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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  3330. data/ext/zsyswapr.c +78 -0
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  3401. data/lib/numru/lapack.rb +51 -0
  3402. data/samples/dsyevr.rb +25 -0
  3403. data/tests/eig/ge/test_gesdd.rb +90 -0
  3404. data/tests/eig/ge/test_gesvd.rb +99 -0
  3405. data/tests/eig/gg/test_ggev.rb +124 -0
  3406. data/tests/eig/gg/test_ggsvd.rb +76 -0
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  3419. metadata +3513 -0
data/doc/zhg.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>COMPLEX*16 or DOUBLE COMPLEX routines for upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) 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 upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) matrix</H1>
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+ <UL>
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+ <LI><A HREF="#zhgeqz">zhgeqz</A></LI>
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+ </UL>
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+
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+ <A NAME="zhgeqz"></A>
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+ <H2>zhgeqz</H2>
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+ <PRE>
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+ USAGE:
16
+ alpha, beta, work, info, h, t, q, z = NumRu::Lapack.zhgeqz( job, compq, compz, ilo, ihi, h, t, q, z, [:lwork => lwork, :usage => usage, :help => help])
17
+
18
+
19
+ FORTRAN MANUAL
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+ SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, INFO )
21
+
22
+ * Purpose
23
+ * =======
24
+ *
25
+ * ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
26
+ * where H is an upper Hessenberg matrix and T is upper triangular,
27
+ * using the single-shift QZ method.
28
+ * Matrix pairs of this type are produced by the reduction to
29
+ * generalized upper Hessenberg form of a complex matrix pair (A,B):
30
+ *
31
+ * A = Q1*H*Z1**H, B = Q1*T*Z1**H,
32
+ *
33
+ * as computed by ZGGHRD.
34
+ *
35
+ * If JOB='S', then the Hessenberg-triangular pair (H,T) is
36
+ * also reduced to generalized Schur form,
37
+ *
38
+ * H = Q*S*Z**H, T = Q*P*Z**H,
39
+ *
40
+ * where Q and Z are unitary matrices and S and P are upper triangular.
41
+ *
42
+ * Optionally, the unitary matrix Q from the generalized Schur
43
+ * factorization may be postmultiplied into an input matrix Q1, and the
44
+ * unitary matrix Z may be postmultiplied into an input matrix Z1.
45
+ * If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced
46
+ * the matrix pair (A,B) to generalized Hessenberg form, then the output
47
+ * matrices Q1*Q and Z1*Z are the unitary factors from the generalized
48
+ * Schur factorization of (A,B):
49
+ *
50
+ * A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
51
+ *
52
+ * To avoid overflow, eigenvalues of the matrix pair (H,T)
53
+ * (equivalently, of (A,B)) are computed as a pair of complex values
54
+ * (alpha,beta). If beta is nonzero, lambda = alpha / beta is an
55
+ * eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
56
+ * A*x = lambda*B*x
57
+ * and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
58
+ * alternate form of the GNEP
59
+ * mu*A*y = B*y.
60
+ * The values of alpha and beta for the i-th eigenvalue can be read
61
+ * directly from the generalized Schur form: alpha = S(i,i),
62
+ * beta = P(i,i).
63
+ *
64
+ * Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
65
+ * Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
66
+ * pp. 241--256.
67
+ *
68
+
69
+ * Arguments
70
+ * =========
71
+ *
72
+ * JOB (input) CHARACTER*1
73
+ * = 'E': Compute eigenvalues only;
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+ * = 'S': Computer eigenvalues and the Schur form.
75
+ *
76
+ * COMPQ (input) CHARACTER*1
77
+ * = 'N': Left Schur vectors (Q) are not computed;
78
+ * = 'I': Q is initialized to the unit matrix and the matrix Q
79
+ * of left Schur vectors of (H,T) is returned;
80
+ * = 'V': Q must contain a unitary matrix Q1 on entry and
81
+ * the product Q1*Q is returned.
82
+ *
83
+ * COMPZ (input) CHARACTER*1
84
+ * = 'N': Right Schur vectors (Z) are not computed;
85
+ * = 'I': Q is initialized to the unit matrix and the matrix Z
86
+ * of right Schur vectors of (H,T) is returned;
87
+ * = 'V': Z must contain a unitary matrix Z1 on entry and
88
+ * the product Z1*Z is returned.
89
+ *
90
+ * N (input) INTEGER
91
+ * The order of the matrices H, T, Q, and Z. N >= 0.
92
+ *
93
+ * ILO (input) INTEGER
94
+ * IHI (input) INTEGER
95
+ * ILO and IHI mark the rows and columns of H which are in
96
+ * Hessenberg form. It is assumed that A is already upper
97
+ * triangular in rows and columns 1:ILO-1 and IHI+1:N.
98
+ * If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
99
+ *
100
+ * H (input/output) COMPLEX*16 array, dimension (LDH, N)
101
+ * On entry, the N-by-N upper Hessenberg matrix H.
102
+ * On exit, if JOB = 'S', H contains the upper triangular
103
+ * matrix S from the generalized Schur factorization.
104
+ * If JOB = 'E', the diagonal of H matches that of S, but
105
+ * the rest of H is unspecified.
106
+ *
107
+ * LDH (input) INTEGER
108
+ * The leading dimension of the array H. LDH >= max( 1, N ).
109
+ *
110
+ * T (input/output) COMPLEX*16 array, dimension (LDT, N)
111
+ * On entry, the N-by-N upper triangular matrix T.
112
+ * On exit, if JOB = 'S', T contains the upper triangular
113
+ * matrix P from the generalized Schur factorization.
114
+ * If JOB = 'E', the diagonal of T matches that of P, but
115
+ * the rest of T is unspecified.
116
+ *
117
+ * LDT (input) INTEGER
118
+ * The leading dimension of the array T. LDT >= max( 1, N ).
119
+ *
120
+ * ALPHA (output) COMPLEX*16 array, dimension (N)
121
+ * The complex scalars alpha that define the eigenvalues of
122
+ * GNEP. ALPHA(i) = S(i,i) in the generalized Schur
123
+ * factorization.
124
+ *
125
+ * BETA (output) COMPLEX*16 array, dimension (N)
126
+ * The real non-negative scalars beta that define the
127
+ * eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized
128
+ * Schur factorization.
129
+ *
130
+ * Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
131
+ * represent the j-th eigenvalue of the matrix pair (A,B), in
132
+ * one of the forms lambda = alpha/beta or mu = beta/alpha.
133
+ * Since either lambda or mu may overflow, they should not,
134
+ * in general, be computed.
135
+ *
136
+ * Q (input/output) COMPLEX*16 array, dimension (LDQ, N)
137
+ * On entry, if COMPZ = 'V', the unitary matrix Q1 used in the
138
+ * reduction of (A,B) to generalized Hessenberg form.
139
+ * On exit, if COMPZ = 'I', the unitary matrix of left Schur
140
+ * vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
141
+ * left Schur vectors of (A,B).
142
+ * Not referenced if COMPZ = 'N'.
143
+ *
144
+ * LDQ (input) INTEGER
145
+ * The leading dimension of the array Q. LDQ >= 1.
146
+ * If COMPQ='V' or 'I', then LDQ >= N.
147
+ *
148
+ * Z (input/output) COMPLEX*16 array, dimension (LDZ, N)
149
+ * On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
150
+ * reduction of (A,B) to generalized Hessenberg form.
151
+ * On exit, if COMPZ = 'I', the unitary matrix of right Schur
152
+ * vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
153
+ * right Schur vectors of (A,B).
154
+ * Not referenced if COMPZ = 'N'.
155
+ *
156
+ * LDZ (input) INTEGER
157
+ * The leading dimension of the array Z. LDZ >= 1.
158
+ * If COMPZ='V' or 'I', then LDZ >= N.
159
+ *
160
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
161
+ * On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
162
+ *
163
+ * LWORK (input) INTEGER
164
+ * The dimension of the array WORK. LWORK >= max(1,N).
165
+ *
166
+ * If LWORK = -1, then a workspace query is assumed; the routine
167
+ * only calculates the optimal size of the WORK array, returns
168
+ * this value as the first entry of the WORK array, and no error
169
+ * message related to LWORK is issued by XERBLA.
170
+ *
171
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
172
+ *
173
+ * INFO (output) INTEGER
174
+ * = 0: successful exit
175
+ * < 0: if INFO = -i, the i-th argument had an illegal value
176
+ * = 1,...,N: the QZ iteration did not converge. (H,T) is not
177
+ * in Schur form, but ALPHA(i) and BETA(i),
178
+ * i=INFO+1,...,N should be correct.
179
+ * = N+1,...,2*N: the shift calculation failed. (H,T) is not
180
+ * in Schur form, but ALPHA(i) and BETA(i),
181
+ * i=INFO-N+1,...,N should be correct.
182
+ *
183
+
184
+ * Further Details
185
+ * ===============
186
+ *
187
+ * We assume that complex ABS works as long as its value is less than
188
+ * overflow.
189
+ *
190
+ * =====================================================================
191
+ *
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+
193
+
194
+ </PRE>
195
+ <A HREF="#top">go to the page top</A>
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+
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+ <HR />
198
+ <A HREF="z.html">back to matrix types</A><BR>
199
+ <A HREF="z.html">back to data types</A>
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+ </BODY>
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+ </HTML>
data/doc/zhp.html ADDED
@@ -0,0 +1,1697 @@
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+ <HTML>
2
+ <HEAD>
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+ <TITLE>COMPLEX*16 or DOUBLE COMPLEX routines for (complex) Hermitian, packed storage matrix</TITLE>
4
+ </HEAD>
5
+ <BODY>
6
+ <A NAME="top"></A>
7
+ <H1>COMPLEX*16 or DOUBLE COMPLEX routines for (complex) Hermitian, packed storage matrix</H1>
8
+ <UL>
9
+ <LI><A HREF="#zhpcon">zhpcon</A></LI>
10
+ <LI><A HREF="#zhpev">zhpev</A></LI>
11
+ <LI><A HREF="#zhpevd">zhpevd</A></LI>
12
+ <LI><A HREF="#zhpevx">zhpevx</A></LI>
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+ <LI><A HREF="#zhpgst">zhpgst</A></LI>
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+ <LI><A HREF="#zhpgv">zhpgv</A></LI>
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+ <LI><A HREF="#zhpgvd">zhpgvd</A></LI>
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+ <LI><A HREF="#zhpgvx">zhpgvx</A></LI>
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+ <LI><A HREF="#zhprfs">zhprfs</A></LI>
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+ <LI><A HREF="#zhpsv">zhpsv</A></LI>
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+ <LI><A HREF="#zhpsvx">zhpsvx</A></LI>
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+ <LI><A HREF="#zhptrd">zhptrd</A></LI>
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+ <LI><A HREF="#zhptrf">zhptrf</A></LI>
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+ <LI><A HREF="#zhptri">zhptri</A></LI>
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+ <LI><A HREF="#zhptrs">zhptrs</A></LI>
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+ </UL>
25
+
26
+ <A NAME="zhpcon"></A>
27
+ <H2>zhpcon</H2>
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+ <PRE>
29
+ USAGE:
30
+ rcond, info = NumRu::Lapack.zhpcon( uplo, ap, ipiv, anorm, [:usage => usage, :help => help])
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+
32
+
33
+ FORTRAN MANUAL
34
+ SUBROUTINE ZHPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, INFO )
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+
36
+ * Purpose
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+ * =======
38
+ *
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+ * ZHPCON estimates the reciprocal of the condition number of a complex
40
+ * Hermitian packed matrix A using the factorization A = U*D*U**H or
41
+ * A = L*D*L**H computed by ZHPTRF.
42
+ *
43
+ * An estimate is obtained for norm(inv(A)), and the reciprocal of the
44
+ * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
45
+ *
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+
47
+ * Arguments
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+ * =========
49
+ *
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+ * UPLO (input) CHARACTER*1
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+ * Specifies whether the details of the factorization are stored
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+ * as an upper or lower triangular matrix.
53
+ * = 'U': Upper triangular, form is A = U*D*U**H;
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+ * = 'L': Lower triangular, form is A = L*D*L**H.
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+ *
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+ * N (input) INTEGER
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+ * The order of the matrix A. N >= 0.
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+ *
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+ * AP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
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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 ZHPTRF, stored as a
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+ * packed triangular matrix.
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+ *
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+ * IPIV (input) INTEGER array, dimension (N)
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+ * Details of the interchanges and the block structure of D
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+ * as determined by ZHPTRF.
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+ *
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+ * ANORM (input) DOUBLE PRECISION
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+ * The 1-norm of the original matrix A.
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+ *
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+ * RCOND (output) DOUBLE PRECISION
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+ * The reciprocal of the condition number of the matrix A,
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+ * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
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+ * estimate of the 1-norm of inv(A) computed in this routine.
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+ *
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+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
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+ *
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+ * INFO (output) INTEGER
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+ * = 0: successful exit
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+ * < 0: if INFO = -i, the i-th argument had an illegal value
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+ *
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+
83
+ * =====================================================================
84
+ *
85
+
86
+
87
+ </PRE>
88
+ <A HREF="#top">go to the page top</A>
89
+
90
+ <A NAME="zhpev"></A>
91
+ <H2>zhpev</H2>
92
+ <PRE>
93
+ USAGE:
94
+ w, z, info, ap = NumRu::Lapack.zhpev( jobz, uplo, ap, [:usage => usage, :help => help])
95
+
96
+
97
+ FORTRAN MANUAL
98
+ SUBROUTINE ZHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO )
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+
100
+ * Purpose
101
+ * =======
102
+ *
103
+ * ZHPEV computes all the eigenvalues and, optionally, eigenvectors of a
104
+ * complex Hermitian matrix in packed storage.
105
+ *
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+
107
+ * Arguments
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+ * =========
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+ *
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+ * JOBZ (input) CHARACTER*1
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+ * = 'N': Compute eigenvalues only;
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+ * = 'V': Compute eigenvalues and eigenvectors.
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+ *
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+ * UPLO (input) CHARACTER*1
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+ * = 'U': Upper triangle of A is stored;
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+ * = 'L': Lower triangle of A is stored.
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+ *
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+ * N (input) INTEGER
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+ * The order of the matrix A. N >= 0.
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+ *
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+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
122
+ * On entry, the upper or lower triangle of the Hermitian matrix
123
+ * A, packed columnwise in a linear array. The j-th column of A
124
+ * is stored in the array AP as follows:
125
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
126
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
127
+ *
128
+ * On exit, AP is overwritten by values generated during the
129
+ * reduction to tridiagonal form. If UPLO = 'U', the diagonal
130
+ * and first superdiagonal of the tridiagonal matrix T overwrite
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+ * the corresponding elements of A, and if UPLO = 'L', the
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+ * diagonal and first subdiagonal of T overwrite the
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+ * corresponding elements of A.
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+ *
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+ * W (output) DOUBLE PRECISION array, dimension (N)
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+ * If INFO = 0, the eigenvalues in ascending order.
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+ *
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+ * Z (output) COMPLEX*16 array, dimension (LDZ, N)
139
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
140
+ * eigenvectors of the matrix A, with the i-th column of Z
141
+ * holding the eigenvector associated with W(i).
142
+ * If JOBZ = 'N', then Z is not referenced.
143
+ *
144
+ * LDZ (input) INTEGER
145
+ * The leading dimension of the array Z. LDZ >= 1, and if
146
+ * JOBZ = 'V', LDZ >= max(1,N).
147
+ *
148
+ * WORK (workspace) COMPLEX*16 array, dimension (max(1, 2*N-1))
149
+ *
150
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2))
151
+ *
152
+ * INFO (output) INTEGER
153
+ * = 0: successful exit.
154
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
155
+ * > 0: if INFO = i, the algorithm failed to converge; i
156
+ * off-diagonal elements of an intermediate tridiagonal
157
+ * form did not converge to zero.
158
+ *
159
+
160
+ * =====================================================================
161
+ *
162
+
163
+
164
+ </PRE>
165
+ <A HREF="#top">go to the page top</A>
166
+
167
+ <A NAME="zhpevd"></A>
168
+ <H2>zhpevd</H2>
169
+ <PRE>
170
+ USAGE:
171
+ w, z, work, rwork, iwork, info, ap = NumRu::Lapack.zhpevd( jobz, uplo, ap, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
172
+
173
+
174
+ FORTRAN MANUAL
175
+ SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
176
+
177
+ * Purpose
178
+ * =======
179
+ *
180
+ * ZHPEVD computes all the eigenvalues and, optionally, eigenvectors of
181
+ * a complex Hermitian matrix A in packed storage. If eigenvectors are
182
+ * desired, it uses a divide and conquer algorithm.
183
+ *
184
+ * The divide and conquer algorithm makes very mild assumptions about
185
+ * floating point arithmetic. It will work on machines with a guard
186
+ * digit in add/subtract, or on those binary machines without guard
187
+ * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
188
+ * Cray-2. It could conceivably fail on hexadecimal or decimal machines
189
+ * without guard digits, but we know of none.
190
+ *
191
+
192
+ * Arguments
193
+ * =========
194
+ *
195
+ * JOBZ (input) CHARACTER*1
196
+ * = 'N': Compute eigenvalues only;
197
+ * = 'V': Compute eigenvalues and eigenvectors.
198
+ *
199
+ * UPLO (input) CHARACTER*1
200
+ * = 'U': Upper triangle of A is stored;
201
+ * = 'L': Lower triangle of A is stored.
202
+ *
203
+ * N (input) INTEGER
204
+ * The order of the matrix A. N >= 0.
205
+ *
206
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
207
+ * On entry, the upper or lower triangle of the Hermitian matrix
208
+ * A, packed columnwise in a linear array. The j-th column of A
209
+ * is stored in the array AP as follows:
210
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
211
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
212
+ *
213
+ * On exit, AP is overwritten by values generated during the
214
+ * reduction to tridiagonal form. If UPLO = 'U', the diagonal
215
+ * and first superdiagonal of the tridiagonal matrix T overwrite
216
+ * the corresponding elements of A, and if UPLO = 'L', the
217
+ * diagonal and first subdiagonal of T overwrite the
218
+ * corresponding elements of A.
219
+ *
220
+ * W (output) DOUBLE PRECISION array, dimension (N)
221
+ * If INFO = 0, the eigenvalues in ascending order.
222
+ *
223
+ * Z (output) COMPLEX*16 array, dimension (LDZ, N)
224
+ * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
225
+ * eigenvectors of the matrix A, with the i-th column of Z
226
+ * holding the eigenvector associated with W(i).
227
+ * If JOBZ = 'N', then Z is not referenced.
228
+ *
229
+ * LDZ (input) INTEGER
230
+ * The leading dimension of the array Z. LDZ >= 1, and if
231
+ * JOBZ = 'V', LDZ >= max(1,N).
232
+ *
233
+ * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
234
+ * On exit, if INFO = 0, WORK(1) returns the required LWORK.
235
+ *
236
+ * LWORK (input) INTEGER
237
+ * The dimension of array WORK.
238
+ * If N <= 1, LWORK must be at least 1.
239
+ * If JOBZ = 'N' and N > 1, LWORK must be at least N.
240
+ * If JOBZ = 'V' and N > 1, LWORK must be at least 2*N.
241
+ *
242
+ * If LWORK = -1, then a workspace query is assumed; the routine
243
+ * only calculates the required sizes of the WORK, RWORK and
244
+ * IWORK arrays, returns these values as the first entries of
245
+ * the WORK, RWORK and IWORK arrays, and no error message
246
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
247
+ *
248
+ * RWORK (workspace/output) DOUBLE PRECISION array,
249
+ * dimension (LRWORK)
250
+ * On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
251
+ *
252
+ * LRWORK (input) INTEGER
253
+ * The dimension of array RWORK.
254
+ * If N <= 1, LRWORK must be at least 1.
255
+ * If JOBZ = 'N' and N > 1, LRWORK must be at least N.
256
+ * If JOBZ = 'V' and N > 1, LRWORK must be at least
257
+ * 1 + 5*N + 2*N**2.
258
+ *
259
+ * If LRWORK = -1, then a workspace query is assumed; the
260
+ * routine only calculates the required sizes of the WORK, RWORK
261
+ * and IWORK arrays, returns these values as the first entries
262
+ * of the WORK, RWORK and IWORK arrays, and no error message
263
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
264
+ *
265
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
266
+ * On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
267
+ *
268
+ * LIWORK (input) INTEGER
269
+ * The dimension of array IWORK.
270
+ * If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
271
+ * If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
272
+ *
273
+ * If LIWORK = -1, then a workspace query is assumed; the
274
+ * routine only calculates the required sizes of the WORK, RWORK
275
+ * and IWORK arrays, returns these values as the first entries
276
+ * of the WORK, RWORK and IWORK arrays, and no error message
277
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
278
+ *
279
+ * INFO (output) INTEGER
280
+ * = 0: successful exit
281
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
282
+ * > 0: if INFO = i, the algorithm failed to converge; i
283
+ * off-diagonal elements of an intermediate tridiagonal
284
+ * form did not converge to zero.
285
+ *
286
+
287
+ * =====================================================================
288
+ *
289
+
290
+
291
+ </PRE>
292
+ <A HREF="#top">go to the page top</A>
293
+
294
+ <A NAME="zhpevx"></A>
295
+ <H2>zhpevx</H2>
296
+ <PRE>
297
+ USAGE:
298
+ m, w, z, ifail, info, ap = NumRu::Lapack.zhpevx( jobz, range, uplo, ap, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
299
+
300
+
301
+ FORTRAN MANUAL
302
+ SUBROUTINE ZHPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
303
+
304
+ * Purpose
305
+ * =======
306
+ *
307
+ * ZHPEVX computes selected eigenvalues and, optionally, eigenvectors
308
+ * of a complex Hermitian matrix A in packed storage.
309
+ * Eigenvalues/vectors can be selected by specifying either a range of
310
+ * values or a range of indices for the desired eigenvalues.
311
+ *
312
+
313
+ * Arguments
314
+ * =========
315
+ *
316
+ * JOBZ (input) CHARACTER*1
317
+ * = 'N': Compute eigenvalues only;
318
+ * = 'V': Compute eigenvalues and eigenvectors.
319
+ *
320
+ * RANGE (input) CHARACTER*1
321
+ * = 'A': all eigenvalues will be found;
322
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
323
+ * will be found;
324
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
325
+ *
326
+ * UPLO (input) CHARACTER*1
327
+ * = 'U': Upper triangle of A is stored;
328
+ * = 'L': Lower triangle of A is stored.
329
+ *
330
+ * N (input) INTEGER
331
+ * The order of the matrix A. N >= 0.
332
+ *
333
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
334
+ * On entry, the upper or lower triangle of the Hermitian matrix
335
+ * A, packed columnwise in a linear array. The j-th column of A
336
+ * is stored in the array AP as follows:
337
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
338
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
339
+ *
340
+ * On exit, AP is overwritten by values generated during the
341
+ * reduction to tridiagonal form. If UPLO = 'U', the diagonal
342
+ * and first superdiagonal of the tridiagonal matrix T overwrite
343
+ * the corresponding elements of A, and if UPLO = 'L', the
344
+ * diagonal and first subdiagonal of T overwrite the
345
+ * corresponding elements of A.
346
+ *
347
+ * VL (input) DOUBLE PRECISION
348
+ * VU (input) DOUBLE PRECISION
349
+ * If RANGE='V', the lower and upper bounds of the interval to
350
+ * be searched for eigenvalues. VL < VU.
351
+ * Not referenced if RANGE = 'A' or 'I'.
352
+ *
353
+ * IL (input) INTEGER
354
+ * IU (input) INTEGER
355
+ * If RANGE='I', the indices (in ascending order) of the
356
+ * smallest and largest eigenvalues to be returned.
357
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
358
+ * Not referenced if RANGE = 'A' or 'V'.
359
+ *
360
+ * ABSTOL (input) DOUBLE PRECISION
361
+ * The absolute error tolerance for the eigenvalues.
362
+ * An approximate eigenvalue is accepted as converged
363
+ * when it is determined to lie in an interval [a,b]
364
+ * of width less than or equal to
365
+ *
366
+ * ABSTOL + EPS * max( |a|,|b| ) ,
367
+ *
368
+ * where EPS is the machine precision. If ABSTOL is less than
369
+ * or equal to zero, then EPS*|T| will be used in its place,
370
+ * where |T| is the 1-norm of the tridiagonal matrix obtained
371
+ * by reducing AP to tridiagonal form.
372
+ *
373
+ * Eigenvalues will be computed most accurately when ABSTOL is
374
+ * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
375
+ * If this routine returns with INFO>0, indicating that some
376
+ * eigenvectors did not converge, try setting ABSTOL to
377
+ * 2*DLAMCH('S').
378
+ *
379
+ * See "Computing Small Singular Values of Bidiagonal Matrices
380
+ * with Guaranteed High Relative Accuracy," by Demmel and
381
+ * Kahan, LAPACK Working Note #3.
382
+ *
383
+ * M (output) INTEGER
384
+ * The total number of eigenvalues found. 0 <= M <= N.
385
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
386
+ *
387
+ * W (output) DOUBLE PRECISION array, dimension (N)
388
+ * If INFO = 0, the selected eigenvalues in ascending order.
389
+ *
390
+ * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M))
391
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
392
+ * contain the orthonormal eigenvectors of the matrix A
393
+ * corresponding to the selected eigenvalues, with the i-th
394
+ * column of Z holding the eigenvector associated with W(i).
395
+ * If an eigenvector fails to converge, then that column of Z
396
+ * contains the latest approximation to the eigenvector, and
397
+ * the index of the eigenvector is returned in IFAIL.
398
+ * If JOBZ = 'N', then Z is not referenced.
399
+ * Note: the user must ensure that at least max(1,M) columns are
400
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
401
+ * is not known in advance and an upper bound must be used.
402
+ *
403
+ * LDZ (input) INTEGER
404
+ * The leading dimension of the array Z. LDZ >= 1, and if
405
+ * JOBZ = 'V', LDZ >= max(1,N).
406
+ *
407
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
408
+ *
409
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
410
+ *
411
+ * IWORK (workspace) INTEGER array, dimension (5*N)
412
+ *
413
+ * IFAIL (output) INTEGER array, dimension (N)
414
+ * If JOBZ = 'V', then if INFO = 0, the first M elements of
415
+ * IFAIL are zero. If INFO > 0, then IFAIL contains the
416
+ * indices of the eigenvectors that failed to converge.
417
+ * If JOBZ = 'N', then IFAIL is not referenced.
418
+ *
419
+ * INFO (output) INTEGER
420
+ * = 0: successful exit
421
+ * < 0: if INFO = -i, the i-th argument had an illegal value
422
+ * > 0: if INFO = i, then i eigenvectors failed to converge.
423
+ * Their indices are stored in array IFAIL.
424
+ *
425
+
426
+ * =====================================================================
427
+ *
428
+
429
+
430
+ </PRE>
431
+ <A HREF="#top">go to the page top</A>
432
+
433
+ <A NAME="zhpgst"></A>
434
+ <H2>zhpgst</H2>
435
+ <PRE>
436
+ USAGE:
437
+ info, ap = NumRu::Lapack.zhpgst( itype, uplo, n, ap, bp, [:usage => usage, :help => help])
438
+
439
+
440
+ FORTRAN MANUAL
441
+ SUBROUTINE ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
442
+
443
+ * Purpose
444
+ * =======
445
+ *
446
+ * ZHPGST reduces a complex Hermitian-definite generalized
447
+ * eigenproblem to standard form, using packed storage.
448
+ *
449
+ * If ITYPE = 1, the problem is A*x = lambda*B*x,
450
+ * and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
451
+ *
452
+ * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
453
+ * B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
454
+ *
455
+ * B must have been previously factorized as U**H*U or L*L**H by ZPPTRF.
456
+ *
457
+
458
+ * Arguments
459
+ * =========
460
+ *
461
+ * ITYPE (input) INTEGER
462
+ * = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
463
+ * = 2 or 3: compute U*A*U**H or L**H*A*L.
464
+ *
465
+ * UPLO (input) CHARACTER*1
466
+ * = 'U': Upper triangle of A is stored and B is factored as
467
+ * U**H*U;
468
+ * = 'L': Lower triangle of A is stored and B is factored as
469
+ * L*L**H.
470
+ *
471
+ * N (input) INTEGER
472
+ * The order of the matrices A and B. N >= 0.
473
+ *
474
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
475
+ * On entry, the upper or lower triangle of the Hermitian matrix
476
+ * A, packed columnwise in a linear array. The j-th column of A
477
+ * is stored in the array AP as follows:
478
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
479
+ * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
480
+ *
481
+ * On exit, if INFO = 0, the transformed matrix, stored in the
482
+ * same format as A.
483
+ *
484
+ * BP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
485
+ * The triangular factor from the Cholesky factorization of B,
486
+ * stored in the same format as A, as returned by ZPPTRF.
487
+ *
488
+ * INFO (output) INTEGER
489
+ * = 0: successful exit
490
+ * < 0: if INFO = -i, the i-th argument had an illegal value
491
+ *
492
+
493
+ * =====================================================================
494
+ *
495
+
496
+
497
+ </PRE>
498
+ <A HREF="#top">go to the page top</A>
499
+
500
+ <A NAME="zhpgv"></A>
501
+ <H2>zhpgv</H2>
502
+ <PRE>
503
+ USAGE:
504
+ w, z, info, ap, bp = NumRu::Lapack.zhpgv( itype, jobz, uplo, ap, bp, [:usage => usage, :help => help])
505
+
506
+
507
+ FORTRAN MANUAL
508
+ SUBROUTINE ZHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, RWORK, INFO )
509
+
510
+ * Purpose
511
+ * =======
512
+ *
513
+ * ZHPGV computes all the eigenvalues and, optionally, the eigenvectors
514
+ * of a complex generalized Hermitian-definite eigenproblem, of the form
515
+ * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
516
+ * Here A and B are assumed to be Hermitian, stored in packed format,
517
+ * and B is also positive definite.
518
+ *
519
+
520
+ * Arguments
521
+ * =========
522
+ *
523
+ * ITYPE (input) INTEGER
524
+ * Specifies the problem type to be solved:
525
+ * = 1: A*x = (lambda)*B*x
526
+ * = 2: A*B*x = (lambda)*x
527
+ * = 3: B*A*x = (lambda)*x
528
+ *
529
+ * JOBZ (input) CHARACTER*1
530
+ * = 'N': Compute eigenvalues only;
531
+ * = 'V': Compute eigenvalues and eigenvectors.
532
+ *
533
+ * UPLO (input) CHARACTER*1
534
+ * = 'U': Upper triangles of A and B are stored;
535
+ * = 'L': Lower triangles of A and B are stored.
536
+ *
537
+ * N (input) INTEGER
538
+ * The order of the matrices A and B. N >= 0.
539
+ *
540
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
541
+ * On entry, the upper or lower triangle of the Hermitian matrix
542
+ * A, packed columnwise in a linear array. The j-th column of A
543
+ * is stored in the array AP as follows:
544
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
545
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
546
+ *
547
+ * On exit, the contents of AP are destroyed.
548
+ *
549
+ * BP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
550
+ * On entry, the upper or lower triangle of the Hermitian matrix
551
+ * B, packed columnwise in a linear array. The j-th column of B
552
+ * is stored in the array BP as follows:
553
+ * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
554
+ * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
555
+ *
556
+ * On exit, the triangular factor U or L from the Cholesky
557
+ * factorization B = U**H*U or B = L*L**H, in the same storage
558
+ * format as B.
559
+ *
560
+ * W (output) DOUBLE PRECISION array, dimension (N)
561
+ * If INFO = 0, the eigenvalues in ascending order.
562
+ *
563
+ * Z (output) COMPLEX*16 array, dimension (LDZ, N)
564
+ * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
565
+ * eigenvectors. The eigenvectors are normalized as follows:
566
+ * if ITYPE = 1 or 2, Z**H*B*Z = I;
567
+ * if ITYPE = 3, Z**H*inv(B)*Z = I.
568
+ * If JOBZ = 'N', then Z is not referenced.
569
+ *
570
+ * LDZ (input) INTEGER
571
+ * The leading dimension of the array Z. LDZ >= 1, and if
572
+ * JOBZ = 'V', LDZ >= max(1,N).
573
+ *
574
+ * WORK (workspace) COMPLEX*16 array, dimension (max(1, 2*N-1))
575
+ *
576
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2))
577
+ *
578
+ * INFO (output) INTEGER
579
+ * = 0: successful exit
580
+ * < 0: if INFO = -i, the i-th argument had an illegal value
581
+ * > 0: ZPPTRF or ZHPEV returned an error code:
582
+ * <= N: if INFO = i, ZHPEV failed to converge;
583
+ * i off-diagonal elements of an intermediate
584
+ * tridiagonal form did not convergeto zero;
585
+ * > N: if INFO = N + i, for 1 <= i <= n, then the leading
586
+ * minor of order i of B is not positive definite.
587
+ * The factorization of B could not be completed and
588
+ * no eigenvalues or eigenvectors were computed.
589
+ *
590
+
591
+ * =====================================================================
592
+ *
593
+ * .. Local Scalars ..
594
+ LOGICAL UPPER, WANTZ
595
+ CHARACTER TRANS
596
+ INTEGER J, NEIG
597
+ * ..
598
+ * .. External Functions ..
599
+ LOGICAL LSAME
600
+ EXTERNAL LSAME
601
+ * ..
602
+ * .. External Subroutines ..
603
+ EXTERNAL XERBLA, ZHPEV, ZHPGST, ZPPTRF, ZTPMV, ZTPSV
604
+ * ..
605
+
606
+
607
+ </PRE>
608
+ <A HREF="#top">go to the page top</A>
609
+
610
+ <A NAME="zhpgvd"></A>
611
+ <H2>zhpgvd</H2>
612
+ <PRE>
613
+ USAGE:
614
+ w, z, iwork, info, ap, bp = NumRu::Lapack.zhpgvd( itype, jobz, uplo, ap, bp, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
615
+
616
+
617
+ FORTRAN MANUAL
618
+ SUBROUTINE ZHPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
619
+
620
+ * Purpose
621
+ * =======
622
+ *
623
+ * ZHPGVD computes all the eigenvalues and, optionally, the eigenvectors
624
+ * of a complex generalized Hermitian-definite eigenproblem, of the form
625
+ * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
626
+ * B are assumed to be Hermitian, stored in packed format, and B is also
627
+ * positive definite.
628
+ * If eigenvectors are desired, it uses a divide and conquer algorithm.
629
+ *
630
+ * The divide and conquer algorithm makes very mild assumptions about
631
+ * floating point arithmetic. It will work on machines with a guard
632
+ * digit in add/subtract, or on those binary machines without guard
633
+ * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
634
+ * Cray-2. It could conceivably fail on hexadecimal or decimal machines
635
+ * without guard digits, but we know of none.
636
+ *
637
+
638
+ * Arguments
639
+ * =========
640
+ *
641
+ * ITYPE (input) INTEGER
642
+ * Specifies the problem type to be solved:
643
+ * = 1: A*x = (lambda)*B*x
644
+ * = 2: A*B*x = (lambda)*x
645
+ * = 3: B*A*x = (lambda)*x
646
+ *
647
+ * JOBZ (input) CHARACTER*1
648
+ * = 'N': Compute eigenvalues only;
649
+ * = 'V': Compute eigenvalues and eigenvectors.
650
+ *
651
+ * UPLO (input) CHARACTER*1
652
+ * = 'U': Upper triangles of A and B are stored;
653
+ * = 'L': Lower triangles of A and B are stored.
654
+ *
655
+ * N (input) INTEGER
656
+ * The order of the matrices A and B. N >= 0.
657
+ *
658
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
659
+ * On entry, the upper or lower triangle of the Hermitian matrix
660
+ * A, packed columnwise in a linear array. The j-th column of A
661
+ * is stored in the array AP as follows:
662
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
663
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
664
+ *
665
+ * On exit, the contents of AP are destroyed.
666
+ *
667
+ * BP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
668
+ * On entry, the upper or lower triangle of the Hermitian matrix
669
+ * B, packed columnwise in a linear array. The j-th column of B
670
+ * is stored in the array BP as follows:
671
+ * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
672
+ * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
673
+ *
674
+ * On exit, the triangular factor U or L from the Cholesky
675
+ * factorization B = U**H*U or B = L*L**H, in the same storage
676
+ * format as B.
677
+ *
678
+ * W (output) DOUBLE PRECISION array, dimension (N)
679
+ * If INFO = 0, the eigenvalues in ascending order.
680
+ *
681
+ * Z (output) COMPLEX*16 array, dimension (LDZ, N)
682
+ * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
683
+ * eigenvectors. The eigenvectors are normalized as follows:
684
+ * if ITYPE = 1 or 2, Z**H*B*Z = I;
685
+ * if ITYPE = 3, Z**H*inv(B)*Z = I.
686
+ * If JOBZ = 'N', then Z is not referenced.
687
+ *
688
+ * LDZ (input) INTEGER
689
+ * The leading dimension of the array Z. LDZ >= 1, and if
690
+ * JOBZ = 'V', LDZ >= max(1,N).
691
+ *
692
+ * WORK (workspace) COMPLEX*16 array, dimension (MAX(1,LWORK))
693
+ * On exit, if INFO = 0, WORK(1) returns the required LWORK.
694
+ *
695
+ * LWORK (input) INTEGER
696
+ * The dimension of array WORK.
697
+ * If N <= 1, LWORK >= 1.
698
+ * If JOBZ = 'N' and N > 1, LWORK >= N.
699
+ * If JOBZ = 'V' and N > 1, LWORK >= 2*N.
700
+ *
701
+ * If LWORK = -1, then a workspace query is assumed; the routine
702
+ * only calculates the required sizes of the WORK, RWORK and
703
+ * IWORK arrays, returns these values as the first entries of
704
+ * the WORK, RWORK and IWORK arrays, and no error message
705
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
706
+ *
707
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
708
+ * On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
709
+ *
710
+ * LRWORK (input) INTEGER
711
+ * The dimension of array RWORK.
712
+ * If N <= 1, LRWORK >= 1.
713
+ * If JOBZ = 'N' and N > 1, LRWORK >= N.
714
+ * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
715
+ *
716
+ * If LRWORK = -1, then a workspace query is assumed; the
717
+ * routine only calculates the required sizes of the WORK, RWORK
718
+ * and IWORK arrays, returns these values as the first entries
719
+ * of the WORK, RWORK and IWORK arrays, and no error message
720
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
721
+ *
722
+ * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
723
+ * On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
724
+ *
725
+ * LIWORK (input) INTEGER
726
+ * The dimension of array IWORK.
727
+ * If JOBZ = 'N' or N <= 1, LIWORK >= 1.
728
+ * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
729
+ *
730
+ * If LIWORK = -1, then a workspace query is assumed; the
731
+ * routine only calculates the required sizes of the WORK, RWORK
732
+ * and IWORK arrays, returns these values as the first entries
733
+ * of the WORK, RWORK and IWORK arrays, and no error message
734
+ * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
735
+ *
736
+ * INFO (output) INTEGER
737
+ * = 0: successful exit
738
+ * < 0: if INFO = -i, the i-th argument had an illegal value
739
+ * > 0: ZPPTRF or ZHPEVD returned an error code:
740
+ * <= N: if INFO = i, ZHPEVD failed to converge;
741
+ * i off-diagonal elements of an intermediate
742
+ * tridiagonal form did not convergeto zero;
743
+ * > N: if INFO = N + i, for 1 <= i <= n, then the leading
744
+ * minor of order i of B is not positive definite.
745
+ * The factorization of B could not be completed and
746
+ * no eigenvalues or eigenvectors were computed.
747
+ *
748
+
749
+ * Further Details
750
+ * ===============
751
+ *
752
+ * Based on contributions by
753
+ * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
754
+ *
755
+ * =====================================================================
756
+ *
757
+ * .. Local Scalars ..
758
+ LOGICAL LQUERY, UPPER, WANTZ
759
+ CHARACTER TRANS
760
+ INTEGER J, LIWMIN, LRWMIN, LWMIN, NEIG
761
+ * ..
762
+ * .. External Functions ..
763
+ LOGICAL LSAME
764
+ EXTERNAL LSAME
765
+ * ..
766
+ * .. External Subroutines ..
767
+ EXTERNAL XERBLA, ZHPEVD, ZHPGST, ZPPTRF, ZTPMV, ZTPSV
768
+ * ..
769
+ * .. Intrinsic Functions ..
770
+ INTRINSIC DBLE, MAX
771
+ * ..
772
+
773
+
774
+ </PRE>
775
+ <A HREF="#top">go to the page top</A>
776
+
777
+ <A NAME="zhpgvx"></A>
778
+ <H2>zhpgvx</H2>
779
+ <PRE>
780
+ USAGE:
781
+ m, w, z, ifail, info, ap, bp = NumRu::Lapack.zhpgvx( itype, jobz, range, uplo, ap, bp, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
782
+
783
+
784
+ FORTRAN MANUAL
785
+ SUBROUTINE ZHPGVX( ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
786
+
787
+ * Purpose
788
+ * =======
789
+ *
790
+ * ZHPGVX computes selected eigenvalues and, optionally, eigenvectors
791
+ * of a complex generalized Hermitian-definite eigenproblem, of the form
792
+ * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
793
+ * B are assumed to be Hermitian, stored in packed format, and B is also
794
+ * positive definite. Eigenvalues and eigenvectors can be selected by
795
+ * specifying either a range of values or a range of indices for the
796
+ * desired eigenvalues.
797
+ *
798
+
799
+ * Arguments
800
+ * =========
801
+ *
802
+ * ITYPE (input) INTEGER
803
+ * Specifies the problem type to be solved:
804
+ * = 1: A*x = (lambda)*B*x
805
+ * = 2: A*B*x = (lambda)*x
806
+ * = 3: B*A*x = (lambda)*x
807
+ *
808
+ * JOBZ (input) CHARACTER*1
809
+ * = 'N': Compute eigenvalues only;
810
+ * = 'V': Compute eigenvalues and eigenvectors.
811
+ *
812
+ * RANGE (input) CHARACTER*1
813
+ * = 'A': all eigenvalues will be found;
814
+ * = 'V': all eigenvalues in the half-open interval (VL,VU]
815
+ * will be found;
816
+ * = 'I': the IL-th through IU-th eigenvalues will be found.
817
+ *
818
+ * UPLO (input) CHARACTER*1
819
+ * = 'U': Upper triangles of A and B are stored;
820
+ * = 'L': Lower triangles of A and B are stored.
821
+ *
822
+ * N (input) INTEGER
823
+ * The order of the matrices A and B. N >= 0.
824
+ *
825
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
826
+ * On entry, the upper or lower triangle of the Hermitian matrix
827
+ * A, packed columnwise in a linear array. The j-th column of A
828
+ * is stored in the array AP as follows:
829
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
830
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
831
+ *
832
+ * On exit, the contents of AP are destroyed.
833
+ *
834
+ * BP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
835
+ * On entry, the upper or lower triangle of the Hermitian matrix
836
+ * B, packed columnwise in a linear array. The j-th column of B
837
+ * is stored in the array BP as follows:
838
+ * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
839
+ * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
840
+ *
841
+ * On exit, the triangular factor U or L from the Cholesky
842
+ * factorization B = U**H*U or B = L*L**H, in the same storage
843
+ * format as B.
844
+ *
845
+ * VL (input) DOUBLE PRECISION
846
+ * VU (input) DOUBLE PRECISION
847
+ * If RANGE='V', the lower and upper bounds of the interval to
848
+ * be searched for eigenvalues. VL < VU.
849
+ * Not referenced if RANGE = 'A' or 'I'.
850
+ *
851
+ * IL (input) INTEGER
852
+ * IU (input) INTEGER
853
+ * If RANGE='I', the indices (in ascending order) of the
854
+ * smallest and largest eigenvalues to be returned.
855
+ * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
856
+ * Not referenced if RANGE = 'A' or 'V'.
857
+ *
858
+ * ABSTOL (input) DOUBLE PRECISION
859
+ * The absolute error tolerance for the eigenvalues.
860
+ * An approximate eigenvalue is accepted as converged
861
+ * when it is determined to lie in an interval [a,b]
862
+ * of width less than or equal to
863
+ *
864
+ * ABSTOL + EPS * max( |a|,|b| ) ,
865
+ *
866
+ * where EPS is the machine precision. If ABSTOL is less than
867
+ * or equal to zero, then EPS*|T| will be used in its place,
868
+ * where |T| is the 1-norm of the tridiagonal matrix obtained
869
+ * by reducing AP to tridiagonal form.
870
+ *
871
+ * Eigenvalues will be computed most accurately when ABSTOL is
872
+ * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
873
+ * If this routine returns with INFO>0, indicating that some
874
+ * eigenvectors did not converge, try setting ABSTOL to
875
+ * 2*DLAMCH('S').
876
+ *
877
+ * M (output) INTEGER
878
+ * The total number of eigenvalues found. 0 <= M <= N.
879
+ * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
880
+ *
881
+ * W (output) DOUBLE PRECISION array, dimension (N)
882
+ * On normal exit, the first M elements contain the selected
883
+ * eigenvalues in ascending order.
884
+ *
885
+ * Z (output) COMPLEX*16 array, dimension (LDZ, N)
886
+ * If JOBZ = 'N', then Z is not referenced.
887
+ * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
888
+ * contain the orthonormal eigenvectors of the matrix A
889
+ * corresponding to the selected eigenvalues, with the i-th
890
+ * column of Z holding the eigenvector associated with W(i).
891
+ * The eigenvectors are normalized as follows:
892
+ * if ITYPE = 1 or 2, Z**H*B*Z = I;
893
+ * if ITYPE = 3, Z**H*inv(B)*Z = I.
894
+ *
895
+ * If an eigenvector fails to converge, then that column of Z
896
+ * contains the latest approximation to the eigenvector, and the
897
+ * index of the eigenvector is returned in IFAIL.
898
+ * Note: the user must ensure that at least max(1,M) columns are
899
+ * supplied in the array Z; if RANGE = 'V', the exact value of M
900
+ * is not known in advance and an upper bound must be used.
901
+ *
902
+ * LDZ (input) INTEGER
903
+ * The leading dimension of the array Z. LDZ >= 1, and if
904
+ * JOBZ = 'V', LDZ >= max(1,N).
905
+ *
906
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
907
+ *
908
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
909
+ *
910
+ * IWORK (workspace) INTEGER array, dimension (5*N)
911
+ *
912
+ * IFAIL (output) INTEGER array, dimension (N)
913
+ * If JOBZ = 'V', then if INFO = 0, the first M elements of
914
+ * IFAIL are zero. If INFO > 0, then IFAIL contains the
915
+ * indices of the eigenvectors that failed to converge.
916
+ * If JOBZ = 'N', then IFAIL is not referenced.
917
+ *
918
+ * INFO (output) INTEGER
919
+ * = 0: successful exit
920
+ * < 0: if INFO = -i, the i-th argument had an illegal value
921
+ * > 0: ZPPTRF or ZHPEVX returned an error code:
922
+ * <= N: if INFO = i, ZHPEVX failed to converge;
923
+ * i eigenvectors failed to converge. Their indices
924
+ * are stored in array IFAIL.
925
+ * > N: if INFO = N + i, for 1 <= i <= n, then the leading
926
+ * minor of order i of B is not positive definite.
927
+ * The factorization of B could not be completed and
928
+ * no eigenvalues or eigenvectors were computed.
929
+ *
930
+
931
+ * Further Details
932
+ * ===============
933
+ *
934
+ * Based on contributions by
935
+ * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
936
+ *
937
+ * =====================================================================
938
+ *
939
+ * .. Local Scalars ..
940
+ LOGICAL ALLEIG, INDEIG, UPPER, VALEIG, WANTZ
941
+ CHARACTER TRANS
942
+ INTEGER J
943
+ * ..
944
+ * .. External Functions ..
945
+ LOGICAL LSAME
946
+ EXTERNAL LSAME
947
+ * ..
948
+ * .. External Subroutines ..
949
+ EXTERNAL XERBLA, ZHPEVX, ZHPGST, ZPPTRF, ZTPMV, ZTPSV
950
+ * ..
951
+ * .. Intrinsic Functions ..
952
+ INTRINSIC MIN
953
+ * ..
954
+
955
+
956
+ </PRE>
957
+ <A HREF="#top">go to the page top</A>
958
+
959
+ <A NAME="zhprfs"></A>
960
+ <H2>zhprfs</H2>
961
+ <PRE>
962
+ USAGE:
963
+ ferr, berr, info, x = NumRu::Lapack.zhprfs( uplo, ap, afp, ipiv, b, x, [:usage => usage, :help => help])
964
+
965
+
966
+ FORTRAN MANUAL
967
+ SUBROUTINE ZHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
968
+
969
+ * Purpose
970
+ * =======
971
+ *
972
+ * ZHPRFS improves the computed solution to a system of linear
973
+ * equations when the coefficient matrix is Hermitian indefinite
974
+ * and packed, and provides error bounds and backward error estimates
975
+ * for the solution.
976
+ *
977
+
978
+ * Arguments
979
+ * =========
980
+ *
981
+ * UPLO (input) CHARACTER*1
982
+ * = 'U': Upper triangle of A is stored;
983
+ * = 'L': Lower triangle of A is stored.
984
+ *
985
+ * N (input) INTEGER
986
+ * The order of the matrix A. N >= 0.
987
+ *
988
+ * NRHS (input) INTEGER
989
+ * The number of right hand sides, i.e., the number of columns
990
+ * of the matrices B and X. NRHS >= 0.
991
+ *
992
+ * AP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
993
+ * The upper or lower triangle of the Hermitian matrix A, packed
994
+ * columnwise in a linear array. The j-th column of A is stored
995
+ * in the array AP as follows:
996
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
997
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
998
+ *
999
+ * AFP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
1000
+ * The factored form of the matrix A. AFP contains the block
1001
+ * diagonal matrix D and the multipliers used to obtain the
1002
+ * factor U or L from the factorization A = U*D*U**H or
1003
+ * A = L*D*L**H as computed by ZHPTRF, stored as a packed
1004
+ * triangular matrix.
1005
+ *
1006
+ * IPIV (input) INTEGER array, dimension (N)
1007
+ * Details of the interchanges and the block structure of D
1008
+ * as determined by ZHPTRF.
1009
+ *
1010
+ * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
1011
+ * The right hand side matrix B.
1012
+ *
1013
+ * LDB (input) INTEGER
1014
+ * The leading dimension of the array B. LDB >= max(1,N).
1015
+ *
1016
+ * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
1017
+ * On entry, the solution matrix X, as computed by ZHPTRS.
1018
+ * On exit, the improved solution matrix X.
1019
+ *
1020
+ * LDX (input) INTEGER
1021
+ * The leading dimension of the array X. LDX >= max(1,N).
1022
+ *
1023
+ * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
1024
+ * The estimated forward error bound for each solution vector
1025
+ * X(j) (the j-th column of the solution matrix X).
1026
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
1027
+ * is an estimated upper bound for the magnitude of the largest
1028
+ * element in (X(j) - XTRUE) divided by the magnitude of the
1029
+ * largest element in X(j). The estimate is as reliable as
1030
+ * the estimate for RCOND, and is almost always a slight
1031
+ * overestimate of the true error.
1032
+ *
1033
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
1034
+ * The componentwise relative backward error of each solution
1035
+ * vector X(j) (i.e., the smallest relative change in
1036
+ * any element of A or B that makes X(j) an exact solution).
1037
+ *
1038
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
1039
+ *
1040
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
1041
+ *
1042
+ * INFO (output) INTEGER
1043
+ * = 0: successful exit
1044
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1045
+ *
1046
+ * Internal Parameters
1047
+ * ===================
1048
+ *
1049
+ * ITMAX is the maximum number of steps of iterative refinement.
1050
+ *
1051
+
1052
+ * =====================================================================
1053
+ *
1054
+
1055
+
1056
+ </PRE>
1057
+ <A HREF="#top">go to the page top</A>
1058
+
1059
+ <A NAME="zhpsv"></A>
1060
+ <H2>zhpsv</H2>
1061
+ <PRE>
1062
+ USAGE:
1063
+ ipiv, info, ap, b = NumRu::Lapack.zhpsv( uplo, ap, b, [:usage => usage, :help => help])
1064
+
1065
+
1066
+ FORTRAN MANUAL
1067
+ SUBROUTINE ZHPSV( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
1068
+
1069
+ * Purpose
1070
+ * =======
1071
+ *
1072
+ * ZHPSV computes the solution to a complex system of linear equations
1073
+ * A * X = B,
1074
+ * where A is an N-by-N Hermitian matrix stored in packed format and X
1075
+ * and B are N-by-NRHS matrices.
1076
+ *
1077
+ * The diagonal pivoting method is used to factor A as
1078
+ * A = U * D * U**H, if UPLO = 'U', or
1079
+ * A = L * D * L**H, if UPLO = 'L',
1080
+ * where U (or L) is a product of permutation and unit upper (lower)
1081
+ * triangular matrices, D is Hermitian and block diagonal with 1-by-1
1082
+ * and 2-by-2 diagonal blocks. The factored form of A is then used to
1083
+ * solve the system of equations A * X = B.
1084
+ *
1085
+
1086
+ * Arguments
1087
+ * =========
1088
+ *
1089
+ * UPLO (input) CHARACTER*1
1090
+ * = 'U': Upper triangle of A is stored;
1091
+ * = 'L': Lower triangle of A is stored.
1092
+ *
1093
+ * N (input) INTEGER
1094
+ * The number of linear equations, i.e., the order of the
1095
+ * matrix A. N >= 0.
1096
+ *
1097
+ * NRHS (input) INTEGER
1098
+ * The number of right hand sides, i.e., the number of columns
1099
+ * of the matrix B. NRHS >= 0.
1100
+ *
1101
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
1102
+ * On entry, the upper or lower triangle of the Hermitian matrix
1103
+ * A, packed columnwise in a linear array. The j-th column of A
1104
+ * is stored in the array AP as follows:
1105
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1106
+ * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
1107
+ * See below for further details.
1108
+ *
1109
+ * On exit, the block diagonal matrix D and the multipliers used
1110
+ * to obtain the factor U or L from the factorization
1111
+ * A = U*D*U**H or A = L*D*L**H as computed by ZHPTRF, stored as
1112
+ * a packed triangular matrix in the same storage format as A.
1113
+ *
1114
+ * IPIV (output) INTEGER array, dimension (N)
1115
+ * Details of the interchanges and the block structure of D, as
1116
+ * determined by ZHPTRF. If IPIV(k) > 0, then rows and columns
1117
+ * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
1118
+ * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
1119
+ * then rows and columns k-1 and -IPIV(k) were interchanged and
1120
+ * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
1121
+ * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
1122
+ * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
1123
+ * diagonal block.
1124
+ *
1125
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
1126
+ * On entry, the N-by-NRHS right hand side matrix B.
1127
+ * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
1128
+ *
1129
+ * LDB (input) INTEGER
1130
+ * The leading dimension of the array B. LDB >= max(1,N).
1131
+ *
1132
+ * INFO (output) INTEGER
1133
+ * = 0: successful exit
1134
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1135
+ * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
1136
+ * has been completed, but the block diagonal matrix D is
1137
+ * exactly singular, so the solution could not be
1138
+ * computed.
1139
+ *
1140
+
1141
+ * Further Details
1142
+ * ===============
1143
+ *
1144
+ * The packed storage scheme is illustrated by the following example
1145
+ * when N = 4, UPLO = 'U':
1146
+ *
1147
+ * Two-dimensional storage of the Hermitian matrix A:
1148
+ *
1149
+ * a11 a12 a13 a14
1150
+ * a22 a23 a24
1151
+ * a33 a34 (aij = conjg(aji))
1152
+ * a44
1153
+ *
1154
+ * Packed storage of the upper triangle of A:
1155
+ *
1156
+ * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
1157
+ *
1158
+ * =====================================================================
1159
+ *
1160
+ * .. External Functions ..
1161
+ LOGICAL LSAME
1162
+ EXTERNAL LSAME
1163
+ * ..
1164
+ * .. External Subroutines ..
1165
+ EXTERNAL XERBLA, ZHPTRF, ZHPTRS
1166
+ * ..
1167
+ * .. Intrinsic Functions ..
1168
+ INTRINSIC MAX
1169
+ * ..
1170
+
1171
+
1172
+ </PRE>
1173
+ <A HREF="#top">go to the page top</A>
1174
+
1175
+ <A NAME="zhpsvx"></A>
1176
+ <H2>zhpsvx</H2>
1177
+ <PRE>
1178
+ USAGE:
1179
+ x, rcond, ferr, berr, info, afp, ipiv = NumRu::Lapack.zhpsvx( fact, uplo, ap, afp, ipiv, b, [:usage => usage, :help => help])
1180
+
1181
+
1182
+ FORTRAN MANUAL
1183
+ SUBROUTINE ZHPSVX( FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
1184
+
1185
+ * Purpose
1186
+ * =======
1187
+ *
1188
+ * ZHPSVX uses the diagonal pivoting factorization A = U*D*U**H or
1189
+ * A = L*D*L**H to compute the solution to a complex system of linear
1190
+ * equations A * X = B, where A is an N-by-N Hermitian matrix stored
1191
+ * in packed format and X and B are N-by-NRHS matrices.
1192
+ *
1193
+ * Error bounds on the solution and a condition estimate are also
1194
+ * provided.
1195
+ *
1196
+ * Description
1197
+ * ===========
1198
+ *
1199
+ * The following steps are performed:
1200
+ *
1201
+ * 1. If FACT = 'N', the diagonal pivoting method is used to factor A as
1202
+ * A = U * D * U**H, if UPLO = 'U', or
1203
+ * A = L * D * L**H, if UPLO = 'L',
1204
+ * where U (or L) is a product of permutation and unit upper (lower)
1205
+ * triangular matrices and D is Hermitian and block diagonal with
1206
+ * 1-by-1 and 2-by-2 diagonal blocks.
1207
+ *
1208
+ * 2. If some D(i,i)=0, so that D is exactly singular, then the routine
1209
+ * returns with INFO = i. Otherwise, the factored form of A is used
1210
+ * to estimate the condition number of the matrix A. If the
1211
+ * reciprocal of the condition number is less than machine precision,
1212
+ * INFO = N+1 is returned as a warning, but the routine still goes on
1213
+ * to solve for X and compute error bounds as described below.
1214
+ *
1215
+ * 3. The system of equations is solved for X using the factored form
1216
+ * of A.
1217
+ *
1218
+ * 4. Iterative refinement is applied to improve the computed solution
1219
+ * matrix and calculate error bounds and backward error estimates
1220
+ * for it.
1221
+ *
1222
+
1223
+ * Arguments
1224
+ * =========
1225
+ *
1226
+ * FACT (input) CHARACTER*1
1227
+ * Specifies whether or not the factored form of A has been
1228
+ * supplied on entry.
1229
+ * = 'F': On entry, AFP and IPIV contain the factored form of
1230
+ * A. AFP and IPIV will not be modified.
1231
+ * = 'N': The matrix A will be copied to AFP and factored.
1232
+ *
1233
+ * UPLO (input) CHARACTER*1
1234
+ * = 'U': Upper triangle of A is stored;
1235
+ * = 'L': Lower triangle of A is stored.
1236
+ *
1237
+ * N (input) INTEGER
1238
+ * The number of linear equations, i.e., the order of the
1239
+ * matrix A. N >= 0.
1240
+ *
1241
+ * NRHS (input) INTEGER
1242
+ * The number of right hand sides, i.e., the number of columns
1243
+ * of the matrices B and X. NRHS >= 0.
1244
+ *
1245
+ * AP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
1246
+ * The upper or lower triangle of the Hermitian matrix A, packed
1247
+ * columnwise in a linear array. The j-th column of A is stored
1248
+ * in the array AP as follows:
1249
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1250
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
1251
+ * See below for further details.
1252
+ *
1253
+ * AFP (input or output) COMPLEX*16 array, dimension (N*(N+1)/2)
1254
+ * If FACT = 'F', then AFP is an input argument and on entry
1255
+ * contains the block diagonal matrix D and the multipliers used
1256
+ * to obtain the factor U or L from the factorization
1257
+ * A = U*D*U**H or A = L*D*L**H as computed by ZHPTRF, stored as
1258
+ * a packed triangular matrix in the same storage format as A.
1259
+ *
1260
+ * If FACT = 'N', then AFP is an output argument and on exit
1261
+ * contains the block diagonal matrix D and the multipliers used
1262
+ * to obtain the factor U or L from the factorization
1263
+ * A = U*D*U**H or A = L*D*L**H as computed by ZHPTRF, stored as
1264
+ * a packed triangular matrix in the same storage format as A.
1265
+ *
1266
+ * IPIV (input or output) INTEGER array, dimension (N)
1267
+ * If FACT = 'F', then IPIV is an input argument and on entry
1268
+ * contains details of the interchanges and the block structure
1269
+ * of D, as determined by ZHPTRF.
1270
+ * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1271
+ * interchanged and D(k,k) is a 1-by-1 diagonal block.
1272
+ * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1273
+ * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1274
+ * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1275
+ * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1276
+ * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1277
+ *
1278
+ * If FACT = 'N', then IPIV is an output argument and on exit
1279
+ * contains details of the interchanges and the block structure
1280
+ * of D, as determined by ZHPTRF.
1281
+ *
1282
+ * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
1283
+ * The N-by-NRHS right hand side matrix B.
1284
+ *
1285
+ * LDB (input) INTEGER
1286
+ * The leading dimension of the array B. LDB >= max(1,N).
1287
+ *
1288
+ * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
1289
+ * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
1290
+ *
1291
+ * LDX (input) INTEGER
1292
+ * The leading dimension of the array X. LDX >= max(1,N).
1293
+ *
1294
+ * RCOND (output) DOUBLE PRECISION
1295
+ * The estimate of the reciprocal condition number of the matrix
1296
+ * A. If RCOND is less than the machine precision (in
1297
+ * particular, if RCOND = 0), the matrix is singular to working
1298
+ * precision. This condition is indicated by a return code of
1299
+ * INFO > 0.
1300
+ *
1301
+ * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
1302
+ * The estimated forward error bound for each solution vector
1303
+ * X(j) (the j-th column of the solution matrix X).
1304
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
1305
+ * is an estimated upper bound for the magnitude of the largest
1306
+ * element in (X(j) - XTRUE) divided by the magnitude of the
1307
+ * largest element in X(j). The estimate is as reliable as
1308
+ * the estimate for RCOND, and is almost always a slight
1309
+ * overestimate of the true error.
1310
+ *
1311
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
1312
+ * The componentwise relative backward error of each solution
1313
+ * vector X(j) (i.e., the smallest relative change in
1314
+ * any element of A or B that makes X(j) an exact solution).
1315
+ *
1316
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
1317
+ *
1318
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
1319
+ *
1320
+ * INFO (output) INTEGER
1321
+ * = 0: successful exit
1322
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1323
+ * > 0: if INFO = i, and i is
1324
+ * <= N: D(i,i) is exactly zero. The factorization
1325
+ * has been completed but the factor D is exactly
1326
+ * singular, so the solution and error bounds could
1327
+ * not be computed. RCOND = 0 is returned.
1328
+ * = N+1: D is nonsingular, but RCOND is less than machine
1329
+ * precision, meaning that the matrix is singular
1330
+ * to working precision. Nevertheless, the
1331
+ * solution and error bounds are computed because
1332
+ * there are a number of situations where the
1333
+ * computed solution can be more accurate than the
1334
+ * value of RCOND would suggest.
1335
+ *
1336
+
1337
+ * Further Details
1338
+ * ===============
1339
+ *
1340
+ * The packed storage scheme is illustrated by the following example
1341
+ * when N = 4, UPLO = 'U':
1342
+ *
1343
+ * Two-dimensional storage of the Hermitian matrix A:
1344
+ *
1345
+ * a11 a12 a13 a14
1346
+ * a22 a23 a24
1347
+ * a33 a34 (aij = conjg(aji))
1348
+ * a44
1349
+ *
1350
+ * Packed storage of the upper triangle of A:
1351
+ *
1352
+ * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
1353
+ *
1354
+ * =====================================================================
1355
+ *
1356
+
1357
+
1358
+ </PRE>
1359
+ <A HREF="#top">go to the page top</A>
1360
+
1361
+ <A NAME="zhptrd"></A>
1362
+ <H2>zhptrd</H2>
1363
+ <PRE>
1364
+ USAGE:
1365
+ d, e, tau, info, ap = NumRu::Lapack.zhptrd( uplo, ap, [:usage => usage, :help => help])
1366
+
1367
+
1368
+ FORTRAN MANUAL
1369
+ SUBROUTINE ZHPTRD( UPLO, N, AP, D, E, TAU, INFO )
1370
+
1371
+ * Purpose
1372
+ * =======
1373
+ *
1374
+ * ZHPTRD reduces a complex Hermitian matrix A stored in packed form to
1375
+ * real symmetric tridiagonal form T by a unitary similarity
1376
+ * transformation: Q**H * A * Q = T.
1377
+ *
1378
+
1379
+ * Arguments
1380
+ * =========
1381
+ *
1382
+ * UPLO (input) CHARACTER*1
1383
+ * = 'U': Upper triangle of A is stored;
1384
+ * = 'L': Lower triangle of A is stored.
1385
+ *
1386
+ * N (input) INTEGER
1387
+ * The order of the matrix A. N >= 0.
1388
+ *
1389
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
1390
+ * On entry, the upper or lower triangle of the Hermitian matrix
1391
+ * A, packed columnwise in a linear array. The j-th column of A
1392
+ * is stored in the array AP as follows:
1393
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1394
+ * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
1395
+ * On exit, if UPLO = 'U', the diagonal and first superdiagonal
1396
+ * of A are overwritten by the corresponding elements of the
1397
+ * tridiagonal matrix T, and the elements above the first
1398
+ * superdiagonal, with the array TAU, represent the unitary
1399
+ * matrix Q as a product of elementary reflectors; if UPLO
1400
+ * = 'L', the diagonal and first subdiagonal of A are over-
1401
+ * written by the corresponding elements of the tridiagonal
1402
+ * matrix T, and the elements below the first subdiagonal, with
1403
+ * the array TAU, represent the unitary matrix Q as a product
1404
+ * of elementary reflectors. See Further Details.
1405
+ *
1406
+ * D (output) DOUBLE PRECISION array, dimension (N)
1407
+ * The diagonal elements of the tridiagonal matrix T:
1408
+ * D(i) = A(i,i).
1409
+ *
1410
+ * E (output) DOUBLE PRECISION array, dimension (N-1)
1411
+ * The off-diagonal elements of the tridiagonal matrix T:
1412
+ * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
1413
+ *
1414
+ * TAU (output) COMPLEX*16 array, dimension (N-1)
1415
+ * The scalar factors of the elementary reflectors (see Further
1416
+ * Details).
1417
+ *
1418
+ * INFO (output) INTEGER
1419
+ * = 0: successful exit
1420
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1421
+ *
1422
+
1423
+ * Further Details
1424
+ * ===============
1425
+ *
1426
+ * If UPLO = 'U', the matrix Q is represented as a product of elementary
1427
+ * reflectors
1428
+ *
1429
+ * Q = H(n-1) . . . H(2) H(1).
1430
+ *
1431
+ * Each H(i) has the form
1432
+ *
1433
+ * H(i) = I - tau * v * v'
1434
+ *
1435
+ * where tau is a complex scalar, and v is a complex vector with
1436
+ * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
1437
+ * overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
1438
+ *
1439
+ * If UPLO = 'L', the matrix Q is represented as a product of elementary
1440
+ * reflectors
1441
+ *
1442
+ * Q = H(1) H(2) . . . H(n-1).
1443
+ *
1444
+ * Each H(i) has the form
1445
+ *
1446
+ * H(i) = I - tau * v * v'
1447
+ *
1448
+ * where tau is a complex scalar, and v is a complex vector with
1449
+ * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
1450
+ * overwriting A(i+2:n,i), and tau is stored in TAU(i).
1451
+ *
1452
+ * =====================================================================
1453
+ *
1454
+
1455
+
1456
+ </PRE>
1457
+ <A HREF="#top">go to the page top</A>
1458
+
1459
+ <A NAME="zhptrf"></A>
1460
+ <H2>zhptrf</H2>
1461
+ <PRE>
1462
+ USAGE:
1463
+ ipiv, info, ap = NumRu::Lapack.zhptrf( uplo, ap, [:usage => usage, :help => help])
1464
+
1465
+
1466
+ FORTRAN MANUAL
1467
+ SUBROUTINE ZHPTRF( UPLO, N, AP, IPIV, INFO )
1468
+
1469
+ * Purpose
1470
+ * =======
1471
+ *
1472
+ * ZHPTRF computes the factorization of a complex Hermitian packed
1473
+ * matrix A using the Bunch-Kaufman diagonal pivoting method:
1474
+ *
1475
+ * A = U*D*U**H or A = L*D*L**H
1476
+ *
1477
+ * where U (or L) is a product of permutation and unit upper (lower)
1478
+ * triangular matrices, and D is Hermitian and block diagonal with
1479
+ * 1-by-1 and 2-by-2 diagonal blocks.
1480
+ *
1481
+
1482
+ * Arguments
1483
+ * =========
1484
+ *
1485
+ * UPLO (input) CHARACTER*1
1486
+ * = 'U': Upper triangle of A is stored;
1487
+ * = 'L': Lower triangle of A is stored.
1488
+ *
1489
+ * N (input) INTEGER
1490
+ * The order of the matrix A. N >= 0.
1491
+ *
1492
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
1493
+ * On entry, the upper or lower triangle of the Hermitian matrix
1494
+ * A, packed columnwise in a linear array. The j-th column of A
1495
+ * is stored in the array AP as follows:
1496
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1497
+ * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
1498
+ *
1499
+ * On exit, the block diagonal matrix D and the multipliers used
1500
+ * to obtain the factor U or L, stored as a packed triangular
1501
+ * matrix overwriting A (see below for further details).
1502
+ *
1503
+ * IPIV (output) INTEGER array, dimension (N)
1504
+ * Details of the interchanges and the block structure of D.
1505
+ * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1506
+ * interchanged and D(k,k) is a 1-by-1 diagonal block.
1507
+ * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1508
+ * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1509
+ * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1510
+ * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1511
+ * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1512
+ *
1513
+ * INFO (output) INTEGER
1514
+ * = 0: successful exit
1515
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1516
+ * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
1517
+ * has been completed, but the block diagonal matrix D is
1518
+ * exactly singular, and division by zero will occur if it
1519
+ * is used to solve a system of equations.
1520
+ *
1521
+
1522
+ * Further Details
1523
+ * ===============
1524
+ *
1525
+ * 5-96 - Based on modifications by J. Lewis, Boeing Computer Services
1526
+ * Company
1527
+ *
1528
+ * If UPLO = 'U', then A = U*D*U', where
1529
+ * U = P(n)*U(n)* ... *P(k)U(k)* ...,
1530
+ * i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1531
+ * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1532
+ * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1533
+ * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
1534
+ * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1535
+ *
1536
+ * ( I v 0 ) k-s
1537
+ * U(k) = ( 0 I 0 ) s
1538
+ * ( 0 0 I ) n-k
1539
+ * k-s s n-k
1540
+ *
1541
+ * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
1542
+ * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
1543
+ * and A(k,k), and v overwrites A(1:k-2,k-1:k).
1544
+ *
1545
+ * If UPLO = 'L', then A = L*D*L', where
1546
+ * L = P(1)*L(1)* ... *P(k)*L(k)* ...,
1547
+ * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
1548
+ * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1549
+ * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1550
+ * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
1551
+ * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1552
+ *
1553
+ * ( I 0 0 ) k-1
1554
+ * L(k) = ( 0 I 0 ) s
1555
+ * ( 0 v I ) n-k-s+1
1556
+ * k-1 s n-k-s+1
1557
+ *
1558
+ * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
1559
+ * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
1560
+ * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
1561
+ *
1562
+ * =====================================================================
1563
+ *
1564
+
1565
+
1566
+ </PRE>
1567
+ <A HREF="#top">go to the page top</A>
1568
+
1569
+ <A NAME="zhptri"></A>
1570
+ <H2>zhptri</H2>
1571
+ <PRE>
1572
+ USAGE:
1573
+ info, ap = NumRu::Lapack.zhptri( uplo, ap, ipiv, [:usage => usage, :help => help])
1574
+
1575
+
1576
+ FORTRAN MANUAL
1577
+ SUBROUTINE ZHPTRI( UPLO, N, AP, IPIV, WORK, INFO )
1578
+
1579
+ * Purpose
1580
+ * =======
1581
+ *
1582
+ * ZHPTRI computes the inverse of a complex Hermitian indefinite matrix
1583
+ * A in packed storage using the factorization A = U*D*U**H or
1584
+ * A = L*D*L**H computed by ZHPTRF.
1585
+ *
1586
+
1587
+ * Arguments
1588
+ * =========
1589
+ *
1590
+ * UPLO (input) CHARACTER*1
1591
+ * Specifies whether the details of the factorization are stored
1592
+ * as an upper or lower triangular matrix.
1593
+ * = 'U': Upper triangular, form is A = U*D*U**H;
1594
+ * = 'L': Lower triangular, form is A = L*D*L**H.
1595
+ *
1596
+ * N (input) INTEGER
1597
+ * The order of the matrix A. N >= 0.
1598
+ *
1599
+ * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
1600
+ * On entry, the block diagonal matrix D and the multipliers
1601
+ * used to obtain the factor U or L as computed by ZHPTRF,
1602
+ * stored as a packed triangular matrix.
1603
+ *
1604
+ * On exit, if INFO = 0, the (Hermitian) inverse of the original
1605
+ * matrix, stored as a packed triangular matrix. The j-th column
1606
+ * of inv(A) is stored in the array AP as follows:
1607
+ * if UPLO = 'U', AP(i + (j-1)*j/2) = inv(A)(i,j) for 1<=i<=j;
1608
+ * if UPLO = 'L',
1609
+ * AP(i + (j-1)*(2n-j)/2) = inv(A)(i,j) for j<=i<=n.
1610
+ *
1611
+ * IPIV (input) INTEGER array, dimension (N)
1612
+ * Details of the interchanges and the block structure of D
1613
+ * as determined by ZHPTRF.
1614
+ *
1615
+ * WORK (workspace) COMPLEX*16 array, dimension (N)
1616
+ *
1617
+ * INFO (output) INTEGER
1618
+ * = 0: successful exit
1619
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1620
+ * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
1621
+ * inverse could not be computed.
1622
+ *
1623
+
1624
+ * =====================================================================
1625
+ *
1626
+
1627
+
1628
+ </PRE>
1629
+ <A HREF="#top">go to the page top</A>
1630
+
1631
+ <A NAME="zhptrs"></A>
1632
+ <H2>zhptrs</H2>
1633
+ <PRE>
1634
+ USAGE:
1635
+ info, b = NumRu::Lapack.zhptrs( uplo, ap, ipiv, b, [:usage => usage, :help => help])
1636
+
1637
+
1638
+ FORTRAN MANUAL
1639
+ SUBROUTINE ZHPTRS( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
1640
+
1641
+ * Purpose
1642
+ * =======
1643
+ *
1644
+ * ZHPTRS solves a system of linear equations A*X = B with a complex
1645
+ * Hermitian matrix A stored in packed format using the factorization
1646
+ * A = U*D*U**H or A = L*D*L**H computed by ZHPTRF.
1647
+ *
1648
+
1649
+ * Arguments
1650
+ * =========
1651
+ *
1652
+ * UPLO (input) CHARACTER*1
1653
+ * Specifies whether the details of the factorization are stored
1654
+ * as an upper or lower triangular matrix.
1655
+ * = 'U': Upper triangular, form is A = U*D*U**H;
1656
+ * = 'L': Lower triangular, form is A = L*D*L**H.
1657
+ *
1658
+ * N (input) INTEGER
1659
+ * The order of the matrix A. N >= 0.
1660
+ *
1661
+ * NRHS (input) INTEGER
1662
+ * The number of right hand sides, i.e., the number of columns
1663
+ * of the matrix B. NRHS >= 0.
1664
+ *
1665
+ * AP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
1666
+ * The block diagonal matrix D and the multipliers used to
1667
+ * obtain the factor U or L as computed by ZHPTRF, stored as a
1668
+ * packed triangular matrix.
1669
+ *
1670
+ * IPIV (input) INTEGER array, dimension (N)
1671
+ * Details of the interchanges and the block structure of D
1672
+ * as determined by ZHPTRF.
1673
+ *
1674
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
1675
+ * On entry, the right hand side matrix B.
1676
+ * On exit, the solution matrix X.
1677
+ *
1678
+ * LDB (input) INTEGER
1679
+ * The leading dimension of the array B. LDB >= max(1,N).
1680
+ *
1681
+ * INFO (output) INTEGER
1682
+ * = 0: successful exit
1683
+ * < 0: if INFO = -i, the i-th argument had an illegal value
1684
+ *
1685
+
1686
+ * =====================================================================
1687
+ *
1688
+
1689
+
1690
+ </PRE>
1691
+ <A HREF="#top">go to the page top</A>
1692
+
1693
+ <HR />
1694
+ <A HREF="z.html">back to matrix types</A><BR>
1695
+ <A HREF="z.html">back to data types</A>
1696
+ </BODY>
1697
+ </HTML>