ruby-lapack 1.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
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  416. data/dev/defs/dgeequ +107 -0
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data/doc/zhs.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</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</H1>
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+ <UL>
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+ <LI><A HREF="#zhsein">zhsein</A></LI>
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+ <LI><A HREF="#zhseqr">zhseqr</A></LI>
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+ </UL>
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+
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+ <A NAME="zhsein"></A>
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+ <H2>zhsein</H2>
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+ <PRE>
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+ USAGE:
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+ m, ifaill, ifailr, info, w, vl, vr = NumRu::Lapack.zhsein( side, eigsrc, initv, select, h, w, vl, vr, [:usage => usage, :help => help])
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+
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+
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+ FORTRAN MANUAL
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+ SUBROUTINE ZHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL, IFAILR, INFO )
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+
23
+ * Purpose
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+ * =======
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+ *
26
+ * ZHSEIN uses inverse iteration to find specified right and/or left
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+ * eigenvectors of a complex upper Hessenberg matrix H.
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+ *
29
+ * The right eigenvector x and the left eigenvector y of the matrix H
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+ * corresponding to an eigenvalue w are defined by:
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+ *
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+ * H * x = w * x, y**h * H = w * y**h
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+ *
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+ * where y**h denotes the conjugate transpose of the vector y.
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+ *
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+
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+ * Arguments
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+ * =========
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+ *
40
+ * SIDE (input) CHARACTER*1
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+ * = 'R': compute right eigenvectors only;
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+ * = 'L': compute left eigenvectors only;
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+ * = 'B': compute both right and left eigenvectors.
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+ *
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+ * EIGSRC (input) CHARACTER*1
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+ * Specifies the source of eigenvalues supplied in W:
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+ * = 'Q': the eigenvalues were found using ZHSEQR; thus, if
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+ * H has zero subdiagonal elements, and so is
49
+ * block-triangular, then the j-th eigenvalue can be
50
+ * assumed to be an eigenvalue of the block containing
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+ * the j-th row/column. This property allows ZHSEIN to
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+ * perform inverse iteration on just one diagonal block.
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+ * = 'N': no assumptions are made on the correspondence
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+ * between eigenvalues and diagonal blocks. In this
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+ * case, ZHSEIN must always perform inverse iteration
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+ * using the whole matrix H.
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+ *
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+ * INITV (input) CHARACTER*1
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+ * = 'N': no initial vectors are supplied;
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+ * = 'U': user-supplied initial vectors are stored in the arrays
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+ * VL and/or VR.
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+ *
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+ * SELECT (input) LOGICAL array, dimension (N)
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+ * Specifies the eigenvectors to be computed. To select the
65
+ * eigenvector corresponding to the eigenvalue W(j),
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+ * SELECT(j) must be set to .TRUE..
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+ *
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+ * N (input) INTEGER
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+ * The order of the matrix H. N >= 0.
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+ *
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+ * H (input) COMPLEX*16 array, dimension (LDH,N)
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+ * The upper Hessenberg matrix H.
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+ *
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+ * LDH (input) INTEGER
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+ * The leading dimension of the array H. LDH >= max(1,N).
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+ *
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+ * W (input/output) COMPLEX*16 array, dimension (N)
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+ * On entry, the eigenvalues of H.
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+ * On exit, the real parts of W may have been altered since
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+ * close eigenvalues are perturbed slightly in searching for
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+ * independent eigenvectors.
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+ *
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+ * VL (input/output) COMPLEX*16 array, dimension (LDVL,MM)
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+ * On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
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+ * contain starting vectors for the inverse iteration for the
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+ * left eigenvectors; the starting vector for each eigenvector
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+ * must be in the same column in which the eigenvector will be
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+ * stored.
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+ * On exit, if SIDE = 'L' or 'B', the left eigenvectors
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+ * specified by SELECT will be stored consecutively in the
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+ * columns of VL, in the same order as their eigenvalues.
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+ * If SIDE = 'R', VL is not referenced.
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+ *
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+ * LDVL (input) INTEGER
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+ * The leading dimension of the array VL.
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+ * LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
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+ *
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+ * VR (input/output) COMPLEX*16 array, dimension (LDVR,MM)
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+ * On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
100
+ * contain starting vectors for the inverse iteration for the
101
+ * right eigenvectors; the starting vector for each eigenvector
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+ * must be in the same column in which the eigenvector will be
103
+ * stored.
104
+ * On exit, if SIDE = 'R' or 'B', the right eigenvectors
105
+ * specified by SELECT will be stored consecutively in the
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+ * columns of VR, in the same order as their eigenvalues.
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+ * If SIDE = 'L', VR is not referenced.
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+ *
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+ * LDVR (input) INTEGER
110
+ * The leading dimension of the array VR.
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+ * LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
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+ *
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+ * MM (input) INTEGER
114
+ * The number of columns in the arrays VL and/or VR. MM >= M.
115
+ *
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+ * M (output) INTEGER
117
+ * The number of columns in the arrays VL and/or VR required to
118
+ * store the eigenvectors (= the number of .TRUE. elements in
119
+ * SELECT).
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+ *
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+ * WORK (workspace) COMPLEX*16 array, dimension (N*N)
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+ *
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+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
124
+ *
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+ * IFAILL (output) INTEGER array, dimension (MM)
126
+ * If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
127
+ * eigenvector in the i-th column of VL (corresponding to the
128
+ * eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
129
+ * eigenvector converged satisfactorily.
130
+ * If SIDE = 'R', IFAILL is not referenced.
131
+ *
132
+ * IFAILR (output) INTEGER array, dimension (MM)
133
+ * If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
134
+ * eigenvector in the i-th column of VR (corresponding to the
135
+ * eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
136
+ * eigenvector converged satisfactorily.
137
+ * If SIDE = 'L', IFAILR is not referenced.
138
+ *
139
+ * INFO (output) INTEGER
140
+ * = 0: successful exit
141
+ * < 0: if INFO = -i, the i-th argument had an illegal value
142
+ * > 0: if INFO = i, i is the number of eigenvectors which
143
+ * failed to converge; see IFAILL and IFAILR for further
144
+ * details.
145
+ *
146
+
147
+ * Further Details
148
+ * ===============
149
+ *
150
+ * Each eigenvector is normalized so that the element of largest
151
+ * magnitude has magnitude 1; here the magnitude of a complex number
152
+ * (x,y) is taken to be |x|+|y|.
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+ *
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+ * =====================================================================
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+ *
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+
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+
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+ </PRE>
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+ <A HREF="#top">go to the page top</A>
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+
161
+ <A NAME="zhseqr"></A>
162
+ <H2>zhseqr</H2>
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+ <PRE>
164
+ USAGE:
165
+ w, work, info, h, z = NumRu::Lapack.zhseqr( job, compz, ilo, ihi, h, z, ldz, [:lwork => lwork, :usage => usage, :help => help])
166
+
167
+
168
+ FORTRAN MANUAL
169
+ SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO )
170
+
171
+ * Purpose
172
+ * =======
173
+ *
174
+ * ZHSEQR computes the eigenvalues of a Hessenberg matrix H
175
+ * and, optionally, the matrices T and Z from the Schur decomposition
176
+ * H = Z T Z**H, where T is an upper triangular matrix (the
177
+ * Schur form), and Z is the unitary matrix of Schur vectors.
178
+ *
179
+ * Optionally Z may be postmultiplied into an input unitary
180
+ * matrix Q so that this routine can give the Schur factorization
181
+ * of a matrix A which has been reduced to the Hessenberg form H
182
+ * by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
183
+ *
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+
185
+ * Arguments
186
+ * =========
187
+ *
188
+ * JOB (input) CHARACTER*1
189
+ * = 'E': compute eigenvalues only;
190
+ * = 'S': compute eigenvalues and the Schur form T.
191
+ *
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+ * COMPZ (input) CHARACTER*1
193
+ * = 'N': no Schur vectors are computed;
194
+ * = 'I': Z is initialized to the unit matrix and the matrix Z
195
+ * of Schur vectors of H is returned;
196
+ * = 'V': Z must contain an unitary matrix Q on entry, and
197
+ * the product Q*Z is returned.
198
+ *
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+ * N (input) INTEGER
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+ * The order of the matrix H. N .GE. 0.
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+ *
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+ * ILO (input) INTEGER
203
+ * IHI (input) INTEGER
204
+ * It is assumed that H is already upper triangular in rows
205
+ * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
206
+ * set by a previous call to ZGEBAL, and then passed to ZGEHRD
207
+ * when the matrix output by ZGEBAL is reduced to Hessenberg
208
+ * form. Otherwise ILO and IHI should be set to 1 and N
209
+ * respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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+ * If N = 0, then ILO = 1 and IHI = 0.
211
+ *
212
+ * H (input/output) COMPLEX*16 array, dimension (LDH,N)
213
+ * On entry, the upper Hessenberg matrix H.
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+ * On exit, if INFO = 0 and JOB = 'S', H contains the upper
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+ * triangular matrix T from the Schur decomposition (the
216
+ * Schur form). If INFO = 0 and JOB = 'E', the contents of
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+ * H are unspecified on exit. (The output value of H when
218
+ * INFO.GT.0 is given under the description of INFO below.)
219
+ *
220
+ * Unlike earlier versions of ZHSEQR, this subroutine may
221
+ * explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
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+ * or j = IHI+1, IHI+2, ... N.
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+ *
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+ * LDH (input) INTEGER
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+ * The leading dimension of the array H. LDH .GE. max(1,N).
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+ *
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+ * W (output) COMPLEX*16 array, dimension (N)
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+ * The computed eigenvalues. If JOB = 'S', the eigenvalues are
229
+ * stored in the same order as on the diagonal of the Schur
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+ * form returned in H, with W(i) = H(i,i).
231
+ *
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+ * Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
233
+ * If COMPZ = 'N', Z is not referenced.
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+ * If COMPZ = 'I', on entry Z need not be set and on exit,
235
+ * if INFO = 0, Z contains the unitary matrix Z of the Schur
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+ * vectors of H. If COMPZ = 'V', on entry Z must contain an
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+ * N-by-N matrix Q, which is assumed to be equal to the unit
238
+ * matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
239
+ * if INFO = 0, Z contains Q*Z.
240
+ * Normally Q is the unitary matrix generated by ZUNGHR
241
+ * after the call to ZGEHRD which formed the Hessenberg matrix
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+ * H. (The output value of Z when INFO.GT.0 is given under
243
+ * the description of INFO below.)
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+ *
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+ * LDZ (input) INTEGER
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+ * The leading dimension of the array Z. if COMPZ = 'I' or
247
+ * COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
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+ *
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+ * WORK (workspace/output) COMPLEX*16 array, dimension (LWORK)
250
+ * On exit, if INFO = 0, WORK(1) returns an estimate of
251
+ * the optimal value for LWORK.
252
+ *
253
+ * LWORK (input) INTEGER
254
+ * The dimension of the array WORK. LWORK .GE. max(1,N)
255
+ * is sufficient and delivers very good and sometimes
256
+ * optimal performance. However, LWORK as large as 11*N
257
+ * may be required for optimal performance. A workspace
258
+ * query is recommended to determine the optimal workspace
259
+ * size.
260
+ *
261
+ * If LWORK = -1, then ZHSEQR does a workspace query.
262
+ * In this case, ZHSEQR checks the input parameters and
263
+ * estimates the optimal workspace size for the given
264
+ * values of N, ILO and IHI. The estimate is returned
265
+ * in WORK(1). No error message related to LWORK is
266
+ * issued by XERBLA. Neither H nor Z are accessed.
267
+ *
268
+ *
269
+ * INFO (output) INTEGER
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+ * = 0: successful exit
271
+ * .LT. 0: if INFO = -i, the i-th argument had an illegal
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+ * value
273
+ * .GT. 0: if INFO = i, ZHSEQR failed to compute all of
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+ * the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
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+ * and WI contain those eigenvalues which have been
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+ * successfully computed. (Failures are rare.)
277
+ *
278
+ * If INFO .GT. 0 and JOB = 'E', then on exit, the
279
+ * remaining unconverged eigenvalues are the eigen-
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+ * values of the upper Hessenberg matrix rows and
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+ * columns ILO through INFO of the final, output
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+ * value of H.
283
+ *
284
+ * If INFO .GT. 0 and JOB = 'S', then on exit
285
+ *
286
+ * (*) (initial value of H)*U = U*(final value of H)
287
+ *
288
+ * where U is a unitary matrix. The final
289
+ * value of H is upper Hessenberg and triangular in
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+ * rows and columns INFO+1 through IHI.
291
+ *
292
+ * If INFO .GT. 0 and COMPZ = 'V', then on exit
293
+ *
294
+ * (final value of Z) = (initial value of Z)*U
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+ *
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+ * where U is the unitary matrix in (*) (regard-
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+ * less of the value of JOB.)
298
+ *
299
+ * If INFO .GT. 0 and COMPZ = 'I', then on exit
300
+ * (final value of Z) = U
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+ * where U is the unitary matrix in (*) (regard-
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+ * less of the value of JOB.)
303
+ *
304
+ * If INFO .GT. 0 and COMPZ = 'N', then Z is not
305
+ * accessed.
306
+ *
307
+
308
+ * ================================================================
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+ * Default values supplied by
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+ * ILAENV(ISPEC,'ZHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
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+ * It is suggested that these defaults be adjusted in order
312
+ * to attain best performance in each particular
313
+ * computational environment.
314
+ *
315
+ * ISPEC=12: The ZLAHQR vs ZLAQR0 crossover point.
316
+ * Default: 75. (Must be at least 11.)
317
+ *
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+ * ISPEC=13: Recommended deflation window size.
319
+ * This depends on ILO, IHI and NS. NS is the
320
+ * number of simultaneous shifts returned
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+ * by ILAENV(ISPEC=15). (See ISPEC=15 below.)
322
+ * The default for (IHI-ILO+1).LE.500 is NS.
323
+ * The default for (IHI-ILO+1).GT.500 is 3*NS/2.
324
+ *
325
+ * ISPEC=14: Nibble crossover point. (See IPARMQ for
326
+ * details.) Default: 14% of deflation window
327
+ * size.
328
+ *
329
+ * ISPEC=15: Number of simultaneous shifts in a multishift
330
+ * QR iteration.
331
+ *
332
+ * If IHI-ILO+1 is ...
333
+ *
334
+ * greater than ...but less ... the
335
+ * or equal to ... than default is
336
+ *
337
+ * 1 30 NS = 2(+)
338
+ * 30 60 NS = 4(+)
339
+ * 60 150 NS = 10(+)
340
+ * 150 590 NS = **
341
+ * 590 3000 NS = 64
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+ * 3000 6000 NS = 128
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+ * 6000 infinity NS = 256
344
+ *
345
+ * (+) By default some or all matrices of this order
346
+ * are passed to the implicit double shift routine
347
+ * ZLAHQR and this parameter is ignored. See
348
+ * ISPEC=12 above and comments in IPARMQ for
349
+ * details.
350
+ *
351
+ * (**) The asterisks (**) indicate an ad-hoc
352
+ * function of N increasing from 10 to 64.
353
+ *
354
+ * ISPEC=16: Select structured matrix multiply.
355
+ * If the number of simultaneous shifts (specified
356
+ * by ISPEC=15) is less than 14, then the default
357
+ * for ISPEC=16 is 0. Otherwise the default for
358
+ * ISPEC=16 is 2.
359
+ *
360
+ * ================================================================
361
+ * Based on contributions by
362
+ * Karen Braman and Ralph Byers, Department of Mathematics,
363
+ * University of Kansas, USA
364
+ *
365
+ * ================================================================
366
+ * References:
367
+ * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
368
+ * Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
369
+ * Performance, SIAM Journal of Matrix Analysis, volume 23, pages
370
+ * 929--947, 2002.
371
+ *
372
+ * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
373
+ * Algorithm Part II: Aggressive Early Deflation, SIAM Journal
374
+ * of Matrix Analysis, volume 23, pages 948--973, 2002.
375
+ *
376
+ * ================================================================
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+
378
+
379
+ </PRE>
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+ <A HREF="#top">go to the page top</A>
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+
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+ <HR />
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+ <A HREF="z.html">back to matrix types</A><BR>
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+ <A HREF="z.html">back to data types</A>
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+ </BODY>
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data/doc/zpb.html ADDED
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+ <HTML>
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+ <HEAD>
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+ <TITLE>COMPLEX*16 or DOUBLE COMPLEX routines for symmetric or Hermitian positive definite band matrix</TITLE>
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+ </HEAD>
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+ <BODY>
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+ <A NAME="top"></A>
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+ <H1>COMPLEX*16 or DOUBLE COMPLEX routines for symmetric or Hermitian positive definite band matrix</H1>
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+ <UL>
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+ <LI><A HREF="#zpbcon">zpbcon</A></LI>
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+ <LI><A HREF="#zpbequ">zpbequ</A></LI>
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+ <LI><A HREF="#zpbrfs">zpbrfs</A></LI>
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+ <LI><A HREF="#zpbstf">zpbstf</A></LI>
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+ <LI><A HREF="#zpbsv">zpbsv</A></LI>
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+ <LI><A HREF="#zpbsvx">zpbsvx</A></LI>
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+ <LI><A HREF="#zpbtf2">zpbtf2</A></LI>
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+ <LI><A HREF="#zpbtrf">zpbtrf</A></LI>
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+ <LI><A HREF="#zpbtrs">zpbtrs</A></LI>
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+ </UL>
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+
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+ <A NAME="zpbcon"></A>
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+ <H2>zpbcon</H2>
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+ <PRE>
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+ USAGE:
24
+ rcond, info = NumRu::Lapack.zpbcon( uplo, kd, ab, anorm, [:usage => usage, :help => help])
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+
26
+
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+ FORTRAN MANUAL
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+ SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, RWORK, INFO )
29
+
30
+ * Purpose
31
+ * =======
32
+ *
33
+ * ZPBCON estimates the reciprocal of the condition number (in the
34
+ * 1-norm) of a complex Hermitian positive definite band matrix using
35
+ * the Cholesky factorization A = U**H*U or A = L*L**H computed by
36
+ * ZPBTRF.
37
+ *
38
+ * An estimate is obtained for norm(inv(A)), and the reciprocal of the
39
+ * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
40
+ *
41
+
42
+ * Arguments
43
+ * =========
44
+ *
45
+ * UPLO (input) CHARACTER*1
46
+ * = 'U': Upper triangular factor stored in AB;
47
+ * = 'L': Lower triangular factor stored in AB.
48
+ *
49
+ * N (input) INTEGER
50
+ * The order of the matrix A. N >= 0.
51
+ *
52
+ * KD (input) INTEGER
53
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
54
+ * or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
55
+ *
56
+ * AB (input) COMPLEX*16 array, dimension (LDAB,N)
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+ * The triangular factor U or L from the Cholesky factorization
58
+ * A = U**H*U or A = L*L**H of the band matrix A, stored in the
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+ * first KD+1 rows of the array. The j-th column of U or L is
60
+ * stored in the j-th column of the array AB as follows:
61
+ * if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
62
+ * if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
63
+ *
64
+ * LDAB (input) INTEGER
65
+ * The leading dimension of the array AB. LDAB >= KD+1.
66
+ *
67
+ * ANORM (input) DOUBLE PRECISION
68
+ * The 1-norm (or infinity-norm) of the Hermitian band matrix A.
69
+ *
70
+ * RCOND (output) DOUBLE PRECISION
71
+ * The reciprocal of the condition number of the matrix A,
72
+ * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
73
+ * estimate of the 1-norm of inv(A) computed in this routine.
74
+ *
75
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
76
+ *
77
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
78
+ *
79
+ * INFO (output) INTEGER
80
+ * = 0: successful exit
81
+ * < 0: if INFO = -i, the i-th argument had an illegal value
82
+ *
83
+
84
+ * =====================================================================
85
+ *
86
+
87
+
88
+ </PRE>
89
+ <A HREF="#top">go to the page top</A>
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+
91
+ <A NAME="zpbequ"></A>
92
+ <H2>zpbequ</H2>
93
+ <PRE>
94
+ USAGE:
95
+ s, scond, amax, info = NumRu::Lapack.zpbequ( uplo, kd, ab, [:usage => usage, :help => help])
96
+
97
+
98
+ FORTRAN MANUAL
99
+ SUBROUTINE ZPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
100
+
101
+ * Purpose
102
+ * =======
103
+ *
104
+ * ZPBEQU computes row and column scalings intended to equilibrate a
105
+ * Hermitian positive definite band matrix A and reduce its condition
106
+ * number (with respect to the two-norm). S contains the scale factors,
107
+ * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
108
+ * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
109
+ * choice of S puts the condition number of B within a factor N of the
110
+ * smallest possible condition number over all possible diagonal
111
+ * scalings.
112
+ *
113
+
114
+ * Arguments
115
+ * =========
116
+ *
117
+ * UPLO (input) CHARACTER*1
118
+ * = 'U': Upper triangular of A is stored;
119
+ * = 'L': Lower triangular of A is stored.
120
+ *
121
+ * N (input) INTEGER
122
+ * The order of the matrix A. N >= 0.
123
+ *
124
+ * KD (input) INTEGER
125
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
126
+ * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
127
+ *
128
+ * AB (input) COMPLEX*16 array, dimension (LDAB,N)
129
+ * The upper or lower triangle of the Hermitian band matrix A,
130
+ * stored in the first KD+1 rows of the array. The j-th column
131
+ * of A is stored in the j-th column of the array AB as follows:
132
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
133
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
134
+ *
135
+ * LDAB (input) INTEGER
136
+ * The leading dimension of the array A. LDAB >= KD+1.
137
+ *
138
+ * S (output) DOUBLE PRECISION array, dimension (N)
139
+ * If INFO = 0, S contains the scale factors for A.
140
+ *
141
+ * SCOND (output) DOUBLE PRECISION
142
+ * If INFO = 0, S contains the ratio of the smallest S(i) to
143
+ * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
144
+ * large nor too small, it is not worth scaling by S.
145
+ *
146
+ * AMAX (output) DOUBLE PRECISION
147
+ * Absolute value of largest matrix element. If AMAX is very
148
+ * close to overflow or very close to underflow, the matrix
149
+ * should be scaled.
150
+ *
151
+ * INFO (output) INTEGER
152
+ * = 0: successful exit
153
+ * < 0: if INFO = -i, the i-th argument had an illegal value.
154
+ * > 0: if INFO = i, the i-th diagonal element is nonpositive.
155
+ *
156
+
157
+ * =====================================================================
158
+ *
159
+
160
+
161
+ </PRE>
162
+ <A HREF="#top">go to the page top</A>
163
+
164
+ <A NAME="zpbrfs"></A>
165
+ <H2>zpbrfs</H2>
166
+ <PRE>
167
+ USAGE:
168
+ ferr, berr, info, x = NumRu::Lapack.zpbrfs( uplo, kd, ab, afb, b, x, [:usage => usage, :help => help])
169
+
170
+
171
+ FORTRAN MANUAL
172
+ SUBROUTINE ZPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
173
+
174
+ * Purpose
175
+ * =======
176
+ *
177
+ * ZPBRFS improves the computed solution to a system of linear
178
+ * equations when the coefficient matrix is Hermitian positive definite
179
+ * and banded, and provides error bounds and backward error estimates
180
+ * for the solution.
181
+ *
182
+
183
+ * Arguments
184
+ * =========
185
+ *
186
+ * UPLO (input) CHARACTER*1
187
+ * = 'U': Upper triangle of A is stored;
188
+ * = 'L': Lower triangle of A is stored.
189
+ *
190
+ * N (input) INTEGER
191
+ * The order of the matrix A. N >= 0.
192
+ *
193
+ * KD (input) INTEGER
194
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
195
+ * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
196
+ *
197
+ * NRHS (input) INTEGER
198
+ * The number of right hand sides, i.e., the number of columns
199
+ * of the matrices B and X. NRHS >= 0.
200
+ *
201
+ * AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
202
+ * The upper or lower triangle of the Hermitian band matrix A,
203
+ * stored in the first KD+1 rows of the array. The j-th column
204
+ * of A is stored in the j-th column of the array AB as follows:
205
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
206
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
207
+ *
208
+ * LDAB (input) INTEGER
209
+ * The leading dimension of the array AB. LDAB >= KD+1.
210
+ *
211
+ * AFB (input) COMPLEX*16 array, dimension (LDAFB,N)
212
+ * The triangular factor U or L from the Cholesky factorization
213
+ * A = U**H*U or A = L*L**H of the band matrix A as computed by
214
+ * ZPBTRF, in the same storage format as A (see AB).
215
+ *
216
+ * LDAFB (input) INTEGER
217
+ * The leading dimension of the array AFB. LDAFB >= KD+1.
218
+ *
219
+ * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
220
+ * The right hand side matrix B.
221
+ *
222
+ * LDB (input) INTEGER
223
+ * The leading dimension of the array B. LDB >= max(1,N).
224
+ *
225
+ * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
226
+ * On entry, the solution matrix X, as computed by ZPBTRS.
227
+ * On exit, the improved solution matrix X.
228
+ *
229
+ * LDX (input) INTEGER
230
+ * The leading dimension of the array X. LDX >= max(1,N).
231
+ *
232
+ * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
233
+ * The estimated forward error bound for each solution vector
234
+ * X(j) (the j-th column of the solution matrix X).
235
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
236
+ * is an estimated upper bound for the magnitude of the largest
237
+ * element in (X(j) - XTRUE) divided by the magnitude of the
238
+ * largest element in X(j). The estimate is as reliable as
239
+ * the estimate for RCOND, and is almost always a slight
240
+ * overestimate of the true error.
241
+ *
242
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
243
+ * The componentwise relative backward error of each solution
244
+ * vector X(j) (i.e., the smallest relative change in
245
+ * any element of A or B that makes X(j) an exact solution).
246
+ *
247
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
248
+ *
249
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
250
+ *
251
+ * INFO (output) INTEGER
252
+ * = 0: successful exit
253
+ * < 0: if INFO = -i, the i-th argument had an illegal value
254
+ *
255
+ * Internal Parameters
256
+ * ===================
257
+ *
258
+ * ITMAX is the maximum number of steps of iterative refinement.
259
+ *
260
+
261
+ * =====================================================================
262
+ *
263
+
264
+
265
+ </PRE>
266
+ <A HREF="#top">go to the page top</A>
267
+
268
+ <A NAME="zpbstf"></A>
269
+ <H2>zpbstf</H2>
270
+ <PRE>
271
+ USAGE:
272
+ info, ab = NumRu::Lapack.zpbstf( uplo, kd, ab, [:usage => usage, :help => help])
273
+
274
+
275
+ FORTRAN MANUAL
276
+ SUBROUTINE ZPBSTF( UPLO, N, KD, AB, LDAB, INFO )
277
+
278
+ * Purpose
279
+ * =======
280
+ *
281
+ * ZPBSTF computes a split Cholesky factorization of a complex
282
+ * Hermitian positive definite band matrix A.
283
+ *
284
+ * This routine is designed to be used in conjunction with ZHBGST.
285
+ *
286
+ * The factorization has the form A = S**H*S where S is a band matrix
287
+ * of the same bandwidth as A and the following structure:
288
+ *
289
+ * S = ( U )
290
+ * ( M L )
291
+ *
292
+ * where U is upper triangular of order m = (n+kd)/2, and L is lower
293
+ * triangular of order n-m.
294
+ *
295
+
296
+ * Arguments
297
+ * =========
298
+ *
299
+ * UPLO (input) CHARACTER*1
300
+ * = 'U': Upper triangle of A is stored;
301
+ * = 'L': Lower triangle of A is stored.
302
+ *
303
+ * N (input) INTEGER
304
+ * The order of the matrix A. N >= 0.
305
+ *
306
+ * KD (input) INTEGER
307
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
308
+ * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
309
+ *
310
+ * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
311
+ * On entry, the upper or lower triangle of the Hermitian band
312
+ * matrix A, stored in the first kd+1 rows of the array. The
313
+ * j-th column of A is stored in the j-th column of the array AB
314
+ * as follows:
315
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
316
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
317
+ *
318
+ * On exit, if INFO = 0, the factor S from the split Cholesky
319
+ * factorization A = S**H*S. See Further Details.
320
+ *
321
+ * LDAB (input) INTEGER
322
+ * The leading dimension of the array AB. LDAB >= KD+1.
323
+ *
324
+ * INFO (output) INTEGER
325
+ * = 0: successful exit
326
+ * < 0: if INFO = -i, the i-th argument had an illegal value
327
+ * > 0: if INFO = i, the factorization could not be completed,
328
+ * because the updated element a(i,i) was negative; the
329
+ * matrix A is not positive definite.
330
+ *
331
+
332
+ * Further Details
333
+ * ===============
334
+ *
335
+ * The band storage scheme is illustrated by the following example, when
336
+ * N = 7, KD = 2:
337
+ *
338
+ * S = ( s11 s12 s13 )
339
+ * ( s22 s23 s24 )
340
+ * ( s33 s34 )
341
+ * ( s44 )
342
+ * ( s53 s54 s55 )
343
+ * ( s64 s65 s66 )
344
+ * ( s75 s76 s77 )
345
+ *
346
+ * If UPLO = 'U', the array AB holds:
347
+ *
348
+ * on entry: on exit:
349
+ *
350
+ * * * a13 a24 a35 a46 a57 * * s13 s24 s53' s64' s75'
351
+ * * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54' s65' s76'
352
+ * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
353
+ *
354
+ * If UPLO = 'L', the array AB holds:
355
+ *
356
+ * on entry: on exit:
357
+ *
358
+ * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
359
+ * a21 a32 a43 a54 a65 a76 * s12' s23' s34' s54 s65 s76 *
360
+ * a31 a42 a53 a64 a64 * * s13' s24' s53 s64 s75 * *
361
+ *
362
+ * Array elements marked * are not used by the routine; s12' denotes
363
+ * conjg(s12); the diagonal elements of S are real.
364
+ *
365
+ * =====================================================================
366
+ *
367
+
368
+
369
+ </PRE>
370
+ <A HREF="#top">go to the page top</A>
371
+
372
+ <A NAME="zpbsv"></A>
373
+ <H2>zpbsv</H2>
374
+ <PRE>
375
+ USAGE:
376
+ info, ab, b = NumRu::Lapack.zpbsv( uplo, kd, ab, b, [:usage => usage, :help => help])
377
+
378
+
379
+ FORTRAN MANUAL
380
+ SUBROUTINE ZPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
381
+
382
+ * Purpose
383
+ * =======
384
+ *
385
+ * ZPBSV computes the solution to a complex system of linear equations
386
+ * A * X = B,
387
+ * where A is an N-by-N Hermitian positive definite band matrix and X
388
+ * and B are N-by-NRHS matrices.
389
+ *
390
+ * The Cholesky decomposition is used to factor A as
391
+ * A = U**H * U, if UPLO = 'U', or
392
+ * A = L * L**H, if UPLO = 'L',
393
+ * where U is an upper triangular band matrix, and L is a lower
394
+ * triangular band matrix, with the same number of superdiagonals or
395
+ * subdiagonals as A. The factored form of A is then used to solve the
396
+ * system of equations A * X = B.
397
+ *
398
+
399
+ * Arguments
400
+ * =========
401
+ *
402
+ * UPLO (input) CHARACTER*1
403
+ * = 'U': Upper triangle of A is stored;
404
+ * = 'L': Lower triangle of A is stored.
405
+ *
406
+ * N (input) INTEGER
407
+ * The number of linear equations, i.e., the order of the
408
+ * matrix A. N >= 0.
409
+ *
410
+ * KD (input) INTEGER
411
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
412
+ * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
413
+ *
414
+ * NRHS (input) INTEGER
415
+ * The number of right hand sides, i.e., the number of columns
416
+ * of the matrix B. NRHS >= 0.
417
+ *
418
+ * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
419
+ * On entry, the upper or lower triangle of the Hermitian band
420
+ * matrix A, stored in the first KD+1 rows of the array. The
421
+ * j-th column of A is stored in the j-th column of the array AB
422
+ * as follows:
423
+ * if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
424
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
425
+ * See below for further details.
426
+ *
427
+ * On exit, if INFO = 0, the triangular factor U or L from the
428
+ * Cholesky factorization A = U**H*U or A = L*L**H of the band
429
+ * matrix A, in the same storage format as A.
430
+ *
431
+ * LDAB (input) INTEGER
432
+ * The leading dimension of the array AB. LDAB >= KD+1.
433
+ *
434
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
435
+ * On entry, the N-by-NRHS right hand side matrix B.
436
+ * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
437
+ *
438
+ * LDB (input) INTEGER
439
+ * The leading dimension of the array B. LDB >= max(1,N).
440
+ *
441
+ * INFO (output) INTEGER
442
+ * = 0: successful exit
443
+ * < 0: if INFO = -i, the i-th argument had an illegal value
444
+ * > 0: if INFO = i, the leading minor of order i of A is not
445
+ * positive definite, so the factorization could not be
446
+ * completed, and the solution has not been computed.
447
+ *
448
+
449
+ * Further Details
450
+ * ===============
451
+ *
452
+ * The band storage scheme is illustrated by the following example, when
453
+ * N = 6, KD = 2, and UPLO = 'U':
454
+ *
455
+ * On entry: On exit:
456
+ *
457
+ * * * a13 a24 a35 a46 * * u13 u24 u35 u46
458
+ * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
459
+ * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
460
+ *
461
+ * Similarly, if UPLO = 'L' the format of A is as follows:
462
+ *
463
+ * On entry: On exit:
464
+ *
465
+ * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
466
+ * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
467
+ * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
468
+ *
469
+ * Array elements marked * are not used by the routine.
470
+ *
471
+ * =====================================================================
472
+ *
473
+ * .. External Functions ..
474
+ LOGICAL LSAME
475
+ EXTERNAL LSAME
476
+ * ..
477
+ * .. External Subroutines ..
478
+ EXTERNAL XERBLA, ZPBTRF, ZPBTRS
479
+ * ..
480
+ * .. Intrinsic Functions ..
481
+ INTRINSIC MAX
482
+ * ..
483
+
484
+
485
+ </PRE>
486
+ <A HREF="#top">go to the page top</A>
487
+
488
+ <A NAME="zpbsvx"></A>
489
+ <H2>zpbsvx</H2>
490
+ <PRE>
491
+ USAGE:
492
+ x, rcond, ferr, berr, info, ab, afb, equed, s, b = NumRu::Lapack.zpbsvx( fact, uplo, kd, ab, afb, equed, s, b, [:usage => usage, :help => help])
493
+
494
+
495
+ FORTRAN MANUAL
496
+ SUBROUTINE ZPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
497
+
498
+ * Purpose
499
+ * =======
500
+ *
501
+ * ZPBSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to
502
+ * compute the solution to a complex system of linear equations
503
+ * A * X = B,
504
+ * where A is an N-by-N Hermitian positive definite band matrix and X
505
+ * and B are N-by-NRHS matrices.
506
+ *
507
+ * Error bounds on the solution and a condition estimate are also
508
+ * provided.
509
+ *
510
+ * Description
511
+ * ===========
512
+ *
513
+ * The following steps are performed:
514
+ *
515
+ * 1. If FACT = 'E', real scaling factors are computed to equilibrate
516
+ * the system:
517
+ * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
518
+ * Whether or not the system will be equilibrated depends on the
519
+ * scaling of the matrix A, but if equilibration is used, A is
520
+ * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
521
+ *
522
+ * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
523
+ * factor the matrix A (after equilibration if FACT = 'E') as
524
+ * A = U**H * U, if UPLO = 'U', or
525
+ * A = L * L**H, if UPLO = 'L',
526
+ * where U is an upper triangular band matrix, and L is a lower
527
+ * triangular band matrix.
528
+ *
529
+ * 3. If the leading i-by-i principal minor is not positive definite,
530
+ * then the routine returns with INFO = i. Otherwise, the factored
531
+ * form of A is used to estimate the condition number of the matrix
532
+ * A. If the reciprocal of the condition number is less than machine
533
+ * precision, INFO = N+1 is returned as a warning, but the routine
534
+ * still goes on to solve for X and compute error bounds as
535
+ * described below.
536
+ *
537
+ * 4. The system of equations is solved for X using the factored form
538
+ * of A.
539
+ *
540
+ * 5. Iterative refinement is applied to improve the computed solution
541
+ * matrix and calculate error bounds and backward error estimates
542
+ * for it.
543
+ *
544
+ * 6. If equilibration was used, the matrix X is premultiplied by
545
+ * diag(S) so that it solves the original system before
546
+ * equilibration.
547
+ *
548
+
549
+ * Arguments
550
+ * =========
551
+ *
552
+ * FACT (input) CHARACTER*1
553
+ * Specifies whether or not the factored form of the matrix A is
554
+ * supplied on entry, and if not, whether the matrix A should be
555
+ * equilibrated before it is factored.
556
+ * = 'F': On entry, AFB contains the factored form of A.
557
+ * If EQUED = 'Y', the matrix A has been equilibrated
558
+ * with scaling factors given by S. AB and AFB will not
559
+ * be modified.
560
+ * = 'N': The matrix A will be copied to AFB and factored.
561
+ * = 'E': The matrix A will be equilibrated if necessary, then
562
+ * copied to AFB and factored.
563
+ *
564
+ * UPLO (input) CHARACTER*1
565
+ * = 'U': Upper triangle of A is stored;
566
+ * = 'L': Lower triangle of A is stored.
567
+ *
568
+ * N (input) INTEGER
569
+ * The number of linear equations, i.e., the order of the
570
+ * matrix A. N >= 0.
571
+ *
572
+ * KD (input) INTEGER
573
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
574
+ * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
575
+ *
576
+ * NRHS (input) INTEGER
577
+ * The number of right-hand sides, i.e., the number of columns
578
+ * of the matrices B and X. NRHS >= 0.
579
+ *
580
+ * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
581
+ * On entry, the upper or lower triangle of the Hermitian band
582
+ * matrix A, stored in the first KD+1 rows of the array, except
583
+ * if FACT = 'F' and EQUED = 'Y', then A must contain the
584
+ * equilibrated matrix diag(S)*A*diag(S). The j-th column of A
585
+ * is stored in the j-th column of the array AB as follows:
586
+ * if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
587
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
588
+ * See below for further details.
589
+ *
590
+ * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
591
+ * diag(S)*A*diag(S).
592
+ *
593
+ * LDAB (input) INTEGER
594
+ * The leading dimension of the array A. LDAB >= KD+1.
595
+ *
596
+ * AFB (input or output) COMPLEX*16 array, dimension (LDAFB,N)
597
+ * If FACT = 'F', then AFB is an input argument and on entry
598
+ * contains the triangular factor U or L from the Cholesky
599
+ * factorization A = U**H*U or A = L*L**H of the band matrix
600
+ * A, in the same storage format as A (see AB). If EQUED = 'Y',
601
+ * then AFB is the factored form of the equilibrated matrix A.
602
+ *
603
+ * If FACT = 'N', then AFB is an output argument and on exit
604
+ * returns the triangular factor U or L from the Cholesky
605
+ * factorization A = U**H*U or A = L*L**H.
606
+ *
607
+ * If FACT = 'E', then AFB is an output argument and on exit
608
+ * returns the triangular factor U or L from the Cholesky
609
+ * factorization A = U**H*U or A = L*L**H of the equilibrated
610
+ * matrix A (see the description of A for the form of the
611
+ * equilibrated matrix).
612
+ *
613
+ * LDAFB (input) INTEGER
614
+ * The leading dimension of the array AFB. LDAFB >= KD+1.
615
+ *
616
+ * EQUED (input or output) CHARACTER*1
617
+ * Specifies the form of equilibration that was done.
618
+ * = 'N': No equilibration (always true if FACT = 'N').
619
+ * = 'Y': Equilibration was done, i.e., A has been replaced by
620
+ * diag(S) * A * diag(S).
621
+ * EQUED is an input argument if FACT = 'F'; otherwise, it is an
622
+ * output argument.
623
+ *
624
+ * S (input or output) DOUBLE PRECISION array, dimension (N)
625
+ * The scale factors for A; not accessed if EQUED = 'N'. S is
626
+ * an input argument if FACT = 'F'; otherwise, S is an output
627
+ * argument. If FACT = 'F' and EQUED = 'Y', each element of S
628
+ * must be positive.
629
+ *
630
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
631
+ * On entry, the N-by-NRHS right hand side matrix B.
632
+ * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
633
+ * B is overwritten by diag(S) * B.
634
+ *
635
+ * LDB (input) INTEGER
636
+ * The leading dimension of the array B. LDB >= max(1,N).
637
+ *
638
+ * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
639
+ * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
640
+ * the original system of equations. Note that if EQUED = 'Y',
641
+ * A and B are modified on exit, and the solution to the
642
+ * equilibrated system is inv(diag(S))*X.
643
+ *
644
+ * LDX (input) INTEGER
645
+ * The leading dimension of the array X. LDX >= max(1,N).
646
+ *
647
+ * RCOND (output) DOUBLE PRECISION
648
+ * The estimate of the reciprocal condition number of the matrix
649
+ * A after equilibration (if done). If RCOND is less than the
650
+ * machine precision (in particular, if RCOND = 0), the matrix
651
+ * is singular to working precision. This condition is
652
+ * indicated by a return code of INFO > 0.
653
+ *
654
+ * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
655
+ * The estimated forward error bound for each solution vector
656
+ * X(j) (the j-th column of the solution matrix X).
657
+ * If XTRUE is the true solution corresponding to X(j), FERR(j)
658
+ * is an estimated upper bound for the magnitude of the largest
659
+ * element in (X(j) - XTRUE) divided by the magnitude of the
660
+ * largest element in X(j). The estimate is as reliable as
661
+ * the estimate for RCOND, and is almost always a slight
662
+ * overestimate of the true error.
663
+ *
664
+ * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
665
+ * The componentwise relative backward error of each solution
666
+ * vector X(j) (i.e., the smallest relative change in
667
+ * any element of A or B that makes X(j) an exact solution).
668
+ *
669
+ * WORK (workspace) COMPLEX*16 array, dimension (2*N)
670
+ *
671
+ * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
672
+ *
673
+ * INFO (output) INTEGER
674
+ * = 0: successful exit
675
+ * < 0: if INFO = -i, the i-th argument had an illegal value
676
+ * > 0: if INFO = i, and i is
677
+ * <= N: the leading minor of order i of A is
678
+ * not positive definite, so the factorization
679
+ * could not be completed, and the solution has not
680
+ * been computed. RCOND = 0 is returned.
681
+ * = N+1: U is nonsingular, but RCOND is less than machine
682
+ * precision, meaning that the matrix is singular
683
+ * to working precision. Nevertheless, the
684
+ * solution and error bounds are computed because
685
+ * there are a number of situations where the
686
+ * computed solution can be more accurate than the
687
+ * value of RCOND would suggest.
688
+ *
689
+
690
+ * Further Details
691
+ * ===============
692
+ *
693
+ * The band storage scheme is illustrated by the following example, when
694
+ * N = 6, KD = 2, and UPLO = 'U':
695
+ *
696
+ * Two-dimensional storage of the Hermitian matrix A:
697
+ *
698
+ * a11 a12 a13
699
+ * a22 a23 a24
700
+ * a33 a34 a35
701
+ * a44 a45 a46
702
+ * a55 a56
703
+ * (aij=conjg(aji)) a66
704
+ *
705
+ * Band storage of the upper triangle of A:
706
+ *
707
+ * * * a13 a24 a35 a46
708
+ * * a12 a23 a34 a45 a56
709
+ * a11 a22 a33 a44 a55 a66
710
+ *
711
+ * Similarly, if UPLO = 'L' the format of A is as follows:
712
+ *
713
+ * a11 a22 a33 a44 a55 a66
714
+ * a21 a32 a43 a54 a65 *
715
+ * a31 a42 a53 a64 * *
716
+ *
717
+ * Array elements marked * are not used by the routine.
718
+ *
719
+ * =====================================================================
720
+ *
721
+
722
+
723
+ </PRE>
724
+ <A HREF="#top">go to the page top</A>
725
+
726
+ <A NAME="zpbtf2"></A>
727
+ <H2>zpbtf2</H2>
728
+ <PRE>
729
+ USAGE:
730
+ info, ab = NumRu::Lapack.zpbtf2( uplo, kd, ab, [:usage => usage, :help => help])
731
+
732
+
733
+ FORTRAN MANUAL
734
+ SUBROUTINE ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
735
+
736
+ * Purpose
737
+ * =======
738
+ *
739
+ * ZPBTF2 computes the Cholesky factorization of a complex Hermitian
740
+ * positive definite band matrix A.
741
+ *
742
+ * The factorization has the form
743
+ * A = U' * U , if UPLO = 'U', or
744
+ * A = L * L', if UPLO = 'L',
745
+ * where U is an upper triangular matrix, U' is the conjugate transpose
746
+ * of U, and L is lower triangular.
747
+ *
748
+ * This is the unblocked version of the algorithm, calling Level 2 BLAS.
749
+ *
750
+
751
+ * Arguments
752
+ * =========
753
+ *
754
+ * UPLO (input) CHARACTER*1
755
+ * Specifies whether the upper or lower triangular part of the
756
+ * Hermitian matrix A is stored:
757
+ * = 'U': Upper triangular
758
+ * = 'L': Lower triangular
759
+ *
760
+ * N (input) INTEGER
761
+ * The order of the matrix A. N >= 0.
762
+ *
763
+ * KD (input) INTEGER
764
+ * The number of super-diagonals of the matrix A if UPLO = 'U',
765
+ * or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
766
+ *
767
+ * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
768
+ * On entry, the upper or lower triangle of the Hermitian band
769
+ * matrix A, stored in the first KD+1 rows of the array. The
770
+ * j-th column of A is stored in the j-th column of the array AB
771
+ * as follows:
772
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
773
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
774
+ *
775
+ * On exit, if INFO = 0, the triangular factor U or L from the
776
+ * Cholesky factorization A = U'*U or A = L*L' of the band
777
+ * matrix A, in the same storage format as A.
778
+ *
779
+ * LDAB (input) INTEGER
780
+ * The leading dimension of the array AB. LDAB >= KD+1.
781
+ *
782
+ * INFO (output) INTEGER
783
+ * = 0: successful exit
784
+ * < 0: if INFO = -k, the k-th argument had an illegal value
785
+ * > 0: if INFO = k, the leading minor of order k is not
786
+ * positive definite, and the factorization could not be
787
+ * completed.
788
+ *
789
+
790
+ * Further Details
791
+ * ===============
792
+ *
793
+ * The band storage scheme is illustrated by the following example, when
794
+ * N = 6, KD = 2, and UPLO = 'U':
795
+ *
796
+ * On entry: On exit:
797
+ *
798
+ * * * a13 a24 a35 a46 * * u13 u24 u35 u46
799
+ * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
800
+ * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
801
+ *
802
+ * Similarly, if UPLO = 'L' the format of A is as follows:
803
+ *
804
+ * On entry: On exit:
805
+ *
806
+ * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
807
+ * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
808
+ * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
809
+ *
810
+ * Array elements marked * are not used by the routine.
811
+ *
812
+ * =====================================================================
813
+ *
814
+
815
+
816
+ </PRE>
817
+ <A HREF="#top">go to the page top</A>
818
+
819
+ <A NAME="zpbtrf"></A>
820
+ <H2>zpbtrf</H2>
821
+ <PRE>
822
+ USAGE:
823
+ info, ab = NumRu::Lapack.zpbtrf( uplo, kd, ab, [:usage => usage, :help => help])
824
+
825
+
826
+ FORTRAN MANUAL
827
+ SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
828
+
829
+ * Purpose
830
+ * =======
831
+ *
832
+ * ZPBTRF computes the Cholesky factorization of a complex Hermitian
833
+ * positive definite band matrix A.
834
+ *
835
+ * The factorization has the form
836
+ * A = U**H * U, if UPLO = 'U', or
837
+ * A = L * L**H, if UPLO = 'L',
838
+ * where U is an upper triangular matrix and L is lower triangular.
839
+ *
840
+
841
+ * Arguments
842
+ * =========
843
+ *
844
+ * UPLO (input) CHARACTER*1
845
+ * = 'U': Upper triangle of A is stored;
846
+ * = 'L': Lower triangle of A is stored.
847
+ *
848
+ * N (input) INTEGER
849
+ * The order of the matrix A. N >= 0.
850
+ *
851
+ * KD (input) INTEGER
852
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
853
+ * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
854
+ *
855
+ * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
856
+ * On entry, the upper or lower triangle of the Hermitian band
857
+ * matrix A, stored in the first KD+1 rows of the array. The
858
+ * j-th column of A is stored in the j-th column of the array AB
859
+ * as follows:
860
+ * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
861
+ * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
862
+ *
863
+ * On exit, if INFO = 0, the triangular factor U or L from the
864
+ * Cholesky factorization A = U**H*U or A = L*L**H of the band
865
+ * matrix A, in the same storage format as A.
866
+ *
867
+ * LDAB (input) INTEGER
868
+ * The leading dimension of the array AB. LDAB >= KD+1.
869
+ *
870
+ * INFO (output) INTEGER
871
+ * = 0: successful exit
872
+ * < 0: if INFO = -i, the i-th argument had an illegal value
873
+ * > 0: if INFO = i, the leading minor of order i is not
874
+ * positive definite, and the factorization could not be
875
+ * completed.
876
+ *
877
+
878
+ * Further Details
879
+ * ===============
880
+ *
881
+ * The band storage scheme is illustrated by the following example, when
882
+ * N = 6, KD = 2, and UPLO = 'U':
883
+ *
884
+ * On entry: On exit:
885
+ *
886
+ * * * a13 a24 a35 a46 * * u13 u24 u35 u46
887
+ * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
888
+ * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
889
+ *
890
+ * Similarly, if UPLO = 'L' the format of A is as follows:
891
+ *
892
+ * On entry: On exit:
893
+ *
894
+ * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
895
+ * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
896
+ * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
897
+ *
898
+ * Array elements marked * are not used by the routine.
899
+ *
900
+ * Contributed by
901
+ * Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
902
+ *
903
+ * =====================================================================
904
+ *
905
+
906
+
907
+ </PRE>
908
+ <A HREF="#top">go to the page top</A>
909
+
910
+ <A NAME="zpbtrs"></A>
911
+ <H2>zpbtrs</H2>
912
+ <PRE>
913
+ USAGE:
914
+ info, b = NumRu::Lapack.zpbtrs( uplo, kd, ab, b, [:usage => usage, :help => help])
915
+
916
+
917
+ FORTRAN MANUAL
918
+ SUBROUTINE ZPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
919
+
920
+ * Purpose
921
+ * =======
922
+ *
923
+ * ZPBTRS solves a system of linear equations A*X = B with a Hermitian
924
+ * positive definite band matrix A using the Cholesky factorization
925
+ * A = U**H*U or A = L*L**H computed by ZPBTRF.
926
+ *
927
+
928
+ * Arguments
929
+ * =========
930
+ *
931
+ * UPLO (input) CHARACTER*1
932
+ * = 'U': Upper triangular factor stored in AB;
933
+ * = 'L': Lower triangular factor stored in AB.
934
+ *
935
+ * N (input) INTEGER
936
+ * The order of the matrix A. N >= 0.
937
+ *
938
+ * KD (input) INTEGER
939
+ * The number of superdiagonals of the matrix A if UPLO = 'U',
940
+ * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
941
+ *
942
+ * NRHS (input) INTEGER
943
+ * The number of right hand sides, i.e., the number of columns
944
+ * of the matrix B. NRHS >= 0.
945
+ *
946
+ * AB (input) COMPLEX*16 array, dimension (LDAB,N)
947
+ * The triangular factor U or L from the Cholesky factorization
948
+ * A = U**H*U or A = L*L**H of the band matrix A, stored in the
949
+ * first KD+1 rows of the array. The j-th column of U or L is
950
+ * stored in the j-th column of the array AB as follows:
951
+ * if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
952
+ * if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
953
+ *
954
+ * LDAB (input) INTEGER
955
+ * The leading dimension of the array AB. LDAB >= KD+1.
956
+ *
957
+ * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
958
+ * On entry, the right hand side matrix B.
959
+ * On exit, the solution matrix X.
960
+ *
961
+ * LDB (input) INTEGER
962
+ * The leading dimension of the array B. LDB >= max(1,N).
963
+ *
964
+ * INFO (output) INTEGER
965
+ * = 0: successful exit
966
+ * < 0: if INFO = -i, the i-th argument had an illegal value
967
+ *
968
+
969
+ * =====================================================================
970
+ *
971
+ * .. Local Scalars ..
972
+ LOGICAL UPPER
973
+ INTEGER J
974
+ * ..
975
+ * .. External Functions ..
976
+ LOGICAL LSAME
977
+ EXTERNAL LSAME
978
+ * ..
979
+ * .. External Subroutines ..
980
+ EXTERNAL XERBLA, ZTBSV
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+ * ..
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+ * .. Intrinsic Functions ..
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+ INTRINSIC MAX
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+ * ..
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+
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+
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+ </PRE>
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