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.
- data/COPYING +56 -0
- data/GPL +340 -0
- data/README.rdoc +61 -0
- data/Rakefile +115 -0
- data/dev/common.rb +9 -0
- data/dev/defs/cbbcsd +297 -0
- data/dev/defs/cbdsqr +196 -0
- data/dev/defs/cgbbrd +174 -0
- data/dev/defs/cgbcon +114 -0
- data/dev/defs/cgbequ +121 -0
- data/dev/defs/cgbequb +128 -0
- data/dev/defs/cgbrfs +182 -0
- data/dev/defs/cgbrfsx +418 -0
- data/dev/defs/cgbsv +134 -0
- data/dev/defs/cgbsvx +356 -0
- data/dev/defs/cgbsvxx +539 -0
- data/dev/defs/cgbtf2 +110 -0
- data/dev/defs/cgbtrf +109 -0
- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
- data/dev/defs/cgebrd +178 -0
- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
- data/dev/defs/cgeequb +114 -0
- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
- data/dev/defs/cgeev +154 -0
- data/dev/defs/cgeevx +263 -0
- data/dev/defs/cgegs +204 -0
- data/dev/defs/cgegv +261 -0
- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
- data/dev/defs/cgelqf +113 -0
- data/dev/defs/cgels +157 -0
- data/dev/defs/cgelsd +211 -0
- data/dev/defs/cgelss +156 -0
- data/dev/defs/cgelsx +155 -0
- data/dev/defs/cgelsy +188 -0
- data/dev/defs/cgeql2 +91 -0
- data/dev/defs/cgeqlf +116 -0
- data/dev/defs/cgeqp3 +127 -0
- data/dev/defs/cgeqpf +118 -0
- data/dev/defs/cgeqr2 +89 -0
- data/dev/defs/cgeqr2p +89 -0
- data/dev/defs/cgeqrf +114 -0
- data/dev/defs/cgeqrfp +114 -0
- data/dev/defs/cgerfs +164 -0
- data/dev/defs/cgerfsx +394 -0
- data/dev/defs/cgerq2 +91 -0
- data/dev/defs/cgerqf +116 -0
- data/dev/defs/cgesc2 +87 -0
- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
- data/dev/defs/cgesvx +333 -0
- data/dev/defs/cgesvxx +519 -0
- data/dev/defs/cgetc2 +82 -0
- data/dev/defs/cgetf2 +76 -0
- data/dev/defs/cgetrf +76 -0
- data/dev/defs/cgetri +86 -0
- data/dev/defs/cgetrs +91 -0
- data/dev/defs/cggbak +119 -0
- data/dev/defs/cggbal +144 -0
- data/dev/defs/cgges +247 -0
- data/dev/defs/cggesx +311 -0
- data/dev/defs/cggev +197 -0
- data/dev/defs/cggevx +353 -0
- data/dev/defs/cggglm +160 -0
- data/dev/defs/cgghrd +171 -0
- data/dev/defs/cgglse +157 -0
- data/dev/defs/cggqrf +195 -0
- data/dev/defs/cggrqf +194 -0
- data/dev/defs/cggsvd +324 -0
- data/dev/defs/cggsvp +240 -0
- data/dev/defs/cgtcon +112 -0
- data/dev/defs/cgtrfs +193 -0
- data/dev/defs/cgtsv +97 -0
- data/dev/defs/cgtsvx +275 -0
- data/dev/defs/cgttrf +97 -0
- data/dev/defs/cgttrs +119 -0
- data/dev/defs/cgtts2 +108 -0
- data/dev/defs/chbev +124 -0
- data/dev/defs/chbevd +194 -0
- data/dev/defs/chbevx +234 -0
- data/dev/defs/chbgst +137 -0
- data/dev/defs/chbgv +163 -0
- data/dev/defs/chbgvd +231 -0
- data/dev/defs/chbgvx +265 -0
- data/dev/defs/chbtrd +132 -0
- data/dev/defs/checon +91 -0
- data/dev/defs/cheequb +87 -0
- data/dev/defs/cheev +111 -0
- data/dev/defs/cheevd +178 -0
- data/dev/defs/cheevr +325 -0
- data/dev/defs/cheevx +225 -0
- data/dev/defs/chegs2 +96 -0
- data/dev/defs/chegst +96 -0
- data/dev/defs/chegv +155 -0
- data/dev/defs/chegvd +222 -0
- data/dev/defs/chegvx +270 -0
- data/dev/defs/cherfs +170 -0
- data/dev/defs/cherfsx +380 -0
- data/dev/defs/chesv +147 -0
- data/dev/defs/chesvx +261 -0
- data/dev/defs/chesvxx +481 -0
- data/dev/defs/chetd2 +143 -0
- data/dev/defs/chetf2 +141 -0
- data/dev/defs/chetrd +162 -0
- data/dev/defs/chetrf +151 -0
- data/dev/defs/chetri +83 -0
- data/dev/defs/chetrs +90 -0
- data/dev/defs/chetrs2 +97 -0
- data/dev/defs/chfrk +138 -0
- data/dev/defs/chgeqz +258 -0
- data/dev/defs/chla_transtype +32 -0
- data/dev/defs/chpcon +85 -0
- data/dev/defs/chpev +110 -0
- data/dev/defs/chpevd +179 -0
- data/dev/defs/chpevx +204 -0
- data/dev/defs/chpgst +80 -0
- data/dev/defs/chpgv +145 -0
- data/dev/defs/chpgvd +221 -0
- data/dev/defs/chpgvx +247 -0
- data/dev/defs/chprfs +156 -0
- data/dev/defs/chpsv +134 -0
- data/dev/defs/chpsvx +248 -0
- data/dev/defs/chptrd +118 -0
- data/dev/defs/chptrf +120 -0
- data/dev/defs/chptri +77 -0
- data/dev/defs/chptrs +84 -0
- data/dev/defs/chsein +217 -0
- data/dev/defs/chseqr +263 -0
- data/dev/defs/cla_gbamv +154 -0
- data/dev/defs/cla_gbrcond_c +146 -0
- data/dev/defs/cla_gbrcond_x +140 -0
- data/dev/defs/cla_gbrfsx_extended +391 -0
- data/dev/defs/cla_gbrpvgrw +94 -0
- data/dev/defs/cla_geamv +142 -0
- data/dev/defs/cla_gercond_c +128 -0
- data/dev/defs/cla_gercond_x +122 -0
- data/dev/defs/cla_gerfsx_extended +376 -0
- data/dev/defs/cla_heamv +142 -0
- data/dev/defs/cla_hercond_c +125 -0
- data/dev/defs/cla_hercond_x +119 -0
- data/dev/defs/cla_herfsx_extended +375 -0
- data/dev/defs/cla_herpvgrw +105 -0
- data/dev/defs/cla_lin_berr +79 -0
- data/dev/defs/cla_porcond_c +116 -0
- data/dev/defs/cla_porcond_x +110 -0
- data/dev/defs/cla_porfsx_extended +366 -0
- data/dev/defs/cla_porpvgrw +85 -0
- data/dev/defs/cla_rpvgrw +76 -0
- data/dev/defs/cla_syamv +142 -0
- data/dev/defs/cla_syrcond_c +125 -0
- data/dev/defs/cla_syrcond_x +119 -0
- data/dev/defs/cla_syrfsx_extended +375 -0
- data/dev/defs/cla_syrpvgrw +105 -0
- data/dev/defs/cla_wwaddw +53 -0
- data/dev/defs/clabrd +187 -0
- data/dev/defs/clacgv +44 -0
- data/dev/defs/clacn2 +91 -0
- data/dev/defs/clacon +75 -0
- data/dev/defs/clacp2 +78 -0
- data/dev/defs/clacpy +78 -0
- data/dev/defs/clacrm +88 -0
- data/dev/defs/clacrt +73 -0
- data/dev/defs/cladiv +37 -0
- data/dev/defs/claed0 +121 -0
- data/dev/defs/claed7 +237 -0
- data/dev/defs/claed8 +211 -0
- data/dev/defs/claein +117 -0
- data/dev/defs/claesy +81 -0
- data/dev/defs/claev2 +83 -0
- data/dev/defs/clag2z +73 -0
- data/dev/defs/clags2 +116 -0
- data/dev/defs/clagtm +115 -0
- data/dev/defs/clahef +127 -0
- data/dev/defs/clahqr +159 -0
- data/dev/defs/clahr2 +153 -0
- data/dev/defs/clahrd +141 -0
- data/dev/defs/claic1 +101 -0
- data/dev/defs/clals0 +251 -0
- data/dev/defs/clalsa +267 -0
- data/dev/defs/clalsd +160 -0
- data/dev/defs/clangb +92 -0
- data/dev/defs/clange +84 -0
- data/dev/defs/clangt +77 -0
- data/dev/defs/clanhb +99 -0
- data/dev/defs/clanhe +93 -0
- data/dev/defs/clanhf +211 -0
- data/dev/defs/clanhp +85 -0
- data/dev/defs/clanhs +78 -0
- data/dev/defs/clanht +69 -0
- data/dev/defs/clansb +97 -0
- data/dev/defs/clansp +83 -0
- data/dev/defs/clansy +92 -0
- data/dev/defs/clantb +108 -0
- data/dev/defs/clantp +93 -0
- data/dev/defs/clantr +109 -0
- data/dev/defs/clapll +67 -0
- data/dev/defs/clapmr +73 -0
- data/dev/defs/clapmt +73 -0
- data/dev/defs/claqgb +124 -0
- data/dev/defs/claqge +107 -0
- data/dev/defs/claqhb +105 -0
- data/dev/defs/claqhe +98 -0
- data/dev/defs/claqhp +89 -0
- data/dev/defs/claqp2 +115 -0
- data/dev/defs/claqps +146 -0
- data/dev/defs/claqr0 +203 -0
- data/dev/defs/claqr1 +66 -0
- data/dev/defs/claqr2 +243 -0
- data/dev/defs/claqr3 +238 -0
- data/dev/defs/claqr4 +203 -0
- data/dev/defs/claqr5 +221 -0
- data/dev/defs/claqsb +105 -0
- data/dev/defs/claqsp +89 -0
- data/dev/defs/claqsy +98 -0
- data/dev/defs/clar1v +199 -0
- data/dev/defs/clar2v +88 -0
- data/dev/defs/clarcm +88 -0
- data/dev/defs/clarf +97 -0
- data/dev/defs/clarfb +139 -0
- data/dev/defs/clarfg +71 -0
- data/dev/defs/clarfgp +69 -0
- data/dev/defs/clarft +133 -0
- data/dev/defs/clarfx +88 -0
- data/dev/defs/clargv +88 -0
- data/dev/defs/clarnv +63 -0
- data/dev/defs/clarrv +259 -0
- data/dev/defs/clarscl2 +61 -0
- data/dev/defs/clartg +66 -0
- data/dev/defs/clartv +82 -0
- data/dev/defs/clarz +111 -0
- data/dev/defs/clarzb +150 -0
- data/dev/defs/clarzt +151 -0
- data/dev/defs/clascl +102 -0
- data/dev/defs/clascl2 +61 -0
- data/dev/defs/claset +77 -0
- data/dev/defs/clasr +169 -0
- data/dev/defs/classq +71 -0
- data/dev/defs/claswp +81 -0
- data/dev/defs/clasyf +127 -0
- data/dev/defs/clatbs +206 -0
- data/dev/defs/clatdf +133 -0
- data/dev/defs/clatps +193 -0
- data/dev/defs/clatrd +168 -0
- data/dev/defs/clatrs +202 -0
- data/dev/defs/clatrz +106 -0
- data/dev/defs/clatzm +124 -0
- data/dev/defs/clauu2 +68 -0
- data/dev/defs/clauum +68 -0
- data/dev/defs/cpbcon +99 -0
- data/dev/defs/cpbequ +96 -0
- data/dev/defs/cpbrfs +166 -0
- data/dev/defs/cpbstf +116 -0
- data/dev/defs/cpbsv +136 -0
- data/dev/defs/cpbsvx +314 -0
- data/dev/defs/cpbtf2 +105 -0
- data/dev/defs/cpbtrf +103 -0
- data/dev/defs/cpbtrs +98 -0
- data/dev/defs/cpftrf +183 -0
- data/dev/defs/cpftri +175 -0
- data/dev/defs/cpftrs +185 -0
- data/dev/defs/cpocon +87 -0
- data/dev/defs/cpoequ +80 -0
- data/dev/defs/cpoequb +80 -0
- data/dev/defs/cporfs +160 -0
- data/dev/defs/cporfsx +371 -0
- data/dev/defs/cposv +105 -0
- data/dev/defs/cposvx +281 -0
- data/dev/defs/cposvxx +471 -0
- data/dev/defs/cpotf2 +75 -0
- data/dev/defs/cpotrf +73 -0
- data/dev/defs/cpotri +67 -0
- data/dev/defs/cpotrs +79 -0
- data/dev/defs/cppcon +85 -0
- data/dev/defs/cppequ +82 -0
- data/dev/defs/cpprfs +146 -0
- data/dev/defs/cppsv +115 -0
- data/dev/defs/cppsvx +283 -0
- data/dev/defs/cpptrf +81 -0
- data/dev/defs/cpptri +58 -0
- data/dev/defs/cpptrs +84 -0
- data/dev/defs/cpstf2 +108 -0
- data/dev/defs/cpstrf +108 -0
- data/dev/defs/cptcon +84 -0
- data/dev/defs/cpteqr +116 -0
- data/dev/defs/cptrfs +161 -0
- data/dev/defs/cptsv +89 -0
- data/dev/defs/cptsvx +210 -0
- data/dev/defs/cpttrf +59 -0
- data/dev/defs/cpttrs +98 -0
- data/dev/defs/cptts2 +89 -0
- data/dev/defs/crot +72 -0
- data/dev/defs/cspcon +85 -0
- data/dev/defs/cspmv +121 -0
- data/dev/defs/cspr +98 -0
- data/dev/defs/csprfs +156 -0
- data/dev/defs/cspsv +134 -0
- data/dev/defs/cspsvx +248 -0
- data/dev/defs/csptrf +121 -0
- data/dev/defs/csptri +77 -0
- data/dev/defs/csptrs +84 -0
- data/dev/defs/csrscl +49 -0
- data/dev/defs/cstedc +191 -0
- data/dev/defs/cstegr +233 -0
- data/dev/defs/cstein +159 -0
- data/dev/defs/cstemr +302 -0
- data/dev/defs/csteqr +103 -0
- data/dev/defs/csycon +91 -0
- data/dev/defs/csyconv +90 -0
- data/dev/defs/csyequb +104 -0
- data/dev/defs/csymv +126 -0
- data/dev/defs/csyr +102 -0
- data/dev/defs/csyrfs +170 -0
- data/dev/defs/csyrfsx +380 -0
- data/dev/defs/csysv +149 -0
- data/dev/defs/csysvx +261 -0
- data/dev/defs/csysvxx +485 -0
- data/dev/defs/csyswapr +70 -0
- data/dev/defs/csytf2 +140 -0
- data/dev/defs/csytrf +156 -0
- data/dev/defs/csytri +83 -0
- data/dev/defs/csytri2 +110 -0
- data/dev/defs/csytri2x +90 -0
- data/dev/defs/csytrs +90 -0
- data/dev/defs/csytrs2 +97 -0
- data/dev/defs/ctbcon +109 -0
- data/dev/defs/ctbrfs +164 -0
- data/dev/defs/ctbtrs +113 -0
- data/dev/defs/ctfsm +259 -0
- data/dev/defs/ctftri +183 -0
- data/dev/defs/ctfttp +172 -0
- data/dev/defs/ctfttr +182 -0
- data/dev/defs/ctgevc +194 -0
- data/dev/defs/ctgex2 +158 -0
- data/dev/defs/ctgexc +176 -0
- data/dev/defs/ctgsen +406 -0
- data/dev/defs/ctgsja +344 -0
- data/dev/defs/ctgsna +282 -0
- data/dev/defs/ctgsy2 +235 -0
- data/dev/defs/ctgsyl +273 -0
- data/dev/defs/ctpcon +95 -0
- data/dev/defs/ctprfs +150 -0
- data/dev/defs/ctptri +79 -0
- data/dev/defs/ctptrs +98 -0
- data/dev/defs/ctpttf +172 -0
- data/dev/defs/ctpttr +73 -0
- data/dev/defs/ctrcon +103 -0
- data/dev/defs/ctrevc +188 -0
- data/dev/defs/ctrexc +99 -0
- data/dev/defs/ctrrfs +158 -0
- data/dev/defs/ctrsen +234 -0
- data/dev/defs/ctrsna +223 -0
- data/dev/defs/ctrsyl +126 -0
- data/dev/defs/ctrti2 +76 -0
- data/dev/defs/ctrtri +75 -0
- data/dev/defs/ctrtrs +107 -0
- data/dev/defs/ctrttf +181 -0
- data/dev/defs/ctrttp +72 -0
- data/dev/defs/ctzrqf +104 -0
- data/dev/defs/ctzrzf +128 -0
- data/dev/defs/cunbdb +270 -0
- data/dev/defs/cuncsd +283 -0
- data/dev/defs/cung2l +85 -0
- data/dev/defs/cung2r +85 -0
- data/dev/defs/cungbr +129 -0
- data/dev/defs/cunghr +97 -0
- data/dev/defs/cungl2 +84 -0
- data/dev/defs/cunglq +100 -0
- data/dev/defs/cungql +101 -0
- data/dev/defs/cungqr +101 -0
- data/dev/defs/cungr2 +85 -0
- data/dev/defs/cungrq +101 -0
- data/dev/defs/cungtr +95 -0
- data/dev/defs/cunm2l +130 -0
- data/dev/defs/cunm2r +130 -0
- data/dev/defs/cunmbr +179 -0
- data/dev/defs/cunmhr +157 -0
- data/dev/defs/cunml2 +130 -0
- data/dev/defs/cunmlq +143 -0
- data/dev/defs/cunmql +143 -0
- data/dev/defs/cunmqr +143 -0
- data/dev/defs/cunmr2 +130 -0
- data/dev/defs/cunmr3 +152 -0
- data/dev/defs/cunmrq +143 -0
- data/dev/defs/cunmrz +157 -0
- data/dev/defs/cunmtr +152 -0
- data/dev/defs/cupgtr +87 -0
- data/dev/defs/cupmtr +120 -0
- data/dev/defs/dbbcsd +297 -0
- data/dev/defs/dbdsdc +194 -0
- data/dev/defs/dbdsqr +203 -0
- data/dev/defs/ddisna +84 -0
- data/dev/defs/dgbbrd +167 -0
- data/dev/defs/dgbcon +114 -0
- data/dev/defs/dgbequ +121 -0
- data/dev/defs/dgbequb +128 -0
- data/dev/defs/dgbrfs +182 -0
- data/dev/defs/dgbrfsx +418 -0
- data/dev/defs/dgbsv +134 -0
- data/dev/defs/dgbsvx +353 -0
- data/dev/defs/dgbsvxx +536 -0
- data/dev/defs/dgbtf2 +110 -0
- data/dev/defs/dgbtrf +109 -0
- data/dev/defs/dgbtrs +106 -0
- data/dev/defs/dgebak +95 -0
- data/dev/defs/dgebal +125 -0
- data/dev/defs/dgebd2 +162 -0
- data/dev/defs/dgebrd +178 -0
- data/dev/defs/dgecon +90 -0
- data/dev/defs/dgeequ +107 -0
- data/dev/defs/dgeequb +114 -0
- data/dev/defs/dgees +188 -0
- data/dev/defs/dgeesx +251 -0
- data/dev/defs/dgeev +166 -0
- data/dev/defs/dgeevx +282 -0
- data/dev/defs/dgegs +207 -0
- data/dev/defs/dgegv +286 -0
- data/dev/defs/dgehd2 +115 -0
- data/dev/defs/dgehrd +136 -0
- data/dev/defs/dgejsv +862 -0
- data/dev/defs/dgelq2 +89 -0
- data/dev/defs/dgelqf +113 -0
- data/dev/defs/dgels +158 -0
- data/dev/defs/dgelsd +193 -0
- data/dev/defs/dgelss +149 -0
- data/dev/defs/dgelsx +148 -0
- data/dev/defs/dgelsy +181 -0
- data/dev/defs/dgeql2 +91 -0
- data/dev/defs/dgeqlf +116 -0
- data/dev/defs/dgeqp3 +120 -0
- data/dev/defs/dgeqpf +111 -0
- data/dev/defs/dgeqr2 +89 -0
- data/dev/defs/dgeqr2p +89 -0
- data/dev/defs/dgeqrf +114 -0
- data/dev/defs/dgeqrfp +114 -0
- data/dev/defs/dgerfs +164 -0
- data/dev/defs/dgerfsx +394 -0
- data/dev/defs/dgerq2 +91 -0
- data/dev/defs/dgerqf +116 -0
- data/dev/defs/dgesc2 +86 -0
- data/dev/defs/dgesdd +197 -0
- data/dev/defs/dgesv +97 -0
- data/dev/defs/dgesvd +188 -0
- data/dev/defs/dgesvj +308 -0
- data/dev/defs/dgesvx +333 -0
- data/dev/defs/dgesvxx +516 -0
- data/dev/defs/dgetc2 +82 -0
- data/dev/defs/dgetf2 +76 -0
- data/dev/defs/dgetrf +76 -0
- data/dev/defs/dgetri +86 -0
- data/dev/defs/dgetrs +91 -0
- data/dev/defs/dggbak +119 -0
- data/dev/defs/dggbal +145 -0
- data/dev/defs/dgges +261 -0
- data/dev/defs/dggesx +342 -0
- data/dev/defs/dggev +206 -0
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- data/ext/ztpcon.c +78 -0
- data/ext/ztprfs.c +119 -0
- data/ext/ztptri.c +78 -0
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- data/ext/ztpttf.c +75 -0
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- data/ext/ztrcon.c +78 -0
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- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
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- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
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- data/ext/ztrttf.c +73 -0
- data/ext/ztrttp.c +69 -0
- data/ext/ztzrqf.c +79 -0
- data/ext/ztzrzf.c +97 -0
- data/ext/zunbdb.c +228 -0
- data/ext/zuncsd.c +200 -0
- data/ext/zung2l.c +88 -0
- data/ext/zung2r.c +88 -0
- data/ext/zungbr.c +111 -0
- data/ext/zunghr.c +107 -0
- data/ext/zungl2.c +86 -0
- data/ext/zunglq.c +103 -0
- data/ext/zungql.c +103 -0
- data/ext/zungqr.c +103 -0
- data/ext/zungr2.c +86 -0
- data/ext/zungrq.c +103 -0
- data/ext/zungtr.c +103 -0
- data/ext/zunm2l.c +110 -0
- data/ext/zunm2r.c +110 -0
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- data/ext/zunmhr.c +129 -0
- data/ext/zunml2.c +106 -0
- data/ext/zunmlq.c +121 -0
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- data/ext/zunmqr.c +125 -0
- data/ext/zunmr2.c +106 -0
- data/ext/zunmr3.c +110 -0
- data/ext/zunmrq.c +121 -0
- data/ext/zunmrz.c +125 -0
- data/ext/zunmtr.c +125 -0
- data/ext/zupgtr.c +87 -0
- data/ext/zupmtr.c +112 -0
- data/lib/numru/lapack.rb +51 -0
- data/samples/dsyevr.rb +25 -0
- data/tests/eig/ge/test_gesdd.rb +90 -0
- data/tests/eig/ge/test_gesvd.rb +99 -0
- data/tests/eig/gg/test_ggev.rb +124 -0
- data/tests/eig/gg/test_ggsvd.rb +76 -0
- data/tests/eig/sb/test_sbev.rb +39 -0
- data/tests/lapack_test.rb +50 -0
- data/tests/lin/gb/test_gbsv.rb +46 -0
- data/tests/lin/gb/test_gbsvx.rb +56 -0
- data/tests/lin/ge/test_gels.rb +63 -0
- data/tests/lin/ge/test_gelsd.rb +54 -0
- data/tests/lin/ge/test_gelss.rb +73 -0
- data/tests/lin/ge/test_gelsy.rb +73 -0
- data/tests/lin/ge/test_gesv.rb +43 -0
- data/tests/lin/ge/test_gesvx.rb +52 -0
- data/tests/lin/gt/test_gtsv.rb +39 -0
- data/tests/test_all.rb +7 -0
- metadata +3513 -0
data/doc/zhs.html
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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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<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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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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* Purpose
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* =======
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*
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* 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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*
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* 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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* Arguments
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* =========
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*
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* 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
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* block-triangular, then the j-th eigenvalue can be
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* 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
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* 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
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* contain starting vectors for the inverse iteration for the
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* right 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 = 'R' or 'B', the right eigenvectors
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* 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
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* 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
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* The number of columns in the arrays VL and/or VR. MM >= M.
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*
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* M (output) INTEGER
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* The number of columns in the arrays VL and/or VR required to
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* store the eigenvectors (= the number of .TRUE. elements in
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* 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)
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*
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* IFAILL (output) INTEGER array, dimension (MM)
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* If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
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* eigenvector in the i-th column of VL (corresponding to the
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* eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
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* eigenvector converged satisfactorily.
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* If SIDE = 'R', IFAILL is not referenced.
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*
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* IFAILR (output) INTEGER array, dimension (MM)
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* If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
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* eigenvector in the i-th column of VR (corresponding to the
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* eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
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* eigenvector converged satisfactorily.
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* If SIDE = 'L', IFAILR is not referenced.
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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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* > 0: if INFO = i, i is the number of eigenvectors which
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* failed to converge; see IFAILL and IFAILR for further
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* details.
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*
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* Further Details
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* ===============
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*
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* Each eigenvector is normalized so that the element of largest
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* magnitude has magnitude 1; here the magnitude of a complex number
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* (x,y) is taken to be |x|+|y|.
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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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<A NAME="zhseqr"></A>
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<H2>zhseqr</H2>
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<PRE>
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USAGE:
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w, work, info, h, z = NumRu::Lapack.zhseqr( job, compz, ilo, ihi, h, z, ldz, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO )
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* Purpose
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* =======
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*
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* ZHSEQR computes the eigenvalues of a Hessenberg matrix H
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* and, optionally, the matrices T and Z from the Schur decomposition
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* H = Z T Z**H, where T is an upper triangular matrix (the
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* Schur form), and Z is the unitary matrix of Schur vectors.
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*
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* Optionally Z may be postmultiplied into an input unitary
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* matrix Q so that this routine can give the Schur factorization
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* of a matrix A which has been reduced to the Hessenberg form H
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* by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
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*
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* Arguments
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* =========
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*
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* JOB (input) CHARACTER*1
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* = 'E': compute eigenvalues only;
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* = 'S': compute eigenvalues and the Schur form T.
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*
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* COMPZ (input) CHARACTER*1
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* = 'N': no Schur vectors are computed;
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* = 'I': Z is initialized to the unit matrix and the matrix Z
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* of Schur vectors of H is returned;
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* = 'V': Z must contain an unitary matrix Q on entry, and
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* the product Q*Z is returned.
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*
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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
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* IHI (input) INTEGER
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* It is assumed that H is already upper triangular in rows
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* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
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* set by a previous call to ZGEBAL, and then passed to ZGEHRD
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* when the matrix output by ZGEBAL is reduced to Hessenberg
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* form. Otherwise ILO and IHI should be set to 1 and N
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* 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.
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*
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* H (input/output) COMPLEX*16 array, dimension (LDH,N)
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* 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
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* 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
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* INFO.GT.0 is given under the description of INFO below.)
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*
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* Unlike earlier versions of ZHSEQR, this subroutine may
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* 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
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* 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).
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*
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* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
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* If COMPZ = 'N', Z is not referenced.
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* If COMPZ = 'I', on entry Z need not be set and on exit,
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* 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
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* matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
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* if INFO = 0, Z contains Q*Z.
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* Normally Q is the unitary matrix generated by ZUNGHR
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* 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
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* 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
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* 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)
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* On exit, if INFO = 0, WORK(1) returns an estimate of
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* the optimal value for LWORK.
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*
|
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253
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+
* LWORK (input) INTEGER
|
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* 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
|
|
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|
+
* may be required for optimal performance. A workspace
|
|
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+
* query is recommended to determine the optimal workspace
|
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* size.
|
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|
+
*
|
|
261
|
+
* If LWORK = -1, then ZHSEQR does a workspace query.
|
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|
+
* In this case, ZHSEQR checks the input parameters and
|
|
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|
+
* 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.
|
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+
*
|
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+
*
|
|
269
|
+
* INFO (output) INTEGER
|
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|
+
* = 0: successful exit
|
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* .LT. 0: if INFO = -i, the i-th argument had an illegal
|
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* value
|
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* .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.)
|
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*
|
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278
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+
* If INFO .GT. 0 and JOB = 'E', then on exit, the
|
|
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|
+
* remaining unconverged eigenvalues are the eigen-
|
|
280
|
+
* values of the upper Hessenberg matrix rows and
|
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* columns ILO through INFO of the final, output
|
|
282
|
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* value of H.
|
|
283
|
+
*
|
|
284
|
+
* If INFO .GT. 0 and JOB = 'S', then on exit
|
|
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|
+
*
|
|
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* (*) (initial value of H)*U = U*(final value of H)
|
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|
+
*
|
|
288
|
+
* where U is a unitary matrix. The final
|
|
289
|
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* value of H is upper Hessenberg and triangular in
|
|
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|
+
* rows and columns INFO+1 through IHI.
|
|
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|
+
*
|
|
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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|
+
*
|
|
296
|
+
* 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
|
|
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|
+
* (final value of Z) = U
|
|
301
|
+
* where U is the unitary matrix in (*) (regard-
|
|
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|
+
* less of the value of JOB.)
|
|
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|
+
*
|
|
304
|
+
* If INFO .GT. 0 and COMPZ = 'N', then Z is not
|
|
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|
+
* accessed.
|
|
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|
+
*
|
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|
+
|
|
308
|
+
* ================================================================
|
|
309
|
+
* Default values supplied by
|
|
310
|
+
* 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
|
+
*
|
|
318
|
+
* ISPEC=13: Recommended deflation window size.
|
|
319
|
+
* This depends on ILO, IHI and NS. NS is the
|
|
320
|
+
* number of simultaneous shifts returned
|
|
321
|
+
* 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
|
|
342
|
+
* 3000 6000 NS = 128
|
|
343
|
+
* 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
|
+
* ================================================================
|
|
377
|
+
|
|
378
|
+
|
|
379
|
+
</PRE>
|
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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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<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>
|
|
9
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<LI><A HREF="#zpbcon">zpbcon</A></LI>
|
|
10
|
+
<LI><A HREF="#zpbequ">zpbequ</A></LI>
|
|
11
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+
<LI><A HREF="#zpbrfs">zpbrfs</A></LI>
|
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12
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+
<LI><A HREF="#zpbstf">zpbstf</A></LI>
|
|
13
|
+
<LI><A HREF="#zpbsv">zpbsv</A></LI>
|
|
14
|
+
<LI><A HREF="#zpbsvx">zpbsvx</A></LI>
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+
<LI><A HREF="#zpbtf2">zpbtf2</A></LI>
|
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16
|
+
<LI><A HREF="#zpbtrf">zpbtrf</A></LI>
|
|
17
|
+
<LI><A HREF="#zpbtrs">zpbtrs</A></LI>
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</UL>
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+
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|
+
<A NAME="zpbcon"></A>
|
|
21
|
+
<H2>zpbcon</H2>
|
|
22
|
+
<PRE>
|
|
23
|
+
USAGE:
|
|
24
|
+
rcond, info = NumRu::Lapack.zpbcon( uplo, kd, ab, anorm, [:usage => usage, :help => help])
|
|
25
|
+
|
|
26
|
+
|
|
27
|
+
FORTRAN MANUAL
|
|
28
|
+
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)
|
|
57
|
+
* 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
|
|
59
|
+
* 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>
|
|
90
|
+
|
|
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 )
|
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173
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+
|
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174
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+
* Purpose
|
|
175
|
+
* =======
|
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176
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+
*
|
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177
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+
* ZPBRFS improves the computed solution to a system of linear
|
|
178
|
+
* equations when the coefficient matrix is Hermitian positive definite
|
|
179
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+
* and banded, and provides error bounds and backward error estimates
|
|
180
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+
* for the solution.
|
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181
|
+
*
|
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182
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+
|
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183
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+
* Arguments
|
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184
|
+
* =========
|
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185
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+
*
|
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186
|
+
* UPLO (input) CHARACTER*1
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187
|
+
* = 'U': Upper triangle of A is stored;
|
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188
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+
* = 'L': Lower triangle of A is stored.
|
|
189
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+
*
|
|
190
|
+
* N (input) INTEGER
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|
191
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+
* The order of the matrix A. N >= 0.
|
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192
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+
*
|
|
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.
|
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196
|
+
*
|
|
197
|
+
* NRHS (input) INTEGER
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198
|
+
* The number of right hand sides, i.e., the number of columns
|
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199
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+
* of the matrices B and X. NRHS >= 0.
|
|
200
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+
*
|
|
201
|
+
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
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202
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+
* 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
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+
* of A is stored in the j-th column of the array AB as follows:
|
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205
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+
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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206
|
+
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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207
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+
*
|
|
208
|
+
* LDAB (input) INTEGER
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209
|
+
* The leading dimension of the array AB. LDAB >= KD+1.
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|
210
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+
*
|
|
211
|
+
* AFB (input) COMPLEX*16 array, dimension (LDAFB,N)
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|
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
|
|
981
|
+
* ..
|
|
982
|
+
* .. Intrinsic Functions ..
|
|
983
|
+
INTRINSIC MAX
|
|
984
|
+
* ..
|
|
985
|
+
|
|
986
|
+
|
|
987
|
+
</PRE>
|
|
988
|
+
<A HREF="#top">go to the page top</A>
|
|
989
|
+
|
|
990
|
+
<HR />
|
|
991
|
+
<A HREF="z.html">back to matrix types</A><BR>
|
|
992
|
+
<A HREF="z.html">back to data types</A>
|
|
993
|
+
</BODY>
|
|
994
|
+
</HTML>
|