ruby-lapack 1.3
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- 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
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- data/dev/defs/cgbtrs +106 -0
- data/dev/defs/cgebak +95 -0
- data/dev/defs/cgebal +125 -0
- data/dev/defs/cgebd2 +162 -0
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- data/dev/defs/cgecon +90 -0
- data/dev/defs/cgeequ +107 -0
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- data/dev/defs/cgees +169 -0
- data/dev/defs/cgeesx +209 -0
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- data/dev/defs/cgehd2 +115 -0
- data/dev/defs/cgehrd +136 -0
- data/dev/defs/cgelq2 +89 -0
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- 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
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- data/dev/defs/cgerfs +164 -0
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- data/dev/defs/cgesdd +203 -0
- data/dev/defs/cgesv +97 -0
- data/dev/defs/cgesvd +195 -0
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- data/dev/defs/cgetc2 +82 -0
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- data/dev/defs/cla_wwaddw +53 -0
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- data/ext/ztprfs.c +119 -0
- data/ext/ztptri.c +78 -0
- data/ext/ztptrs.c +97 -0
- data/ext/ztpttf.c +75 -0
- data/ext/ztpttr.c +72 -0
- data/ext/ztrcon.c +78 -0
- data/ext/ztrevc.c +150 -0
- data/ext/ztrexc.c +107 -0
- data/ext/ztrrfs.c +119 -0
- data/ext/ztrsen.c +150 -0
- data/ext/ztrsna.c +133 -0
- data/ext/ztrsyl.c +112 -0
- data/ext/ztrti2.c +77 -0
- data/ext/ztrtri.c +77 -0
- data/ext/ztrtrs.c +95 -0
- 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
- data/ext/zunmbr.c +135 -0
- data/ext/zunmhr.c +129 -0
- data/ext/zunml2.c +106 -0
- data/ext/zunmlq.c +121 -0
- data/ext/zunmql.c +125 -0
- 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/ztr.html
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<HTML>
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<TITLE>COMPLEX*16 or DOUBLE COMPLEX routines for triangular (or in some cases quasi-triangular) matrix</TITLE>
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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 triangular (or in some cases quasi-triangular) matrix</H1>
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<UL>
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<LI><A HREF="#ztrcon">ztrcon</A></LI>
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<LI><A HREF="#ztrevc">ztrevc</A></LI>
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<LI><A HREF="#ztrexc">ztrexc</A></LI>
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<LI><A HREF="#ztrrfs">ztrrfs</A></LI>
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<LI><A HREF="#ztrsen">ztrsen</A></LI>
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<LI><A HREF="#ztrsna">ztrsna</A></LI>
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<LI><A HREF="#ztrsyl">ztrsyl</A></LI>
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<LI><A HREF="#ztrti2">ztrti2</A></LI>
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<LI><A HREF="#ztrtri">ztrtri</A></LI>
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<LI><A HREF="#ztrtrs">ztrtrs</A></LI>
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<LI><A HREF="#ztrttf">ztrttf</A></LI>
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<LI><A HREF="#ztrttp">ztrttp</A></LI>
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</UL>
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<A NAME="ztrcon"></A>
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<H2>ztrcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.ztrcon( norm, uplo, diag, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE ZTRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* ZTRCON estimates the reciprocal of the condition number of a
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* triangular matrix A, in either the 1-norm or the infinity-norm.
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*
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* The norm of A is computed and an estimate is obtained for
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* norm(inv(A)), then the reciprocal of the condition number is
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* computed as
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* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
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*
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* Arguments
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* =========
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*
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* NORM (input) CHARACTER*1
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* Specifies whether the 1-norm condition number or the
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* infinity-norm condition number is required:
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* = '1' or 'O': 1-norm;
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* = 'I': Infinity-norm.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': A is upper triangular;
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* = 'L': A is lower triangular.
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*
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* DIAG (input) CHARACTER*1
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* = 'N': A is non-unit triangular;
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* = 'U': A is unit triangular.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input) COMPLEX*16 array, dimension (LDA,N)
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* The triangular matrix A. If UPLO = 'U', the leading N-by-N
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* upper triangular part of the array A contains the upper
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* triangular matrix, and the strictly lower triangular part of
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* A is not referenced. If UPLO = 'L', the leading N-by-N lower
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* triangular part of the array A contains the lower triangular
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* matrix, and the strictly upper triangular part of A is not
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* referenced. If DIAG = 'U', the diagonal elements of A are
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* also not referenced and are assumed to be 1.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* RCOND (output) DOUBLE PRECISION
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(norm(A) * norm(inv(A))).
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*
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* WORK (workspace) COMPLEX*16 array, dimension (2*N)
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*
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* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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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="ztrevc"></A>
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<H2>ztrevc</H2>
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<PRE>
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USAGE:
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m, info, t, vl, vr = NumRu::Lapack.ztrevc( side, howmny, select, t, vl, vr, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE ZTREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* ZTREVC computes some or all of the right and/or left eigenvectors of
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* a complex upper triangular matrix T.
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* Matrices of this type are produced by the Schur factorization of
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* a complex general matrix: A = Q*T*Q**H, as computed by ZHSEQR.
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*
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* The right eigenvector x and the left eigenvector y of T corresponding
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* to an eigenvalue w are defined by:
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*
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* T*x = w*x, (y**H)*T = 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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* The eigenvalues are not input to this routine, but are read directly
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* from the diagonal of T.
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*
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* This routine returns the matrices X and/or Y of right and left
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* eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
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* input matrix. If Q is the unitary factor that reduces a matrix A to
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* Schur form T, then Q*X and Q*Y are the matrices of right and left
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* eigenvectors of A.
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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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* HOWMNY (input) CHARACTER*1
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* = 'A': compute all right and/or left eigenvectors;
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* = 'B': compute all right and/or left eigenvectors,
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* backtransformed using the matrices supplied in
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* VR and/or VL;
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* = 'S': compute selected right and/or left eigenvectors,
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* as indicated by the logical array SELECT.
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*
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* SELECT (input) LOGICAL array, dimension (N)
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* If HOWMNY = 'S', SELECT specifies the eigenvectors to be
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* computed.
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* The eigenvector corresponding to the j-th eigenvalue is
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* computed if SELECT(j) = .TRUE..
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* Not referenced if HOWMNY = 'A' or 'B'.
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*
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* N (input) INTEGER
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* The order of the matrix T. N >= 0.
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*
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* T (input/output) COMPLEX*16 array, dimension (LDT,N)
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* The upper triangular matrix T. T is modified, but restored
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* on exit.
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*
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* LDT (input) INTEGER
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* The leading dimension of the array T. LDT >= max(1,N).
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*
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* VL (input/output) COMPLEX*16 array, dimension (LDVL,MM)
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* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
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* contain an N-by-N matrix Q (usually the unitary matrix Q of
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* Schur vectors returned by ZHSEQR).
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* On exit, if SIDE = 'L' or 'B', VL contains:
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* if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
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* if HOWMNY = 'B', the matrix Q*Y;
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* if HOWMNY = 'S', the left eigenvectors of T specified by
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* SELECT, stored consecutively in the columns
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* of VL, in the same order as their
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* eigenvalues.
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* Not referenced if SIDE = 'R'.
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*
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* LDVL (input) INTEGER
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* The leading dimension of the array VL. LDVL >= 1, and if
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* SIDE = 'L' or 'B', LDVL >= N.
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*
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* VR (input/output) COMPLEX*16 array, dimension (LDVR,MM)
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* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
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* contain an N-by-N matrix Q (usually the unitary matrix Q of
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* Schur vectors returned by ZHSEQR).
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* On exit, if SIDE = 'R' or 'B', VR contains:
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* if HOWMNY = 'A', the matrix X of right eigenvectors of T;
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* if HOWMNY = 'B', the matrix Q*X;
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* if HOWMNY = 'S', the right eigenvectors of T specified by
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* SELECT, stored consecutively in the columns
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* of VR, in the same order as their
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* eigenvalues.
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* Not referenced if SIDE = 'L'.
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*
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* LDVR (input) INTEGER
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* The leading dimension of the array VR. LDVR >= 1, and if
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* SIDE = 'R' or 'B'; LDVR >= N.
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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 actually
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* used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
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* is set to N. Each selected eigenvector occupies one
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* column.
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*
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* WORK (workspace) COMPLEX*16 array, dimension (2*N)
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*
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* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* Further Details
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* ===============
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*
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* The algorithm used in this program is basically backward (forward)
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* substitution, with scaling to make the the code robust against
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* possible overflow.
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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="ztrexc"></A>
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<H2>ztrexc</H2>
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<PRE>
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USAGE:
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info, t, q = NumRu::Lapack.ztrexc( compq, t, q, ifst, ilst, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE ZTREXC( COMPQ, N, T, LDT, Q, LDQ, IFST, ILST, INFO )
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* Purpose
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* =======
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247
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*
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* ZTREXC reorders the Schur factorization of a complex matrix
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* A = Q*T*Q**H, so that the diagonal element of T with row index IFST
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* is moved to row ILST.
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*
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* The Schur form T is reordered by a unitary similarity transformation
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* Z**H*T*Z, and optionally the matrix Q of Schur vectors is updated by
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* postmultplying it with Z.
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*
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* Arguments
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* =========
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*
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* COMPQ (input) CHARACTER*1
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* = 'V': update the matrix Q of Schur vectors;
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* = 'N': do not update Q.
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*
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* N (input) INTEGER
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* The order of the matrix T. N >= 0.
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*
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* T (input/output) COMPLEX*16 array, dimension (LDT,N)
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* On entry, the upper triangular matrix T.
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* On exit, the reordered upper triangular matrix.
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*
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* LDT (input) INTEGER
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* The leading dimension of the array T. LDT >= max(1,N).
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*
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* Q (input/output) COMPLEX*16 array, dimension (LDQ,N)
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* On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
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* On exit, if COMPQ = 'V', Q has been postmultiplied by the
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* unitary transformation matrix Z which reorders T.
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* If COMPQ = 'N', Q is not referenced.
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*
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* LDQ (input) INTEGER
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* The leading dimension of the array Q. LDQ >= max(1,N).
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*
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* IFST (input) INTEGER
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* ILST (input) INTEGER
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* Specify the reordering of the diagonal elements of T:
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* The element with row index IFST is moved to row ILST by a
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* sequence of transpositions between adjacent elements.
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* 1 <= IFST <= N; 1 <= ILST <= N.
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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* .. Local Scalars ..
|
298
|
+
LOGICAL WANTQ
|
299
|
+
INTEGER K, M1, M2, M3
|
300
|
+
DOUBLE PRECISION CS
|
301
|
+
COMPLEX*16 SN, T11, T22, TEMP
|
302
|
+
* ..
|
303
|
+
* .. External Functions ..
|
304
|
+
LOGICAL LSAME
|
305
|
+
EXTERNAL LSAME
|
306
|
+
* ..
|
307
|
+
* .. External Subroutines ..
|
308
|
+
EXTERNAL XERBLA, ZLARTG, ZROT
|
309
|
+
* ..
|
310
|
+
* .. Intrinsic Functions ..
|
311
|
+
INTRINSIC DCONJG, MAX
|
312
|
+
* ..
|
313
|
+
|
314
|
+
|
315
|
+
</PRE>
|
316
|
+
<A HREF="#top">go to the page top</A>
|
317
|
+
|
318
|
+
<A NAME="ztrrfs"></A>
|
319
|
+
<H2>ztrrfs</H2>
|
320
|
+
<PRE>
|
321
|
+
USAGE:
|
322
|
+
ferr, berr, info = NumRu::Lapack.ztrrfs( uplo, trans, diag, a, b, x, [:usage => usage, :help => help])
|
323
|
+
|
324
|
+
|
325
|
+
FORTRAN MANUAL
|
326
|
+
SUBROUTINE ZTRRFS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
|
327
|
+
|
328
|
+
* Purpose
|
329
|
+
* =======
|
330
|
+
*
|
331
|
+
* ZTRRFS provides error bounds and backward error estimates for the
|
332
|
+
* solution to a system of linear equations with a triangular
|
333
|
+
* coefficient matrix.
|
334
|
+
*
|
335
|
+
* The solution matrix X must be computed by ZTRTRS or some other
|
336
|
+
* means before entering this routine. ZTRRFS does not do iterative
|
337
|
+
* refinement because doing so cannot improve the backward error.
|
338
|
+
*
|
339
|
+
|
340
|
+
* Arguments
|
341
|
+
* =========
|
342
|
+
*
|
343
|
+
* UPLO (input) CHARACTER*1
|
344
|
+
* = 'U': A is upper triangular;
|
345
|
+
* = 'L': A is lower triangular.
|
346
|
+
*
|
347
|
+
* TRANS (input) CHARACTER*1
|
348
|
+
* Specifies the form of the system of equations:
|
349
|
+
* = 'N': A * X = B (No transpose)
|
350
|
+
* = 'T': A**T * X = B (Transpose)
|
351
|
+
* = 'C': A**H * X = B (Conjugate transpose)
|
352
|
+
*
|
353
|
+
* DIAG (input) CHARACTER*1
|
354
|
+
* = 'N': A is non-unit triangular;
|
355
|
+
* = 'U': A is unit triangular.
|
356
|
+
*
|
357
|
+
* N (input) INTEGER
|
358
|
+
* The order of the matrix A. N >= 0.
|
359
|
+
*
|
360
|
+
* NRHS (input) INTEGER
|
361
|
+
* The number of right hand sides, i.e., the number of columns
|
362
|
+
* of the matrices B and X. NRHS >= 0.
|
363
|
+
*
|
364
|
+
* A (input) COMPLEX*16 array, dimension (LDA,N)
|
365
|
+
* The triangular matrix A. If UPLO = 'U', the leading N-by-N
|
366
|
+
* upper triangular part of the array A contains the upper
|
367
|
+
* triangular matrix, and the strictly lower triangular part of
|
368
|
+
* A is not referenced. If UPLO = 'L', the leading N-by-N lower
|
369
|
+
* triangular part of the array A contains the lower triangular
|
370
|
+
* matrix, and the strictly upper triangular part of A is not
|
371
|
+
* referenced. If DIAG = 'U', the diagonal elements of A are
|
372
|
+
* also not referenced and are assumed to be 1.
|
373
|
+
*
|
374
|
+
* LDA (input) INTEGER
|
375
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
376
|
+
*
|
377
|
+
* B (input) COMPLEX*16 array, dimension (LDB,NRHS)
|
378
|
+
* The right hand side matrix B.
|
379
|
+
*
|
380
|
+
* LDB (input) INTEGER
|
381
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
382
|
+
*
|
383
|
+
* X (input) COMPLEX*16 array, dimension (LDX,NRHS)
|
384
|
+
* The solution matrix X.
|
385
|
+
*
|
386
|
+
* LDX (input) INTEGER
|
387
|
+
* The leading dimension of the array X. LDX >= max(1,N).
|
388
|
+
*
|
389
|
+
* FERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
390
|
+
* The estimated forward error bound for each solution vector
|
391
|
+
* X(j) (the j-th column of the solution matrix X).
|
392
|
+
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
393
|
+
* is an estimated upper bound for the magnitude of the largest
|
394
|
+
* element in (X(j) - XTRUE) divided by the magnitude of the
|
395
|
+
* largest element in X(j). The estimate is as reliable as
|
396
|
+
* the estimate for RCOND, and is almost always a slight
|
397
|
+
* overestimate of the true error.
|
398
|
+
*
|
399
|
+
* BERR (output) DOUBLE PRECISION array, dimension (NRHS)
|
400
|
+
* The componentwise relative backward error of each solution
|
401
|
+
* vector X(j) (i.e., the smallest relative change in
|
402
|
+
* any element of A or B that makes X(j) an exact solution).
|
403
|
+
*
|
404
|
+
* WORK (workspace) COMPLEX*16 array, dimension (2*N)
|
405
|
+
*
|
406
|
+
* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
|
407
|
+
*
|
408
|
+
* INFO (output) INTEGER
|
409
|
+
* = 0: successful exit
|
410
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
411
|
+
*
|
412
|
+
|
413
|
+
* =====================================================================
|
414
|
+
*
|
415
|
+
|
416
|
+
|
417
|
+
</PRE>
|
418
|
+
<A HREF="#top">go to the page top</A>
|
419
|
+
|
420
|
+
<A NAME="ztrsen"></A>
|
421
|
+
<H2>ztrsen</H2>
|
422
|
+
<PRE>
|
423
|
+
USAGE:
|
424
|
+
w, m, s, sep, work, info, t, q = NumRu::Lapack.ztrsen( job, compq, select, t, q, [:lwork => lwork, :usage => usage, :help => help])
|
425
|
+
|
426
|
+
|
427
|
+
FORTRAN MANUAL
|
428
|
+
SUBROUTINE ZTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S, SEP, WORK, LWORK, INFO )
|
429
|
+
|
430
|
+
* Purpose
|
431
|
+
* =======
|
432
|
+
*
|
433
|
+
* ZTRSEN reorders the Schur factorization of a complex matrix
|
434
|
+
* A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in
|
435
|
+
* the leading positions on the diagonal of the upper triangular matrix
|
436
|
+
* T, and the leading columns of Q form an orthonormal basis of the
|
437
|
+
* corresponding right invariant subspace.
|
438
|
+
*
|
439
|
+
* Optionally the routine computes the reciprocal condition numbers of
|
440
|
+
* the cluster of eigenvalues and/or the invariant subspace.
|
441
|
+
*
|
442
|
+
|
443
|
+
* Arguments
|
444
|
+
* =========
|
445
|
+
*
|
446
|
+
* JOB (input) CHARACTER*1
|
447
|
+
* Specifies whether condition numbers are required for the
|
448
|
+
* cluster of eigenvalues (S) or the invariant subspace (SEP):
|
449
|
+
* = 'N': none;
|
450
|
+
* = 'E': for eigenvalues only (S);
|
451
|
+
* = 'V': for invariant subspace only (SEP);
|
452
|
+
* = 'B': for both eigenvalues and invariant subspace (S and
|
453
|
+
* SEP).
|
454
|
+
*
|
455
|
+
* COMPQ (input) CHARACTER*1
|
456
|
+
* = 'V': update the matrix Q of Schur vectors;
|
457
|
+
* = 'N': do not update Q.
|
458
|
+
*
|
459
|
+
* SELECT (input) LOGICAL array, dimension (N)
|
460
|
+
* SELECT specifies the eigenvalues in the selected cluster. To
|
461
|
+
* select the j-th eigenvalue, SELECT(j) must be set to .TRUE..
|
462
|
+
*
|
463
|
+
* N (input) INTEGER
|
464
|
+
* The order of the matrix T. N >= 0.
|
465
|
+
*
|
466
|
+
* T (input/output) COMPLEX*16 array, dimension (LDT,N)
|
467
|
+
* On entry, the upper triangular matrix T.
|
468
|
+
* On exit, T is overwritten by the reordered matrix T, with the
|
469
|
+
* selected eigenvalues as the leading diagonal elements.
|
470
|
+
*
|
471
|
+
* LDT (input) INTEGER
|
472
|
+
* The leading dimension of the array T. LDT >= max(1,N).
|
473
|
+
*
|
474
|
+
* Q (input/output) COMPLEX*16 array, dimension (LDQ,N)
|
475
|
+
* On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
|
476
|
+
* On exit, if COMPQ = 'V', Q has been postmultiplied by the
|
477
|
+
* unitary transformation matrix which reorders T; the leading M
|
478
|
+
* columns of Q form an orthonormal basis for the specified
|
479
|
+
* invariant subspace.
|
480
|
+
* If COMPQ = 'N', Q is not referenced.
|
481
|
+
*
|
482
|
+
* LDQ (input) INTEGER
|
483
|
+
* The leading dimension of the array Q.
|
484
|
+
* LDQ >= 1; and if COMPQ = 'V', LDQ >= N.
|
485
|
+
*
|
486
|
+
* W (output) COMPLEX*16 array, dimension (N)
|
487
|
+
* The reordered eigenvalues of T, in the same order as they
|
488
|
+
* appear on the diagonal of T.
|
489
|
+
*
|
490
|
+
* M (output) INTEGER
|
491
|
+
* The dimension of the specified invariant subspace.
|
492
|
+
* 0 <= M <= N.
|
493
|
+
*
|
494
|
+
* S (output) DOUBLE PRECISION
|
495
|
+
* If JOB = 'E' or 'B', S is a lower bound on the reciprocal
|
496
|
+
* condition number for the selected cluster of eigenvalues.
|
497
|
+
* S cannot underestimate the true reciprocal condition number
|
498
|
+
* by more than a factor of sqrt(N). If M = 0 or N, S = 1.
|
499
|
+
* If JOB = 'N' or 'V', S is not referenced.
|
500
|
+
*
|
501
|
+
* SEP (output) DOUBLE PRECISION
|
502
|
+
* If JOB = 'V' or 'B', SEP is the estimated reciprocal
|
503
|
+
* condition number of the specified invariant subspace. If
|
504
|
+
* M = 0 or N, SEP = norm(T).
|
505
|
+
* If JOB = 'N' or 'E', SEP is not referenced.
|
506
|
+
*
|
507
|
+
* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
|
508
|
+
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
509
|
+
*
|
510
|
+
* LWORK (input) INTEGER
|
511
|
+
* The dimension of the array WORK.
|
512
|
+
* If JOB = 'N', LWORK >= 1;
|
513
|
+
* if JOB = 'E', LWORK = max(1,M*(N-M));
|
514
|
+
* if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)).
|
515
|
+
*
|
516
|
+
* If LWORK = -1, then a workspace query is assumed; the routine
|
517
|
+
* only calculates the optimal size of the WORK array, returns
|
518
|
+
* this value as the first entry of the WORK array, and no error
|
519
|
+
* message related to LWORK is issued by XERBLA.
|
520
|
+
*
|
521
|
+
* INFO (output) INTEGER
|
522
|
+
* = 0: successful exit
|
523
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
524
|
+
*
|
525
|
+
|
526
|
+
* Further Details
|
527
|
+
* ===============
|
528
|
+
*
|
529
|
+
* ZTRSEN first collects the selected eigenvalues by computing a unitary
|
530
|
+
* transformation Z to move them to the top left corner of T. In other
|
531
|
+
* words, the selected eigenvalues are the eigenvalues of T11 in:
|
532
|
+
*
|
533
|
+
* Z'*T*Z = ( T11 T12 ) n1
|
534
|
+
* ( 0 T22 ) n2
|
535
|
+
* n1 n2
|
536
|
+
*
|
537
|
+
* where N = n1+n2 and Z' means the conjugate transpose of Z. The first
|
538
|
+
* n1 columns of Z span the specified invariant subspace of T.
|
539
|
+
*
|
540
|
+
* If T has been obtained from the Schur factorization of a matrix
|
541
|
+
* A = Q*T*Q', then the reordered Schur factorization of A is given by
|
542
|
+
* A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the
|
543
|
+
* corresponding invariant subspace of A.
|
544
|
+
*
|
545
|
+
* The reciprocal condition number of the average of the eigenvalues of
|
546
|
+
* T11 may be returned in S. S lies between 0 (very badly conditioned)
|
547
|
+
* and 1 (very well conditioned). It is computed as follows. First we
|
548
|
+
* compute R so that
|
549
|
+
*
|
550
|
+
* P = ( I R ) n1
|
551
|
+
* ( 0 0 ) n2
|
552
|
+
* n1 n2
|
553
|
+
*
|
554
|
+
* is the projector on the invariant subspace associated with T11.
|
555
|
+
* R is the solution of the Sylvester equation:
|
556
|
+
*
|
557
|
+
* T11*R - R*T22 = T12.
|
558
|
+
*
|
559
|
+
* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote
|
560
|
+
* the two-norm of M. Then S is computed as the lower bound
|
561
|
+
*
|
562
|
+
* (1 + F-norm(R)**2)**(-1/2)
|
563
|
+
*
|
564
|
+
* on the reciprocal of 2-norm(P), the true reciprocal condition number.
|
565
|
+
* S cannot underestimate 1 / 2-norm(P) by more than a factor of
|
566
|
+
* sqrt(N).
|
567
|
+
*
|
568
|
+
* An approximate error bound for the computed average of the
|
569
|
+
* eigenvalues of T11 is
|
570
|
+
*
|
571
|
+
* EPS * norm(T) / S
|
572
|
+
*
|
573
|
+
* where EPS is the machine precision.
|
574
|
+
*
|
575
|
+
* The reciprocal condition number of the right invariant subspace
|
576
|
+
* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP.
|
577
|
+
* SEP is defined as the separation of T11 and T22:
|
578
|
+
*
|
579
|
+
* sep( T11, T22 ) = sigma-min( C )
|
580
|
+
*
|
581
|
+
* where sigma-min(C) is the smallest singular value of the
|
582
|
+
* n1*n2-by-n1*n2 matrix
|
583
|
+
*
|
584
|
+
* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) )
|
585
|
+
*
|
586
|
+
* I(m) is an m by m identity matrix, and kprod denotes the Kronecker
|
587
|
+
* product. We estimate sigma-min(C) by the reciprocal of an estimate of
|
588
|
+
* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C)
|
589
|
+
* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2).
|
590
|
+
*
|
591
|
+
* When SEP is small, small changes in T can cause large changes in
|
592
|
+
* the invariant subspace. An approximate bound on the maximum angular
|
593
|
+
* error in the computed right invariant subspace is
|
594
|
+
*
|
595
|
+
* EPS * norm(T) / SEP
|
596
|
+
*
|
597
|
+
* =====================================================================
|
598
|
+
*
|
599
|
+
|
600
|
+
|
601
|
+
</PRE>
|
602
|
+
<A HREF="#top">go to the page top</A>
|
603
|
+
|
604
|
+
<A NAME="ztrsna"></A>
|
605
|
+
<H2>ztrsna</H2>
|
606
|
+
<PRE>
|
607
|
+
USAGE:
|
608
|
+
s, sep, m, info = NumRu::Lapack.ztrsna( job, howmny, select, t, vl, vr, [:usage => usage, :help => help])
|
609
|
+
|
610
|
+
|
611
|
+
FORTRAN MANUAL
|
612
|
+
SUBROUTINE ZTRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, RWORK, INFO )
|
613
|
+
|
614
|
+
* Purpose
|
615
|
+
* =======
|
616
|
+
*
|
617
|
+
* ZTRSNA estimates reciprocal condition numbers for specified
|
618
|
+
* eigenvalues and/or right eigenvectors of a complex upper triangular
|
619
|
+
* matrix T (or of any matrix Q*T*Q**H with Q unitary).
|
620
|
+
*
|
621
|
+
|
622
|
+
* Arguments
|
623
|
+
* =========
|
624
|
+
*
|
625
|
+
* JOB (input) CHARACTER*1
|
626
|
+
* Specifies whether condition numbers are required for
|
627
|
+
* eigenvalues (S) or eigenvectors (SEP):
|
628
|
+
* = 'E': for eigenvalues only (S);
|
629
|
+
* = 'V': for eigenvectors only (SEP);
|
630
|
+
* = 'B': for both eigenvalues and eigenvectors (S and SEP).
|
631
|
+
*
|
632
|
+
* HOWMNY (input) CHARACTER*1
|
633
|
+
* = 'A': compute condition numbers for all eigenpairs;
|
634
|
+
* = 'S': compute condition numbers for selected eigenpairs
|
635
|
+
* specified by the array SELECT.
|
636
|
+
*
|
637
|
+
* SELECT (input) LOGICAL array, dimension (N)
|
638
|
+
* If HOWMNY = 'S', SELECT specifies the eigenpairs for which
|
639
|
+
* condition numbers are required. To select condition numbers
|
640
|
+
* for the j-th eigenpair, SELECT(j) must be set to .TRUE..
|
641
|
+
* If HOWMNY = 'A', SELECT is not referenced.
|
642
|
+
*
|
643
|
+
* N (input) INTEGER
|
644
|
+
* The order of the matrix T. N >= 0.
|
645
|
+
*
|
646
|
+
* T (input) COMPLEX*16 array, dimension (LDT,N)
|
647
|
+
* The upper triangular matrix T.
|
648
|
+
*
|
649
|
+
* LDT (input) INTEGER
|
650
|
+
* The leading dimension of the array T. LDT >= max(1,N).
|
651
|
+
*
|
652
|
+
* VL (input) COMPLEX*16 array, dimension (LDVL,M)
|
653
|
+
* If JOB = 'E' or 'B', VL must contain left eigenvectors of T
|
654
|
+
* (or of any Q*T*Q**H with Q unitary), corresponding to the
|
655
|
+
* eigenpairs specified by HOWMNY and SELECT. The eigenvectors
|
656
|
+
* must be stored in consecutive columns of VL, as returned by
|
657
|
+
* ZHSEIN or ZTREVC.
|
658
|
+
* If JOB = 'V', VL is not referenced.
|
659
|
+
*
|
660
|
+
* LDVL (input) INTEGER
|
661
|
+
* The leading dimension of the array VL.
|
662
|
+
* LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
|
663
|
+
*
|
664
|
+
* VR (input) COMPLEX*16 array, dimension (LDVR,M)
|
665
|
+
* If JOB = 'E' or 'B', VR must contain right eigenvectors of T
|
666
|
+
* (or of any Q*T*Q**H with Q unitary), corresponding to the
|
667
|
+
* eigenpairs specified by HOWMNY and SELECT. The eigenvectors
|
668
|
+
* must be stored in consecutive columns of VR, as returned by
|
669
|
+
* ZHSEIN or ZTREVC.
|
670
|
+
* If JOB = 'V', VR is not referenced.
|
671
|
+
*
|
672
|
+
* LDVR (input) INTEGER
|
673
|
+
* The leading dimension of the array VR.
|
674
|
+
* LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
|
675
|
+
*
|
676
|
+
* S (output) DOUBLE PRECISION array, dimension (MM)
|
677
|
+
* If JOB = 'E' or 'B', the reciprocal condition numbers of the
|
678
|
+
* selected eigenvalues, stored in consecutive elements of the
|
679
|
+
* array. Thus S(j), SEP(j), and the j-th columns of VL and VR
|
680
|
+
* all correspond to the same eigenpair (but not in general the
|
681
|
+
* j-th eigenpair, unless all eigenpairs are selected).
|
682
|
+
* If JOB = 'V', S is not referenced.
|
683
|
+
*
|
684
|
+
* SEP (output) DOUBLE PRECISION array, dimension (MM)
|
685
|
+
* If JOB = 'V' or 'B', the estimated reciprocal condition
|
686
|
+
* numbers of the selected eigenvectors, stored in consecutive
|
687
|
+
* elements of the array.
|
688
|
+
* If JOB = 'E', SEP is not referenced.
|
689
|
+
*
|
690
|
+
* MM (input) INTEGER
|
691
|
+
* The number of elements in the arrays S (if JOB = 'E' or 'B')
|
692
|
+
* and/or SEP (if JOB = 'V' or 'B'). MM >= M.
|
693
|
+
*
|
694
|
+
* M (output) INTEGER
|
695
|
+
* The number of elements of the arrays S and/or SEP actually
|
696
|
+
* used to store the estimated condition numbers.
|
697
|
+
* If HOWMNY = 'A', M is set to N.
|
698
|
+
*
|
699
|
+
* WORK (workspace) COMPLEX*16 array, dimension (LDWORK,N+6)
|
700
|
+
* If JOB = 'E', WORK is not referenced.
|
701
|
+
*
|
702
|
+
* LDWORK (input) INTEGER
|
703
|
+
* The leading dimension of the array WORK.
|
704
|
+
* LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
|
705
|
+
*
|
706
|
+
* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
|
707
|
+
* If JOB = 'E', RWORK is not referenced.
|
708
|
+
*
|
709
|
+
* INFO (output) INTEGER
|
710
|
+
* = 0: successful exit
|
711
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
712
|
+
*
|
713
|
+
|
714
|
+
* Further Details
|
715
|
+
* ===============
|
716
|
+
*
|
717
|
+
* The reciprocal of the condition number of an eigenvalue lambda is
|
718
|
+
* defined as
|
719
|
+
*
|
720
|
+
* S(lambda) = |v'*u| / (norm(u)*norm(v))
|
721
|
+
*
|
722
|
+
* where u and v are the right and left eigenvectors of T corresponding
|
723
|
+
* to lambda; v' denotes the conjugate transpose of v, and norm(u)
|
724
|
+
* denotes the Euclidean norm. These reciprocal condition numbers always
|
725
|
+
* lie between zero (very badly conditioned) and one (very well
|
726
|
+
* conditioned). If n = 1, S(lambda) is defined to be 1.
|
727
|
+
*
|
728
|
+
* An approximate error bound for a computed eigenvalue W(i) is given by
|
729
|
+
*
|
730
|
+
* EPS * norm(T) / S(i)
|
731
|
+
*
|
732
|
+
* where EPS is the machine precision.
|
733
|
+
*
|
734
|
+
* The reciprocal of the condition number of the right eigenvector u
|
735
|
+
* corresponding to lambda is defined as follows. Suppose
|
736
|
+
*
|
737
|
+
* T = ( lambda c )
|
738
|
+
* ( 0 T22 )
|
739
|
+
*
|
740
|
+
* Then the reciprocal condition number is
|
741
|
+
*
|
742
|
+
* SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
|
743
|
+
*
|
744
|
+
* where sigma-min denotes the smallest singular value. We approximate
|
745
|
+
* the smallest singular value by the reciprocal of an estimate of the
|
746
|
+
* one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is
|
747
|
+
* defined to be abs(T(1,1)).
|
748
|
+
*
|
749
|
+
* An approximate error bound for a computed right eigenvector VR(i)
|
750
|
+
* is given by
|
751
|
+
*
|
752
|
+
* EPS * norm(T) / SEP(i)
|
753
|
+
*
|
754
|
+
* =====================================================================
|
755
|
+
*
|
756
|
+
|
757
|
+
|
758
|
+
</PRE>
|
759
|
+
<A HREF="#top">go to the page top</A>
|
760
|
+
|
761
|
+
<A NAME="ztrsyl"></A>
|
762
|
+
<H2>ztrsyl</H2>
|
763
|
+
<PRE>
|
764
|
+
USAGE:
|
765
|
+
scale, info, c = NumRu::Lapack.ztrsyl( trana, tranb, isgn, a, b, c, [:usage => usage, :help => help])
|
766
|
+
|
767
|
+
|
768
|
+
FORTRAN MANUAL
|
769
|
+
SUBROUTINE ZTRSYL( TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO )
|
770
|
+
|
771
|
+
* Purpose
|
772
|
+
* =======
|
773
|
+
*
|
774
|
+
* ZTRSYL solves the complex Sylvester matrix equation:
|
775
|
+
*
|
776
|
+
* op(A)*X + X*op(B) = scale*C or
|
777
|
+
* op(A)*X - X*op(B) = scale*C,
|
778
|
+
*
|
779
|
+
* where op(A) = A or A**H, and A and B are both upper triangular. A is
|
780
|
+
* M-by-M and B is N-by-N; the right hand side C and the solution X are
|
781
|
+
* M-by-N; and scale is an output scale factor, set <= 1 to avoid
|
782
|
+
* overflow in X.
|
783
|
+
*
|
784
|
+
|
785
|
+
* Arguments
|
786
|
+
* =========
|
787
|
+
*
|
788
|
+
* TRANA (input) CHARACTER*1
|
789
|
+
* Specifies the option op(A):
|
790
|
+
* = 'N': op(A) = A (No transpose)
|
791
|
+
* = 'C': op(A) = A**H (Conjugate transpose)
|
792
|
+
*
|
793
|
+
* TRANB (input) CHARACTER*1
|
794
|
+
* Specifies the option op(B):
|
795
|
+
* = 'N': op(B) = B (No transpose)
|
796
|
+
* = 'C': op(B) = B**H (Conjugate transpose)
|
797
|
+
*
|
798
|
+
* ISGN (input) INTEGER
|
799
|
+
* Specifies the sign in the equation:
|
800
|
+
* = +1: solve op(A)*X + X*op(B) = scale*C
|
801
|
+
* = -1: solve op(A)*X - X*op(B) = scale*C
|
802
|
+
*
|
803
|
+
* M (input) INTEGER
|
804
|
+
* The order of the matrix A, and the number of rows in the
|
805
|
+
* matrices X and C. M >= 0.
|
806
|
+
*
|
807
|
+
* N (input) INTEGER
|
808
|
+
* The order of the matrix B, and the number of columns in the
|
809
|
+
* matrices X and C. N >= 0.
|
810
|
+
*
|
811
|
+
* A (input) COMPLEX*16 array, dimension (LDA,M)
|
812
|
+
* The upper triangular matrix A.
|
813
|
+
*
|
814
|
+
* LDA (input) INTEGER
|
815
|
+
* The leading dimension of the array A. LDA >= max(1,M).
|
816
|
+
*
|
817
|
+
* B (input) COMPLEX*16 array, dimension (LDB,N)
|
818
|
+
* The upper triangular matrix B.
|
819
|
+
*
|
820
|
+
* LDB (input) INTEGER
|
821
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
822
|
+
*
|
823
|
+
* C (input/output) COMPLEX*16 array, dimension (LDC,N)
|
824
|
+
* On entry, the M-by-N right hand side matrix C.
|
825
|
+
* On exit, C is overwritten by the solution matrix X.
|
826
|
+
*
|
827
|
+
* LDC (input) INTEGER
|
828
|
+
* The leading dimension of the array C. LDC >= max(1,M)
|
829
|
+
*
|
830
|
+
* SCALE (output) DOUBLE PRECISION
|
831
|
+
* The scale factor, scale, set <= 1 to avoid overflow in X.
|
832
|
+
*
|
833
|
+
* INFO (output) INTEGER
|
834
|
+
* = 0: successful exit
|
835
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
836
|
+
* = 1: A and B have common or very close eigenvalues; perturbed
|
837
|
+
* values were used to solve the equation (but the matrices
|
838
|
+
* A and B are unchanged).
|
839
|
+
*
|
840
|
+
|
841
|
+
* =====================================================================
|
842
|
+
*
|
843
|
+
|
844
|
+
|
845
|
+
</PRE>
|
846
|
+
<A HREF="#top">go to the page top</A>
|
847
|
+
|
848
|
+
<A NAME="ztrti2"></A>
|
849
|
+
<H2>ztrti2</H2>
|
850
|
+
<PRE>
|
851
|
+
USAGE:
|
852
|
+
info, a = NumRu::Lapack.ztrti2( uplo, diag, a, [:usage => usage, :help => help])
|
853
|
+
|
854
|
+
|
855
|
+
FORTRAN MANUAL
|
856
|
+
SUBROUTINE ZTRTI2( UPLO, DIAG, N, A, LDA, INFO )
|
857
|
+
|
858
|
+
* Purpose
|
859
|
+
* =======
|
860
|
+
*
|
861
|
+
* ZTRTI2 computes the inverse of a complex upper or lower triangular
|
862
|
+
* matrix.
|
863
|
+
*
|
864
|
+
* This is the Level 2 BLAS version of the algorithm.
|
865
|
+
*
|
866
|
+
|
867
|
+
* Arguments
|
868
|
+
* =========
|
869
|
+
*
|
870
|
+
* UPLO (input) CHARACTER*1
|
871
|
+
* Specifies whether the matrix A is upper or lower triangular.
|
872
|
+
* = 'U': Upper triangular
|
873
|
+
* = 'L': Lower triangular
|
874
|
+
*
|
875
|
+
* DIAG (input) CHARACTER*1
|
876
|
+
* Specifies whether or not the matrix A is unit triangular.
|
877
|
+
* = 'N': Non-unit triangular
|
878
|
+
* = 'U': Unit triangular
|
879
|
+
*
|
880
|
+
* N (input) INTEGER
|
881
|
+
* The order of the matrix A. N >= 0.
|
882
|
+
*
|
883
|
+
* A (input/output) COMPLEX*16 array, dimension (LDA,N)
|
884
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the
|
885
|
+
* leading n by n upper triangular part of the array A contains
|
886
|
+
* the upper triangular matrix, and the strictly lower
|
887
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
888
|
+
* leading n by n lower triangular part of the array A contains
|
889
|
+
* the lower triangular matrix, and the strictly upper
|
890
|
+
* triangular part of A is not referenced. If DIAG = 'U', the
|
891
|
+
* diagonal elements of A are also not referenced and are
|
892
|
+
* assumed to be 1.
|
893
|
+
*
|
894
|
+
* On exit, the (triangular) inverse of the original matrix, in
|
895
|
+
* the same storage format.
|
896
|
+
*
|
897
|
+
* LDA (input) INTEGER
|
898
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
899
|
+
*
|
900
|
+
* INFO (output) INTEGER
|
901
|
+
* = 0: successful exit
|
902
|
+
* < 0: if INFO = -k, the k-th argument had an illegal value
|
903
|
+
*
|
904
|
+
|
905
|
+
* =====================================================================
|
906
|
+
*
|
907
|
+
|
908
|
+
|
909
|
+
</PRE>
|
910
|
+
<A HREF="#top">go to the page top</A>
|
911
|
+
|
912
|
+
<A NAME="ztrtri"></A>
|
913
|
+
<H2>ztrtri</H2>
|
914
|
+
<PRE>
|
915
|
+
USAGE:
|
916
|
+
info, a = NumRu::Lapack.ztrtri( uplo, diag, a, [:usage => usage, :help => help])
|
917
|
+
|
918
|
+
|
919
|
+
FORTRAN MANUAL
|
920
|
+
SUBROUTINE ZTRTRI( UPLO, DIAG, N, A, LDA, INFO )
|
921
|
+
|
922
|
+
* Purpose
|
923
|
+
* =======
|
924
|
+
*
|
925
|
+
* ZTRTRI computes the inverse of a complex upper or lower triangular
|
926
|
+
* matrix A.
|
927
|
+
*
|
928
|
+
* This is the Level 3 BLAS version of the algorithm.
|
929
|
+
*
|
930
|
+
|
931
|
+
* Arguments
|
932
|
+
* =========
|
933
|
+
*
|
934
|
+
* UPLO (input) CHARACTER*1
|
935
|
+
* = 'U': A is upper triangular;
|
936
|
+
* = 'L': A is lower triangular.
|
937
|
+
*
|
938
|
+
* DIAG (input) CHARACTER*1
|
939
|
+
* = 'N': A is non-unit triangular;
|
940
|
+
* = 'U': A is unit triangular.
|
941
|
+
*
|
942
|
+
* N (input) INTEGER
|
943
|
+
* The order of the matrix A. N >= 0.
|
944
|
+
*
|
945
|
+
* A (input/output) COMPLEX*16 array, dimension (LDA,N)
|
946
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the
|
947
|
+
* leading N-by-N upper triangular part of the array A contains
|
948
|
+
* the upper triangular matrix, and the strictly lower
|
949
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
950
|
+
* leading N-by-N lower triangular part of the array A contains
|
951
|
+
* the lower triangular matrix, and the strictly upper
|
952
|
+
* triangular part of A is not referenced. If DIAG = 'U', the
|
953
|
+
* diagonal elements of A are also not referenced and are
|
954
|
+
* assumed to be 1.
|
955
|
+
* On exit, the (triangular) inverse of the original matrix, in
|
956
|
+
* the same storage format.
|
957
|
+
*
|
958
|
+
* LDA (input) INTEGER
|
959
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
960
|
+
*
|
961
|
+
* INFO (output) INTEGER
|
962
|
+
* = 0: successful exit
|
963
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
964
|
+
* > 0: if INFO = i, A(i,i) is exactly zero. The triangular
|
965
|
+
* matrix is singular and its inverse can not be computed.
|
966
|
+
*
|
967
|
+
|
968
|
+
* =====================================================================
|
969
|
+
*
|
970
|
+
|
971
|
+
|
972
|
+
</PRE>
|
973
|
+
<A HREF="#top">go to the page top</A>
|
974
|
+
|
975
|
+
<A NAME="ztrtrs"></A>
|
976
|
+
<H2>ztrtrs</H2>
|
977
|
+
<PRE>
|
978
|
+
USAGE:
|
979
|
+
info, b = NumRu::Lapack.ztrtrs( uplo, trans, diag, a, b, [:usage => usage, :help => help])
|
980
|
+
|
981
|
+
|
982
|
+
FORTRAN MANUAL
|
983
|
+
SUBROUTINE ZTRTRS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, INFO )
|
984
|
+
|
985
|
+
* Purpose
|
986
|
+
* =======
|
987
|
+
*
|
988
|
+
* ZTRTRS solves a triangular system of the form
|
989
|
+
*
|
990
|
+
* A * X = B, A**T * X = B, or A**H * X = B,
|
991
|
+
*
|
992
|
+
* where A is a triangular matrix of order N, and B is an N-by-NRHS
|
993
|
+
* matrix. A check is made to verify that A is nonsingular.
|
994
|
+
*
|
995
|
+
|
996
|
+
* Arguments
|
997
|
+
* =========
|
998
|
+
*
|
999
|
+
* UPLO (input) CHARACTER*1
|
1000
|
+
* = 'U': A is upper triangular;
|
1001
|
+
* = 'L': A is lower triangular.
|
1002
|
+
*
|
1003
|
+
* TRANS (input) CHARACTER*1
|
1004
|
+
* Specifies the form of the system of equations:
|
1005
|
+
* = 'N': A * X = B (No transpose)
|
1006
|
+
* = 'T': A**T * X = B (Transpose)
|
1007
|
+
* = 'C': A**H * X = B (Conjugate transpose)
|
1008
|
+
*
|
1009
|
+
* DIAG (input) CHARACTER*1
|
1010
|
+
* = 'N': A is non-unit triangular;
|
1011
|
+
* = 'U': A is unit triangular.
|
1012
|
+
*
|
1013
|
+
* N (input) INTEGER
|
1014
|
+
* The order of the matrix A. N >= 0.
|
1015
|
+
*
|
1016
|
+
* NRHS (input) INTEGER
|
1017
|
+
* The number of right hand sides, i.e., the number of columns
|
1018
|
+
* of the matrix B. NRHS >= 0.
|
1019
|
+
*
|
1020
|
+
* A (input) COMPLEX*16 array, dimension (LDA,N)
|
1021
|
+
* The triangular matrix A. If UPLO = 'U', the leading N-by-N
|
1022
|
+
* upper triangular part of the array A contains the upper
|
1023
|
+
* triangular matrix, and the strictly lower triangular part of
|
1024
|
+
* A is not referenced. If UPLO = 'L', the leading N-by-N lower
|
1025
|
+
* triangular part of the array A contains the lower triangular
|
1026
|
+
* matrix, and the strictly upper triangular part of A is not
|
1027
|
+
* referenced. If DIAG = 'U', the diagonal elements of A are
|
1028
|
+
* also not referenced and are assumed to be 1.
|
1029
|
+
*
|
1030
|
+
* LDA (input) INTEGER
|
1031
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
1032
|
+
*
|
1033
|
+
* B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
|
1034
|
+
* On entry, the right hand side matrix B.
|
1035
|
+
* On exit, if INFO = 0, the solution matrix X.
|
1036
|
+
*
|
1037
|
+
* LDB (input) INTEGER
|
1038
|
+
* The leading dimension of the array B. LDB >= max(1,N).
|
1039
|
+
*
|
1040
|
+
* INFO (output) INTEGER
|
1041
|
+
* = 0: successful exit
|
1042
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1043
|
+
* > 0: if INFO = i, the i-th diagonal element of A is zero,
|
1044
|
+
* indicating that the matrix is singular and the solutions
|
1045
|
+
* X have not been computed.
|
1046
|
+
*
|
1047
|
+
|
1048
|
+
* =====================================================================
|
1049
|
+
*
|
1050
|
+
|
1051
|
+
|
1052
|
+
</PRE>
|
1053
|
+
<A HREF="#top">go to the page top</A>
|
1054
|
+
|
1055
|
+
<A NAME="ztrttf"></A>
|
1056
|
+
<H2>ztrttf</H2>
|
1057
|
+
<PRE>
|
1058
|
+
USAGE:
|
1059
|
+
arf, info = NumRu::Lapack.ztrttf( transr, uplo, a, [:usage => usage, :help => help])
|
1060
|
+
|
1061
|
+
|
1062
|
+
FORTRAN MANUAL
|
1063
|
+
SUBROUTINE ZTRTTF( TRANSR, UPLO, N, A, LDA, ARF, INFO )
|
1064
|
+
|
1065
|
+
* Purpose
|
1066
|
+
* =======
|
1067
|
+
*
|
1068
|
+
* ZTRTTF copies a triangular matrix A from standard full format (TR)
|
1069
|
+
* to rectangular full packed format (TF) .
|
1070
|
+
*
|
1071
|
+
|
1072
|
+
* Arguments
|
1073
|
+
* =========
|
1074
|
+
*
|
1075
|
+
* TRANSR (input) CHARACTER*1
|
1076
|
+
* = 'N': ARF in Normal mode is wanted;
|
1077
|
+
* = 'C': ARF in Conjugate Transpose mode is wanted;
|
1078
|
+
*
|
1079
|
+
* UPLO (input) CHARACTER*1
|
1080
|
+
* = 'U': A is upper triangular;
|
1081
|
+
* = 'L': A is lower triangular.
|
1082
|
+
*
|
1083
|
+
* N (input) INTEGER
|
1084
|
+
* The order of the matrix A. N >= 0.
|
1085
|
+
*
|
1086
|
+
* A (input) COMPLEX*16 array, dimension ( LDA, N )
|
1087
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the
|
1088
|
+
* leading N-by-N upper triangular part of the array A contains
|
1089
|
+
* the upper triangular matrix, and the strictly lower
|
1090
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
1091
|
+
* leading N-by-N lower triangular part of the array A contains
|
1092
|
+
* the lower triangular matrix, and the strictly upper
|
1093
|
+
* triangular part of A is not referenced.
|
1094
|
+
*
|
1095
|
+
* LDA (input) INTEGER
|
1096
|
+
* The leading dimension of the matrix A. LDA >= max(1,N).
|
1097
|
+
*
|
1098
|
+
* ARF (output) COMPLEX*16 array, dimension ( N*(N+1)/2 ),
|
1099
|
+
* On exit, the upper or lower triangular matrix A stored in
|
1100
|
+
* RFP format. For a further discussion see Notes below.
|
1101
|
+
*
|
1102
|
+
* INFO (output) INTEGER
|
1103
|
+
* = 0: successful exit
|
1104
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1105
|
+
*
|
1106
|
+
|
1107
|
+
* Further Details
|
1108
|
+
* ===============
|
1109
|
+
*
|
1110
|
+
* We first consider Standard Packed Format when N is even.
|
1111
|
+
* We give an example where N = 6.
|
1112
|
+
*
|
1113
|
+
* AP is Upper AP is Lower
|
1114
|
+
*
|
1115
|
+
* 00 01 02 03 04 05 00
|
1116
|
+
* 11 12 13 14 15 10 11
|
1117
|
+
* 22 23 24 25 20 21 22
|
1118
|
+
* 33 34 35 30 31 32 33
|
1119
|
+
* 44 45 40 41 42 43 44
|
1120
|
+
* 55 50 51 52 53 54 55
|
1121
|
+
*
|
1122
|
+
*
|
1123
|
+
* Let TRANSR = `N'. RFP holds AP as follows:
|
1124
|
+
* For UPLO = `U' the upper trapezoid A(0:5,0:2) consists of the last
|
1125
|
+
* three columns of AP upper. The lower triangle A(4:6,0:2) consists of
|
1126
|
+
* conjugate-transpose of the first three columns of AP upper.
|
1127
|
+
* For UPLO = `L' the lower trapezoid A(1:6,0:2) consists of the first
|
1128
|
+
* three columns of AP lower. The upper triangle A(0:2,0:2) consists of
|
1129
|
+
* conjugate-transpose of the last three columns of AP lower.
|
1130
|
+
* To denote conjugate we place -- above the element. This covers the
|
1131
|
+
* case N even and TRANSR = `N'.
|
1132
|
+
*
|
1133
|
+
* RFP A RFP A
|
1134
|
+
*
|
1135
|
+
* -- -- --
|
1136
|
+
* 03 04 05 33 43 53
|
1137
|
+
* -- --
|
1138
|
+
* 13 14 15 00 44 54
|
1139
|
+
* --
|
1140
|
+
* 23 24 25 10 11 55
|
1141
|
+
*
|
1142
|
+
* 33 34 35 20 21 22
|
1143
|
+
* --
|
1144
|
+
* 00 44 45 30 31 32
|
1145
|
+
* -- --
|
1146
|
+
* 01 11 55 40 41 42
|
1147
|
+
* -- -- --
|
1148
|
+
* 02 12 22 50 51 52
|
1149
|
+
*
|
1150
|
+
* Now let TRANSR = `C'. RFP A in both UPLO cases is just the conjugate-
|
1151
|
+
* transpose of RFP A above. One therefore gets:
|
1152
|
+
*
|
1153
|
+
*
|
1154
|
+
* RFP A RFP A
|
1155
|
+
*
|
1156
|
+
* -- -- -- -- -- -- -- -- -- --
|
1157
|
+
* 03 13 23 33 00 01 02 33 00 10 20 30 40 50
|
1158
|
+
* -- -- -- -- -- -- -- -- -- --
|
1159
|
+
* 04 14 24 34 44 11 12 43 44 11 21 31 41 51
|
1160
|
+
* -- -- -- -- -- -- -- -- -- --
|
1161
|
+
* 05 15 25 35 45 55 22 53 54 55 22 32 42 52
|
1162
|
+
*
|
1163
|
+
*
|
1164
|
+
* We next consider Standard Packed Format when N is odd.
|
1165
|
+
* We give an example where N = 5.
|
1166
|
+
*
|
1167
|
+
* AP is Upper AP is Lower
|
1168
|
+
*
|
1169
|
+
* 00 01 02 03 04 00
|
1170
|
+
* 11 12 13 14 10 11
|
1171
|
+
* 22 23 24 20 21 22
|
1172
|
+
* 33 34 30 31 32 33
|
1173
|
+
* 44 40 41 42 43 44
|
1174
|
+
*
|
1175
|
+
*
|
1176
|
+
* Let TRANSR = `N'. RFP holds AP as follows:
|
1177
|
+
* For UPLO = `U' the upper trapezoid A(0:4,0:2) consists of the last
|
1178
|
+
* three columns of AP upper. The lower triangle A(3:4,0:1) consists of
|
1179
|
+
* conjugate-transpose of the first two columns of AP upper.
|
1180
|
+
* For UPLO = `L' the lower trapezoid A(0:4,0:2) consists of the first
|
1181
|
+
* three columns of AP lower. The upper triangle A(0:1,1:2) consists of
|
1182
|
+
* conjugate-transpose of the last two columns of AP lower.
|
1183
|
+
* To denote conjugate we place -- above the element. This covers the
|
1184
|
+
* case N odd and TRANSR = `N'.
|
1185
|
+
*
|
1186
|
+
* RFP A RFP A
|
1187
|
+
*
|
1188
|
+
* -- --
|
1189
|
+
* 02 03 04 00 33 43
|
1190
|
+
* --
|
1191
|
+
* 12 13 14 10 11 44
|
1192
|
+
*
|
1193
|
+
* 22 23 24 20 21 22
|
1194
|
+
* --
|
1195
|
+
* 00 33 34 30 31 32
|
1196
|
+
* -- --
|
1197
|
+
* 01 11 44 40 41 42
|
1198
|
+
*
|
1199
|
+
* Now let TRANSR = `C'. RFP A in both UPLO cases is just the conjugate-
|
1200
|
+
* transpose of RFP A above. One therefore gets:
|
1201
|
+
*
|
1202
|
+
*
|
1203
|
+
* RFP A RFP A
|
1204
|
+
*
|
1205
|
+
* -- -- -- -- -- -- -- -- --
|
1206
|
+
* 02 12 22 00 01 00 10 20 30 40 50
|
1207
|
+
* -- -- -- -- -- -- -- -- --
|
1208
|
+
* 03 13 23 33 11 33 11 21 31 41 51
|
1209
|
+
* -- -- -- -- -- -- -- -- --
|
1210
|
+
* 04 14 24 34 44 43 44 22 32 42 52
|
1211
|
+
*
|
1212
|
+
* =====================================================================
|
1213
|
+
*
|
1214
|
+
|
1215
|
+
|
1216
|
+
</PRE>
|
1217
|
+
<A HREF="#top">go to the page top</A>
|
1218
|
+
|
1219
|
+
<A NAME="ztrttp"></A>
|
1220
|
+
<H2>ztrttp</H2>
|
1221
|
+
<PRE>
|
1222
|
+
USAGE:
|
1223
|
+
ap, info = NumRu::Lapack.ztrttp( uplo, a, [:usage => usage, :help => help])
|
1224
|
+
|
1225
|
+
|
1226
|
+
FORTRAN MANUAL
|
1227
|
+
SUBROUTINE ZTRTTP( UPLO, N, A, LDA, AP, INFO )
|
1228
|
+
|
1229
|
+
* Purpose
|
1230
|
+
* =======
|
1231
|
+
*
|
1232
|
+
* ZTRTTP copies a triangular matrix A from full format (TR) to standard
|
1233
|
+
* packed format (TP).
|
1234
|
+
*
|
1235
|
+
|
1236
|
+
* Arguments
|
1237
|
+
* =========
|
1238
|
+
*
|
1239
|
+
* UPLO (input) CHARACTER*1
|
1240
|
+
* = 'U': A is upper triangular;
|
1241
|
+
* = 'L': A is lower triangular.
|
1242
|
+
*
|
1243
|
+
* N (input) INTEGER
|
1244
|
+
* The order of the matrices AP and A. N >= 0.
|
1245
|
+
*
|
1246
|
+
* A (input) COMPLEX*16 array, dimension (LDA,N)
|
1247
|
+
* On entry, the triangular matrix A. If UPLO = 'U', the leading
|
1248
|
+
* N-by-N upper triangular part of A contains the upper
|
1249
|
+
* triangular part of the matrix A, and the strictly lower
|
1250
|
+
* triangular part of A is not referenced. If UPLO = 'L', the
|
1251
|
+
* leading N-by-N lower triangular part of A contains the lower
|
1252
|
+
* triangular part of the matrix A, and the strictly upper
|
1253
|
+
* triangular part of A is not referenced.
|
1254
|
+
*
|
1255
|
+
* LDA (input) INTEGER
|
1256
|
+
* The leading dimension of the array A. LDA >= max(1,N).
|
1257
|
+
*
|
1258
|
+
* AP (output) COMPLEX*16 array, dimension ( N*(N+1)/2 ),
|
1259
|
+
* On exit, the upper or lower triangular matrix A, packed
|
1260
|
+
* columnwise in a linear array. The j-th column of A is stored
|
1261
|
+
* in the array AP as follows:
|
1262
|
+
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
|
1263
|
+
* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
|
1264
|
+
*
|
1265
|
+
* INFO (output) INTEGER
|
1266
|
+
* = 0: successful exit
|
1267
|
+
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1268
|
+
*
|
1269
|
+
|
1270
|
+
* =====================================================================
|
1271
|
+
*
|
1272
|
+
|
1273
|
+
|
1274
|
+
</PRE>
|
1275
|
+
<A HREF="#top">go to the page top</A>
|
1276
|
+
|
1277
|
+
<HR />
|
1278
|
+
<A HREF="z.html">back to matrix types</A><BR>
|
1279
|
+
<A HREF="z.html">back to data types</A>
|
1280
|
+
</BODY>
|
1281
|
+
</HTML>
|