ruby-lapack 1.3

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Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
  415. data/dev/defs/dgecon +90 -0
  416. data/dev/defs/dgeequ +107 -0
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  3321. data/ext/zsyconv.c +80 -0
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  3329. data/ext/zsysvxx.c +254 -0
  3330. data/ext/zsyswapr.c +78 -0
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  3336. data/ext/zsytrs.c +99 -0
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  3399. data/ext/zupgtr.c +87 -0
  3400. data/ext/zupmtr.c +112 -0
  3401. data/lib/numru/lapack.rb +51 -0
  3402. data/samples/dsyevr.rb +25 -0
  3403. data/tests/eig/ge/test_gesdd.rb +90 -0
  3404. data/tests/eig/ge/test_gesvd.rb +99 -0
  3405. data/tests/eig/gg/test_ggev.rb +124 -0
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  3419. metadata +3513 -0
data/doc/zhe.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>COMPLEX*16 or DOUBLE COMPLEX routines for (complex) Hermitian 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>COMPLEX*16 or DOUBLE COMPLEX routines for (complex) Hermitian matrix</H1>
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+ <UL>
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+ <LI><A HREF="#zhecon">zhecon</A></LI>
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+ <LI><A HREF="#zheequb">zheequb</A></LI>
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+ <LI><A HREF="#zheev">zheev</A></LI>
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+ <LI><A HREF="#zheevd">zheevd</A></LI>
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+ <LI><A HREF="#zheevr">zheevr</A></LI>
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+ <LI><A HREF="#zheevx">zheevx</A></LI>
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+ <LI><A HREF="#zhegs2">zhegs2</A></LI>
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+ <LI><A HREF="#zhegst">zhegst</A></LI>
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+ <LI><A HREF="#zhegv">zhegv</A></LI>
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+ <LI><A HREF="#zhegvd">zhegvd</A></LI>
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+ <LI><A HREF="#zhegvx">zhegvx</A></LI>
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+ <LI><A HREF="#zherfs">zherfs</A></LI>
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+ <LI><A HREF="#zherfsx">zherfsx</A></LI>
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+ <LI><A HREF="#zhesv">zhesv</A></LI>
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+ <LI><A HREF="#zhesvx">zhesvx</A></LI>
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+ <LI><A HREF="#zhesvxx">zhesvxx</A></LI>
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+ <LI><A HREF="#zhetd2">zhetd2</A></LI>
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+ <LI><A HREF="#zhetf2">zhetf2</A></LI>
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+ <LI><A HREF="#zhetrd">zhetrd</A></LI>
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+ <LI><A HREF="#zhetrf">zhetrf</A></LI>
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+ <LI><A HREF="#zhetri">zhetri</A></LI>
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+ <LI><A HREF="#zhetrs">zhetrs</A></LI>
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+ <LI><A HREF="#zhetrs2">zhetrs2</A></LI>
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+ </UL>
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+
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+ <A NAME="zhecon"></A>
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+ <H2>zhecon</H2>
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+ <PRE>
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+ USAGE:
38
+ rcond, info = NumRu::Lapack.zhecon( uplo, a, ipiv, anorm, [:usage => usage, :help => help])
39
+
40
+
41
+ FORTRAN MANUAL
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+ SUBROUTINE ZHECON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO )
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+
44
+ * Purpose
45
+ * =======
46
+ *
47
+ * ZHECON estimates the reciprocal of the condition number of a complex
48
+ * Hermitian matrix A using the factorization A = U*D*U**H or
49
+ * A = L*D*L**H computed by ZHETRF.
50
+ *
51
+ * An estimate is obtained for norm(inv(A)), and the reciprocal of the
52
+ * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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+ *
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+
55
+ * Arguments
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+ * =========
57
+ *
58
+ * UPLO (input) CHARACTER*1
59
+ * Specifies whether the details of the factorization are stored
60
+ * as an upper or lower triangular matrix.
61
+ * = 'U': Upper triangular, form is A = U*D*U**H;
62
+ * = 'L': Lower triangular, form is A = L*D*L**H.
63
+ *
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+ * N (input) INTEGER
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+ * The order of the matrix A. N >= 0.
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+ *
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+ * A (input) COMPLEX*16 array, dimension (LDA,N)
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+ * The block diagonal matrix D and the multipliers used to
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+ * obtain the factor U or L as computed by ZHETRF.
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+ *
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+ * LDA (input) INTEGER
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+ * The leading dimension of the array A. LDA >= max(1,N).
73
+ *
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+ * IPIV (input) INTEGER array, dimension (N)
75
+ * Details of the interchanges and the block structure of D
76
+ * as determined by ZHETRF.
77
+ *
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+ * ANORM (input) DOUBLE PRECISION
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+ * The 1-norm of the original matrix A.
80
+ *
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+ * RCOND (output) DOUBLE PRECISION
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+ * The reciprocal of the condition number of the matrix A,
83
+ * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
84
+ * estimate of the 1-norm of inv(A) computed in this routine.
85
+ *
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+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
87
+ *
88
+ * INFO (output) INTEGER
89
+ * = 0: successful exit
90
+ * < 0: if INFO = -i, the i-th argument had an illegal value
91
+ *
92
+
93
+ * =====================================================================
94
+ *
95
+
96
+
97
+ </PRE>
98
+ <A HREF="#top">go to the page top</A>
99
+
100
+ <A NAME="zheequb"></A>
101
+ <H2>zheequb</H2>
102
+ <PRE>
103
+ USAGE:
104
+ s, scond, amax, info = NumRu::Lapack.zheequb( uplo, a, [:usage => usage, :help => help])
105
+
106
+
107
+ FORTRAN MANUAL
108
+ SUBROUTINE ZHEEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
109
+
110
+ * Purpose
111
+ * =======
112
+ *
113
+ * ZSYEQUB computes row and column scalings intended to equilibrate a
114
+ * symmetric matrix A and reduce its condition number
115
+ * (with respect to the two-norm). S contains the scale factors,
116
+ * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
117
+ * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
118
+ * choice of S puts the condition number of B within a factor N of the
119
+ * smallest possible condition number over all possible diagonal
120
+ * scalings.
121
+ *
122
+
123
+ * Arguments
124
+ * =========
125
+ *
126
+ * N (input) INTEGER
127
+ * The order of the matrix A. N >= 0.
128
+ *
129
+ * A (input) COMPLEX*16 array, dimension (LDA,N)
130
+ * The N-by-N symmetric matrix whose scaling
131
+ * factors are to be computed. Only the diagonal elements of A
132
+ * are referenced.
133
+ *
134
+ * LDA (input) INTEGER
135
+ * The leading dimension of the array A. LDA >= max(1,N).
136
+ *
137
+ * S (output) DOUBLE PRECISION array, dimension (N)
138
+ * If INFO = 0, S contains the scale factors for A.
139
+ *
140
+ * SCOND (output) DOUBLE PRECISION
141
+ * If INFO = 0, S contains the ratio of the smallest S(i) to
142
+ * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
143
+ * large nor too small, it is not worth scaling by S.
144
+ *
145
+ * AMAX (output) DOUBLE PRECISION
146
+ * Absolute value of largest matrix element. If AMAX is very
147
+ * close to overflow or very close to underflow, the matrix
148
+ * should be scaled.
149
+ * INFO (output) INTEGER
150
+ * = 0: successful exit
151
+ * < 0: if INFO = -i, the i-th argument had an illegal value
152
+ * > 0: if INFO = i, the i-th diagonal element is nonpositive.
153
+ *
154
+
155
+ * =====================================================================
156
+ *
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+
158
+
159
+ </PRE>
160
+ <A HREF="#top">go to the page top</A>
161
+
162
+ <A NAME="zheev"></A>
163
+ <H2>zheev</H2>
164
+ <PRE>
165
+ USAGE:
166
+ w, work, info, a = NumRu::Lapack.zheev( jobz, uplo, a, [:lwork => lwork, :usage => usage, :help => help])
167
+
168
+
169
+ FORTRAN MANUAL
170
+ SUBROUTINE ZHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO )
171
+
172
+ * Purpose
173
+ * =======
174
+ *
175
+ * ZHEEV computes all eigenvalues and, optionally, eigenvectors of a
176
+ * complex Hermitian matrix A.
177
+ *
178
+
179
+ * Arguments
180
+ * =========
181
+ *
182
+ * JOBZ (input) CHARACTER*1
183
+ * = 'N': Compute eigenvalues only;
184
+ * = 'V': Compute eigenvalues and eigenvectors.
185
+ *
186
+ * UPLO (input) CHARACTER*1
187
+ * = 'U': Upper triangle of A is stored;
188
+ * = 'L': Lower triangle of A is stored.
189
+ *
190
+ * N (input) INTEGER
191
+ * The order of the matrix A. N >= 0.
192
+ *
193
+ * A (input/output) COMPLEX*16 array, dimension (LDA, N)
194
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the
195
+ * leading N-by-N upper triangular part of A contains the
196
+ * upper triangular part of the matrix A. If UPLO = 'L',
197
+ * the leading N-by-N lower triangular part of A contains
198
+ * the lower triangular part of the matrix A.
199
+ * On exit, if JOBZ = 'V', then if INFO = 0, A contains the
200
+ * orthonormal eigenvectors of the matrix A.
201
+ * If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
202
+ * or the upper triangle (if UPLO='U') of A, including the
203
+ * diagonal, is destroyed.
204
+ *
205
+ * LDA (input) INTEGER
206
+ * The leading dimension of the array A. LDA >= max(1,N).
207
+ *
208
+ * W (output) DOUBLE PRECISION array, dimension (N)
209
+ * If INFO = 0, the eigenvalues in ascending order.
210
+ *
211
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
212
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
213
+ *
214
+ * LWORK (input) INTEGER
215
+ * The length of the array WORK. LWORK >= max(1,2*N-1).
216
+ * For optimal efficiency, LWORK >= (NB+1)*N,
217
+ * where NB is the blocksize for ZHETRD returned by ILAENV.
218
+ *
219
+ * If LWORK = -1, then a workspace query is assumed; the routine
220
+ * only calculates the optimal size of the WORK array, returns
221
+ * this value as the first entry of the WORK array, and no error
222
+ * message related to LWORK is issued by XERBLA.
223
+ *
224
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2))
225
+ *
226
+ * INFO (output) INTEGER
227
+ * = 0: successful exit
228
+ * < 0: if INFO = -i, the i-th argument had an illegal value
229
+ * > 0: if INFO = i, the algorithm failed to converge; i
230
+ * off-diagonal elements of an intermediate tridiagonal
231
+ * form did not converge to zero.
232
+ *
233
+
234
+ * =====================================================================
235
+ *
236
+
237
+
238
+ </PRE>
239
+ <A HREF="#top">go to the page top</A>
240
+
241
+ <A NAME="zheevd"></A>
242
+ <H2>zheevd</H2>
243
+ <PRE>
244
+ USAGE:
245
+ w, work, rwork, iwork, info, a = NumRu::Lapack.zheevd( jobz, uplo, a, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
246
+
247
+
248
+ FORTRAN MANUAL
249
+ SUBROUTINE ZHEEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
250
+
251
+ * Purpose
252
+ * =======
253
+ *
254
+ * ZHEEVD computes all eigenvalues and, optionally, eigenvectors of a
255
+ * complex Hermitian matrix A. If eigenvectors are desired, it uses a
256
+ * divide and conquer algorithm.
257
+ *
258
+ * The divide and conquer algorithm makes very mild assumptions about
259
+ * floating point arithmetic. It will work on machines with a guard
260
+ * digit in add/subtract, or on those binary machines without guard
261
+ * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
262
+ * Cray-2. It could conceivably fail on hexadecimal or decimal machines
263
+ * without guard digits, but we know of none.
264
+ *
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+
266
+ * Arguments
267
+ * =========
268
+ *
269
+ * JOBZ (input) CHARACTER*1
270
+ * = 'N': Compute eigenvalues only;
271
+ * = 'V': Compute eigenvalues and eigenvectors.
272
+ *
273
+ * UPLO (input) CHARACTER*1
274
+ * = 'U': Upper triangle of A is stored;
275
+ * = 'L': Lower triangle of A is stored.
276
+ *
277
+ * N (input) INTEGER
278
+ * The order of the matrix A. N >= 0.
279
+ *
280
+ * A (input/output) COMPLEX*16 array, dimension (LDA, N)
281
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the
282
+ * leading N-by-N upper triangular part of A contains the
283
+ * upper triangular part of the matrix A. If UPLO = 'L',
284
+ * the leading N-by-N lower triangular part of A contains
285
+ * the lower triangular part of the matrix A.
286
+ * On exit, if JOBZ = 'V', then if INFO = 0, A contains the
287
+ * orthonormal eigenvectors of the matrix A.
288
+ * If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
289
+ * or the upper triangle (if UPLO='U') of A, including the
290
+ * diagonal, is destroyed.
291
+ *
292
+ * LDA (input) INTEGER
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+ * The leading dimension of the array A. LDA >= max(1,N).
294
+ *
295
+ * W (output) DOUBLE PRECISION array, dimension (N)
296
+ * If INFO = 0, the eigenvalues in ascending order.
297
+ *
298
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
299
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
300
+ *
301
+ * LWORK (input) INTEGER
302
+ * The length of the array WORK.
303
+ * If N <= 1, LWORK must be at least 1.
304
+ * If JOBZ = 'N' and N > 1, LWORK must be at least N + 1.
305
+ * If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2.
306
+ *
307
+ * If LWORK = -1, then a workspace query is assumed; the routine
308
+ * only calculates the optimal sizes of the WORK, RWORK and
309
+ * IWORK arrays, returns these values as the first entries of
310
+ * the WORK, RWORK and IWORK arrays, and no error message
311
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
312
+ *
313
+ * RWORK (workspace/output) DOUBLE PRECISION array,
314
+ * dimension (LRWORK)
315
+ * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
316
+ *
317
+ * LRWORK (input) INTEGER
318
+ * The dimension of the array RWORK.
319
+ * If N <= 1, LRWORK must be at least 1.
320
+ * If JOBZ = 'N' and N > 1, LRWORK must be at least N.
321
+ * If JOBZ = 'V' and N > 1, LRWORK must be at least
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+ * 1 + 5*N + 2*N**2.
323
+ *
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+ * If LRWORK = -1, then a workspace query is assumed; the
325
+ * routine only calculates the optimal sizes of the WORK, RWORK
326
+ * and IWORK arrays, returns these values as the first entries
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+ * of the WORK, RWORK and IWORK arrays, and no error message
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+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
329
+ *
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+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
331
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
332
+ *
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+ * LIWORK (input) INTEGER
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+ * The dimension of the array IWORK.
335
+ * If N <= 1, LIWORK must be at least 1.
336
+ * If JOBZ = 'N' and N > 1, LIWORK must be at least 1.
337
+ * If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
338
+ *
339
+ * If LIWORK = -1, then a workspace query is assumed; the
340
+ * routine only calculates the optimal sizes of the WORK, RWORK
341
+ * and IWORK arrays, returns these values as the first entries
342
+ * of the WORK, RWORK and IWORK arrays, and no error message
343
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
344
+ *
345
+ * INFO (output) INTEGER
346
+ * = 0: successful exit
347
+ * < 0: if INFO = -i, the i-th argument had an illegal value
348
+ * > 0: if INFO = i and JOBZ = 'N', then the algorithm failed
349
+ * to converge; i off-diagonal elements of an intermediate
350
+ * tridiagonal form did not converge to zero;
351
+ * if INFO = i and JOBZ = 'V', then the algorithm failed
352
+ * to compute an eigenvalue while working on the submatrix
353
+ * lying in rows and columns INFO/(N+1) through
354
+ * mod(INFO,N+1).
355
+ *
356
+
357
+ * Further Details
358
+ * ===============
359
+ *
360
+ * Based on contributions by
361
+ * Jeff Rutter, Computer Science Division, University of California
362
+ * at Berkeley, USA
363
+ *
364
+ * Modified description of INFO. Sven, 16 Feb 05.
365
+ * =====================================================================
366
+ *
367
+
368
+
369
+ </PRE>
370
+ <A HREF="#top">go to the page top</A>
371
+
372
+ <A NAME="zheevr"></A>
373
+ <H2>zheevr</H2>
374
+ <PRE>
375
+ USAGE:
376
+ m, w, z, isuppz, work, rwork, iwork, info, a = NumRu::Lapack.zheevr( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
377
+
378
+
379
+ FORTRAN MANUAL
380
+ SUBROUTINE ZHEEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
381
+
382
+ * Purpose
383
+ * =======
384
+ *
385
+ * ZHEEVR computes selected eigenvalues and, optionally, eigenvectors
386
+ * of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
387
+ * be selected by specifying either a range of values or a range of
388
+ * indices for the desired eigenvalues.
389
+ *
390
+ * ZHEEVR first reduces the matrix A to tridiagonal form T with a call
391
+ * to ZHETRD. Then, whenever possible, ZHEEVR calls ZSTEMR to compute
392
+ * eigenspectrum using Relatively Robust Representations. ZSTEMR
393
+ * computes eigenvalues by the dqds algorithm, while orthogonal
394
+ * eigenvectors are computed from various "good" L D L^T representations
395
+ * (also known as Relatively Robust Representations). Gram-Schmidt
396
+ * orthogonalization is avoided as far as possible. More specifically,
397
+ * the various steps of the algorithm are as follows.
398
+ *
399
+ * For each unreduced block (submatrix) of T,
400
+ * (a) Compute T - sigma I = L D L^T, so that L and D
401
+ * define all the wanted eigenvalues to high relative accuracy.
402
+ * This means that small relative changes in the entries of D and L
403
+ * cause only small relative changes in the eigenvalues and
404
+ * eigenvectors. The standard (unfactored) representation of the
405
+ * tridiagonal matrix T does not have this property in general.
406
+ * (b) Compute the eigenvalues to suitable accuracy.
407
+ * If the eigenvectors are desired, the algorithm attains full
408
+ * accuracy of the computed eigenvalues only right before
409
+ * the corresponding vectors have to be computed, see steps c) and d).
410
+ * (c) For each cluster of close eigenvalues, select a new
411
+ * shift close to the cluster, find a new factorization, and refine
412
+ * the shifted eigenvalues to suitable accuracy.
413
+ * (d) For each eigenvalue with a large enough relative separation compute
414
+ * the corresponding eigenvector by forming a rank revealing twisted
415
+ * factorization. Go back to (c) for any clusters that remain.
416
+ *
417
+ * The desired accuracy of the output can be specified by the input
418
+ * parameter ABSTOL.
419
+ *
420
+ * For more details, see DSTEMR's documentation and:
421
+ * - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
422
+ * to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
423
+ * Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
424
+ * - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
425
+ * Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
426
+ * 2004. Also LAPACK Working Note 154.
427
+ * - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
428
+ * tridiagonal eigenvalue/eigenvector problem",
429
+ * Computer Science Division Technical Report No. UCB/CSD-97-971,
430
+ * UC Berkeley, May 1997.
431
+ *
432
+ *
433
+ * Note 1 : ZHEEVR calls ZSTEMR when the full spectrum is requested
434
+ * on machines which conform to the ieee-754 floating point standard.
435
+ * ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and
436
+ * when partial spectrum requests are made.
437
+ *
438
+ * Normal execution of ZSTEMR may create NaNs and infinities and
439
+ * hence may abort due to a floating point exception in environments
440
+ * which do not handle NaNs and infinities in the ieee standard default
441
+ * manner.
442
+ *
443
+
444
+ * Arguments
445
+ * =========
446
+ *
447
+ * JOBZ (input) CHARACTER*1
448
+ * = 'N': Compute eigenvalues only;
449
+ * = 'V': Compute eigenvalues and eigenvectors.
450
+ *
451
+ * RANGE (input) CHARACTER*1
452
+ * = 'A': all eigenvalues will be found.
453
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
454
+ * will be found.
455
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
456
+ ********** For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
457
+ ********** ZSTEIN are called
458
+ *
459
+ * UPLO (input) CHARACTER*1
460
+ * = 'U': Upper triangle of A is stored;
461
+ * = 'L': Lower triangle of A is stored.
462
+ *
463
+ * N (input) INTEGER
464
+ * The order of the matrix A. N >= 0.
465
+ *
466
+ * A (input/output) COMPLEX*16 array, dimension (LDA, N)
467
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the
468
+ * leading N-by-N upper triangular part of A contains the
469
+ * upper triangular part of the matrix A. If UPLO = 'L',
470
+ * the leading N-by-N lower triangular part of A contains
471
+ * the lower triangular part of the matrix A.
472
+ * On exit, the lower triangle (if UPLO='L') or the upper
473
+ * triangle (if UPLO='U') of A, including the diagonal, is
474
+ * destroyed.
475
+ *
476
+ * LDA (input) INTEGER
477
+ * The leading dimension of the array A. LDA >= max(1,N).
478
+ *
479
+ * VL (input) DOUBLE PRECISION
480
+ * VU (input) DOUBLE PRECISION
481
+ * If RANGE='V', the lower and upper bounds of the interval to
482
+ * be searched for eigenvalues. VL < VU.
483
+ * Not referenced if RANGE = 'A' or 'I'.
484
+ *
485
+ * IL (input) INTEGER
486
+ * IU (input) INTEGER
487
+ * If RANGE='I', the indices (in ascending order) of the
488
+ * smallest and largest eigenvalues to be returned.
489
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
490
+ * Not referenced if RANGE = 'A' or 'V'.
491
+ *
492
+ * ABSTOL (input) DOUBLE PRECISION
493
+ * The absolute error tolerance for the eigenvalues.
494
+ * An approximate eigenvalue is accepted as converged
495
+ * when it is determined to lie in an interval [a,b]
496
+ * of width less than or equal to
497
+ *
498
+ * ABSTOL + EPS * max( |a|,|b| ) ,
499
+ *
500
+ * where EPS is the machine precision. If ABSTOL is less than
501
+ * or equal to zero, then EPS*|T| will be used in its place,
502
+ * where |T| is the 1-norm of the tridiagonal matrix obtained
503
+ * by reducing A to tridiagonal form.
504
+ *
505
+ * See "Computing Small Singular Values of Bidiagonal Matrices
506
+ * with Guaranteed High Relative Accuracy," by Demmel and
507
+ * Kahan, LAPACK Working Note #3.
508
+ *
509
+ * If high relative accuracy is important, set ABSTOL to
510
+ * DLAMCH( 'Safe minimum' ). Doing so will guarantee that
511
+ * eigenvalues are computed to high relative accuracy when
512
+ * possible in future releases. The current code does not
513
+ * make any guarantees about high relative accuracy, but
514
+ * furutre releases will. See J. Barlow and J. Demmel,
515
+ * "Computing Accurate Eigensystems of Scaled Diagonally
516
+ * Dominant Matrices", LAPACK Working Note #7, for a discussion
517
+ * of which matrices define their eigenvalues to high relative
518
+ * accuracy.
519
+ *
520
+ * M (output) INTEGER
521
+ * The total number of eigenvalues found. 0 <= M <= N.
522
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
523
+ *
524
+ * W (output) DOUBLE PRECISION array, dimension (N)
525
+ * The first M elements contain the selected eigenvalues in
526
+ * ascending order.
527
+ *
528
+ * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M))
529
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
530
+ * contain the orthonormal eigenvectors of the matrix A
531
+ * corresponding to the selected eigenvalues, with the i-th
532
+ * column of Z holding the eigenvector associated with W(i).
533
+ * If JOBZ = 'N', then Z is not referenced.
534
+ * Note: the user must ensure that at least max(1,M) columns are
535
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
536
+ * is not known in advance and an upper bound must be used.
537
+ *
538
+ * LDZ (input) INTEGER
539
+ * The leading dimension of the array Z. LDZ >= 1, and if
540
+ * JOBZ = 'V', LDZ >= max(1,N).
541
+ *
542
+ * ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) )
543
+ * The support of the eigenvectors in Z, i.e., the indices
544
+ * indicating the nonzero elements in Z. The i-th eigenvector
545
+ * is nonzero only in elements ISUPPZ( 2*i-1 ) through
546
+ * ISUPPZ( 2*i ).
547
+ ********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
548
+ *
549
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
550
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
551
+ *
552
+ * LWORK (input) INTEGER
553
+ * The length of the array WORK. LWORK >= max(1,2*N).
554
+ * For optimal efficiency, LWORK >= (NB+1)*N,
555
+ * where NB is the max of the blocksize for ZHETRD and for
556
+ * ZUNMTR as returned by ILAENV.
557
+ *
558
+ * If LWORK = -1, then a workspace query is assumed; the routine
559
+ * only calculates the optimal sizes of the WORK, RWORK and
560
+ * IWORK arrays, returns these values as the first entries of
561
+ * the WORK, RWORK and IWORK arrays, and no error message
562
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
563
+ *
564
+ * RWORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
565
+ * On exit, if INFO = 0, RWORK(1) returns the optimal
566
+ * (and minimal) LRWORK.
567
+ *
568
+ * LRWORK (input) INTEGER
569
+ * The length of the array RWORK. LRWORK >= max(1,24*N).
570
+ *
571
+ * If LRWORK = -1, then a workspace query is assumed; the
572
+ * routine only calculates the optimal sizes of the WORK, RWORK
573
+ * and IWORK arrays, returns these values as the first entries
574
+ * of the WORK, RWORK and IWORK arrays, and no error message
575
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
576
+ *
577
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
578
+ * On exit, if INFO = 0, IWORK(1) returns the optimal
579
+ * (and minimal) LIWORK.
580
+ *
581
+ * LIWORK (input) INTEGER
582
+ * The dimension of the array IWORK. LIWORK >= max(1,10*N).
583
+ *
584
+ * If LIWORK = -1, then a workspace query is assumed; the
585
+ * routine only calculates the optimal sizes of the WORK, RWORK
586
+ * and IWORK arrays, returns these values as the first entries
587
+ * of the WORK, RWORK and IWORK arrays, and no error message
588
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
589
+ *
590
+ * INFO (output) INTEGER
591
+ * = 0: successful exit
592
+ * < 0: if INFO = -i, the i-th argument had an illegal value
593
+ * > 0: Internal error
594
+ *
595
+
596
+ * Further Details
597
+ * ===============
598
+ *
599
+ * Based on contributions by
600
+ * Inderjit Dhillon, IBM Almaden, USA
601
+ * Osni Marques, LBNL/NERSC, USA
602
+ * Ken Stanley, Computer Science Division, University of
603
+ * California at Berkeley, USA
604
+ * Jason Riedy, Computer Science Division, University of
605
+ * California at Berkeley, USA
606
+ *
607
+ * =====================================================================
608
+ *
609
+
610
+
611
+ </PRE>
612
+ <A HREF="#top">go to the page top</A>
613
+
614
+ <A NAME="zheevx"></A>
615
+ <H2>zheevx</H2>
616
+ <PRE>
617
+ USAGE:
618
+ m, w, z, work, ifail, info, a = NumRu::Lapack.zheevx( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
619
+
620
+
621
+ FORTRAN MANUAL
622
+ SUBROUTINE ZHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO )
623
+
624
+ * Purpose
625
+ * =======
626
+ *
627
+ * ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
628
+ * of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
629
+ * be selected by specifying either a range of values or a range of
630
+ * indices for the desired eigenvalues.
631
+ *
632
+
633
+ * Arguments
634
+ * =========
635
+ *
636
+ * JOBZ (input) CHARACTER*1
637
+ * = 'N': Compute eigenvalues only;
638
+ * = 'V': Compute eigenvalues and eigenvectors.
639
+ *
640
+ * RANGE (input) CHARACTER*1
641
+ * = 'A': all eigenvalues will be found.
642
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
643
+ * will be found.
644
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
645
+ *
646
+ * UPLO (input) CHARACTER*1
647
+ * = 'U': Upper triangle of A is stored;
648
+ * = 'L': Lower triangle of A is stored.
649
+ *
650
+ * N (input) INTEGER
651
+ * The order of the matrix A. N >= 0.
652
+ *
653
+ * A (input/output) COMPLEX*16 array, dimension (LDA, N)
654
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the
655
+ * leading N-by-N upper triangular part of A contains the
656
+ * upper triangular part of the matrix A. If UPLO = 'L',
657
+ * the leading N-by-N lower triangular part of A contains
658
+ * the lower triangular part of the matrix A.
659
+ * On exit, the lower triangle (if UPLO='L') or the upper
660
+ * triangle (if UPLO='U') of A, including the diagonal, is
661
+ * destroyed.
662
+ *
663
+ * LDA (input) INTEGER
664
+ * The leading dimension of the array A. LDA >= max(1,N).
665
+ *
666
+ * VL (input) DOUBLE PRECISION
667
+ * VU (input) DOUBLE PRECISION
668
+ * If RANGE='V', the lower and upper bounds of the interval to
669
+ * be searched for eigenvalues. VL < VU.
670
+ * Not referenced if RANGE = 'A' or 'I'.
671
+ *
672
+ * IL (input) INTEGER
673
+ * IU (input) INTEGER
674
+ * If RANGE='I', the indices (in ascending order) of the
675
+ * smallest and largest eigenvalues to be returned.
676
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
677
+ * Not referenced if RANGE = 'A' or 'V'.
678
+ *
679
+ * ABSTOL (input) DOUBLE PRECISION
680
+ * The absolute error tolerance for the eigenvalues.
681
+ * An approximate eigenvalue is accepted as converged
682
+ * when it is determined to lie in an interval [a,b]
683
+ * of width less than or equal to
684
+ *
685
+ * ABSTOL + EPS * max( |a|,|b| ) ,
686
+ *
687
+ * where EPS is the machine precision. If ABSTOL is less than
688
+ * or equal to zero, then EPS*|T| will be used in its place,
689
+ * where |T| is the 1-norm of the tridiagonal matrix obtained
690
+ * by reducing A to tridiagonal form.
691
+ *
692
+ * Eigenvalues will be computed most accurately when ABSTOL is
693
+ * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
694
+ * If this routine returns with INFO>0, indicating that some
695
+ * eigenvectors did not converge, try setting ABSTOL to
696
+ * 2*DLAMCH('S').
697
+ *
698
+ * See "Computing Small Singular Values of Bidiagonal Matrices
699
+ * with Guaranteed High Relative Accuracy," by Demmel and
700
+ * Kahan, LAPACK Working Note #3.
701
+ *
702
+ * M (output) INTEGER
703
+ * The total number of eigenvalues found. 0 <= M <= N.
704
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
705
+ *
706
+ * W (output) DOUBLE PRECISION array, dimension (N)
707
+ * On normal exit, the first M elements contain the selected
708
+ * eigenvalues in ascending order.
709
+ *
710
+ * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M))
711
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
712
+ * contain the orthonormal eigenvectors of the matrix A
713
+ * corresponding to the selected eigenvalues, with the i-th
714
+ * column of Z holding the eigenvector associated with W(i).
715
+ * If an eigenvector fails to converge, then that column of Z
716
+ * contains the latest approximation to the eigenvector, and the
717
+ * index of the eigenvector is returned in IFAIL.
718
+ * If JOBZ = 'N', then Z is not referenced.
719
+ * Note: the user must ensure that at least max(1,M) columns are
720
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
721
+ * is not known in advance and an upper bound must be used.
722
+ *
723
+ * LDZ (input) INTEGER
724
+ * The leading dimension of the array Z. LDZ >= 1, and if
725
+ * JOBZ = 'V', LDZ >= max(1,N).
726
+ *
727
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
728
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
729
+ *
730
+ * LWORK (input) INTEGER
731
+ * The length of the array WORK. LWORK >= 1, when N <= 1;
732
+ * otherwise 2*N.
733
+ * For optimal efficiency, LWORK >= (NB+1)*N,
734
+ * where NB is the max of the blocksize for ZHETRD and for
735
+ * ZUNMTR as returned by ILAENV.
736
+ *
737
+ * If LWORK = -1, then a workspace query is assumed; the routine
738
+ * only calculates the optimal size of the WORK array, returns
739
+ * this value as the first entry of the WORK array, and no error
740
+ * message related to LWORK is issued by XERBLA.
741
+ *
742
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
743
+ *
744
+ * IWORK (workspace) INTEGER array, dimension (5*N)
745
+ *
746
+ * IFAIL (output) INTEGER array, dimension (N)
747
+ * If JOBZ = 'V', then if INFO = 0, the first M elements of
748
+ * IFAIL are zero. If INFO > 0, then IFAIL contains the
749
+ * indices of the eigenvectors that failed to converge.
750
+ * If JOBZ = 'N', then IFAIL is not referenced.
751
+ *
752
+ * INFO (output) INTEGER
753
+ * = 0: successful exit
754
+ * < 0: if INFO = -i, the i-th argument had an illegal value
755
+ * > 0: if INFO = i, then i eigenvectors failed to converge.
756
+ * Their indices are stored in array IFAIL.
757
+ *
758
+
759
+ * =====================================================================
760
+ *
761
+
762
+
763
+ </PRE>
764
+ <A HREF="#top">go to the page top</A>
765
+
766
+ <A NAME="zhegs2"></A>
767
+ <H2>zhegs2</H2>
768
+ <PRE>
769
+ USAGE:
770
+ info, a = NumRu::Lapack.zhegs2( itype, uplo, a, b, [:usage => usage, :help => help])
771
+
772
+
773
+ FORTRAN MANUAL
774
+ SUBROUTINE ZHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
775
+
776
+ * Purpose
777
+ * =======
778
+ *
779
+ * ZHEGS2 reduces a complex Hermitian-definite generalized
780
+ * eigenproblem to standard form.
781
+ *
782
+ * If ITYPE = 1, the problem is A*x = lambda*B*x,
783
+ * and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L')
784
+ *
785
+ * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
786
+ * B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L.
787
+ *
788
+ * B must have been previously factorized as U'*U or L*L' by ZPOTRF.
789
+ *
790
+
791
+ * Arguments
792
+ * =========
793
+ *
794
+ * ITYPE (input) INTEGER
795
+ * = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
796
+ * = 2 or 3: compute U*A*U' or L'*A*L.
797
+ *
798
+ * UPLO (input) CHARACTER*1
799
+ * Specifies whether the upper or lower triangular part of the
800
+ * Hermitian matrix A is stored, and how B has been factorized.
801
+ * = 'U': Upper triangular
802
+ * = 'L': Lower triangular
803
+ *
804
+ * N (input) INTEGER
805
+ * The order of the matrices A and B. N >= 0.
806
+ *
807
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
808
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
809
+ * n by n upper triangular part of A contains the upper
810
+ * triangular part of the matrix A, and the strictly lower
811
+ * triangular part of A is not referenced. If UPLO = 'L', the
812
+ * leading n by n lower triangular part of A contains the lower
813
+ * triangular part of the matrix A, and the strictly upper
814
+ * triangular part of A is not referenced.
815
+ *
816
+ * On exit, if INFO = 0, the transformed matrix, stored in the
817
+ * same format as A.
818
+ *
819
+ * LDA (input) INTEGER
820
+ * The leading dimension of the array A. LDA >= max(1,N).
821
+ *
822
+ * B (input) COMPLEX*16 array, dimension (LDB,N)
823
+ * The triangular factor from the Cholesky factorization of B,
824
+ * as returned by ZPOTRF.
825
+ *
826
+ * LDB (input) INTEGER
827
+ * The leading dimension of the array B. LDB >= max(1,N).
828
+ *
829
+ * INFO (output) INTEGER
830
+ * = 0: successful exit.
831
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
832
+ *
833
+
834
+ * =====================================================================
835
+ *
836
+
837
+
838
+ </PRE>
839
+ <A HREF="#top">go to the page top</A>
840
+
841
+ <A NAME="zhegst"></A>
842
+ <H2>zhegst</H2>
843
+ <PRE>
844
+ USAGE:
845
+ info, a = NumRu::Lapack.zhegst( itype, uplo, a, b, [:usage => usage, :help => help])
846
+
847
+
848
+ FORTRAN MANUAL
849
+ SUBROUTINE ZHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
850
+
851
+ * Purpose
852
+ * =======
853
+ *
854
+ * ZHEGST reduces a complex Hermitian-definite generalized
855
+ * eigenproblem to standard form.
856
+ *
857
+ * If ITYPE = 1, the problem is A*x = lambda*B*x,
858
+ * and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
859
+ *
860
+ * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
861
+ * B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
862
+ *
863
+ * B must have been previously factorized as U**H*U or L*L**H by ZPOTRF.
864
+ *
865
+
866
+ * Arguments
867
+ * =========
868
+ *
869
+ * ITYPE (input) INTEGER
870
+ * = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
871
+ * = 2 or 3: compute U*A*U**H or L**H*A*L.
872
+ *
873
+ * UPLO (input) CHARACTER*1
874
+ * = 'U': Upper triangle of A is stored and B is factored as
875
+ * U**H*U;
876
+ * = 'L': Lower triangle of A is stored and B is factored as
877
+ * L*L**H.
878
+ *
879
+ * N (input) INTEGER
880
+ * The order of the matrices A and B. N >= 0.
881
+ *
882
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
883
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
884
+ * N-by-N upper triangular part of A contains the upper
885
+ * triangular part of the matrix A, and the strictly lower
886
+ * triangular part of A is not referenced. If UPLO = 'L', the
887
+ * leading N-by-N lower triangular part of A contains the lower
888
+ * triangular part of the matrix A, and the strictly upper
889
+ * triangular part of A is not referenced.
890
+ *
891
+ * On exit, if INFO = 0, the transformed matrix, stored in the
892
+ * same format as A.
893
+ *
894
+ * LDA (input) INTEGER
895
+ * The leading dimension of the array A. LDA >= max(1,N).
896
+ *
897
+ * B (input) COMPLEX*16 array, dimension (LDB,N)
898
+ * The triangular factor from the Cholesky factorization of B,
899
+ * as returned by ZPOTRF.
900
+ *
901
+ * LDB (input) INTEGER
902
+ * The leading dimension of the array B. LDB >= max(1,N).
903
+ *
904
+ * INFO (output) INTEGER
905
+ * = 0: successful exit
906
+ * < 0: if INFO = -i, the i-th argument had an illegal value
907
+ *
908
+
909
+ * =====================================================================
910
+ *
911
+
912
+
913
+ </PRE>
914
+ <A HREF="#top">go to the page top</A>
915
+
916
+ <A NAME="zhegv"></A>
917
+ <H2>zhegv</H2>
918
+ <PRE>
919
+ USAGE:
920
+ w, work, info, a, b = NumRu::Lapack.zhegv( itype, jobz, uplo, a, b, [:lwork => lwork, :usage => usage, :help => help])
921
+
922
+
923
+ FORTRAN MANUAL
924
+ SUBROUTINE ZHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, INFO )
925
+
926
+ * Purpose
927
+ * =======
928
+ *
929
+ * ZHEGV computes all the eigenvalues, and optionally, the eigenvectors
930
+ * of a complex generalized Hermitian-definite eigenproblem, of the form
931
+ * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
932
+ * Here A and B are assumed to be Hermitian and B is also
933
+ * positive definite.
934
+ *
935
+
936
+ * Arguments
937
+ * =========
938
+ *
939
+ * ITYPE (input) INTEGER
940
+ * Specifies the problem type to be solved:
941
+ * = 1: A*x = (lambda)*B*x
942
+ * = 2: A*B*x = (lambda)*x
943
+ * = 3: B*A*x = (lambda)*x
944
+ *
945
+ * JOBZ (input) CHARACTER*1
946
+ * = 'N': Compute eigenvalues only;
947
+ * = 'V': Compute eigenvalues and eigenvectors.
948
+ *
949
+ * UPLO (input) CHARACTER*1
950
+ * = 'U': Upper triangles of A and B are stored;
951
+ * = 'L': Lower triangles of A and B are stored.
952
+ *
953
+ * N (input) INTEGER
954
+ * The order of the matrices A and B. N >= 0.
955
+ *
956
+ * A (input/output) COMPLEX*16 array, dimension (LDA, N)
957
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the
958
+ * leading N-by-N upper triangular part of A contains the
959
+ * upper triangular part of the matrix A. If UPLO = 'L',
960
+ * the leading N-by-N lower triangular part of A contains
961
+ * the lower triangular part of the matrix A.
962
+ *
963
+ * On exit, if JOBZ = 'V', then if INFO = 0, A contains the
964
+ * matrix Z of eigenvectors. The eigenvectors are normalized
965
+ * as follows:
966
+ * if ITYPE = 1 or 2, Z**H*B*Z = I;
967
+ * if ITYPE = 3, Z**H*inv(B)*Z = I.
968
+ * If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
969
+ * or the lower triangle (if UPLO='L') of A, including the
970
+ * diagonal, is destroyed.
971
+ *
972
+ * LDA (input) INTEGER
973
+ * The leading dimension of the array A. LDA >= max(1,N).
974
+ *
975
+ * B (input/output) COMPLEX*16 array, dimension (LDB, N)
976
+ * On entry, the Hermitian positive definite matrix B.
977
+ * If UPLO = 'U', the leading N-by-N upper triangular part of B
978
+ * contains the upper triangular part of the matrix B.
979
+ * If UPLO = 'L', the leading N-by-N lower triangular part of B
980
+ * contains the lower triangular part of the matrix B.
981
+ *
982
+ * On exit, if INFO <= N, the part of B containing the matrix is
983
+ * overwritten by the triangular factor U or L from the Cholesky
984
+ * factorization B = U**H*U or B = L*L**H.
985
+ *
986
+ * LDB (input) INTEGER
987
+ * The leading dimension of the array B. LDB >= max(1,N).
988
+ *
989
+ * W (output) DOUBLE PRECISION array, dimension (N)
990
+ * If INFO = 0, the eigenvalues in ascending order.
991
+ *
992
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
993
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
994
+ *
995
+ * LWORK (input) INTEGER
996
+ * The length of the array WORK. LWORK >= max(1,2*N-1).
997
+ * For optimal efficiency, LWORK >= (NB+1)*N,
998
+ * where NB is the blocksize for ZHETRD returned by ILAENV.
999
+ *
1000
+ * If LWORK = -1, then a workspace query is assumed; the routine
1001
+ * only calculates the optimal size of the WORK array, returns
1002
+ * this value as the first entry of the WORK array, and no error
1003
+ * message related to LWORK is issued by XERBLA.
1004
+ *
1005
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2))
1006
+ *
1007
+ * INFO (output) INTEGER
1008
+ * = 0: successful exit
1009
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1010
+ * > 0: ZPOTRF or ZHEEV returned an error code:
1011
+ * <= N: if INFO = i, ZHEEV failed to converge;
1012
+ * i off-diagonal elements of an intermediate
1013
+ * tridiagonal form did not converge to zero;
1014
+ * > N: if INFO = N + i, for 1 <= i <= N, then the leading
1015
+ * minor of order i of B is not positive definite.
1016
+ * The factorization of B could not be completed and
1017
+ * no eigenvalues or eigenvectors were computed.
1018
+ *
1019
+
1020
+ * =====================================================================
1021
+ *
1022
+
1023
+
1024
+ </PRE>
1025
+ <A HREF="#top">go to the page top</A>
1026
+
1027
+ <A NAME="zhegvd"></A>
1028
+ <H2>zhegvd</H2>
1029
+ <PRE>
1030
+ USAGE:
1031
+ w, work, rwork, iwork, info, a, b = NumRu::Lapack.zhegvd( itype, jobz, uplo, a, b, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
1032
+
1033
+
1034
+ FORTRAN MANUAL
1035
+ SUBROUTINE ZHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
1036
+
1037
+ * Purpose
1038
+ * =======
1039
+ *
1040
+ * ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors
1041
+ * of a complex generalized Hermitian-definite eigenproblem, of the form
1042
+ * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
1043
+ * B are assumed to be Hermitian and B is also positive definite.
1044
+ * If eigenvectors are desired, it uses a divide and conquer algorithm.
1045
+ *
1046
+ * The divide and conquer algorithm makes very mild assumptions about
1047
+ * floating point arithmetic. It will work on machines with a guard
1048
+ * digit in add/subtract, or on those binary machines without guard
1049
+ * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
1050
+ * Cray-2. It could conceivably fail on hexadecimal or decimal machines
1051
+ * without guard digits, but we know of none.
1052
+ *
1053
+
1054
+ * Arguments
1055
+ * =========
1056
+ *
1057
+ * ITYPE (input) INTEGER
1058
+ * Specifies the problem type to be solved:
1059
+ * = 1: A*x = (lambda)*B*x
1060
+ * = 2: A*B*x = (lambda)*x
1061
+ * = 3: B*A*x = (lambda)*x
1062
+ *
1063
+ * JOBZ (input) CHARACTER*1
1064
+ * = 'N': Compute eigenvalues only;
1065
+ * = 'V': Compute eigenvalues and eigenvectors.
1066
+ *
1067
+ * UPLO (input) CHARACTER*1
1068
+ * = 'U': Upper triangles of A and B are stored;
1069
+ * = 'L': Lower triangles of A and B are stored.
1070
+ *
1071
+ * N (input) INTEGER
1072
+ * The order of the matrices A and B. N >= 0.
1073
+ *
1074
+ * A (input/output) COMPLEX*16 array, dimension (LDA, N)
1075
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the
1076
+ * leading N-by-N upper triangular part of A contains the
1077
+ * upper triangular part of the matrix A. If UPLO = 'L',
1078
+ * the leading N-by-N lower triangular part of A contains
1079
+ * the lower triangular part of the matrix A.
1080
+ *
1081
+ * On exit, if JOBZ = 'V', then if INFO = 0, A contains the
1082
+ * matrix Z of eigenvectors. The eigenvectors are normalized
1083
+ * as follows:
1084
+ * if ITYPE = 1 or 2, Z**H*B*Z = I;
1085
+ * if ITYPE = 3, Z**H*inv(B)*Z = I.
1086
+ * If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
1087
+ * or the lower triangle (if UPLO='L') of A, including the
1088
+ * diagonal, is destroyed.
1089
+ *
1090
+ * LDA (input) INTEGER
1091
+ * The leading dimension of the array A. LDA >= max(1,N).
1092
+ *
1093
+ * B (input/output) COMPLEX*16 array, dimension (LDB, N)
1094
+ * On entry, the Hermitian matrix B. If UPLO = 'U', the
1095
+ * leading N-by-N upper triangular part of B contains the
1096
+ * upper triangular part of the matrix B. If UPLO = 'L',
1097
+ * the leading N-by-N lower triangular part of B contains
1098
+ * the lower triangular part of the matrix B.
1099
+ *
1100
+ * On exit, if INFO <= N, the part of B containing the matrix is
1101
+ * overwritten by the triangular factor U or L from the Cholesky
1102
+ * factorization B = U**H*U or B = L*L**H.
1103
+ *
1104
+ * LDB (input) INTEGER
1105
+ * The leading dimension of the array B. LDB >= max(1,N).
1106
+ *
1107
+ * W (output) DOUBLE PRECISION array, dimension (N)
1108
+ * If INFO = 0, the eigenvalues in ascending order.
1109
+ *
1110
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
1111
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1112
+ *
1113
+ * LWORK (input) INTEGER
1114
+ * The length of the array WORK.
1115
+ * If N <= 1, LWORK >= 1.
1116
+ * If JOBZ = 'N' and N > 1, LWORK >= N + 1.
1117
+ * If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2.
1118
+ *
1119
+ * If LWORK = -1, then a workspace query is assumed; the routine
1120
+ * only calculates the optimal sizes of the WORK, RWORK and
1121
+ * IWORK arrays, returns these values as the first entries of
1122
+ * the WORK, RWORK and IWORK arrays, and no error message
1123
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
1124
+ *
1125
+ * RWORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
1126
+ * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
1127
+ *
1128
+ * LRWORK (input) INTEGER
1129
+ * The dimension of the array RWORK.
1130
+ * If N <= 1, LRWORK >= 1.
1131
+ * If JOBZ = 'N' and N > 1, LRWORK >= N.
1132
+ * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
1133
+ *
1134
+ * If LRWORK = -1, then a workspace query is assumed; the
1135
+ * routine only calculates the optimal sizes of the WORK, RWORK
1136
+ * and IWORK arrays, returns these values as the first entries
1137
+ * of the WORK, RWORK and IWORK arrays, and no error message
1138
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
1139
+ *
1140
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
1141
+ * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
1142
+ *
1143
+ * LIWORK (input) INTEGER
1144
+ * The dimension of the array IWORK.
1145
+ * If N <= 1, LIWORK >= 1.
1146
+ * If JOBZ = 'N' and N > 1, LIWORK >= 1.
1147
+ * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
1148
+ *
1149
+ * If LIWORK = -1, then a workspace query is assumed; the
1150
+ * routine only calculates the optimal sizes of the WORK, RWORK
1151
+ * and IWORK arrays, returns these values as the first entries
1152
+ * of the WORK, RWORK and IWORK arrays, and no error message
1153
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
1154
+ *
1155
+ * INFO (output) INTEGER
1156
+ * = 0: successful exit
1157
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1158
+ * > 0: ZPOTRF or ZHEEVD returned an error code:
1159
+ * <= N: if INFO = i and JOBZ = 'N', then the algorithm
1160
+ * failed to converge; i off-diagonal elements of an
1161
+ * intermediate tridiagonal form did not converge to
1162
+ * zero;
1163
+ * if INFO = i and JOBZ = 'V', then the algorithm
1164
+ * failed to compute an eigenvalue while working on
1165
+ * the submatrix lying in rows and columns INFO/(N+1)
1166
+ * through mod(INFO,N+1);
1167
+ * > N: if INFO = N + i, for 1 <= i <= N, then the leading
1168
+ * minor of order i of B is not positive definite.
1169
+ * The factorization of B could not be completed and
1170
+ * no eigenvalues or eigenvectors were computed.
1171
+ *
1172
+
1173
+ * Further Details
1174
+ * ===============
1175
+ *
1176
+ * Based on contributions by
1177
+ * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
1178
+ *
1179
+ * Modified so that no backsubstitution is performed if ZHEEVD fails to
1180
+ * converge (NEIG in old code could be greater than N causing out of
1181
+ * bounds reference to A - reported by Ralf Meyer). Also corrected the
1182
+ * description of INFO and the test on ITYPE. Sven, 16 Feb 05.
1183
+ * =====================================================================
1184
+ *
1185
+
1186
+
1187
+ </PRE>
1188
+ <A HREF="#top">go to the page top</A>
1189
+
1190
+ <A NAME="zhegvx"></A>
1191
+ <H2>zhegvx</H2>
1192
+ <PRE>
1193
+ USAGE:
1194
+ m, w, z, work, ifail, info, a, b = NumRu::Lapack.zhegvx( itype, jobz, range, uplo, a, b, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
1195
+
1196
+
1197
+ FORTRAN MANUAL
1198
+ SUBROUTINE ZHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO )
1199
+
1200
+ * Purpose
1201
+ * =======
1202
+ *
1203
+ * ZHEGVX computes selected eigenvalues, and optionally, eigenvectors
1204
+ * of a complex generalized Hermitian-definite eigenproblem, of the form
1205
+ * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
1206
+ * B are assumed to be Hermitian and B is also positive definite.
1207
+ * Eigenvalues and eigenvectors can be selected by specifying either a
1208
+ * range of values or a range of indices for the desired eigenvalues.
1209
+ *
1210
+
1211
+ * Arguments
1212
+ * =========
1213
+ *
1214
+ * ITYPE (input) INTEGER
1215
+ * Specifies the problem type to be solved:
1216
+ * = 1: A*x = (lambda)*B*x
1217
+ * = 2: A*B*x = (lambda)*x
1218
+ * = 3: B*A*x = (lambda)*x
1219
+ *
1220
+ * JOBZ (input) CHARACTER*1
1221
+ * = 'N': Compute eigenvalues only;
1222
+ * = 'V': Compute eigenvalues and eigenvectors.
1223
+ *
1224
+ * RANGE (input) CHARACTER*1
1225
+ * = 'A': all eigenvalues will be found.
1226
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
1227
+ * will be found.
1228
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
1229
+ **
1230
+ * UPLO (input) CHARACTER*1
1231
+ * = 'U': Upper triangles of A and B are stored;
1232
+ * = 'L': Lower triangles of A and B are stored.
1233
+ *
1234
+ * N (input) INTEGER
1235
+ * The order of the matrices A and B. N >= 0.
1236
+ *
1237
+ * A (input/output) COMPLEX*16 array, dimension (LDA, N)
1238
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the
1239
+ * leading N-by-N upper triangular part of A contains the
1240
+ * upper triangular part of the matrix A. If UPLO = 'L',
1241
+ * the leading N-by-N lower triangular part of A contains
1242
+ * the lower triangular part of the matrix A.
1243
+ *
1244
+ * On exit, the lower triangle (if UPLO='L') or the upper
1245
+ * triangle (if UPLO='U') of A, including the diagonal, is
1246
+ * destroyed.
1247
+ *
1248
+ * LDA (input) INTEGER
1249
+ * The leading dimension of the array A. LDA >= max(1,N).
1250
+ *
1251
+ * B (input/output) COMPLEX*16 array, dimension (LDB, N)
1252
+ * On entry, the Hermitian matrix B. If UPLO = 'U', the
1253
+ * leading N-by-N upper triangular part of B contains the
1254
+ * upper triangular part of the matrix B. If UPLO = 'L',
1255
+ * the leading N-by-N lower triangular part of B contains
1256
+ * the lower triangular part of the matrix B.
1257
+ *
1258
+ * On exit, if INFO <= N, the part of B containing the matrix is
1259
+ * overwritten by the triangular factor U or L from the Cholesky
1260
+ * factorization B = U**H*U or B = L*L**H.
1261
+ *
1262
+ * LDB (input) INTEGER
1263
+ * The leading dimension of the array B. LDB >= max(1,N).
1264
+ *
1265
+ * VL (input) DOUBLE PRECISION
1266
+ * VU (input) DOUBLE PRECISION
1267
+ * If RANGE='V', the lower and upper bounds of the interval to
1268
+ * be searched for eigenvalues. VL < VU.
1269
+ * Not referenced if RANGE = 'A' or 'I'.
1270
+ *
1271
+ * IL (input) INTEGER
1272
+ * IU (input) INTEGER
1273
+ * If RANGE='I', the indices (in ascending order) of the
1274
+ * smallest and largest eigenvalues to be returned.
1275
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
1276
+ * Not referenced if RANGE = 'A' or 'V'.
1277
+ *
1278
+ * ABSTOL (input) DOUBLE PRECISION
1279
+ * The absolute error tolerance for the eigenvalues.
1280
+ * An approximate eigenvalue is accepted as converged
1281
+ * when it is determined to lie in an interval [a,b]
1282
+ * of width less than or equal to
1283
+ *
1284
+ * ABSTOL + EPS * max( |a|,|b| ) ,
1285
+ *
1286
+ * where EPS is the machine precision. If ABSTOL is less than
1287
+ * or equal to zero, then EPS*|T| will be used in its place,
1288
+ * where |T| is the 1-norm of the tridiagonal matrix obtained
1289
+ * by reducing A to tridiagonal form.
1290
+ *
1291
+ * Eigenvalues will be computed most accurately when ABSTOL is
1292
+ * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
1293
+ * If this routine returns with INFO>0, indicating that some
1294
+ * eigenvectors did not converge, try setting ABSTOL to
1295
+ * 2*DLAMCH('S').
1296
+ *
1297
+ * M (output) INTEGER
1298
+ * The total number of eigenvalues found. 0 <= M <= N.
1299
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
1300
+ *
1301
+ * W (output) DOUBLE PRECISION array, dimension (N)
1302
+ * The first M elements contain the selected
1303
+ * eigenvalues in ascending order.
1304
+ *
1305
+ * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M))
1306
+ * If JOBZ = 'N', then Z is not referenced.
1307
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
1308
+ * contain the orthonormal eigenvectors of the matrix A
1309
+ * corresponding to the selected eigenvalues, with the i-th
1310
+ * column of Z holding the eigenvector associated with W(i).
1311
+ * The eigenvectors are normalized as follows:
1312
+ * if ITYPE = 1 or 2, Z**T*B*Z = I;
1313
+ * if ITYPE = 3, Z**T*inv(B)*Z = I.
1314
+ *
1315
+ * If an eigenvector fails to converge, then that column of Z
1316
+ * contains the latest approximation to the eigenvector, and the
1317
+ * index of the eigenvector is returned in IFAIL.
1318
+ * Note: the user must ensure that at least max(1,M) columns are
1319
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
1320
+ * is not known in advance and an upper bound must be used.
1321
+ *
1322
+ * LDZ (input) INTEGER
1323
+ * The leading dimension of the array Z. LDZ >= 1, and if
1324
+ * JOBZ = 'V', LDZ >= max(1,N).
1325
+ *
1326
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
1327
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1328
+ *
1329
+ * LWORK (input) INTEGER
1330
+ * The length of the array WORK. LWORK >= max(1,2*N).
1331
+ * For optimal efficiency, LWORK >= (NB+1)*N,
1332
+ * where NB is the blocksize for ZHETRD returned by ILAENV.
1333
+ *
1334
+ * If LWORK = -1, then a workspace query is assumed; the routine
1335
+ * only calculates the optimal size of the WORK array, returns
1336
+ * this value as the first entry of the WORK array, and no error
1337
+ * message related to LWORK is issued by XERBLA.
1338
+ *
1339
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
1340
+ *
1341
+ * IWORK (workspace) INTEGER array, dimension (5*N)
1342
+ *
1343
+ * IFAIL (output) INTEGER array, dimension (N)
1344
+ * If JOBZ = 'V', then if INFO = 0, the first M elements of
1345
+ * IFAIL are zero. If INFO > 0, then IFAIL contains the
1346
+ * indices of the eigenvectors that failed to converge.
1347
+ * If JOBZ = 'N', then IFAIL is not referenced.
1348
+ *
1349
+ * INFO (output) INTEGER
1350
+ * = 0: successful exit
1351
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1352
+ * > 0: ZPOTRF or ZHEEVX returned an error code:
1353
+ * <= N: if INFO = i, ZHEEVX failed to converge;
1354
+ * i eigenvectors failed to converge. Their indices
1355
+ * are stored in array IFAIL.
1356
+ * > N: if INFO = N + i, for 1 <= i <= N, then the leading
1357
+ * minor of order i of B is not positive definite.
1358
+ * The factorization of B could not be completed and
1359
+ * no eigenvalues or eigenvectors were computed.
1360
+ *
1361
+
1362
+ * Further Details
1363
+ * ===============
1364
+ *
1365
+ * Based on contributions by
1366
+ * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
1367
+ *
1368
+ * =====================================================================
1369
+ *
1370
+
1371
+
1372
+ </PRE>
1373
+ <A HREF="#top">go to the page top</A>
1374
+
1375
+ <A NAME="zherfs"></A>
1376
+ <H2>zherfs</H2>
1377
+ <PRE>
1378
+ USAGE:
1379
+ ferr, berr, info, x = NumRu::Lapack.zherfs( uplo, a, af, ipiv, b, x, [:usage => usage, :help => help])
1380
+
1381
+
1382
+ FORTRAN MANUAL
1383
+ SUBROUTINE ZHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
1384
+
1385
+ * Purpose
1386
+ * =======
1387
+ *
1388
+ * ZHERFS improves the computed solution to a system of linear
1389
+ * equations when the coefficient matrix is Hermitian indefinite, and
1390
+ * provides error bounds and backward error estimates for the solution.
1391
+ *
1392
+
1393
+ * Arguments
1394
+ * =========
1395
+ *
1396
+ * UPLO (input) CHARACTER*1
1397
+ * = 'U': Upper triangle of A is stored;
1398
+ * = 'L': Lower triangle of A is stored.
1399
+ *
1400
+ * N (input) INTEGER
1401
+ * The order of the matrix A. N >= 0.
1402
+ *
1403
+ * NRHS (input) INTEGER
1404
+ * The number of right hand sides, i.e., the number of columns
1405
+ * of the matrices B and X. NRHS >= 0.
1406
+ *
1407
+ * A (input) COMPLEX*16 array, dimension (LDA,N)
1408
+ * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
1409
+ * upper triangular part of A contains the upper triangular part
1410
+ * of the matrix A, and the strictly lower triangular part of A
1411
+ * is not referenced. If UPLO = 'L', the leading N-by-N lower
1412
+ * triangular part of A contains the lower triangular part of
1413
+ * the matrix A, and the strictly upper triangular part of A is
1414
+ * not referenced.
1415
+ *
1416
+ * LDA (input) INTEGER
1417
+ * The leading dimension of the array A. LDA >= max(1,N).
1418
+ *
1419
+ * AF (input) COMPLEX*16 array, dimension (LDAF,N)
1420
+ * The factored form of the matrix A. AF contains the block
1421
+ * diagonal matrix D and the multipliers used to obtain the
1422
+ * factor U or L from the factorization A = U*D*U**H or
1423
+ * A = L*D*L**H as computed by ZHETRF.
1424
+ *
1425
+ * LDAF (input) INTEGER
1426
+ * The leading dimension of the array AF. LDAF >= max(1,N).
1427
+ *
1428
+ * IPIV (input) INTEGER array, dimension (N)
1429
+ * Details of the interchanges and the block structure of D
1430
+ * as determined by ZHETRF.
1431
+ *
1432
+ * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
1433
+ * The right hand side matrix B.
1434
+ *
1435
+ * LDB (input) INTEGER
1436
+ * The leading dimension of the array B. LDB >= max(1,N).
1437
+ *
1438
+ * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
1439
+ * On entry, the solution matrix X, as computed by ZHETRS.
1440
+ * On exit, the improved solution matrix X.
1441
+ *
1442
+ * LDX (input) INTEGER
1443
+ * The leading dimension of the array X. LDX >= max(1,N).
1444
+ *
1445
+ * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
1446
+ * The estimated forward error bound for each solution vector
1447
+ * X(j) (the j-th column of the solution matrix X).
1448
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
1449
+ * is an estimated upper bound for the magnitude of the largest
1450
+ * element in (X(j) - XTRUE) divided by the magnitude of the
1451
+ * largest element in X(j). The estimate is as reliable as
1452
+ * the estimate for RCOND, and is almost always a slight
1453
+ * overestimate of the true error.
1454
+ *
1455
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
1456
+ * The componentwise relative backward error of each solution
1457
+ * vector X(j) (i.e., the smallest relative change in
1458
+ * any element of A or B that makes X(j) an exact solution).
1459
+ *
1460
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
1461
+ *
1462
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
1463
+ *
1464
+ * INFO (output) INTEGER
1465
+ * = 0: successful exit
1466
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1467
+ *
1468
+ * Internal Parameters
1469
+ * ===================
1470
+ *
1471
+ * ITMAX is the maximum number of steps of iterative refinement.
1472
+ *
1473
+
1474
+ * =====================================================================
1475
+ *
1476
+
1477
+
1478
+ </PRE>
1479
+ <A HREF="#top">go to the page top</A>
1480
+
1481
+ <A NAME="zherfsx"></A>
1482
+ <H2>zherfsx</H2>
1483
+ <PRE>
1484
+ USAGE:
1485
+ rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.zherfsx( uplo, equed, a, af, ipiv, s, b, x, params, [:usage => usage, :help => help])
1486
+
1487
+
1488
+ FORTRAN MANUAL
1489
+ SUBROUTINE ZHERFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
1490
+
1491
+ * Purpose
1492
+ * =======
1493
+ *
1494
+ * ZHERFSX improves the computed solution to a system of linear
1495
+ * equations when the coefficient matrix is Hermitian indefinite, and
1496
+ * provides error bounds and backward error estimates for the
1497
+ * solution. In addition to normwise error bound, the code provides
1498
+ * maximum componentwise error bound if possible. See comments for
1499
+ * ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
1500
+ *
1501
+ * The original system of linear equations may have been equilibrated
1502
+ * before calling this routine, as described by arguments EQUED and S
1503
+ * below. In this case, the solution and error bounds returned are
1504
+ * for the original unequilibrated system.
1505
+ *
1506
+
1507
+ * Arguments
1508
+ * =========
1509
+ *
1510
+ * Some optional parameters are bundled in the PARAMS array. These
1511
+ * settings determine how refinement is performed, but often the
1512
+ * defaults are acceptable. If the defaults are acceptable, users
1513
+ * can pass NPARAMS = 0 which prevents the source code from accessing
1514
+ * the PARAMS argument.
1515
+ *
1516
+ * UPLO (input) CHARACTER*1
1517
+ * = 'U': Upper triangle of A is stored;
1518
+ * = 'L': Lower triangle of A is stored.
1519
+ *
1520
+ * EQUED (input) CHARACTER*1
1521
+ * Specifies the form of equilibration that was done to A
1522
+ * before calling this routine. This is needed to compute
1523
+ * the solution and error bounds correctly.
1524
+ * = 'N': No equilibration
1525
+ * = 'Y': Both row and column equilibration, i.e., A has been
1526
+ * replaced by diag(S) * A * diag(S).
1527
+ * The right hand side B has been changed accordingly.
1528
+ *
1529
+ * N (input) INTEGER
1530
+ * The order of the matrix A. N >= 0.
1531
+ *
1532
+ * NRHS (input) INTEGER
1533
+ * The number of right hand sides, i.e., the number of columns
1534
+ * of the matrices B and X. NRHS >= 0.
1535
+ *
1536
+ * A (input) COMPLEX*16 array, dimension (LDA,N)
1537
+ * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
1538
+ * upper triangular part of A contains the upper triangular
1539
+ * part of the matrix A, and the strictly lower triangular
1540
+ * part of A is not referenced. If UPLO = 'L', the leading
1541
+ * N-by-N lower triangular part of A contains the lower
1542
+ * triangular part of the matrix A, and the strictly upper
1543
+ * triangular part of A is not referenced.
1544
+ *
1545
+ * LDA (input) INTEGER
1546
+ * The leading dimension of the array A. LDA >= max(1,N).
1547
+ *
1548
+ * AF (input) COMPLEX*16 array, dimension (LDAF,N)
1549
+ * The factored form of the matrix A. AF contains the block
1550
+ * diagonal matrix D and the multipliers used to obtain the
1551
+ * factor U or L from the factorization A = U*D*U**T or A =
1552
+ * L*D*L**T as computed by DSYTRF.
1553
+ *
1554
+ * LDAF (input) INTEGER
1555
+ * The leading dimension of the array AF. LDAF >= max(1,N).
1556
+ *
1557
+ * IPIV (input) INTEGER array, dimension (N)
1558
+ * Details of the interchanges and the block structure of D
1559
+ * as determined by DSYTRF.
1560
+ *
1561
+ * S (input or output) DOUBLE PRECISION array, dimension (N)
1562
+ * The scale factors for A. If EQUED = 'Y', A is multiplied on
1563
+ * the left and right by diag(S). S is an input argument if FACT =
1564
+ * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
1565
+ * = 'Y', each element of S must be positive. If S is output, each
1566
+ * element of S is a power of the radix. If S is input, each element
1567
+ * of S should be a power of the radix to ensure a reliable solution
1568
+ * and error estimates. Scaling by powers of the radix does not cause
1569
+ * rounding errors unless the result underflows or overflows.
1570
+ * Rounding errors during scaling lead to refining with a matrix that
1571
+ * is not equivalent to the input matrix, producing error estimates
1572
+ * that may not be reliable.
1573
+ *
1574
+ * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
1575
+ * The right hand side matrix B.
1576
+ *
1577
+ * LDB (input) INTEGER
1578
+ * The leading dimension of the array B. LDB >= max(1,N).
1579
+ *
1580
+ * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
1581
+ * On entry, the solution matrix X, as computed by DGETRS.
1582
+ * On exit, the improved solution matrix X.
1583
+ *
1584
+ * LDX (input) INTEGER
1585
+ * The leading dimension of the array X. LDX >= max(1,N).
1586
+ *
1587
+ * RCOND (output) DOUBLE PRECISION
1588
+ * Reciprocal scaled condition number. This is an estimate of the
1589
+ * reciprocal Skeel condition number of the matrix A after
1590
+ * equilibration (if done). If this is less than the machine
1591
+ * precision (in particular, if it is zero), the matrix is singular
1592
+ * to working precision. Note that the error may still be small even
1593
+ * if this number is very small and the matrix appears ill-
1594
+ * conditioned.
1595
+ *
1596
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
1597
+ * Componentwise relative backward error. This is the
1598
+ * componentwise relative backward error of each solution vector X(j)
1599
+ * (i.e., the smallest relative change in any element of A or B that
1600
+ * makes X(j) an exact solution).
1601
+ *
1602
+ * N_ERR_BNDS (input) INTEGER
1603
+ * Number of error bounds to return for each right hand side
1604
+ * and each type (normwise or componentwise). See ERR_BNDS_NORM and
1605
+ * ERR_BNDS_COMP below.
1606
+ *
1607
+ * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1608
+ * For each right-hand side, this array contains information about
1609
+ * various error bounds and condition numbers corresponding to the
1610
+ * normwise relative error, which is defined as follows:
1611
+ *
1612
+ * Normwise relative error in the ith solution vector:
1613
+ * max_j (abs(XTRUE(j,i) - X(j,i)))
1614
+ * ------------------------------
1615
+ * max_j abs(X(j,i))
1616
+ *
1617
+ * The array is indexed by the type of error information as described
1618
+ * below. There currently are up to three pieces of information
1619
+ * returned.
1620
+ *
1621
+ * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
1622
+ * right-hand side.
1623
+ *
1624
+ * The second index in ERR_BNDS_NORM(:,err) contains the following
1625
+ * three fields:
1626
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1627
+ * reciprocal condition number is less than the threshold
1628
+ * sqrt(n) * dlamch('Epsilon').
1629
+ *
1630
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
1631
+ * almost certainly within a factor of 10 of the true error
1632
+ * so long as the next entry is greater than the threshold
1633
+ * sqrt(n) * dlamch('Epsilon'). This error bound should only
1634
+ * be trusted if the previous boolean is true.
1635
+ *
1636
+ * err = 3 Reciprocal condition number: Estimated normwise
1637
+ * reciprocal condition number. Compared with the threshold
1638
+ * sqrt(n) * dlamch('Epsilon') to determine if the error
1639
+ * estimate is "guaranteed". These reciprocal condition
1640
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1641
+ * appropriately scaled matrix Z.
1642
+ * Let Z = S*A, where S scales each row by a power of the
1643
+ * radix so all absolute row sums of Z are approximately 1.
1644
+ *
1645
+ * See Lapack Working Note 165 for further details and extra
1646
+ * cautions.
1647
+ *
1648
+ * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1649
+ * For each right-hand side, this array contains information about
1650
+ * various error bounds and condition numbers corresponding to the
1651
+ * componentwise relative error, which is defined as follows:
1652
+ *
1653
+ * Componentwise relative error in the ith solution vector:
1654
+ * abs(XTRUE(j,i) - X(j,i))
1655
+ * max_j ----------------------
1656
+ * abs(X(j,i))
1657
+ *
1658
+ * The array is indexed by the right-hand side i (on which the
1659
+ * componentwise relative error depends), and the type of error
1660
+ * information as described below. There currently are up to three
1661
+ * pieces of information returned for each right-hand side. If
1662
+ * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1663
+ * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
1664
+ * the first (:,N_ERR_BNDS) entries are returned.
1665
+ *
1666
+ * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
1667
+ * right-hand side.
1668
+ *
1669
+ * The second index in ERR_BNDS_COMP(:,err) contains the following
1670
+ * three fields:
1671
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1672
+ * reciprocal condition number is less than the threshold
1673
+ * sqrt(n) * dlamch('Epsilon').
1674
+ *
1675
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
1676
+ * almost certainly within a factor of 10 of the true error
1677
+ * so long as the next entry is greater than the threshold
1678
+ * sqrt(n) * dlamch('Epsilon'). This error bound should only
1679
+ * be trusted if the previous boolean is true.
1680
+ *
1681
+ * err = 3 Reciprocal condition number: Estimated componentwise
1682
+ * reciprocal condition number. Compared with the threshold
1683
+ * sqrt(n) * dlamch('Epsilon') to determine if the error
1684
+ * estimate is "guaranteed". These reciprocal condition
1685
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1686
+ * appropriately scaled matrix Z.
1687
+ * Let Z = S*(A*diag(x)), where x is the solution for the
1688
+ * current right-hand side and S scales each row of
1689
+ * A*diag(x) by a power of the radix so all absolute row
1690
+ * sums of Z are approximately 1.
1691
+ *
1692
+ * See Lapack Working Note 165 for further details and extra
1693
+ * cautions.
1694
+ *
1695
+ * NPARAMS (input) INTEGER
1696
+ * Specifies the number of parameters set in PARAMS. If .LE. 0, the
1697
+ * PARAMS array is never referenced and default values are used.
1698
+ *
1699
+ * PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS
1700
+ * Specifies algorithm parameters. If an entry is .LT. 0.0, then
1701
+ * that entry will be filled with default value used for that
1702
+ * parameter. Only positions up to NPARAMS are accessed; defaults
1703
+ * are used for higher-numbered parameters.
1704
+ *
1705
+ * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
1706
+ * refinement or not.
1707
+ * Default: 1.0D+0
1708
+ * = 0.0 : No refinement is performed, and no error bounds are
1709
+ * computed.
1710
+ * = 1.0 : Use the double-precision refinement algorithm,
1711
+ * possibly with doubled-single computations if the
1712
+ * compilation environment does not support DOUBLE
1713
+ * PRECISION.
1714
+ * (other values are reserved for future use)
1715
+ *
1716
+ * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
1717
+ * computations allowed for refinement.
1718
+ * Default: 10
1719
+ * Aggressive: Set to 100 to permit convergence using approximate
1720
+ * factorizations or factorizations other than LU. If
1721
+ * the factorization uses a technique other than
1722
+ * Gaussian elimination, the guarantees in
1723
+ * err_bnds_norm and err_bnds_comp may no longer be
1724
+ * trustworthy.
1725
+ *
1726
+ * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
1727
+ * will attempt to find a solution with small componentwise
1728
+ * relative error in the double-precision algorithm. Positive
1729
+ * is true, 0.0 is false.
1730
+ * Default: 1.0 (attempt componentwise convergence)
1731
+ *
1732
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
1733
+ *
1734
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
1735
+ *
1736
+ * INFO (output) INTEGER
1737
+ * = 0: Successful exit. The solution to every right-hand side is
1738
+ * guaranteed.
1739
+ * < 0: If INFO = -i, the i-th argument had an illegal value
1740
+ * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
1741
+ * has been completed, but the factor U is exactly singular, so
1742
+ * the solution and error bounds could not be computed. RCOND = 0
1743
+ * is returned.
1744
+ * = N+J: The solution corresponding to the Jth right-hand side is
1745
+ * not guaranteed. The solutions corresponding to other right-
1746
+ * hand sides K with K > J may not be guaranteed as well, but
1747
+ * only the first such right-hand side is reported. If a small
1748
+ * componentwise error is not requested (PARAMS(3) = 0.0) then
1749
+ * the Jth right-hand side is the first with a normwise error
1750
+ * bound that is not guaranteed (the smallest J such
1751
+ * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
1752
+ * the Jth right-hand side is the first with either a normwise or
1753
+ * componentwise error bound that is not guaranteed (the smallest
1754
+ * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
1755
+ * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
1756
+ * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
1757
+ * about all of the right-hand sides check ERR_BNDS_NORM or
1758
+ * ERR_BNDS_COMP.
1759
+ *
1760
+
1761
+ * ==================================================================
1762
+ *
1763
+
1764
+
1765
+ </PRE>
1766
+ <A HREF="#top">go to the page top</A>
1767
+
1768
+ <A NAME="zhesv"></A>
1769
+ <H2>zhesv</H2>
1770
+ <PRE>
1771
+ USAGE:
1772
+ ipiv, work, info, a, b = NumRu::Lapack.zhesv( uplo, a, b, lwork, [:usage => usage, :help => help])
1773
+
1774
+
1775
+ FORTRAN MANUAL
1776
+ SUBROUTINE ZHESV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO )
1777
+
1778
+ * Purpose
1779
+ * =======
1780
+ *
1781
+ * ZHESV computes the solution to a complex system of linear equations
1782
+ * A * X = B,
1783
+ * where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
1784
+ * matrices.
1785
+ *
1786
+ * The diagonal pivoting method is used to factor A as
1787
+ * A = U * D * U**H, if UPLO = 'U', or
1788
+ * A = L * D * L**H, if UPLO = 'L',
1789
+ * where U (or L) is a product of permutation and unit upper (lower)
1790
+ * triangular matrices, and D is Hermitian and block diagonal with
1791
+ * 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
1792
+ * used to solve the system of equations A * X = B.
1793
+ *
1794
+
1795
+ * Arguments
1796
+ * =========
1797
+ *
1798
+ * UPLO (input) CHARACTER*1
1799
+ * = 'U': Upper triangle of A is stored;
1800
+ * = 'L': Lower triangle of A is stored.
1801
+ *
1802
+ * N (input) INTEGER
1803
+ * The number of linear equations, i.e., the order of the
1804
+ * matrix A. N >= 0.
1805
+ *
1806
+ * NRHS (input) INTEGER
1807
+ * The number of right hand sides, i.e., the number of columns
1808
+ * of the matrix B. NRHS >= 0.
1809
+ *
1810
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1811
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
1812
+ * N-by-N upper triangular part of A contains the upper
1813
+ * triangular part of the matrix A, and the strictly lower
1814
+ * triangular part of A is not referenced. If UPLO = 'L', the
1815
+ * leading N-by-N lower triangular part of A contains the lower
1816
+ * triangular part of the matrix A, and the strictly upper
1817
+ * triangular part of A is not referenced.
1818
+ *
1819
+ * On exit, if INFO = 0, the block diagonal matrix D and the
1820
+ * multipliers used to obtain the factor U or L from the
1821
+ * factorization A = U*D*U**H or A = L*D*L**H as computed by
1822
+ * ZHETRF.
1823
+ *
1824
+ * LDA (input) INTEGER
1825
+ * The leading dimension of the array A. LDA >= max(1,N).
1826
+ *
1827
+ * IPIV (output) INTEGER array, dimension (N)
1828
+ * Details of the interchanges and the block structure of D, as
1829
+ * determined by ZHETRF. If IPIV(k) > 0, then rows and columns
1830
+ * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
1831
+ * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
1832
+ * then rows and columns k-1 and -IPIV(k) were interchanged and
1833
+ * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
1834
+ * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
1835
+ * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
1836
+ * diagonal block.
1837
+ *
1838
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
1839
+ * On entry, the N-by-NRHS right hand side matrix B.
1840
+ * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
1841
+ *
1842
+ * LDB (input) INTEGER
1843
+ * The leading dimension of the array B. LDB >= max(1,N).
1844
+ *
1845
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
1846
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1847
+ *
1848
+ * LWORK (input) INTEGER
1849
+ * The length of WORK. LWORK >= 1, and for best performance
1850
+ * LWORK >= max(1,N*NB), where NB is the optimal blocksize for
1851
+ * ZHETRF.
1852
+ *
1853
+ * If LWORK = -1, then a workspace query is assumed; the routine
1854
+ * only calculates the optimal size of the WORK array, returns
1855
+ * this value as the first entry of the WORK array, and no error
1856
+ * message related to LWORK is issued by XERBLA.
1857
+ *
1858
+ * INFO (output) INTEGER
1859
+ * = 0: successful exit
1860
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1861
+ * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
1862
+ * has been completed, but the block diagonal matrix D is
1863
+ * exactly singular, so the solution could not be computed.
1864
+ *
1865
+
1866
+ * =====================================================================
1867
+ *
1868
+ * .. Local Scalars ..
1869
+ LOGICAL LQUERY
1870
+ INTEGER LWKOPT, NB
1871
+ * ..
1872
+ * .. External Functions ..
1873
+ LOGICAL LSAME
1874
+ INTEGER ILAENV
1875
+ EXTERNAL LSAME, ILAENV
1876
+ * ..
1877
+ * .. External Subroutines ..
1878
+ EXTERNAL XERBLA, ZHETRF, ZHETRS2
1879
+ * ..
1880
+ * .. Intrinsic Functions ..
1881
+ INTRINSIC MAX
1882
+ * ..
1883
+
1884
+
1885
+ </PRE>
1886
+ <A HREF="#top">go to the page top</A>
1887
+
1888
+ <A NAME="zhesvx"></A>
1889
+ <H2>zhesvx</H2>
1890
+ <PRE>
1891
+ USAGE:
1892
+ x, rcond, ferr, berr, work, info, af, ipiv = NumRu::Lapack.zhesvx( fact, uplo, a, af, ipiv, b, [:lwork => lwork, :usage => usage, :help => help])
1893
+
1894
+
1895
+ FORTRAN MANUAL
1896
+ SUBROUTINE ZHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO )
1897
+
1898
+ * Purpose
1899
+ * =======
1900
+ *
1901
+ * ZHESVX uses the diagonal pivoting factorization to compute the
1902
+ * solution to a complex system of linear equations A * X = B,
1903
+ * where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
1904
+ * matrices.
1905
+ *
1906
+ * Error bounds on the solution and a condition estimate are also
1907
+ * provided.
1908
+ *
1909
+ * Description
1910
+ * ===========
1911
+ *
1912
+ * The following steps are performed:
1913
+ *
1914
+ * 1. If FACT = 'N', the diagonal pivoting method is used to factor A.
1915
+ * The form of the factorization is
1916
+ * A = U * D * U**H, if UPLO = 'U', or
1917
+ * A = L * D * L**H, if UPLO = 'L',
1918
+ * where U (or L) is a product of permutation and unit upper (lower)
1919
+ * triangular matrices, and D is Hermitian and block diagonal with
1920
+ * 1-by-1 and 2-by-2 diagonal blocks.
1921
+ *
1922
+ * 2. If some D(i,i)=0, so that D is exactly singular, then the routine
1923
+ * returns with INFO = i. Otherwise, the factored form of A is used
1924
+ * to estimate the condition number of the matrix A. If the
1925
+ * reciprocal of the condition number is less than machine precision,
1926
+ * INFO = N+1 is returned as a warning, but the routine still goes on
1927
+ * to solve for X and compute error bounds as described below.
1928
+ *
1929
+ * 3. The system of equations is solved for X using the factored form
1930
+ * of A.
1931
+ *
1932
+ * 4. Iterative refinement is applied to improve the computed solution
1933
+ * matrix and calculate error bounds and backward error estimates
1934
+ * for it.
1935
+ *
1936
+
1937
+ * Arguments
1938
+ * =========
1939
+ *
1940
+ * FACT (input) CHARACTER*1
1941
+ * Specifies whether or not the factored form of A has been
1942
+ * supplied on entry.
1943
+ * = 'F': On entry, AF and IPIV contain the factored form
1944
+ * of A. A, AF and IPIV will not be modified.
1945
+ * = 'N': The matrix A will be copied to AF and factored.
1946
+ *
1947
+ * UPLO (input) CHARACTER*1
1948
+ * = 'U': Upper triangle of A is stored;
1949
+ * = 'L': Lower triangle of A is stored.
1950
+ *
1951
+ * N (input) INTEGER
1952
+ * The number of linear equations, i.e., the order of the
1953
+ * matrix A. N >= 0.
1954
+ *
1955
+ * NRHS (input) INTEGER
1956
+ * The number of right hand sides, i.e., the number of columns
1957
+ * of the matrices B and X. NRHS >= 0.
1958
+ *
1959
+ * A (input) COMPLEX*16 array, dimension (LDA,N)
1960
+ * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
1961
+ * upper triangular part of A contains the upper triangular part
1962
+ * of the matrix A, and the strictly lower triangular part of A
1963
+ * is not referenced. If UPLO = 'L', the leading N-by-N lower
1964
+ * triangular part of A contains the lower triangular part of
1965
+ * the matrix A, and the strictly upper triangular part of A is
1966
+ * not referenced.
1967
+ *
1968
+ * LDA (input) INTEGER
1969
+ * The leading dimension of the array A. LDA >= max(1,N).
1970
+ *
1971
+ * AF (input or output) COMPLEX*16 array, dimension (LDAF,N)
1972
+ * If FACT = 'F', then AF is an input argument and on entry
1973
+ * contains the block diagonal matrix D and the multipliers used
1974
+ * to obtain the factor U or L from the factorization
1975
+ * A = U*D*U**H or A = L*D*L**H as computed by ZHETRF.
1976
+ *
1977
+ * If FACT = 'N', then AF is an output argument and on exit
1978
+ * returns the block diagonal matrix D and the multipliers used
1979
+ * to obtain the factor U or L from the factorization
1980
+ * A = U*D*U**H or A = L*D*L**H.
1981
+ *
1982
+ * LDAF (input) INTEGER
1983
+ * The leading dimension of the array AF. LDAF >= max(1,N).
1984
+ *
1985
+ * IPIV (input or output) INTEGER array, dimension (N)
1986
+ * If FACT = 'F', then IPIV is an input argument and on entry
1987
+ * contains details of the interchanges and the block structure
1988
+ * of D, as determined by ZHETRF.
1989
+ * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1990
+ * interchanged and D(k,k) is a 1-by-1 diagonal block.
1991
+ * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1992
+ * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1993
+ * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1994
+ * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1995
+ * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1996
+ *
1997
+ * If FACT = 'N', then IPIV is an output argument and on exit
1998
+ * contains details of the interchanges and the block structure
1999
+ * of D, as determined by ZHETRF.
2000
+ *
2001
+ * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
2002
+ * The N-by-NRHS right hand side matrix B.
2003
+ *
2004
+ * LDB (input) INTEGER
2005
+ * The leading dimension of the array B. LDB >= max(1,N).
2006
+ *
2007
+ * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
2008
+ * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
2009
+ *
2010
+ * LDX (input) INTEGER
2011
+ * The leading dimension of the array X. LDX >= max(1,N).
2012
+ *
2013
+ * RCOND (output) DOUBLE PRECISION
2014
+ * The estimate of the reciprocal condition number of the matrix
2015
+ * A. If RCOND is less than the machine precision (in
2016
+ * particular, if RCOND = 0), the matrix is singular to working
2017
+ * precision. This condition is indicated by a return code of
2018
+ * INFO > 0.
2019
+ *
2020
+ * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
2021
+ * The estimated forward error bound for each solution vector
2022
+ * X(j) (the j-th column of the solution matrix X).
2023
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
2024
+ * is an estimated upper bound for the magnitude of the largest
2025
+ * element in (X(j) - XTRUE) divided by the magnitude of the
2026
+ * largest element in X(j). The estimate is as reliable as
2027
+ * the estimate for RCOND, and is almost always a slight
2028
+ * overestimate of the true error.
2029
+ *
2030
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
2031
+ * The componentwise relative backward error of each solution
2032
+ * vector X(j) (i.e., the smallest relative change in
2033
+ * any element of A or B that makes X(j) an exact solution).
2034
+ *
2035
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
2036
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
2037
+ *
2038
+ * LWORK (input) INTEGER
2039
+ * The length of WORK. LWORK >= max(1,2*N), and for best
2040
+ * performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
2041
+ * NB is the optimal blocksize for ZHETRF.
2042
+ *
2043
+ * If LWORK = -1, then a workspace query is assumed; the routine
2044
+ * only calculates the optimal size of the WORK array, returns
2045
+ * this value as the first entry of the WORK array, and no error
2046
+ * message related to LWORK is issued by XERBLA.
2047
+ *
2048
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
2049
+ *
2050
+ * INFO (output) INTEGER
2051
+ * = 0: successful exit
2052
+ * < 0: if INFO = -i, the i-th argument had an illegal value
2053
+ * > 0: if INFO = i, and i is
2054
+ * <= N: D(i,i) is exactly zero. The factorization
2055
+ * has been completed but the factor D is exactly
2056
+ * singular, so the solution and error bounds could
2057
+ * not be computed. RCOND = 0 is returned.
2058
+ * = N+1: D is nonsingular, but RCOND is less than machine
2059
+ * precision, meaning that the matrix is singular
2060
+ * to working precision. Nevertheless, the
2061
+ * solution and error bounds are computed because
2062
+ * there are a number of situations where the
2063
+ * computed solution can be more accurate than the
2064
+ * value of RCOND would suggest.
2065
+ *
2066
+
2067
+ * =====================================================================
2068
+ *
2069
+
2070
+
2071
+ </PRE>
2072
+ <A HREF="#top">go to the page top</A>
2073
+
2074
+ <A NAME="zhesvxx"></A>
2075
+ <H2>zhesvxx</H2>
2076
+ <PRE>
2077
+ USAGE:
2078
+ x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, ipiv, equed, s, b, params = NumRu::Lapack.zhesvxx( fact, uplo, a, af, ipiv, equed, s, b, params, [:usage => usage, :help => help])
2079
+
2080
+
2081
+ FORTRAN MANUAL
2082
+ SUBROUTINE ZHESVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
2083
+
2084
+ * Purpose
2085
+ * =======
2086
+ *
2087
+ * ZHESVXX uses the diagonal pivoting factorization to compute the
2088
+ * solution to a complex*16 system of linear equations A * X = B, where
2089
+ * A is an N-by-N symmetric matrix and X and B are N-by-NRHS
2090
+ * matrices.
2091
+ *
2092
+ * If requested, both normwise and maximum componentwise error bounds
2093
+ * are returned. ZHESVXX will return a solution with a tiny
2094
+ * guaranteed error (O(eps) where eps is the working machine
2095
+ * precision) unless the matrix is very ill-conditioned, in which
2096
+ * case a warning is returned. Relevant condition numbers also are
2097
+ * calculated and returned.
2098
+ *
2099
+ * ZHESVXX accepts user-provided factorizations and equilibration
2100
+ * factors; see the definitions of the FACT and EQUED options.
2101
+ * Solving with refinement and using a factorization from a previous
2102
+ * ZHESVXX call will also produce a solution with either O(eps)
2103
+ * errors or warnings, but we cannot make that claim for general
2104
+ * user-provided factorizations and equilibration factors if they
2105
+ * differ from what ZHESVXX would itself produce.
2106
+ *
2107
+ * Description
2108
+ * ===========
2109
+ *
2110
+ * The following steps are performed:
2111
+ *
2112
+ * 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
2113
+ * the system:
2114
+ *
2115
+ * diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
2116
+ *
2117
+ * Whether or not the system will be equilibrated depends on the
2118
+ * scaling of the matrix A, but if equilibration is used, A is
2119
+ * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
2120
+ *
2121
+ * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
2122
+ * the matrix A (after equilibration if FACT = 'E') as
2123
+ *
2124
+ * A = U * D * U**T, if UPLO = 'U', or
2125
+ * A = L * D * L**T, if UPLO = 'L',
2126
+ *
2127
+ * where U (or L) is a product of permutation and unit upper (lower)
2128
+ * triangular matrices, and D is symmetric and block diagonal with
2129
+ * 1-by-1 and 2-by-2 diagonal blocks.
2130
+ *
2131
+ * 3. If some D(i,i)=0, so that D is exactly singular, then the
2132
+ * routine returns with INFO = i. Otherwise, the factored form of A
2133
+ * is used to estimate the condition number of the matrix A (see
2134
+ * argument RCOND). If the reciprocal of the condition number is
2135
+ * less than machine precision, the routine still goes on to solve
2136
+ * for X and compute error bounds as described below.
2137
+ *
2138
+ * 4. The system of equations is solved for X using the factored form
2139
+ * of A.
2140
+ *
2141
+ * 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
2142
+ * the routine will use iterative refinement to try to get a small
2143
+ * error and error bounds. Refinement calculates the residual to at
2144
+ * least twice the working precision.
2145
+ *
2146
+ * 6. If equilibration was used, the matrix X is premultiplied by
2147
+ * diag(R) so that it solves the original system before
2148
+ * equilibration.
2149
+ *
2150
+
2151
+ * Arguments
2152
+ * =========
2153
+ *
2154
+ * Some optional parameters are bundled in the PARAMS array. These
2155
+ * settings determine how refinement is performed, but often the
2156
+ * defaults are acceptable. If the defaults are acceptable, users
2157
+ * can pass NPARAMS = 0 which prevents the source code from accessing
2158
+ * the PARAMS argument.
2159
+ *
2160
+ * FACT (input) CHARACTER*1
2161
+ * Specifies whether or not the factored form of the matrix A is
2162
+ * supplied on entry, and if not, whether the matrix A should be
2163
+ * equilibrated before it is factored.
2164
+ * = 'F': On entry, AF and IPIV contain the factored form of A.
2165
+ * If EQUED is not 'N', the matrix A has been
2166
+ * equilibrated with scaling factors given by S.
2167
+ * A, AF, and IPIV are not modified.
2168
+ * = 'N': The matrix A will be copied to AF and factored.
2169
+ * = 'E': The matrix A will be equilibrated if necessary, then
2170
+ * copied to AF and factored.
2171
+ *
2172
+ * N (input) INTEGER
2173
+ * The number of linear equations, i.e., the order of the
2174
+ * matrix A. N >= 0.
2175
+ *
2176
+ * NRHS (input) INTEGER
2177
+ * The number of right hand sides, i.e., the number of columns
2178
+ * of the matrices B and X. NRHS >= 0.
2179
+ *
2180
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
2181
+ * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
2182
+ * upper triangular part of A contains the upper triangular
2183
+ * part of the matrix A, and the strictly lower triangular
2184
+ * part of A is not referenced. If UPLO = 'L', the leading
2185
+ * N-by-N lower triangular part of A contains the lower
2186
+ * triangular part of the matrix A, and the strictly upper
2187
+ * triangular part of A is not referenced.
2188
+ *
2189
+ * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
2190
+ * diag(S)*A*diag(S).
2191
+ *
2192
+ * LDA (input) INTEGER
2193
+ * The leading dimension of the array A. LDA >= max(1,N).
2194
+ *
2195
+ * AF (input or output) COMPLEX*16 array, dimension (LDAF,N)
2196
+ * If FACT = 'F', then AF is an input argument and on entry
2197
+ * contains the block diagonal matrix D and the multipliers
2198
+ * used to obtain the factor U or L from the factorization A =
2199
+ * U*D*U**T or A = L*D*L**T as computed by DSYTRF.
2200
+ *
2201
+ * If FACT = 'N', then AF is an output argument and on exit
2202
+ * returns the block diagonal matrix D and the multipliers
2203
+ * used to obtain the factor U or L from the factorization A =
2204
+ * U*D*U**T or A = L*D*L**T.
2205
+ *
2206
+ * LDAF (input) INTEGER
2207
+ * The leading dimension of the array AF. LDAF >= max(1,N).
2208
+ *
2209
+ * IPIV (input or output) INTEGER array, dimension (N)
2210
+ * If FACT = 'F', then IPIV is an input argument and on entry
2211
+ * contains details of the interchanges and the block
2212
+ * structure of D, as determined by ZHETRF. If IPIV(k) > 0,
2213
+ * then rows and columns k and IPIV(k) were interchanged and
2214
+ * D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
2215
+ * IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
2216
+ * -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
2217
+ * diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
2218
+ * then rows and columns k+1 and -IPIV(k) were interchanged
2219
+ * and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
2220
+ *
2221
+ * If FACT = 'N', then IPIV is an output argument and on exit
2222
+ * contains details of the interchanges and the block
2223
+ * structure of D, as determined by ZHETRF.
2224
+ *
2225
+ * EQUED (input or output) CHARACTER*1
2226
+ * Specifies the form of equilibration that was done.
2227
+ * = 'N': No equilibration (always true if FACT = 'N').
2228
+ * = 'Y': Both row and column equilibration, i.e., A has been
2229
+ * replaced by diag(S) * A * diag(S).
2230
+ * EQUED is an input argument if FACT = 'F'; otherwise, it is an
2231
+ * output argument.
2232
+ *
2233
+ * S (input or output) DOUBLE PRECISION array, dimension (N)
2234
+ * The scale factors for A. If EQUED = 'Y', A is multiplied on
2235
+ * the left and right by diag(S). S is an input argument if FACT =
2236
+ * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
2237
+ * = 'Y', each element of S must be positive. If S is output, each
2238
+ * element of S is a power of the radix. If S is input, each element
2239
+ * of S should be a power of the radix to ensure a reliable solution
2240
+ * and error estimates. Scaling by powers of the radix does not cause
2241
+ * rounding errors unless the result underflows or overflows.
2242
+ * Rounding errors during scaling lead to refining with a matrix that
2243
+ * is not equivalent to the input matrix, producing error estimates
2244
+ * that may not be reliable.
2245
+ *
2246
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
2247
+ * On entry, the N-by-NRHS right hand side matrix B.
2248
+ * On exit,
2249
+ * if EQUED = 'N', B is not modified;
2250
+ * if EQUED = 'Y', B is overwritten by diag(S)*B;
2251
+ *
2252
+ * LDB (input) INTEGER
2253
+ * The leading dimension of the array B. LDB >= max(1,N).
2254
+ *
2255
+ * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
2256
+ * If INFO = 0, the N-by-NRHS solution matrix X to the original
2257
+ * system of equations. Note that A and B are modified on exit if
2258
+ * EQUED .ne. 'N', and the solution to the equilibrated system is
2259
+ * inv(diag(S))*X.
2260
+ *
2261
+ * LDX (input) INTEGER
2262
+ * The leading dimension of the array X. LDX >= max(1,N).
2263
+ *
2264
+ * RCOND (output) DOUBLE PRECISION
2265
+ * Reciprocal scaled condition number. This is an estimate of the
2266
+ * reciprocal Skeel condition number of the matrix A after
2267
+ * equilibration (if done). If this is less than the machine
2268
+ * precision (in particular, if it is zero), the matrix is singular
2269
+ * to working precision. Note that the error may still be small even
2270
+ * if this number is very small and the matrix appears ill-
2271
+ * conditioned.
2272
+ *
2273
+ * RPVGRW (output) DOUBLE PRECISION
2274
+ * Reciprocal pivot growth. On exit, this contains the reciprocal
2275
+ * pivot growth factor norm(A)/norm(U). The "max absolute element"
2276
+ * norm is used. If this is much less than 1, then the stability of
2277
+ * the LU factorization of the (equilibrated) matrix A could be poor.
2278
+ * This also means that the solution X, estimated condition numbers,
2279
+ * and error bounds could be unreliable. If factorization fails with
2280
+ * 0<INFO<=N, then this contains the reciprocal pivot growth factor
2281
+ * for the leading INFO columns of A.
2282
+ *
2283
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
2284
+ * Componentwise relative backward error. This is the
2285
+ * componentwise relative backward error of each solution vector X(j)
2286
+ * (i.e., the smallest relative change in any element of A or B that
2287
+ * makes X(j) an exact solution).
2288
+ *
2289
+ * N_ERR_BNDS (input) INTEGER
2290
+ * Number of error bounds to return for each right hand side
2291
+ * and each type (normwise or componentwise). See ERR_BNDS_NORM and
2292
+ * ERR_BNDS_COMP below.
2293
+ *
2294
+ * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
2295
+ * For each right-hand side, this array contains information about
2296
+ * various error bounds and condition numbers corresponding to the
2297
+ * normwise relative error, which is defined as follows:
2298
+ *
2299
+ * Normwise relative error in the ith solution vector:
2300
+ * max_j (abs(XTRUE(j,i) - X(j,i)))
2301
+ * ------------------------------
2302
+ * max_j abs(X(j,i))
2303
+ *
2304
+ * The array is indexed by the type of error information as described
2305
+ * below. There currently are up to three pieces of information
2306
+ * returned.
2307
+ *
2308
+ * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
2309
+ * right-hand side.
2310
+ *
2311
+ * The second index in ERR_BNDS_NORM(:,err) contains the following
2312
+ * three fields:
2313
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
2314
+ * reciprocal condition number is less than the threshold
2315
+ * sqrt(n) * dlamch('Epsilon').
2316
+ *
2317
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
2318
+ * almost certainly within a factor of 10 of the true error
2319
+ * so long as the next entry is greater than the threshold
2320
+ * sqrt(n) * dlamch('Epsilon'). This error bound should only
2321
+ * be trusted if the previous boolean is true.
2322
+ *
2323
+ * err = 3 Reciprocal condition number: Estimated normwise
2324
+ * reciprocal condition number. Compared with the threshold
2325
+ * sqrt(n) * dlamch('Epsilon') to determine if the error
2326
+ * estimate is "guaranteed". These reciprocal condition
2327
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
2328
+ * appropriately scaled matrix Z.
2329
+ * Let Z = S*A, where S scales each row by a power of the
2330
+ * radix so all absolute row sums of Z are approximately 1.
2331
+ *
2332
+ * See Lapack Working Note 165 for further details and extra
2333
+ * cautions.
2334
+ *
2335
+ * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
2336
+ * For each right-hand side, this array contains information about
2337
+ * various error bounds and condition numbers corresponding to the
2338
+ * componentwise relative error, which is defined as follows:
2339
+ *
2340
+ * Componentwise relative error in the ith solution vector:
2341
+ * abs(XTRUE(j,i) - X(j,i))
2342
+ * max_j ----------------------
2343
+ * abs(X(j,i))
2344
+ *
2345
+ * The array is indexed by the right-hand side i (on which the
2346
+ * componentwise relative error depends), and the type of error
2347
+ * information as described below. There currently are up to three
2348
+ * pieces of information returned for each right-hand side. If
2349
+ * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
2350
+ * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
2351
+ * the first (:,N_ERR_BNDS) entries are returned.
2352
+ *
2353
+ * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
2354
+ * right-hand side.
2355
+ *
2356
+ * The second index in ERR_BNDS_COMP(:,err) contains the following
2357
+ * three fields:
2358
+ * err = 1 "Trust/don't trust" boolean. Trust the answer if the
2359
+ * reciprocal condition number is less than the threshold
2360
+ * sqrt(n) * dlamch('Epsilon').
2361
+ *
2362
+ * err = 2 "Guaranteed" error bound: The estimated forward error,
2363
+ * almost certainly within a factor of 10 of the true error
2364
+ * so long as the next entry is greater than the threshold
2365
+ * sqrt(n) * dlamch('Epsilon'). This error bound should only
2366
+ * be trusted if the previous boolean is true.
2367
+ *
2368
+ * err = 3 Reciprocal condition number: Estimated componentwise
2369
+ * reciprocal condition number. Compared with the threshold
2370
+ * sqrt(n) * dlamch('Epsilon') to determine if the error
2371
+ * estimate is "guaranteed". These reciprocal condition
2372
+ * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
2373
+ * appropriately scaled matrix Z.
2374
+ * Let Z = S*(A*diag(x)), where x is the solution for the
2375
+ * current right-hand side and S scales each row of
2376
+ * A*diag(x) by a power of the radix so all absolute row
2377
+ * sums of Z are approximately 1.
2378
+ *
2379
+ * See Lapack Working Note 165 for further details and extra
2380
+ * cautions.
2381
+ *
2382
+ * NPARAMS (input) INTEGER
2383
+ * Specifies the number of parameters set in PARAMS. If .LE. 0, the
2384
+ * PARAMS array is never referenced and default values are used.
2385
+ *
2386
+ * PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS
2387
+ * Specifies algorithm parameters. If an entry is .LT. 0.0, then
2388
+ * that entry will be filled with default value used for that
2389
+ * parameter. Only positions up to NPARAMS are accessed; defaults
2390
+ * are used for higher-numbered parameters.
2391
+ *
2392
+ * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
2393
+ * refinement or not.
2394
+ * Default: 1.0D+0
2395
+ * = 0.0 : No refinement is performed, and no error bounds are
2396
+ * computed.
2397
+ * = 1.0 : Use the extra-precise refinement algorithm.
2398
+ * (other values are reserved for future use)
2399
+ *
2400
+ * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
2401
+ * computations allowed for refinement.
2402
+ * Default: 10
2403
+ * Aggressive: Set to 100 to permit convergence using approximate
2404
+ * factorizations or factorizations other than LU. If
2405
+ * the factorization uses a technique other than
2406
+ * Gaussian elimination, the guarantees in
2407
+ * err_bnds_norm and err_bnds_comp may no longer be
2408
+ * trustworthy.
2409
+ *
2410
+ * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
2411
+ * will attempt to find a solution with small componentwise
2412
+ * relative error in the double-precision algorithm. Positive
2413
+ * is true, 0.0 is false.
2414
+ * Default: 1.0 (attempt componentwise convergence)
2415
+ *
2416
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
2417
+ *
2418
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
2419
+ *
2420
+ * INFO (output) INTEGER
2421
+ * = 0: Successful exit. The solution to every right-hand side is
2422
+ * guaranteed.
2423
+ * < 0: If INFO = -i, the i-th argument had an illegal value
2424
+ * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
2425
+ * has been completed, but the factor U is exactly singular, so
2426
+ * the solution and error bounds could not be computed. RCOND = 0
2427
+ * is returned.
2428
+ * = N+J: The solution corresponding to the Jth right-hand side is
2429
+ * not guaranteed. The solutions corresponding to other right-
2430
+ * hand sides K with K > J may not be guaranteed as well, but
2431
+ * only the first such right-hand side is reported. If a small
2432
+ * componentwise error is not requested (PARAMS(3) = 0.0) then
2433
+ * the Jth right-hand side is the first with a normwise error
2434
+ * bound that is not guaranteed (the smallest J such
2435
+ * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
2436
+ * the Jth right-hand side is the first with either a normwise or
2437
+ * componentwise error bound that is not guaranteed (the smallest
2438
+ * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
2439
+ * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
2440
+ * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
2441
+ * about all of the right-hand sides check ERR_BNDS_NORM or
2442
+ * ERR_BNDS_COMP.
2443
+ *
2444
+
2445
+ * ==================================================================
2446
+ *
2447
+
2448
+
2449
+ </PRE>
2450
+ <A HREF="#top">go to the page top</A>
2451
+
2452
+ <A NAME="zhetd2"></A>
2453
+ <H2>zhetd2</H2>
2454
+ <PRE>
2455
+ USAGE:
2456
+ d, e, tau, info, a = NumRu::Lapack.zhetd2( uplo, a, [:usage => usage, :help => help])
2457
+
2458
+
2459
+ FORTRAN MANUAL
2460
+ SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
2461
+
2462
+ * Purpose
2463
+ * =======
2464
+ *
2465
+ * ZHETD2 reduces a complex Hermitian matrix A to real symmetric
2466
+ * tridiagonal form T by a unitary similarity transformation:
2467
+ * Q' * A * Q = T.
2468
+ *
2469
+
2470
+ * Arguments
2471
+ * =========
2472
+ *
2473
+ * UPLO (input) CHARACTER*1
2474
+ * Specifies whether the upper or lower triangular part of the
2475
+ * Hermitian matrix A is stored:
2476
+ * = 'U': Upper triangular
2477
+ * = 'L': Lower triangular
2478
+ *
2479
+ * N (input) INTEGER
2480
+ * The order of the matrix A. N >= 0.
2481
+ *
2482
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
2483
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
2484
+ * n-by-n upper triangular part of A contains the upper
2485
+ * triangular part of the matrix A, and the strictly lower
2486
+ * triangular part of A is not referenced. If UPLO = 'L', the
2487
+ * leading n-by-n lower triangular part of A contains the lower
2488
+ * triangular part of the matrix A, and the strictly upper
2489
+ * triangular part of A is not referenced.
2490
+ * On exit, if UPLO = 'U', the diagonal and first superdiagonal
2491
+ * of A are overwritten by the corresponding elements of the
2492
+ * tridiagonal matrix T, and the elements above the first
2493
+ * superdiagonal, with the array TAU, represent the unitary
2494
+ * matrix Q as a product of elementary reflectors; if UPLO
2495
+ * = 'L', the diagonal and first subdiagonal of A are over-
2496
+ * written by the corresponding elements of the tridiagonal
2497
+ * matrix T, and the elements below the first subdiagonal, with
2498
+ * the array TAU, represent the unitary matrix Q as a product
2499
+ * of elementary reflectors. See Further Details.
2500
+ *
2501
+ * LDA (input) INTEGER
2502
+ * The leading dimension of the array A. LDA >= max(1,N).
2503
+ *
2504
+ * D (output) DOUBLE PRECISION array, dimension (N)
2505
+ * The diagonal elements of the tridiagonal matrix T:
2506
+ * D(i) = A(i,i).
2507
+ *
2508
+ * E (output) DOUBLE PRECISION array, dimension (N-1)
2509
+ * The off-diagonal elements of the tridiagonal matrix T:
2510
+ * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
2511
+ *
2512
+ * TAU (output) COMPLEX*16 array, dimension (N-1)
2513
+ * The scalar factors of the elementary reflectors (see Further
2514
+ * Details).
2515
+ *
2516
+ * INFO (output) INTEGER
2517
+ * = 0: successful exit
2518
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
2519
+ *
2520
+
2521
+ * Further Details
2522
+ * ===============
2523
+ *
2524
+ * If UPLO = 'U', the matrix Q is represented as a product of elementary
2525
+ * reflectors
2526
+ *
2527
+ * Q = H(n-1) . . . H(2) H(1).
2528
+ *
2529
+ * Each H(i) has the form
2530
+ *
2531
+ * H(i) = I - tau * v * v'
2532
+ *
2533
+ * where tau is a complex scalar, and v is a complex vector with
2534
+ * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
2535
+ * A(1:i-1,i+1), and tau in TAU(i).
2536
+ *
2537
+ * If UPLO = 'L', the matrix Q is represented as a product of elementary
2538
+ * reflectors
2539
+ *
2540
+ * Q = H(1) H(2) . . . H(n-1).
2541
+ *
2542
+ * Each H(i) has the form
2543
+ *
2544
+ * H(i) = I - tau * v * v'
2545
+ *
2546
+ * where tau is a complex scalar, and v is a complex vector with
2547
+ * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
2548
+ * and tau in TAU(i).
2549
+ *
2550
+ * The contents of A on exit are illustrated by the following examples
2551
+ * with n = 5:
2552
+ *
2553
+ * if UPLO = 'U': if UPLO = 'L':
2554
+ *
2555
+ * ( d e v2 v3 v4 ) ( d )
2556
+ * ( d e v3 v4 ) ( e d )
2557
+ * ( d e v4 ) ( v1 e d )
2558
+ * ( d e ) ( v1 v2 e d )
2559
+ * ( d ) ( v1 v2 v3 e d )
2560
+ *
2561
+ * where d and e denote diagonal and off-diagonal elements of T, and vi
2562
+ * denotes an element of the vector defining H(i).
2563
+ *
2564
+ * =====================================================================
2565
+ *
2566
+
2567
+
2568
+ </PRE>
2569
+ <A HREF="#top">go to the page top</A>
2570
+
2571
+ <A NAME="zhetf2"></A>
2572
+ <H2>zhetf2</H2>
2573
+ <PRE>
2574
+ USAGE:
2575
+ ipiv, info, a = NumRu::Lapack.zhetf2( uplo, a, [:usage => usage, :help => help])
2576
+
2577
+
2578
+ FORTRAN MANUAL
2579
+ SUBROUTINE ZHETF2( UPLO, N, A, LDA, IPIV, INFO )
2580
+
2581
+ * Purpose
2582
+ * =======
2583
+ *
2584
+ * ZHETF2 computes the factorization of a complex Hermitian matrix A
2585
+ * using the Bunch-Kaufman diagonal pivoting method:
2586
+ *
2587
+ * A = U*D*U' or A = L*D*L'
2588
+ *
2589
+ * where U (or L) is a product of permutation and unit upper (lower)
2590
+ * triangular matrices, U' is the conjugate transpose of U, and D is
2591
+ * Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
2592
+ *
2593
+ * This is the unblocked version of the algorithm, calling Level 2 BLAS.
2594
+ *
2595
+
2596
+ * Arguments
2597
+ * =========
2598
+ *
2599
+ * UPLO (input) CHARACTER*1
2600
+ * Specifies whether the upper or lower triangular part of the
2601
+ * Hermitian matrix A is stored:
2602
+ * = 'U': Upper triangular
2603
+ * = 'L': Lower triangular
2604
+ *
2605
+ * N (input) INTEGER
2606
+ * The order of the matrix A. N >= 0.
2607
+ *
2608
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
2609
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
2610
+ * n-by-n upper triangular part of A contains the upper
2611
+ * triangular part of the matrix A, and the strictly lower
2612
+ * triangular part of A is not referenced. If UPLO = 'L', the
2613
+ * leading n-by-n lower triangular part of A contains the lower
2614
+ * triangular part of the matrix A, and the strictly upper
2615
+ * triangular part of A is not referenced.
2616
+ *
2617
+ * On exit, the block diagonal matrix D and the multipliers used
2618
+ * to obtain the factor U or L (see below for further details).
2619
+ *
2620
+ * LDA (input) INTEGER
2621
+ * The leading dimension of the array A. LDA >= max(1,N).
2622
+ *
2623
+ * IPIV (output) INTEGER array, dimension (N)
2624
+ * Details of the interchanges and the block structure of D.
2625
+ * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
2626
+ * interchanged and D(k,k) is a 1-by-1 diagonal block.
2627
+ * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
2628
+ * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
2629
+ * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
2630
+ * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
2631
+ * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
2632
+ *
2633
+ * INFO (output) INTEGER
2634
+ * = 0: successful exit
2635
+ * < 0: if INFO = -k, the k-th argument had an illegal value
2636
+ * > 0: if INFO = k, D(k,k) is exactly zero. The factorization
2637
+ * has been completed, but the block diagonal matrix D is
2638
+ * exactly singular, and division by zero will occur if it
2639
+ * is used to solve a system of equations.
2640
+ *
2641
+
2642
+ * Further Details
2643
+ * ===============
2644
+ *
2645
+ * 09-29-06 - patch from
2646
+ * Bobby Cheng, MathWorks
2647
+ *
2648
+ * Replace l.210 and l.393
2649
+ * IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
2650
+ * by
2651
+ * IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
2652
+ *
2653
+ * 01-01-96 - Based on modifications by
2654
+ * J. Lewis, Boeing Computer Services Company
2655
+ * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
2656
+ *
2657
+ * If UPLO = 'U', then A = U*D*U', where
2658
+ * U = P(n)*U(n)* ... *P(k)U(k)* ...,
2659
+ * i.e., U is a product of terms P(k)*U(k), where k decreases from n to
2660
+ * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
2661
+ * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
2662
+ * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
2663
+ * that if the diagonal block D(k) is of order s (s = 1 or 2), then
2664
+ *
2665
+ * ( I v 0 ) k-s
2666
+ * U(k) = ( 0 I 0 ) s
2667
+ * ( 0 0 I ) n-k
2668
+ * k-s s n-k
2669
+ *
2670
+ * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
2671
+ * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
2672
+ * and A(k,k), and v overwrites A(1:k-2,k-1:k).
2673
+ *
2674
+ * If UPLO = 'L', then A = L*D*L', where
2675
+ * L = P(1)*L(1)* ... *P(k)*L(k)* ...,
2676
+ * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
2677
+ * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
2678
+ * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
2679
+ * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
2680
+ * that if the diagonal block D(k) is of order s (s = 1 or 2), then
2681
+ *
2682
+ * ( I 0 0 ) k-1
2683
+ * L(k) = ( 0 I 0 ) s
2684
+ * ( 0 v I ) n-k-s+1
2685
+ * k-1 s n-k-s+1
2686
+ *
2687
+ * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
2688
+ * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
2689
+ * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
2690
+ *
2691
+ * =====================================================================
2692
+ *
2693
+
2694
+
2695
+ </PRE>
2696
+ <A HREF="#top">go to the page top</A>
2697
+
2698
+ <A NAME="zhetrd"></A>
2699
+ <H2>zhetrd</H2>
2700
+ <PRE>
2701
+ USAGE:
2702
+ d, e, tau, work, info, a = NumRu::Lapack.zhetrd( uplo, a, lwork, [:usage => usage, :help => help])
2703
+
2704
+
2705
+ FORTRAN MANUAL
2706
+ SUBROUTINE ZHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
2707
+
2708
+ * Purpose
2709
+ * =======
2710
+ *
2711
+ * ZHETRD reduces a complex Hermitian matrix A to real symmetric
2712
+ * tridiagonal form T by a unitary similarity transformation:
2713
+ * Q**H * A * Q = T.
2714
+ *
2715
+
2716
+ * Arguments
2717
+ * =========
2718
+ *
2719
+ * UPLO (input) CHARACTER*1
2720
+ * = 'U': Upper triangle of A is stored;
2721
+ * = 'L': Lower triangle of A is stored.
2722
+ *
2723
+ * N (input) INTEGER
2724
+ * The order of the matrix A. N >= 0.
2725
+ *
2726
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
2727
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
2728
+ * N-by-N upper triangular part of A contains the upper
2729
+ * triangular part of the matrix A, and the strictly lower
2730
+ * triangular part of A is not referenced. If UPLO = 'L', the
2731
+ * leading N-by-N lower triangular part of A contains the lower
2732
+ * triangular part of the matrix A, and the strictly upper
2733
+ * triangular part of A is not referenced.
2734
+ * On exit, if UPLO = 'U', the diagonal and first superdiagonal
2735
+ * of A are overwritten by the corresponding elements of the
2736
+ * tridiagonal matrix T, and the elements above the first
2737
+ * superdiagonal, with the array TAU, represent the unitary
2738
+ * matrix Q as a product of elementary reflectors; if UPLO
2739
+ * = 'L', the diagonal and first subdiagonal of A are over-
2740
+ * written by the corresponding elements of the tridiagonal
2741
+ * matrix T, and the elements below the first subdiagonal, with
2742
+ * the array TAU, represent the unitary matrix Q as a product
2743
+ * of elementary reflectors. See Further Details.
2744
+ *
2745
+ * LDA (input) INTEGER
2746
+ * The leading dimension of the array A. LDA >= max(1,N).
2747
+ *
2748
+ * D (output) DOUBLE PRECISION array, dimension (N)
2749
+ * The diagonal elements of the tridiagonal matrix T:
2750
+ * D(i) = A(i,i).
2751
+ *
2752
+ * E (output) DOUBLE PRECISION array, dimension (N-1)
2753
+ * The off-diagonal elements of the tridiagonal matrix T:
2754
+ * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
2755
+ *
2756
+ * TAU (output) COMPLEX*16 array, dimension (N-1)
2757
+ * The scalar factors of the elementary reflectors (see Further
2758
+ * Details).
2759
+ *
2760
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
2761
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
2762
+ *
2763
+ * LWORK (input) INTEGER
2764
+ * The dimension of the array WORK. LWORK >= 1.
2765
+ * For optimum performance LWORK >= N*NB, where NB is the
2766
+ * optimal blocksize.
2767
+ *
2768
+ * If LWORK = -1, then a workspace query is assumed; the routine
2769
+ * only calculates the optimal size of the WORK array, returns
2770
+ * this value as the first entry of the WORK array, and no error
2771
+ * message related to LWORK is issued by XERBLA.
2772
+ *
2773
+ * INFO (output) INTEGER
2774
+ * = 0: successful exit
2775
+ * < 0: if INFO = -i, the i-th argument had an illegal value
2776
+ *
2777
+
2778
+ * Further Details
2779
+ * ===============
2780
+ *
2781
+ * If UPLO = 'U', the matrix Q is represented as a product of elementary
2782
+ * reflectors
2783
+ *
2784
+ * Q = H(n-1) . . . H(2) H(1).
2785
+ *
2786
+ * Each H(i) has the form
2787
+ *
2788
+ * H(i) = I - tau * v * v'
2789
+ *
2790
+ * where tau is a complex scalar, and v is a complex vector with
2791
+ * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
2792
+ * A(1:i-1,i+1), and tau in TAU(i).
2793
+ *
2794
+ * If UPLO = 'L', the matrix Q is represented as a product of elementary
2795
+ * reflectors
2796
+ *
2797
+ * Q = H(1) H(2) . . . H(n-1).
2798
+ *
2799
+ * Each H(i) has the form
2800
+ *
2801
+ * H(i) = I - tau * v * v'
2802
+ *
2803
+ * where tau is a complex scalar, and v is a complex vector with
2804
+ * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
2805
+ * and tau in TAU(i).
2806
+ *
2807
+ * The contents of A on exit are illustrated by the following examples
2808
+ * with n = 5:
2809
+ *
2810
+ * if UPLO = 'U': if UPLO = 'L':
2811
+ *
2812
+ * ( d e v2 v3 v4 ) ( d )
2813
+ * ( d e v3 v4 ) ( e d )
2814
+ * ( d e v4 ) ( v1 e d )
2815
+ * ( d e ) ( v1 v2 e d )
2816
+ * ( d ) ( v1 v2 v3 e d )
2817
+ *
2818
+ * where d and e denote diagonal and off-diagonal elements of T, and vi
2819
+ * denotes an element of the vector defining H(i).
2820
+ *
2821
+ * =====================================================================
2822
+ *
2823
+
2824
+
2825
+ </PRE>
2826
+ <A HREF="#top">go to the page top</A>
2827
+
2828
+ <A NAME="zhetrf"></A>
2829
+ <H2>zhetrf</H2>
2830
+ <PRE>
2831
+ USAGE:
2832
+ ipiv, work, info, a = NumRu::Lapack.zhetrf( uplo, a, lwork, [:usage => usage, :help => help])
2833
+
2834
+
2835
+ FORTRAN MANUAL
2836
+ SUBROUTINE ZHETRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
2837
+
2838
+ * Purpose
2839
+ * =======
2840
+ *
2841
+ * ZHETRF computes the factorization of a complex Hermitian matrix A
2842
+ * using the Bunch-Kaufman diagonal pivoting method. The form of the
2843
+ * factorization is
2844
+ *
2845
+ * A = U*D*U**H or A = L*D*L**H
2846
+ *
2847
+ * where U (or L) is a product of permutation and unit upper (lower)
2848
+ * triangular matrices, and D is Hermitian and block diagonal with
2849
+ * 1-by-1 and 2-by-2 diagonal blocks.
2850
+ *
2851
+ * This is the blocked version of the algorithm, calling Level 3 BLAS.
2852
+ *
2853
+
2854
+ * Arguments
2855
+ * =========
2856
+ *
2857
+ * UPLO (input) CHARACTER*1
2858
+ * = 'U': Upper triangle of A is stored;
2859
+ * = 'L': Lower triangle of A is stored.
2860
+ *
2861
+ * N (input) INTEGER
2862
+ * The order of the matrix A. N >= 0.
2863
+ *
2864
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
2865
+ * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
2866
+ * N-by-N upper triangular part of A contains the upper
2867
+ * triangular part of the matrix A, and the strictly lower
2868
+ * triangular part of A is not referenced. If UPLO = 'L', the
2869
+ * leading N-by-N lower triangular part of A contains the lower
2870
+ * triangular part of the matrix A, and the strictly upper
2871
+ * triangular part of A is not referenced.
2872
+ *
2873
+ * On exit, the block diagonal matrix D and the multipliers used
2874
+ * to obtain the factor U or L (see below for further details).
2875
+ *
2876
+ * LDA (input) INTEGER
2877
+ * The leading dimension of the array A. LDA >= max(1,N).
2878
+ *
2879
+ * IPIV (output) INTEGER array, dimension (N)
2880
+ * Details of the interchanges and the block structure of D.
2881
+ * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
2882
+ * interchanged and D(k,k) is a 1-by-1 diagonal block.
2883
+ * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
2884
+ * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
2885
+ * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
2886
+ * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
2887
+ * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
2888
+ *
2889
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
2890
+ * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
2891
+ *
2892
+ * LWORK (input) INTEGER
2893
+ * The length of WORK. LWORK >=1. For best performance
2894
+ * LWORK >= N*NB, where NB is the block size returned by ILAENV.
2895
+ *
2896
+ * INFO (output) INTEGER
2897
+ * = 0: successful exit
2898
+ * < 0: if INFO = -i, the i-th argument had an illegal value
2899
+ * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
2900
+ * has been completed, but the block diagonal matrix D is
2901
+ * exactly singular, and division by zero will occur if it
2902
+ * is used to solve a system of equations.
2903
+ *
2904
+
2905
+ * Further Details
2906
+ * ===============
2907
+ *
2908
+ * If UPLO = 'U', then A = U*D*U', where
2909
+ * U = P(n)*U(n)* ... *P(k)U(k)* ...,
2910
+ * i.e., U is a product of terms P(k)*U(k), where k decreases from n to
2911
+ * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
2912
+ * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
2913
+ * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
2914
+ * that if the diagonal block D(k) is of order s (s = 1 or 2), then
2915
+ *
2916
+ * ( I v 0 ) k-s
2917
+ * U(k) = ( 0 I 0 ) s
2918
+ * ( 0 0 I ) n-k
2919
+ * k-s s n-k
2920
+ *
2921
+ * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
2922
+ * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
2923
+ * and A(k,k), and v overwrites A(1:k-2,k-1:k).
2924
+ *
2925
+ * If UPLO = 'L', then A = L*D*L', where
2926
+ * L = P(1)*L(1)* ... *P(k)*L(k)* ...,
2927
+ * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
2928
+ * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
2929
+ * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
2930
+ * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
2931
+ * that if the diagonal block D(k) is of order s (s = 1 or 2), then
2932
+ *
2933
+ * ( I 0 0 ) k-1
2934
+ * L(k) = ( 0 I 0 ) s
2935
+ * ( 0 v I ) n-k-s+1
2936
+ * k-1 s n-k-s+1
2937
+ *
2938
+ * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
2939
+ * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
2940
+ * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
2941
+ *
2942
+ * =====================================================================
2943
+ *
2944
+ * .. Local Scalars ..
2945
+ LOGICAL LQUERY, UPPER
2946
+ INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
2947
+ * ..
2948
+ * .. External Functions ..
2949
+ LOGICAL LSAME
2950
+ INTEGER ILAENV
2951
+ EXTERNAL LSAME, ILAENV
2952
+ * ..
2953
+ * .. External Subroutines ..
2954
+ EXTERNAL XERBLA, ZHETF2, ZLAHEF
2955
+ * ..
2956
+ * .. Intrinsic Functions ..
2957
+ INTRINSIC MAX
2958
+ * ..
2959
+
2960
+
2961
+ </PRE>
2962
+ <A HREF="#top">go to the page top</A>
2963
+
2964
+ <A NAME="zhetri"></A>
2965
+ <H2>zhetri</H2>
2966
+ <PRE>
2967
+ USAGE:
2968
+ info, a = NumRu::Lapack.zhetri( uplo, a, ipiv, [:usage => usage, :help => help])
2969
+
2970
+
2971
+ FORTRAN MANUAL
2972
+ SUBROUTINE ZHETRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
2973
+
2974
+ * Purpose
2975
+ * =======
2976
+ *
2977
+ * ZHETRI computes the inverse of a complex Hermitian indefinite matrix
2978
+ * A using the factorization A = U*D*U**H or A = L*D*L**H computed by
2979
+ * ZHETRF.
2980
+ *
2981
+
2982
+ * Arguments
2983
+ * =========
2984
+ *
2985
+ * UPLO (input) CHARACTER*1
2986
+ * Specifies whether the details of the factorization are stored
2987
+ * as an upper or lower triangular matrix.
2988
+ * = 'U': Upper triangular, form is A = U*D*U**H;
2989
+ * = 'L': Lower triangular, form is A = L*D*L**H.
2990
+ *
2991
+ * N (input) INTEGER
2992
+ * The order of the matrix A. N >= 0.
2993
+ *
2994
+ * A (input/output) COMPLEX*16 array, dimension (LDA,N)
2995
+ * On entry, the block diagonal matrix D and the multipliers
2996
+ * used to obtain the factor U or L as computed by ZHETRF.
2997
+ *
2998
+ * On exit, if INFO = 0, the (Hermitian) inverse of the original
2999
+ * matrix. If UPLO = 'U', the upper triangular part of the
3000
+ * inverse is formed and the part of A below the diagonal is not
3001
+ * referenced; if UPLO = 'L' the lower triangular part of the
3002
+ * inverse is formed and the part of A above the diagonal is
3003
+ * not referenced.
3004
+ *
3005
+ * LDA (input) INTEGER
3006
+ * The leading dimension of the array A. LDA >= max(1,N).
3007
+ *
3008
+ * IPIV (input) INTEGER array, dimension (N)
3009
+ * Details of the interchanges and the block structure of D
3010
+ * as determined by ZHETRF.
3011
+ *
3012
+ * WORK (workspace) COMPLEX*16 array, dimension (N)
3013
+ *
3014
+ * INFO (output) INTEGER
3015
+ * = 0: successful exit
3016
+ * < 0: if INFO = -i, the i-th argument had an illegal value
3017
+ * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
3018
+ * inverse could not be computed.
3019
+ *
3020
+
3021
+ * =====================================================================
3022
+ *
3023
+
3024
+
3025
+ </PRE>
3026
+ <A HREF="#top">go to the page top</A>
3027
+
3028
+ <A NAME="zhetrs"></A>
3029
+ <H2>zhetrs</H2>
3030
+ <PRE>
3031
+ USAGE:
3032
+ info, b = NumRu::Lapack.zhetrs( uplo, a, ipiv, b, [:usage => usage, :help => help])
3033
+
3034
+
3035
+ FORTRAN MANUAL
3036
+ SUBROUTINE ZHETRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
3037
+
3038
+ * Purpose
3039
+ * =======
3040
+ *
3041
+ * ZHETRS solves a system of linear equations A*X = B with a complex
3042
+ * Hermitian matrix A using the factorization A = U*D*U**H or
3043
+ * A = L*D*L**H computed by ZHETRF.
3044
+ *
3045
+
3046
+ * Arguments
3047
+ * =========
3048
+ *
3049
+ * UPLO (input) CHARACTER*1
3050
+ * Specifies whether the details of the factorization are stored
3051
+ * as an upper or lower triangular matrix.
3052
+ * = 'U': Upper triangular, form is A = U*D*U**H;
3053
+ * = 'L': Lower triangular, form is A = L*D*L**H.
3054
+ *
3055
+ * N (input) INTEGER
3056
+ * The order of the matrix A. N >= 0.
3057
+ *
3058
+ * NRHS (input) INTEGER
3059
+ * The number of right hand sides, i.e., the number of columns
3060
+ * of the matrix B. NRHS >= 0.
3061
+ *
3062
+ * A (input) COMPLEX*16 array, dimension (LDA,N)
3063
+ * The block diagonal matrix D and the multipliers used to
3064
+ * obtain the factor U or L as computed by ZHETRF.
3065
+ *
3066
+ * LDA (input) INTEGER
3067
+ * The leading dimension of the array A. LDA >= max(1,N).
3068
+ *
3069
+ * IPIV (input) INTEGER array, dimension (N)
3070
+ * Details of the interchanges and the block structure of D
3071
+ * as determined by ZHETRF.
3072
+ *
3073
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
3074
+ * On entry, the right hand side matrix B.
3075
+ * On exit, the solution matrix X.
3076
+ *
3077
+ * LDB (input) INTEGER
3078
+ * The leading dimension of the array B. LDB >= max(1,N).
3079
+ *
3080
+ * INFO (output) INTEGER
3081
+ * = 0: successful exit
3082
+ * < 0: if INFO = -i, the i-th argument had an illegal value
3083
+ *
3084
+
3085
+ * =====================================================================
3086
+ *
3087
+
3088
+
3089
+ </PRE>
3090
+ <A HREF="#top">go to the page top</A>
3091
+
3092
+ <A NAME="zhetrs2"></A>
3093
+ <H2>zhetrs2</H2>
3094
+ <PRE>
3095
+ USAGE:
3096
+ info, b = NumRu::Lapack.zhetrs2( uplo, a, ipiv, b, [:usage => usage, :help => help])
3097
+
3098
+
3099
+ FORTRAN MANUAL
3100
+ SUBROUTINE ZHETRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO )
3101
+
3102
+ * Purpose
3103
+ * =======
3104
+ *
3105
+ * ZHETRS2 solves a system of linear equations A*X = B with a real
3106
+ * Hermitian matrix A using the factorization A = U*D*U**T or
3107
+ * A = L*D*L**T computed by ZSYTRF and converted by ZSYCONV.
3108
+ *
3109
+
3110
+ * Arguments
3111
+ * =========
3112
+ *
3113
+ * UPLO (input) CHARACTER*1
3114
+ * Specifies whether the details of the factorization are stored
3115
+ * as an upper or lower triangular matrix.
3116
+ * = 'U': Upper triangular, form is A = U*D*U**H;
3117
+ * = 'L': Lower triangular, form is A = L*D*L**H.
3118
+ *
3119
+ * N (input) INTEGER
3120
+ * The order of the matrix A. N >= 0.
3121
+ *
3122
+ * NRHS (input) INTEGER
3123
+ * The number of right hand sides, i.e., the number of columns
3124
+ * of the matrix B. NRHS >= 0.
3125
+ *
3126
+ * A (input) DOUBLE COMPLEX array, dimension (LDA,N)
3127
+ * The block diagonal matrix D and the multipliers used to
3128
+ * obtain the factor U or L as computed by ZHETRF.
3129
+ *
3130
+ * LDA (input) INTEGER
3131
+ * The leading dimension of the array A. LDA >= max(1,N).
3132
+ *
3133
+ * IPIV (input) INTEGER array, dimension (N)
3134
+ * Details of the interchanges and the block structure of D
3135
+ * as determined by ZHETRF.
3136
+ *
3137
+ * B (input/output) DOUBLE COMPLEX array, dimension (LDB,NRHS)
3138
+ * On entry, the right hand side matrix B.
3139
+ * On exit, the solution matrix X.
3140
+ *
3141
+ * LDB (input) INTEGER
3142
+ * The leading dimension of the array B. LDB >= max(1,N).
3143
+ *
3144
+ * WORK (workspace) REAL array, dimension (N)
3145
+ *
3146
+ * INFO (output) INTEGER
3147
+ * = 0: successful exit
3148
+ * < 0: if INFO = -i, the i-th argument had an illegal value
3149
+ *
3150
+
3151
+ * =====================================================================
3152
+ *
3153
+
3154
+
3155
+ </PRE>
3156
+ <A HREF="#top">go to the page top</A>
3157
+
3158
+ <HR />
3159
+ <A HREF="z.html">back to matrix types</A><BR>
3160
+ <A HREF="z.html">back to data types</A>
3161
+ </BODY>
3162
+ </HTML>