements of the tridiagonal
1330
+ * matrix A in elements 1 to N-1 of E.
1331
+ * On exit, E may be multiplied by a constant factor chosen
1332
+ * to avoid over/underflow in computing the eigenvalues.
1333
+ *
1334
+ * VL (input) REAL
1335
+ * VU (input) REAL
1336
+ * If RANGE='V', the lower and upper bounds of the interval to
1337
+ * be searched for eigenvalues. VL < VU.
1338
+ * Not referenced if RANGE = 'A' or 'I'.
1339
+ *
1340
+ * IL (input) INTEGER
1341
+ * IU (input) INTEGER
1342
+ * If RANGE='I', the indices (in ascending order) of the
1343
+ * smallest and largest eigenvalues to be returned.
1344
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
1345
+ * Not referenced if RANGE = 'A' or 'V'.
1346
+ *
1347
+ * ABSTOL (input) REAL
1348
+ * The absolute error tolerance for the eigenvalues.
1349
+ * An approximate eigenvalue is accepted as converged
1350
+ * when it is determined to lie in an interval [a,b]
1351
+ * of width less than or equal to
1352
+ *
1353
+ * ABSTOL + EPS * max( |a|,|b| ) ,
1354
+ *
1355
+ * where EPS is the machine precision. If ABSTOL is less
1356
+ * than or equal to zero, then EPS*|T| will be used in
1357
+ * its place, where |T| is the 1-norm of the tridiagonal
1358
+ * matrix.
1359
+ *
1360
+ * Eigenvalues will be computed most accurately when ABSTOL is
1361
+ * set to twice the underflow threshold 2*SLAMCH('S'), not zero.
1362
+ * If this routine returns with INFO>0, indicating that some
1363
+ * eigenvectors did not converge, try setting ABSTOL to
1364
+ * 2*SLAMCH('S').
1365
+ *
1366
+ * See "Computing Small Singular Values of Bidiagonal Matrices
1367
+ * with Guaranteed High Relative Accuracy," by Demmel and
1368
+ * Kahan, LAPACK Working Note #3.
1369
+ *
1370
+ * M (output) INTEGER
1371
+ * The total number of eigenvalues found. 0 <= M <= N.
1372
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
1373
+ *
1374
+ * W (output) REAL array, dimension (N)
1375
+ * The first M elements contain the selected eigenvalues in
1376
+ * ascending order.
1377
+ *
1378
+ * Z (output) REAL array, dimension (LDZ, max(1,M) )
1379
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
1380
+ * contain the orthonormal eigenvectors of the matrix A
1381
+ * corresponding to the selected eigenvalues, with the i-th
1382
+ * column of Z holding the eigenvector associated with W(i).
1383
+ * If an eigenvector fails to converge (INFO > 0), then that
1384
+ * column of Z contains the latest approximation to the
1385
+ * eigenvector, and the index of the eigenvector is returned
1386
+ * in IFAIL. If JOBZ = 'N', then Z is not referenced.
1387
+ * Note: the user must ensure that at least max(1,M) columns are
1388
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
1389
+ * is not known in advance and an upper bound must be used.
1390
+ *
1391
+ * LDZ (input) INTEGER
1392
+ * The leading dimension of the array Z. LDZ >= 1, and if
1393
+ * JOBZ = 'V', LDZ >= max(1,N).
1394
+ *
1395
+ * WORK (workspace) REAL array, dimension (5*N)
1396
+ *
1397
+ * IWORK (workspace) INTEGER array, dimension (5*N)
1398
+ *
1399
+ * IFAIL (output) INTEGER array, dimension (N)
1400
+ * If JOBZ = 'V', then if INFO = 0, the first M elements of
1401
+ * IFAIL are zero. If INFO > 0, then IFAIL contains the
1402
+ * indices of the eigenvectors that failed to converge.
1403
+ * If JOBZ = 'N', then IFAIL is not referenced.
1404
+ *
1405
+ * INFO (output) INTEGER
1406
+ * = 0: successful exit
1407
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1408
+ * > 0: if INFO = i, then i eigenvectors failed to converge.
1409
+ * Their indices are stored in array IFAIL.
1410
+ *
1411
+
1412
+ * =====================================================================
1413
+ *
1414
+
1415
+
1416
+ </PRE>
1417
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1418
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1419
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1420
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