ruby-lapack 1.4.1a → 1.5
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- data/Rakefile +1 -2
- data/ext/cbbcsd.c +34 -34
- data/ext/cbdsqr.c +20 -20
- data/ext/cgbbrd.c +12 -12
- data/ext/cgbcon.c +13 -13
- data/ext/cgbequ.c +3 -3
- data/ext/cgbequb.c +2 -2
- data/ext/cgbrfs.c +22 -22
- data/ext/cgbrfsx.c +43 -43
- data/ext/cgbsv.c +2 -2
- data/ext/cgbsvx.c +25 -25
- data/ext/cgbsvxx.c +36 -36
- data/ext/cgbtf2.c +3 -3
- data/ext/cgbtrf.c +3 -3
- data/ext/cgbtrs.c +11 -11
- data/ext/cgebak.c +11 -11
- data/ext/cgebal.c +1 -1
- data/ext/cgebd2.c +1 -1
- data/ext/cgebrd.c +1 -1
- data/ext/cgecon.c +1 -1
- data/ext/cgees.c +3 -3
- data/ext/cgeesx.c +4 -4
- data/ext/cgeev.c +4 -4
- data/ext/cgeevx.c +5 -5
- data/ext/cgegs.c +2 -2
- data/ext/cgegv.c +3 -3
- data/ext/cgehd2.c +1 -1
- data/ext/cgehrd.c +2 -2
- data/ext/cgelqf.c +6 -6
- data/ext/cgels.c +2 -2
- data/ext/cgelsd.c +9 -9
- data/ext/cgelss.c +2 -2
- data/ext/cgelsx.c +12 -12
- data/ext/cgelsy.c +12 -12
- data/ext/cgeql2.c +1 -1
- data/ext/cgeqlf.c +1 -1
- data/ext/cgeqp3.c +11 -11
- data/ext/cgeqpf.c +11 -11
- data/ext/cgeqr2.c +1 -1
- data/ext/cgeqr2p.c +1 -1
- data/ext/cgeqrf.c +1 -1
- data/ext/cgeqrfp.c +1 -1
- data/ext/cgerfs.c +31 -31
- data/ext/cgerfsx.c +25 -25
- data/ext/cgerqf.c +6 -6
- data/ext/cgesc2.c +13 -13
- data/ext/cgesdd.c +3 -3
- data/ext/cgesvd.c +4 -4
- data/ext/cgesvx.c +32 -32
- data/ext/cgesvxx.c +26 -26
- data/ext/cgetf2.c +1 -1
- data/ext/cgetrf.c +1 -1
- data/ext/cgetri.c +10 -10
- data/ext/cgetrs.c +10 -10
- data/ext/cggbak.c +11 -11
- data/ext/cggbal.c +11 -11
- data/ext/cgges.c +15 -15
- data/ext/cggesx.c +6 -6
- data/ext/cggev.c +3 -3
- data/ext/cggevx.c +5 -5
- data/ext/cgghrd.c +14 -14
- data/ext/cggqrf.c +9 -9
- data/ext/cggrqf.c +1 -1
- data/ext/cggsvd.c +3 -3
- data/ext/cggsvp.c +4 -4
- data/ext/cgtcon.c +20 -20
- data/ext/cgtrfs.c +48 -48
- data/ext/cgtsv.c +8 -8
- data/ext/cgtsvx.c +55 -55
- data/ext/cgttrs.c +19 -19
- data/ext/cgtts2.c +20 -20
- data/ext/chbev.c +3 -3
- data/ext/chbevd.c +9 -9
- data/ext/chbevx.c +7 -7
- data/ext/chbgst.c +15 -15
- data/ext/chbgv.c +15 -15
- data/ext/chbgvd.c +20 -20
- data/ext/chbgvx.c +9 -9
- data/ext/chbtrd.c +13 -13
- data/ext/checon.c +12 -12
- data/ext/cheequb.c +1 -1
- data/ext/cheev.c +2 -2
- data/ext/cheevd.c +7 -7
- data/ext/cheevr.c +12 -12
- data/ext/cheevx.c +7 -7
- data/ext/chegs2.c +2 -2
- data/ext/chegst.c +2 -2
- data/ext/chegv.c +13 -13
- data/ext/chegvd.c +18 -18
- data/ext/chegvx.c +19 -19
- data/ext/cherfs.c +31 -31
- data/ext/cherfsx.c +43 -43
- data/ext/chesv.c +10 -10
- data/ext/chesvx.c +15 -15
- data/ext/chesvxx.c +41 -41
- data/ext/chetd2.c +1 -1
- data/ext/chetf2.c +1 -1
- data/ext/chetrd.c +2 -2
- data/ext/chetrf.c +2 -2
- data/ext/chetri.c +1 -1
- data/ext/chetrs.c +10 -10
- data/ext/chetrs2.c +10 -10
- data/ext/chfrk.c +6 -6
- data/ext/chgeqz.c +27 -27
- data/ext/chpcon.c +1 -1
- data/ext/chpev.c +2 -2
- data/ext/chpevd.c +2 -2
- data/ext/chpevx.c +7 -7
- data/ext/chpgst.c +10 -10
- data/ext/chpgv.c +2 -2
- data/ext/chpgvd.c +11 -11
- data/ext/chpgvx.c +8 -8
- data/ext/chprfs.c +10 -10
- data/ext/chpsv.c +1 -1
- data/ext/chpsvx.c +20 -20
- data/ext/chptrd.c +1 -1
- data/ext/chptrf.c +1 -1
- data/ext/chptri.c +1 -1
- data/ext/chptrs.c +1 -1
- data/ext/chsein.c +21 -21
- data/ext/chseqr.c +4 -4
- data/ext/cla_gbamv.c +14 -14
- data/ext/cla_gbrcond_c.c +33 -33
- data/ext/cla_gbrcond_x.c +32 -32
- data/ext/cla_gbrfsx_extended.c +75 -75
- data/ext/cla_gbrpvgrw.c +13 -13
- data/ext/cla_geamv.c +6 -6
- data/ext/cla_gercond_c.c +31 -31
- data/ext/cla_gercond_x.c +30 -30
- data/ext/cla_gerfsx_extended.c +81 -81
- data/ext/cla_heamv.c +12 -12
- data/ext/cla_hercond_c.c +31 -31
- data/ext/cla_hercond_x.c +30 -30
- data/ext/cla_herfsx_extended.c +82 -82
- data/ext/cla_herpvgrw.c +14 -14
- data/ext/cla_lin_berr.c +14 -14
- data/ext/cla_porcond_c.c +23 -23
- data/ext/cla_porcond_x.c +22 -22
- data/ext/cla_porfsx_extended.c +74 -74
- data/ext/cla_porpvgrw.c +2 -2
- data/ext/cla_rpvgrw.c +12 -12
- data/ext/cla_syamv.c +13 -13
- data/ext/cla_syrcond_c.c +31 -31
- data/ext/cla_syrcond_x.c +30 -30
- data/ext/cla_syrfsx_extended.c +82 -82
- data/ext/cla_syrpvgrw.c +14 -14
- data/ext/cla_wwaddw.c +11 -11
- data/ext/clabrd.c +2 -2
- data/ext/clacn2.c +2 -2
- data/ext/clacp2.c +1 -1
- data/ext/clacpy.c +1 -1
- data/ext/clacrm.c +11 -11
- data/ext/clacrt.c +12 -12
- data/ext/claed7.c +42 -42
- data/ext/claed8.c +27 -27
- data/ext/claein.c +14 -14
- data/ext/clags2.c +5 -5
- data/ext/clagtm.c +21 -21
- data/ext/clahef.c +1 -1
- data/ext/clahqr.c +6 -6
- data/ext/clahr2.c +1 -1
- data/ext/clahrd.c +1 -1
- data/ext/claic1.c +12 -12
- data/ext/clals0.c +37 -37
- data/ext/clalsa.c +72 -72
- data/ext/clalsd.c +4 -4
- data/ext/clangb.c +3 -3
- data/ext/clange.c +1 -1
- data/ext/clangt.c +10 -10
- data/ext/clanhb.c +2 -2
- data/ext/clanhe.c +1 -1
- data/ext/clanhf.c +3 -3
- data/ext/clanhp.c +2 -2
- data/ext/clanhs.c +1 -1
- data/ext/clanht.c +1 -1
- data/ext/clansb.c +2 -2
- data/ext/clansp.c +2 -2
- data/ext/clansy.c +1 -1
- data/ext/clantb.c +3 -3
- data/ext/clantp.c +2 -2
- data/ext/clantr.c +3 -3
- data/ext/clapll.c +10 -10
- data/ext/clapmr.c +1 -1
- data/ext/clapmt.c +11 -11
- data/ext/claqgb.c +2 -2
- data/ext/claqge.c +10 -10
- data/ext/claqhb.c +2 -2
- data/ext/claqhe.c +12 -12
- data/ext/claqhp.c +2 -2
- data/ext/claqp2.c +10 -10
- data/ext/claqps.c +20 -20
- data/ext/claqr0.c +3 -3
- data/ext/claqr1.c +4 -4
- data/ext/claqr2.c +18 -18
- data/ext/claqr3.c +18 -18
- data/ext/claqr4.c +3 -3
- data/ext/claqr5.c +21 -21
- data/ext/claqsb.c +13 -13
- data/ext/claqsp.c +2 -2
- data/ext/claqsy.c +12 -12
- data/ext/clar1v.c +15 -15
- data/ext/clar2v.c +19 -19
- data/ext/clarf.c +2 -2
- data/ext/clarfb.c +16 -16
- data/ext/clarfg.c +1 -1
- data/ext/clarfgp.c +1 -1
- data/ext/clarft.c +2 -2
- data/ext/clarfx.c +3 -3
- data/ext/clargv.c +2 -2
- data/ext/clarnv.c +1 -1
- data/ext/clarrv.c +40 -40
- data/ext/clarscl2.c +8 -8
- data/ext/clartv.c +20 -20
- data/ext/clarz.c +11 -11
- data/ext/clarzb.c +14 -14
- data/ext/clarzt.c +2 -2
- data/ext/clascl.c +4 -4
- data/ext/clascl2.c +8 -8
- data/ext/claset.c +4 -4
- data/ext/clasr.c +2 -2
- data/ext/classq.c +2 -2
- data/ext/claswp.c +2 -2
- data/ext/clasyf.c +1 -1
- data/ext/clatbs.c +14 -14
- data/ext/clatdf.c +21 -21
- data/ext/clatps.c +12 -12
- data/ext/clatrd.c +1 -1
- data/ext/clatrs.c +15 -15
- data/ext/clatrz.c +1 -1
- data/ext/clatzm.c +3 -3
- data/ext/clauu2.c +1 -1
- data/ext/clauum.c +1 -1
- data/ext/cpbcon.c +3 -3
- data/ext/cpbequ.c +1 -1
- data/ext/cpbrfs.c +12 -12
- data/ext/cpbstf.c +1 -1
- data/ext/cpbsv.c +1 -1
- data/ext/cpbsvx.c +23 -23
- data/ext/cpbtf2.c +1 -1
- data/ext/cpbtrf.c +1 -1
- data/ext/cpbtrs.c +1 -1
- data/ext/cpftrf.c +2 -2
- data/ext/cpftri.c +2 -2
- data/ext/cpftrs.c +2 -2
- data/ext/cpocon.c +1 -1
- data/ext/cporfs.c +23 -23
- data/ext/cporfsx.c +22 -22
- data/ext/cposv.c +9 -9
- data/ext/cposvx.c +12 -12
- data/ext/cposvxx.c +20 -20
- data/ext/cpotf2.c +1 -1
- data/ext/cpotrf.c +1 -1
- data/ext/cpotri.c +1 -1
- data/ext/cpotrs.c +9 -9
- data/ext/cppcon.c +1 -1
- data/ext/cppequ.c +1 -1
- data/ext/cpprfs.c +20 -20
- data/ext/cppsv.c +1 -1
- data/ext/cppsvx.c +12 -12
- data/ext/cpptrf.c +1 -1
- data/ext/cpptri.c +1 -1
- data/ext/cpptrs.c +1 -1
- data/ext/cpstf2.c +2 -2
- data/ext/cpstrf.c +2 -2
- data/ext/cptcon.c +1 -1
- data/ext/cpteqr.c +10 -10
- data/ext/cptrfs.c +12 -12
- data/ext/cptsv.c +8 -8
- data/ext/cptsvx.c +19 -19
- data/ext/cpttrs.c +1 -1
- data/ext/cptts2.c +1 -1
- data/ext/crot.c +11 -11
- data/ext/cspcon.c +1 -1
- data/ext/cspmv.c +3 -3
- data/ext/cspr.c +11 -11
- data/ext/csprfs.c +10 -10
- data/ext/cspsv.c +1 -1
- data/ext/cspsvx.c +20 -20
- data/ext/csptrf.c +1 -1
- data/ext/csptri.c +1 -1
- data/ext/csptrs.c +1 -1
- data/ext/csrscl.c +2 -2
- data/ext/cstedc.c +10 -10
- data/ext/cstegr.c +18 -18
- data/ext/cstein.c +14 -14
- data/ext/cstemr.c +22 -22
- data/ext/csteqr.c +10 -10
- data/ext/csycon.c +12 -12
- data/ext/csyconv.c +12 -12
- data/ext/csyequb.c +1 -1
- data/ext/csymv.c +13 -13
- data/ext/csyr.c +4 -4
- data/ext/csyrfs.c +31 -31
- data/ext/csyrfsx.c +43 -43
- data/ext/csysv.c +10 -10
- data/ext/csysvx.c +15 -15
- data/ext/csysvxx.c +41 -41
- data/ext/csyswapr.c +2 -2
- data/ext/csytf2.c +1 -1
- data/ext/csytrf.c +2 -2
- data/ext/csytri.c +1 -1
- data/ext/csytri2.c +3 -3
- data/ext/csytri2x.c +2 -2
- data/ext/csytrs.c +10 -10
- data/ext/csytrs2.c +10 -10
- data/ext/ctbcon.c +3 -3
- data/ext/ctbrfs.c +14 -14
- data/ext/ctbtrs.c +2 -2
- data/ext/ctfsm.c +5 -5
- data/ext/ctftri.c +1 -1
- data/ext/ctfttp.c +1 -1
- data/ext/ctfttr.c +1 -1
- data/ext/ctgevc.c +32 -32
- data/ext/ctgex2.c +14 -14
- data/ext/ctgexc.c +25 -25
- data/ext/ctgsen.c +37 -37
- data/ext/ctgsja.c +26 -26
- data/ext/ctgsna.c +24 -24
- data/ext/ctgsy2.c +22 -22
- data/ext/ctgsyl.c +42 -42
- data/ext/ctpcon.c +2 -2
- data/ext/ctprfs.c +13 -13
- data/ext/ctptri.c +1 -1
- data/ext/ctptrs.c +3 -3
- data/ext/ctpttf.c +1 -1
- data/ext/ctpttr.c +1 -1
- data/ext/ctrcon.c +3 -3
- data/ext/ctrevc.c +12 -12
- data/ext/ctrexc.c +1 -1
- data/ext/ctrrfs.c +11 -11
- data/ext/ctrsen.c +13 -13
- data/ext/ctrsna.c +20 -20
- data/ext/ctrsyl.c +11 -11
- data/ext/ctrti2.c +1 -1
- data/ext/ctrtri.c +1 -1
- data/ext/ctrtrs.c +10 -10
- data/ext/ctrttf.c +1 -1
- data/ext/ctrttp.c +1 -1
- data/ext/cunbdb.c +15 -15
- data/ext/cuncsd.c +27 -27
- data/ext/cung2l.c +9 -9
- data/ext/cung2r.c +9 -9
- data/ext/cungbr.c +1 -1
- data/ext/cunghr.c +7 -7
- data/ext/cungl2.c +1 -1
- data/ext/cunglq.c +9 -9
- data/ext/cungql.c +9 -9
- data/ext/cungqr.c +9 -9
- data/ext/cungr2.c +1 -1
- data/ext/cungrq.c +9 -9
- data/ext/cungtr.c +6 -6
- data/ext/cunm2l.c +12 -12
- data/ext/cunm2r.c +12 -12
- data/ext/cunmbr.c +3 -3
- data/ext/cunmhr.c +12 -12
- data/ext/cunml2.c +1 -1
- data/ext/cunmlq.c +7 -7
- data/ext/cunmql.c +12 -12
- data/ext/cunmqr.c +12 -12
- data/ext/cunmr2.c +1 -1
- data/ext/cunmr3.c +10 -10
- data/ext/cunmrq.c +7 -7
- data/ext/cunmrz.c +10 -10
- data/ext/cunmtr.c +17 -17
- data/ext/cupgtr.c +8 -8
- data/ext/cupmtr.c +2 -2
- data/ext/dbbcsd.c +29 -29
- data/ext/dbdsdc.c +6 -6
- data/ext/dbdsqr.c +20 -20
- data/ext/ddisna.c +1 -1
- data/ext/dgbbrd.c +12 -12
- data/ext/dgbcon.c +13 -13
- data/ext/dgbequ.c +3 -3
- data/ext/dgbequb.c +2 -2
- data/ext/dgbrfs.c +22 -22
- data/ext/dgbrfsx.c +43 -43
- data/ext/dgbsv.c +2 -2
- data/ext/dgbsvx.c +25 -25
- data/ext/dgbsvxx.c +36 -36
- data/ext/dgbtf2.c +3 -3
- data/ext/dgbtrf.c +3 -3
- data/ext/dgbtrs.c +11 -11
- data/ext/dgebak.c +11 -11
- data/ext/dgebal.c +1 -1
- data/ext/dgebd2.c +1 -1
- data/ext/dgebrd.c +1 -1
- data/ext/dgecon.c +1 -1
- data/ext/dgees.c +3 -3
- data/ext/dgeesx.c +4 -4
- data/ext/dgeev.c +3 -3
- data/ext/dgeevx.c +5 -5
- data/ext/dgegs.c +2 -2
- data/ext/dgegv.c +3 -3
- data/ext/dgehd2.c +1 -1
- data/ext/dgehrd.c +2 -2
- data/ext/dgejsv.c +16 -16
- data/ext/dgelqf.c +6 -6
- data/ext/dgels.c +2 -2
- data/ext/dgelsd.c +7 -7
- data/ext/dgelss.c +2 -2
- data/ext/dgelsx.c +12 -12
- data/ext/dgelsy.c +12 -12
- data/ext/dgeql2.c +1 -1
- data/ext/dgeqlf.c +1 -1
- data/ext/dgeqp3.c +11 -11
- data/ext/dgeqpf.c +11 -11
- data/ext/dgeqr2.c +1 -1
- data/ext/dgeqr2p.c +1 -1
- data/ext/dgeqrf.c +1 -1
- data/ext/dgeqrfp.c +1 -1
- data/ext/dgerfs.c +31 -31
- data/ext/dgerfsx.c +25 -25
- data/ext/dgerqf.c +6 -6
- data/ext/dgesc2.c +13 -13
- data/ext/dgesdd.c +3 -3
- data/ext/dgesvd.c +4 -4
- data/ext/dgesvj.c +15 -15
- data/ext/dgesvx.c +32 -32
- data/ext/dgesvxx.c +26 -26
- data/ext/dgetf2.c +1 -1
- data/ext/dgetrf.c +1 -1
- data/ext/dgetri.c +10 -10
- data/ext/dgetrs.c +10 -10
- data/ext/dggbak.c +11 -11
- data/ext/dggbal.c +11 -11
- data/ext/dgges.c +15 -15
- data/ext/dggesx.c +6 -6
- data/ext/dggev.c +3 -3
- data/ext/dggevx.c +4 -4
- data/ext/dgghrd.c +14 -14
- data/ext/dggqrf.c +9 -9
- data/ext/dggrqf.c +1 -1
- data/ext/dggsvd.c +3 -3
- data/ext/dggsvp.c +4 -4
- data/ext/dgsvj0.c +20 -20
- data/ext/dgsvj1.c +26 -26
- data/ext/dgtcon.c +20 -20
- data/ext/dgtrfs.c +48 -48
- data/ext/dgtsv.c +8 -8
- data/ext/dgtsvx.c +55 -55
- data/ext/dgttrs.c +19 -19
- data/ext/dgtts2.c +20 -20
- data/ext/dhgeqz.c +27 -27
- data/ext/dhsein.c +42 -42
- data/ext/dhseqr.c +4 -4
- data/ext/dla_gbamv.c +16 -16
- data/ext/dla_gbrcond.c +25 -25
- data/ext/dla_gbrfsx_extended.c +56 -56
- data/ext/dla_gbrpvgrw.c +13 -13
- data/ext/dla_geamv.c +4 -4
- data/ext/dla_gercond.c +31 -31
- data/ext/dla_gerfsx_extended.c +70 -70
- data/ext/dla_lin_berr.c +14 -14
- data/ext/dla_porcond.c +15 -15
- data/ext/dla_porfsx_extended.c +74 -74
- data/ext/dla_porpvgrw.c +2 -2
- data/ext/dla_rpvgrw.c +12 -12
- data/ext/dla_syamv.c +12 -12
- data/ext/dla_syrcond.c +31 -31
- data/ext/dla_syrfsx_extended.c +82 -82
- data/ext/dla_syrpvgrw.c +14 -14
- data/ext/dla_wwaddw.c +11 -11
- data/ext/dlabad.c +1 -1
- data/ext/dlabrd.c +2 -2
- data/ext/dlacn2.c +2 -2
- data/ext/dlacpy.c +1 -1
- data/ext/dlaebz.c +43 -43
- data/ext/dlaed0.c +2 -2
- data/ext/dlaed1.c +20 -20
- data/ext/dlaed2.c +21 -21
- data/ext/dlaed3.c +30 -30
- data/ext/dlaed4.c +12 -12
- data/ext/dlaed5.c +11 -11
- data/ext/dlaed6.c +12 -12
- data/ext/dlaed7.c +35 -35
- data/ext/dlaed8.c +16 -16
- data/ext/dlaed9.c +14 -14
- data/ext/dlaeda.c +31 -31
- data/ext/dlaein.c +13 -13
- data/ext/dlaexc.c +14 -14
- data/ext/dlag2s.c +2 -2
- data/ext/dlags2.c +4 -4
- data/ext/dlagtf.c +10 -10
- data/ext/dlagtm.c +21 -21
- data/ext/dlagts.c +13 -13
- data/ext/dlahqr.c +6 -6
- data/ext/dlahr2.c +1 -1
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<TITLE>COMPLEX routines for (complex) Hermitian matrix</TITLE>
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<H1>COMPLEX routines for (complex) Hermitian matrix</H1>
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<UL>
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<LI><A HREF="#checon">checon</A></LI>
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<LI><A HREF="#cheequb">cheequb</A></LI>
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<LI><A HREF="#cheev">cheev</A></LI>
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<LI><A HREF="#cheevd">cheevd</A></LI>
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<LI><A HREF="#cheevr">cheevr</A></LI>
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<LI><A HREF="#cheevx">cheevx</A></LI>
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<LI><A HREF="#chegs2">chegs2</A></LI>
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<LI><A HREF="#chegst">chegst</A></LI>
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<LI><A HREF="#chegv">chegv</A></LI>
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<LI><A HREF="#chegvd">chegvd</A></LI>
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<LI><A HREF="#chegvx">chegvx</A></LI>
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<LI><A HREF="#cherfs">cherfs</A></LI>
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<LI><A HREF="#chesvxx">chesvxx</A></LI>
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<LI><A HREF="#chetd2">chetd2</A></LI>
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<LI><A HREF="#chetf2">chetf2</A></LI>
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<LI><A HREF="#chetrd">chetrd</A></LI>
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<LI><A HREF="#chetrf">chetrf</A></LI>
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<LI><A HREF="#chetri">chetri</A></LI>
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<LI><A HREF="#chetrs">chetrs</A></LI>
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</UL>
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<A NAME="checon"></A>
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<H2>checon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.checon( uplo, a, ipiv, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHECON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO )
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* Purpose
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* =======
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*
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* CHECON estimates the reciprocal of the condition number of a complex
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* Hermitian matrix A using the factorization A = U*D*U**H or
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* A = L*D*L**H computed by CHETRF.
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*
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* Specifies whether the details of the factorization are stored
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* as an upper or lower triangular matrix.
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* = 'U': Upper triangular, form is A = U*D*U**H;
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* = 'L': Lower triangular, form is A = L*D*L**H.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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* A (input) COMPLEX array, dimension (LDA,N)
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* The block diagonal matrix D and the multipliers used to
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* obtain the factor U or L as computed by CHETRF.
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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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* IPIV (input) INTEGER array, dimension (N)
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* Details of the interchanges and the block structure of D
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* as determined by CHETRF.
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*
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* ANORM (input) REAL
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* The 1-norm of the original matrix A.
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*
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* RCOND (output) REAL
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
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* estimate of the 1-norm of inv(A) computed in this routine.
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* WORK (workspace) COMPLEX array, dimension (2*N)
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* INFO (output) INTEGER
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* = 0: successful exit
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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="cheequb"></A>
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<H2>cheequb</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.cheequb( uplo, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHEEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
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* Purpose
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* =======
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* CSYEQUB computes row and column scalings intended to equilibrate a
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* symmetric matrix A and reduce its condition number
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* (with respect to the two-norm). S contains the scale factors,
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* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
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* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
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* choice of S puts the condition number of B within a factor N of the
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* smallest possible condition number over all possible diagonal
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* scalings.
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*
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* Arguments
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* =========
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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 array, dimension (LDA,N)
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* The N-by-N symmetric matrix whose scaling
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* factors are to be computed. Only the diagonal elements of A
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* are referenced.
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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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* S (output) REAL array, dimension (N)
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* If INFO = 0, S contains the scale factors for A.
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* SCOND (output) REAL
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* If INFO = 0, S contains the ratio of the smallest S(i) to
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* the largest S(i). If SCOND >= 0.1 and AMAX is neither too
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* large nor too small, it is not worth scaling by S.
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* Absolute value of largest matrix element. If AMAX is very
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* close to overflow or very close to underflow, the matrix
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* should be scaled.
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* =====================================================================
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</PRE>
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<A NAME="cheev"></A>
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<H2>cheev</H2>
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<PRE>
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USAGE:
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w, work, info, a = NumRu::Lapack.cheev( jobz, uplo, a, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* CHEEV computes all eigenvalues and, optionally, eigenvectors of a
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* complex Hermitian matrix A.
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*
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* Arguments
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* =========
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*
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* JOBZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only;
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* = 'V': Compute eigenvalues and eigenvectors.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangle of A is stored;
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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* A (input/output) COMPLEX array, dimension (LDA, N)
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* On entry, the Hermitian matrix A. If UPLO = 'U', the
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* leading N-by-N upper triangular part of A contains the
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* upper triangular part of the matrix A. If UPLO = 'L',
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* the leading N-by-N lower triangular part of A contains
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* the lower triangular part of the matrix A.
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* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
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* orthonormal eigenvectors of the matrix A.
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* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
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* or the upper triangle (if UPLO='U') of A, including the
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* diagonal, is destroyed.
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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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* W (output) REAL array, dimension (N)
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* If INFO = 0, the eigenvalues in ascending order.
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* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
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* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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* LWORK (input) INTEGER
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* The length of the array WORK. LWORK >= max(1,2*N-1).
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* For optimal efficiency, LWORK >= (NB+1)*N,
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* where NB is the blocksize for CHETRD returned by ILAENV.
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* If LWORK = -1, then a workspace query is assumed; the routine
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* only calculates the optimal size of the WORK array, returns
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* this value as the first entry of the WORK array, and no error
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* message related to LWORK is issued by XERBLA.
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* RWORK (workspace) REAL array, dimension (max(1, 3*N-2))
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* INFO (output) INTEGER
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* = 0: successful exit
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* form did not converge to zero.
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* =====================================================================
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<A NAME="cheevd"></A>
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<H2>cheevd</H2>
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<PRE>
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USAGE:
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w, work, rwork, iwork, info, a = NumRu::Lapack.cheevd( jobz, uplo, a, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHEEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
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* Purpose
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* =======
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*
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* CHEEVD computes all eigenvalues and, optionally, eigenvectors of a
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* complex Hermitian matrix A. If eigenvectors are desired, it uses a
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* divide and conquer algorithm.
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*
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* The divide and conquer algorithm makes very mild assumptions about
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* floating point arithmetic. It will work on machines with a guard
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* digit in add/subtract, or on those binary machines without guard
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* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
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* Cray-2. It could conceivably fail on hexadecimal or decimal machines
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* without guard digits, but we know of none.
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*
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* Arguments
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* =========
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*
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* JOBZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only;
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* = 'V': Compute eigenvalues and eigenvectors.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangle of A is stored;
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* = 'L': Lower triangle of A is stored.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* A (input/output) COMPLEX array, dimension (LDA, N)
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* On entry, the Hermitian matrix A. If UPLO = 'U', the
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* leading N-by-N upper triangular part of A contains the
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* upper triangular part of the matrix A. If UPLO = 'L',
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* the leading N-by-N lower triangular part of A contains
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* the lower triangular part of the matrix A.
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* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
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* orthonormal eigenvectors of the matrix A.
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* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
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* or the upper triangle (if UPLO='U') of A, including the
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* diagonal, is destroyed.
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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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* W (output) REAL array, dimension (N)
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* If INFO = 0, the eigenvalues in ascending order.
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*
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* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
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* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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*
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* LWORK (input) INTEGER
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* The length of the array WORK.
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* If N <= 1, LWORK must be at least 1.
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* If JOBZ = 'N' and N > 1, LWORK must be at least N + 1.
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* If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2.
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*
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* If LWORK = -1, then a workspace query is assumed; the routine
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* only calculates the optimal sizes of the WORK, RWORK and
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* IWORK arrays, returns these values as the first entries of
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* the WORK, RWORK and IWORK arrays, and no error message
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* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
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*
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* RWORK (workspace/output) REAL array,
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* dimension (LRWORK)
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* On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
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*
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* LRWORK (input) INTEGER
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* The dimension of the array RWORK.
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* If N <= 1, LRWORK must be at least 1.
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* If JOBZ = 'N' and N > 1, LRWORK must be at least N.
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* If JOBZ = 'V' and N > 1, LRWORK must be at least
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* 1 + 5*N + 2*N**2.
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*
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* If LRWORK = -1, then a workspace query is assumed; the
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* routine only calculates the optimal sizes of the WORK, RWORK
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* and IWORK arrays, returns these values as the first entries
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* of the WORK, RWORK and IWORK arrays, and no error message
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* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
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*
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* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
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* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
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*
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* LIWORK (input) INTEGER
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* The dimension of the array IWORK.
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* If N <= 1, LIWORK must be at least 1.
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* If JOBZ = 'N' and N > 1, LIWORK must be at least 1.
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* If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
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*
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* If LIWORK = -1, then a workspace query is assumed; the
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* routine only calculates the optimal sizes of the WORK, RWORK
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* and IWORK arrays, returns these values as the first entries
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* of the WORK, RWORK and IWORK arrays, and no error message
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* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
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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 and JOBZ = 'N', then the algorithm failed
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* to converge; i off-diagonal elements of an intermediate
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* tridiagonal form did not converge to zero;
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* if INFO = i and JOBZ = 'V', then the algorithm failed
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* to compute an eigenvalue while working on the submatrix
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* lying in rows and columns INFO/(N+1) through
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* mod(INFO,N+1).
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*
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* Further Details
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* ===============
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*
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* Based on contributions by
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* Jeff Rutter, Computer Science Division, University of California
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* at Berkeley, USA
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*
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* Modified description of INFO. Sven, 16 Feb 05.
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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="cheevr"></A>
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<H2>cheevr</H2>
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<PRE>
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USAGE:
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m, w, z, isuppz, work, rwork, iwork, info, a = NumRu::Lapack.cheevr( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHEEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
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* Purpose
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383
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* =======
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*
|
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* CHEEVR computes selected eigenvalues and, optionally, eigenvectors
|
386
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* of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
|
387
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* be selected by specifying either a range of values or a range of
|
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* indices for the desired eigenvalues.
|
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*
|
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* CHEEVR first reduces the matrix A to tridiagonal form T with a call
|
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* to CHETRD. Then, whenever possible, CHEEVR calls CSTEMR to compute
|
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* the eigenspectrum using Relatively Robust Representations. CSTEMR
|
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* computes eigenvalues by the dqds algorithm, while orthogonal
|
394
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* eigenvectors are computed from various "good" L D L^T representations
|
395
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* (also known as Relatively Robust Representations). Gram-Schmidt
|
396
|
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* orthogonalization is avoided as far as possible. More specifically,
|
397
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* the various steps of the algorithm are as follows.
|
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*
|
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* For each unreduced block (submatrix) of T,
|
400
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* (a) Compute T - sigma I = L D L^T, so that L and D
|
401
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* define all the wanted eigenvalues to high relative accuracy.
|
402
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* This means that small relative changes in the entries of D and L
|
403
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* cause only small relative changes in the eigenvalues and
|
404
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* eigenvectors. The standard (unfactored) representation of the
|
405
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* tridiagonal matrix T does not have this property in general.
|
406
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* (b) Compute the eigenvalues to suitable accuracy.
|
407
|
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* If the eigenvectors are desired, the algorithm attains full
|
408
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* accuracy of the computed eigenvalues only right before
|
409
|
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* the corresponding vectors have to be computed, see steps c) and d).
|
410
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* (c) For each cluster of close eigenvalues, select a new
|
411
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* shift close to the cluster, find a new factorization, and refine
|
412
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* the shifted eigenvalues to suitable accuracy.
|
413
|
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* (d) For each eigenvalue with a large enough relative separation compute
|
414
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* the corresponding eigenvector by forming a rank revealing twisted
|
415
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* factorization. Go back to (c) for any clusters that remain.
|
416
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*
|
417
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* The desired accuracy of the output can be specified by the input
|
418
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* parameter ABSTOL.
|
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*
|
420
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* For more details, see DSTEMR's documentation and:
|
421
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* - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
|
422
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* to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
|
423
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* Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
|
424
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* - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
|
425
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* Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
|
426
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* 2004. Also LAPACK Working Note 154.
|
427
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* - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
|
428
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* tridiagonal eigenvalue/eigenvector problem",
|
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* Computer Science Division Technical Report No. UCB/CSD-97-971,
|
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* UC Berkeley, May 1997.
|
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*
|
432
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*
|
433
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* Note 1 : CHEEVR calls CSTEMR when the full spectrum is requested
|
434
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* on machines which conform to the ieee-754 floating point standard.
|
435
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* CHEEVR calls SSTEBZ and CSTEIN on non-ieee machines and
|
436
|
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* when partial spectrum requests are made.
|
437
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*
|
438
|
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* Normal execution of CSTEMR may create NaNs and infinities and
|
439
|
-
* hence may abort due to a floating point exception in environments
|
440
|
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* which do not handle NaNs and infinities in the ieee standard default
|
441
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* manner.
|
442
|
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*
|
443
|
-
|
444
|
-
* Arguments
|
445
|
-
* =========
|
446
|
-
*
|
447
|
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* JOBZ (input) CHARACTER*1
|
448
|
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* = 'N': Compute eigenvalues only;
|
449
|
-
* = 'V': Compute eigenvalues and eigenvectors.
|
450
|
-
*
|
451
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* RANGE (input) CHARACTER*1
|
452
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* = 'A': all eigenvalues will be found.
|
453
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-
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
454
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* will be found.
|
455
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-
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
456
|
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********** For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and
|
457
|
-
********** CSTEIN are called
|
458
|
-
*
|
459
|
-
* UPLO (input) CHARACTER*1
|
460
|
-
* = 'U': Upper triangle of A is stored;
|
461
|
-
* = 'L': Lower triangle of A is stored.
|
462
|
-
*
|
463
|
-
* N (input) INTEGER
|
464
|
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* The order of the matrix A. N >= 0.
|
465
|
-
*
|
466
|
-
* A (input/output) COMPLEX array, dimension (LDA, N)
|
467
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
468
|
-
* leading N-by-N upper triangular part of A contains the
|
469
|
-
* upper triangular part of the matrix A. If UPLO = 'L',
|
470
|
-
* the leading N-by-N lower triangular part of A contains
|
471
|
-
* the lower triangular part of the matrix A.
|
472
|
-
* On exit, the lower triangle (if UPLO='L') or the upper
|
473
|
-
* triangle (if UPLO='U') of A, including the diagonal, is
|
474
|
-
* destroyed.
|
475
|
-
*
|
476
|
-
* LDA (input) INTEGER
|
477
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
478
|
-
*
|
479
|
-
* VL (input) REAL
|
480
|
-
* VU (input) REAL
|
481
|
-
* If RANGE='V', the lower and upper bounds of the interval to
|
482
|
-
* be searched for eigenvalues. VL < VU.
|
483
|
-
* Not referenced if RANGE = 'A' or 'I'.
|
484
|
-
*
|
485
|
-
* IL (input) INTEGER
|
486
|
-
* IU (input) INTEGER
|
487
|
-
* If RANGE='I', the indices (in ascending order) of the
|
488
|
-
* smallest and largest eigenvalues to be returned.
|
489
|
-
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
490
|
-
* Not referenced if RANGE = 'A' or 'V'.
|
491
|
-
*
|
492
|
-
* ABSTOL (input) REAL
|
493
|
-
* The absolute error tolerance for the eigenvalues.
|
494
|
-
* An approximate eigenvalue is accepted as converged
|
495
|
-
* when it is determined to lie in an interval [a,b]
|
496
|
-
* of width less than or equal to
|
497
|
-
*
|
498
|
-
* ABSTOL + EPS * max( |a|,|b| ) ,
|
499
|
-
*
|
500
|
-
* where EPS is the machine precision. If ABSTOL is less than
|
501
|
-
* or equal to zero, then EPS*|T| will be used in its place,
|
502
|
-
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
503
|
-
* by reducing A to tridiagonal form.
|
504
|
-
*
|
505
|
-
* See "Computing Small Singular Values of Bidiagonal Matrices
|
506
|
-
* with Guaranteed High Relative Accuracy," by Demmel and
|
507
|
-
* Kahan, LAPACK Working Note #3.
|
508
|
-
*
|
509
|
-
* If high relative accuracy is important, set ABSTOL to
|
510
|
-
* SLAMCH( 'Safe minimum' ). Doing so will guarantee that
|
511
|
-
* eigenvalues are computed to high relative accuracy when
|
512
|
-
* possible in future releases. The current code does not
|
513
|
-
* make any guarantees about high relative accuracy, but
|
514
|
-
* furutre releases will. See J. Barlow and J. Demmel,
|
515
|
-
* "Computing Accurate Eigensystems of Scaled Diagonally
|
516
|
-
* Dominant Matrices", LAPACK Working Note #7, for a discussion
|
517
|
-
* of which matrices define their eigenvalues to high relative
|
518
|
-
* accuracy.
|
519
|
-
*
|
520
|
-
* M (output) INTEGER
|
521
|
-
* The total number of eigenvalues found. 0 <= M <= N.
|
522
|
-
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
523
|
-
*
|
524
|
-
* W (output) REAL array, dimension (N)
|
525
|
-
* The first M elements contain the selected eigenvalues in
|
526
|
-
* ascending order.
|
527
|
-
*
|
528
|
-
* Z (output) COMPLEX array, dimension (LDZ, max(1,M))
|
529
|
-
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
530
|
-
* contain the orthonormal eigenvectors of the matrix A
|
531
|
-
* corresponding to the selected eigenvalues, with the i-th
|
532
|
-
* column of Z holding the eigenvector associated with W(i).
|
533
|
-
* If JOBZ = 'N', then Z is not referenced.
|
534
|
-
* Note: the user must ensure that at least max(1,M) columns are
|
535
|
-
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
536
|
-
* is not known in advance and an upper bound must be used.
|
537
|
-
*
|
538
|
-
* LDZ (input) INTEGER
|
539
|
-
* The leading dimension of the array Z. LDZ >= 1, and if
|
540
|
-
* JOBZ = 'V', LDZ >= max(1,N).
|
541
|
-
*
|
542
|
-
* ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) )
|
543
|
-
* The support of the eigenvectors in Z, i.e., the indices
|
544
|
-
* indicating the nonzero elements in Z. The i-th eigenvector
|
545
|
-
* is nonzero only in elements ISUPPZ( 2*i-1 ) through
|
546
|
-
* ISUPPZ( 2*i ).
|
547
|
-
********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
|
548
|
-
*
|
549
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
550
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
551
|
-
*
|
552
|
-
* LWORK (input) INTEGER
|
553
|
-
* The length of the array WORK. LWORK >= max(1,2*N).
|
554
|
-
* For optimal efficiency, LWORK >= (NB+1)*N,
|
555
|
-
* where NB is the max of the blocksize for CHETRD and for
|
556
|
-
* CUNMTR as returned by ILAENV.
|
557
|
-
*
|
558
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
559
|
-
* only calculates the optimal sizes of the WORK, RWORK and
|
560
|
-
* IWORK arrays, returns these values as the first entries of
|
561
|
-
* the WORK, RWORK and IWORK arrays, and no error message
|
562
|
-
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
563
|
-
*
|
564
|
-
* RWORK (workspace/output) REAL array, dimension (MAX(1,LRWORK))
|
565
|
-
* On exit, if INFO = 0, RWORK(1) returns the optimal
|
566
|
-
* (and minimal) LRWORK.
|
567
|
-
*
|
568
|
-
* LRWORK (input) INTEGER
|
569
|
-
* The length of the array RWORK. LRWORK >= max(1,24*N).
|
570
|
-
*
|
571
|
-
* If LRWORK = -1, then a workspace query is assumed; the
|
572
|
-
* routine only calculates the optimal sizes of the WORK, RWORK
|
573
|
-
* and IWORK arrays, returns these values as the first entries
|
574
|
-
* of the WORK, RWORK and IWORK arrays, and no error message
|
575
|
-
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
576
|
-
*
|
577
|
-
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
578
|
-
* On exit, if INFO = 0, IWORK(1) returns the optimal
|
579
|
-
* (and minimal) LIWORK.
|
580
|
-
*
|
581
|
-
* LIWORK (input) INTEGER
|
582
|
-
* The dimension of the array IWORK. LIWORK >= max(1,10*N).
|
583
|
-
*
|
584
|
-
* If LIWORK = -1, then a workspace query is assumed; the
|
585
|
-
* routine only calculates the optimal sizes of the WORK, RWORK
|
586
|
-
* and IWORK arrays, returns these values as the first entries
|
587
|
-
* of the WORK, RWORK and IWORK arrays, and no error message
|
588
|
-
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
589
|
-
*
|
590
|
-
* INFO (output) INTEGER
|
591
|
-
* = 0: successful exit
|
592
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
593
|
-
* > 0: Internal error
|
594
|
-
*
|
595
|
-
|
596
|
-
* Further Details
|
597
|
-
* ===============
|
598
|
-
*
|
599
|
-
* Based on contributions by
|
600
|
-
* Inderjit Dhillon, IBM Almaden, USA
|
601
|
-
* Osni Marques, LBNL/NERSC, USA
|
602
|
-
* Ken Stanley, Computer Science Division, University of
|
603
|
-
* California at Berkeley, USA
|
604
|
-
* Jason Riedy, Computer Science Division, University of
|
605
|
-
* California at Berkeley, USA
|
606
|
-
*
|
607
|
-
* =====================================================================
|
608
|
-
*
|
609
|
-
|
610
|
-
|
611
|
-
</PRE>
|
612
|
-
<A HREF="#top">go to the page top</A>
|
613
|
-
|
614
|
-
<A NAME="cheevx"></A>
|
615
|
-
<H2>cheevx</H2>
|
616
|
-
<PRE>
|
617
|
-
USAGE:
|
618
|
-
m, w, z, work, ifail, info, a = NumRu::Lapack.cheevx( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
|
619
|
-
|
620
|
-
|
621
|
-
FORTRAN MANUAL
|
622
|
-
SUBROUTINE CHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO )
|
623
|
-
|
624
|
-
* Purpose
|
625
|
-
* =======
|
626
|
-
*
|
627
|
-
* CHEEVX computes selected eigenvalues and, optionally, eigenvectors
|
628
|
-
* of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
|
629
|
-
* be selected by specifying either a range of values or a range of
|
630
|
-
* indices for the desired eigenvalues.
|
631
|
-
*
|
632
|
-
|
633
|
-
* Arguments
|
634
|
-
* =========
|
635
|
-
*
|
636
|
-
* JOBZ (input) CHARACTER*1
|
637
|
-
* = 'N': Compute eigenvalues only;
|
638
|
-
* = 'V': Compute eigenvalues and eigenvectors.
|
639
|
-
*
|
640
|
-
* RANGE (input) CHARACTER*1
|
641
|
-
* = 'A': all eigenvalues will be found.
|
642
|
-
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
643
|
-
* will be found.
|
644
|
-
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
645
|
-
*
|
646
|
-
* UPLO (input) CHARACTER*1
|
647
|
-
* = 'U': Upper triangle of A is stored;
|
648
|
-
* = 'L': Lower triangle of A is stored.
|
649
|
-
*
|
650
|
-
* N (input) INTEGER
|
651
|
-
* The order of the matrix A. N >= 0.
|
652
|
-
*
|
653
|
-
* A (input/output) COMPLEX array, dimension (LDA, N)
|
654
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
655
|
-
* leading N-by-N upper triangular part of A contains the
|
656
|
-
* upper triangular part of the matrix A. If UPLO = 'L',
|
657
|
-
* the leading N-by-N lower triangular part of A contains
|
658
|
-
* the lower triangular part of the matrix A.
|
659
|
-
* On exit, the lower triangle (if UPLO='L') or the upper
|
660
|
-
* triangle (if UPLO='U') of A, including the diagonal, is
|
661
|
-
* destroyed.
|
662
|
-
*
|
663
|
-
* LDA (input) INTEGER
|
664
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
665
|
-
*
|
666
|
-
* VL (input) REAL
|
667
|
-
* VU (input) REAL
|
668
|
-
* If RANGE='V', the lower and upper bounds of the interval to
|
669
|
-
* be searched for eigenvalues. VL < VU.
|
670
|
-
* Not referenced if RANGE = 'A' or 'I'.
|
671
|
-
*
|
672
|
-
* IL (input) INTEGER
|
673
|
-
* IU (input) INTEGER
|
674
|
-
* If RANGE='I', the indices (in ascending order) of the
|
675
|
-
* smallest and largest eigenvalues to be returned.
|
676
|
-
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
677
|
-
* Not referenced if RANGE = 'A' or 'V'.
|
678
|
-
*
|
679
|
-
* ABSTOL (input) REAL
|
680
|
-
* The absolute error tolerance for the eigenvalues.
|
681
|
-
* An approximate eigenvalue is accepted as converged
|
682
|
-
* when it is determined to lie in an interval [a,b]
|
683
|
-
* of width less than or equal to
|
684
|
-
*
|
685
|
-
* ABSTOL + EPS * max( |a|,|b| ) ,
|
686
|
-
*
|
687
|
-
* where EPS is the machine precision. If ABSTOL is less than
|
688
|
-
* or equal to zero, then EPS*|T| will be used in its place,
|
689
|
-
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
690
|
-
* by reducing A to tridiagonal form.
|
691
|
-
*
|
692
|
-
* Eigenvalues will be computed most accurately when ABSTOL is
|
693
|
-
* set to twice the underflow threshold 2*SLAMCH('S'), not zero.
|
694
|
-
* If this routine returns with INFO>0, indicating that some
|
695
|
-
* eigenvectors did not converge, try setting ABSTOL to
|
696
|
-
* 2*SLAMCH('S').
|
697
|
-
*
|
698
|
-
* See "Computing Small Singular Values of Bidiagonal Matrices
|
699
|
-
* with Guaranteed High Relative Accuracy," by Demmel and
|
700
|
-
* Kahan, LAPACK Working Note #3.
|
701
|
-
*
|
702
|
-
* M (output) INTEGER
|
703
|
-
* The total number of eigenvalues found. 0 <= M <= N.
|
704
|
-
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
705
|
-
*
|
706
|
-
* W (output) REAL array, dimension (N)
|
707
|
-
* On normal exit, the first M elements contain the selected
|
708
|
-
* eigenvalues in ascending order.
|
709
|
-
*
|
710
|
-
* Z (output) COMPLEX array, dimension (LDZ, max(1,M))
|
711
|
-
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
712
|
-
* contain the orthonormal eigenvectors of the matrix A
|
713
|
-
* corresponding to the selected eigenvalues, with the i-th
|
714
|
-
* column of Z holding the eigenvector associated with W(i).
|
715
|
-
* If an eigenvector fails to converge, then that column of Z
|
716
|
-
* contains the latest approximation to the eigenvector, and the
|
717
|
-
* index of the eigenvector is returned in IFAIL.
|
718
|
-
* If JOBZ = 'N', then Z is not referenced.
|
719
|
-
* Note: the user must ensure that at least max(1,M) columns are
|
720
|
-
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
721
|
-
* is not known in advance and an upper bound must be used.
|
722
|
-
*
|
723
|
-
* LDZ (input) INTEGER
|
724
|
-
* The leading dimension of the array Z. LDZ >= 1, and if
|
725
|
-
* JOBZ = 'V', LDZ >= max(1,N).
|
726
|
-
*
|
727
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
728
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
729
|
-
*
|
730
|
-
* LWORK (input) INTEGER
|
731
|
-
* The length of the array WORK. LWORK >= 1, when N <= 1;
|
732
|
-
* otherwise 2*N.
|
733
|
-
* For optimal efficiency, LWORK >= (NB+1)*N,
|
734
|
-
* where NB is the max of the blocksize for CHETRD and for
|
735
|
-
* CUNMTR as returned by ILAENV.
|
736
|
-
*
|
737
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
738
|
-
* only calculates the optimal size of the WORK array, returns
|
739
|
-
* this value as the first entry of the WORK array, and no error
|
740
|
-
* message related to LWORK is issued by XERBLA.
|
741
|
-
*
|
742
|
-
* RWORK (workspace) REAL array, dimension (7*N)
|
743
|
-
*
|
744
|
-
* IWORK (workspace) INTEGER array, dimension (5*N)
|
745
|
-
*
|
746
|
-
* IFAIL (output) INTEGER array, dimension (N)
|
747
|
-
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
748
|
-
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
749
|
-
* indices of the eigenvectors that failed to converge.
|
750
|
-
* If JOBZ = 'N', then IFAIL is not referenced.
|
751
|
-
*
|
752
|
-
* INFO (output) INTEGER
|
753
|
-
* = 0: successful exit
|
754
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
755
|
-
* > 0: if INFO = i, then i eigenvectors failed to converge.
|
756
|
-
* Their indices are stored in array IFAIL.
|
757
|
-
*
|
758
|
-
|
759
|
-
* =====================================================================
|
760
|
-
*
|
761
|
-
|
762
|
-
|
763
|
-
</PRE>
|
764
|
-
<A HREF="#top">go to the page top</A>
|
765
|
-
|
766
|
-
<A NAME="chegs2"></A>
|
767
|
-
<H2>chegs2</H2>
|
768
|
-
<PRE>
|
769
|
-
USAGE:
|
770
|
-
info, a = NumRu::Lapack.chegs2( itype, uplo, a, b, [:usage => usage, :help => help])
|
771
|
-
|
772
|
-
|
773
|
-
FORTRAN MANUAL
|
774
|
-
SUBROUTINE CHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
|
775
|
-
|
776
|
-
* Purpose
|
777
|
-
* =======
|
778
|
-
*
|
779
|
-
* CHEGS2 reduces a complex Hermitian-definite generalized
|
780
|
-
* eigenproblem to standard form.
|
781
|
-
*
|
782
|
-
* If ITYPE = 1, the problem is A*x = lambda*B*x,
|
783
|
-
* and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L')
|
784
|
-
*
|
785
|
-
* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
|
786
|
-
* B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L.
|
787
|
-
*
|
788
|
-
* B must have been previously factorized as U'*U or L*L' by CPOTRF.
|
789
|
-
*
|
790
|
-
|
791
|
-
* Arguments
|
792
|
-
* =========
|
793
|
-
*
|
794
|
-
* ITYPE (input) INTEGER
|
795
|
-
* = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');
|
796
|
-
* = 2 or 3: compute U*A*U' or L'*A*L.
|
797
|
-
*
|
798
|
-
* UPLO (input) CHARACTER*1
|
799
|
-
* Specifies whether the upper or lower triangular part of the
|
800
|
-
* Hermitian matrix A is stored, and how B has been factorized.
|
801
|
-
* = 'U': Upper triangular
|
802
|
-
* = 'L': Lower triangular
|
803
|
-
*
|
804
|
-
* N (input) INTEGER
|
805
|
-
* The order of the matrices A and B. N >= 0.
|
806
|
-
*
|
807
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
808
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
809
|
-
* n by n upper triangular part of A contains the upper
|
810
|
-
* triangular part of the matrix A, and the strictly lower
|
811
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
812
|
-
* leading n by n lower triangular part of A contains the lower
|
813
|
-
* triangular part of the matrix A, and the strictly upper
|
814
|
-
* triangular part of A is not referenced.
|
815
|
-
*
|
816
|
-
* On exit, if INFO = 0, the transformed matrix, stored in the
|
817
|
-
* same format as A.
|
818
|
-
*
|
819
|
-
* LDA (input) INTEGER
|
820
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
821
|
-
*
|
822
|
-
* B (input) COMPLEX array, dimension (LDB,N)
|
823
|
-
* The triangular factor from the Cholesky factorization of B,
|
824
|
-
* as returned by CPOTRF.
|
825
|
-
*
|
826
|
-
* LDB (input) INTEGER
|
827
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
828
|
-
*
|
829
|
-
* INFO (output) INTEGER
|
830
|
-
* = 0: successful exit.
|
831
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
832
|
-
*
|
833
|
-
|
834
|
-
* =====================================================================
|
835
|
-
*
|
836
|
-
|
837
|
-
|
838
|
-
</PRE>
|
839
|
-
<A HREF="#top">go to the page top</A>
|
840
|
-
|
841
|
-
<A NAME="chegst"></A>
|
842
|
-
<H2>chegst</H2>
|
843
|
-
<PRE>
|
844
|
-
USAGE:
|
845
|
-
info, a = NumRu::Lapack.chegst( itype, uplo, a, b, [:usage => usage, :help => help])
|
846
|
-
|
847
|
-
|
848
|
-
FORTRAN MANUAL
|
849
|
-
SUBROUTINE CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
|
850
|
-
|
851
|
-
* Purpose
|
852
|
-
* =======
|
853
|
-
*
|
854
|
-
* CHEGST reduces a complex Hermitian-definite generalized
|
855
|
-
* eigenproblem to standard form.
|
856
|
-
*
|
857
|
-
* If ITYPE = 1, the problem is A*x = lambda*B*x,
|
858
|
-
* and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
|
859
|
-
*
|
860
|
-
* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
|
861
|
-
* B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
|
862
|
-
*
|
863
|
-
* B must have been previously factorized as U**H*U or L*L**H by CPOTRF.
|
864
|
-
*
|
865
|
-
|
866
|
-
* Arguments
|
867
|
-
* =========
|
868
|
-
*
|
869
|
-
* ITYPE (input) INTEGER
|
870
|
-
* = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
|
871
|
-
* = 2 or 3: compute U*A*U**H or L**H*A*L.
|
872
|
-
*
|
873
|
-
* UPLO (input) CHARACTER*1
|
874
|
-
* = 'U': Upper triangle of A is stored and B is factored as
|
875
|
-
* U**H*U;
|
876
|
-
* = 'L': Lower triangle of A is stored and B is factored as
|
877
|
-
* L*L**H.
|
878
|
-
*
|
879
|
-
* N (input) INTEGER
|
880
|
-
* The order of the matrices A and B. N >= 0.
|
881
|
-
*
|
882
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
883
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
884
|
-
* N-by-N upper triangular part of A contains the upper
|
885
|
-
* triangular part of the matrix A, and the strictly lower
|
886
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
887
|
-
* leading N-by-N lower triangular part of A contains the lower
|
888
|
-
* triangular part of the matrix A, and the strictly upper
|
889
|
-
* triangular part of A is not referenced.
|
890
|
-
*
|
891
|
-
* On exit, if INFO = 0, the transformed matrix, stored in the
|
892
|
-
* same format as A.
|
893
|
-
*
|
894
|
-
* LDA (input) INTEGER
|
895
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
896
|
-
*
|
897
|
-
* B (input) COMPLEX array, dimension (LDB,N)
|
898
|
-
* The triangular factor from the Cholesky factorization of B,
|
899
|
-
* as returned by CPOTRF.
|
900
|
-
*
|
901
|
-
* LDB (input) INTEGER
|
902
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
903
|
-
*
|
904
|
-
* INFO (output) INTEGER
|
905
|
-
* = 0: successful exit
|
906
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
907
|
-
*
|
908
|
-
|
909
|
-
* =====================================================================
|
910
|
-
*
|
911
|
-
|
912
|
-
|
913
|
-
</PRE>
|
914
|
-
<A HREF="#top">go to the page top</A>
|
915
|
-
|
916
|
-
<A NAME="chegv"></A>
|
917
|
-
<H2>chegv</H2>
|
918
|
-
<PRE>
|
919
|
-
USAGE:
|
920
|
-
w, work, info, a, b = NumRu::Lapack.chegv( itype, jobz, uplo, a, b, [:lwork => lwork, :usage => usage, :help => help])
|
921
|
-
|
922
|
-
|
923
|
-
FORTRAN MANUAL
|
924
|
-
SUBROUTINE CHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, INFO )
|
925
|
-
|
926
|
-
* Purpose
|
927
|
-
* =======
|
928
|
-
*
|
929
|
-
* CHEGV computes all the eigenvalues, and optionally, the eigenvectors
|
930
|
-
* of a complex generalized Hermitian-definite eigenproblem, of the form
|
931
|
-
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
|
932
|
-
* Here A and B are assumed to be Hermitian and B is also
|
933
|
-
* positive definite.
|
934
|
-
*
|
935
|
-
|
936
|
-
* Arguments
|
937
|
-
* =========
|
938
|
-
*
|
939
|
-
* ITYPE (input) INTEGER
|
940
|
-
* Specifies the problem type to be solved:
|
941
|
-
* = 1: A*x = (lambda)*B*x
|
942
|
-
* = 2: A*B*x = (lambda)*x
|
943
|
-
* = 3: B*A*x = (lambda)*x
|
944
|
-
*
|
945
|
-
* JOBZ (input) CHARACTER*1
|
946
|
-
* = 'N': Compute eigenvalues only;
|
947
|
-
* = 'V': Compute eigenvalues and eigenvectors.
|
948
|
-
*
|
949
|
-
* UPLO (input) CHARACTER*1
|
950
|
-
* = 'U': Upper triangles of A and B are stored;
|
951
|
-
* = 'L': Lower triangles of A and B are stored.
|
952
|
-
*
|
953
|
-
* N (input) INTEGER
|
954
|
-
* The order of the matrices A and B. N >= 0.
|
955
|
-
*
|
956
|
-
* A (input/output) COMPLEX array, dimension (LDA, N)
|
957
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
958
|
-
* leading N-by-N upper triangular part of A contains the
|
959
|
-
* upper triangular part of the matrix A. If UPLO = 'L',
|
960
|
-
* the leading N-by-N lower triangular part of A contains
|
961
|
-
* the lower triangular part of the matrix A.
|
962
|
-
*
|
963
|
-
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
964
|
-
* matrix Z of eigenvectors. The eigenvectors are normalized
|
965
|
-
* as follows:
|
966
|
-
* if ITYPE = 1 or 2, Z**H*B*Z = I;
|
967
|
-
* if ITYPE = 3, Z**H*inv(B)*Z = I.
|
968
|
-
* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
|
969
|
-
* or the lower triangle (if UPLO='L') of A, including the
|
970
|
-
* diagonal, is destroyed.
|
971
|
-
*
|
972
|
-
* LDA (input) INTEGER
|
973
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
974
|
-
*
|
975
|
-
* B (input/output) COMPLEX array, dimension (LDB, N)
|
976
|
-
* On entry, the Hermitian positive definite matrix B.
|
977
|
-
* If UPLO = 'U', the leading N-by-N upper triangular part of B
|
978
|
-
* contains the upper triangular part of the matrix B.
|
979
|
-
* If UPLO = 'L', the leading N-by-N lower triangular part of B
|
980
|
-
* contains the lower triangular part of the matrix B.
|
981
|
-
*
|
982
|
-
* On exit, if INFO <= N, the part of B containing the matrix is
|
983
|
-
* overwritten by the triangular factor U or L from the Cholesky
|
984
|
-
* factorization B = U**H*U or B = L*L**H.
|
985
|
-
*
|
986
|
-
* LDB (input) INTEGER
|
987
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
988
|
-
*
|
989
|
-
* W (output) REAL array, dimension (N)
|
990
|
-
* If INFO = 0, the eigenvalues in ascending order.
|
991
|
-
*
|
992
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
993
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
994
|
-
*
|
995
|
-
* LWORK (input) INTEGER
|
996
|
-
* The length of the array WORK. LWORK >= max(1,2*N-1).
|
997
|
-
* For optimal efficiency, LWORK >= (NB+1)*N,
|
998
|
-
* where NB is the blocksize for CHETRD returned by ILAENV.
|
999
|
-
*
|
1000
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
1001
|
-
* only calculates the optimal size of the WORK array, returns
|
1002
|
-
* this value as the first entry of the WORK array, and no error
|
1003
|
-
* message related to LWORK is issued by XERBLA.
|
1004
|
-
*
|
1005
|
-
* RWORK (workspace) REAL array, dimension (max(1, 3*N-2))
|
1006
|
-
*
|
1007
|
-
* INFO (output) INTEGER
|
1008
|
-
* = 0: successful exit
|
1009
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1010
|
-
* > 0: CPOTRF or CHEEV returned an error code:
|
1011
|
-
* <= N: if INFO = i, CHEEV failed to converge;
|
1012
|
-
* i off-diagonal elements of an intermediate
|
1013
|
-
* tridiagonal form did not converge to zero;
|
1014
|
-
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
1015
|
-
* minor of order i of B is not positive definite.
|
1016
|
-
* The factorization of B could not be completed and
|
1017
|
-
* no eigenvalues or eigenvectors were computed.
|
1018
|
-
*
|
1019
|
-
|
1020
|
-
* =====================================================================
|
1021
|
-
*
|
1022
|
-
|
1023
|
-
|
1024
|
-
</PRE>
|
1025
|
-
<A HREF="#top">go to the page top</A>
|
1026
|
-
|
1027
|
-
<A NAME="chegvd"></A>
|
1028
|
-
<H2>chegvd</H2>
|
1029
|
-
<PRE>
|
1030
|
-
USAGE:
|
1031
|
-
w, work, rwork, iwork, info, a, b = NumRu::Lapack.chegvd( itype, jobz, uplo, a, b, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
|
1032
|
-
|
1033
|
-
|
1034
|
-
FORTRAN MANUAL
|
1035
|
-
SUBROUTINE CHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
|
1036
|
-
|
1037
|
-
* Purpose
|
1038
|
-
* =======
|
1039
|
-
*
|
1040
|
-
* CHEGVD computes all the eigenvalues, and optionally, the eigenvectors
|
1041
|
-
* of a complex generalized Hermitian-definite eigenproblem, of the form
|
1042
|
-
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
|
1043
|
-
* B are assumed to be Hermitian and B is also positive definite.
|
1044
|
-
* If eigenvectors are desired, it uses a divide and conquer algorithm.
|
1045
|
-
*
|
1046
|
-
* The divide and conquer algorithm makes very mild assumptions about
|
1047
|
-
* floating point arithmetic. It will work on machines with a guard
|
1048
|
-
* digit in add/subtract, or on those binary machines without guard
|
1049
|
-
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
|
1050
|
-
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
|
1051
|
-
* without guard digits, but we know of none.
|
1052
|
-
*
|
1053
|
-
|
1054
|
-
* Arguments
|
1055
|
-
* =========
|
1056
|
-
*
|
1057
|
-
* ITYPE (input) INTEGER
|
1058
|
-
* Specifies the problem type to be solved:
|
1059
|
-
* = 1: A*x = (lambda)*B*x
|
1060
|
-
* = 2: A*B*x = (lambda)*x
|
1061
|
-
* = 3: B*A*x = (lambda)*x
|
1062
|
-
*
|
1063
|
-
* JOBZ (input) CHARACTER*1
|
1064
|
-
* = 'N': Compute eigenvalues only;
|
1065
|
-
* = 'V': Compute eigenvalues and eigenvectors.
|
1066
|
-
*
|
1067
|
-
* UPLO (input) CHARACTER*1
|
1068
|
-
* = 'U': Upper triangles of A and B are stored;
|
1069
|
-
* = 'L': Lower triangles of A and B are stored.
|
1070
|
-
*
|
1071
|
-
* N (input) INTEGER
|
1072
|
-
* The order of the matrices A and B. N >= 0.
|
1073
|
-
*
|
1074
|
-
* A (input/output) COMPLEX array, dimension (LDA, N)
|
1075
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
1076
|
-
* leading N-by-N upper triangular part of A contains the
|
1077
|
-
* upper triangular part of the matrix A. If UPLO = 'L',
|
1078
|
-
* the leading N-by-N lower triangular part of A contains
|
1079
|
-
* the lower triangular part of the matrix A.
|
1080
|
-
*
|
1081
|
-
* On exit, if JOBZ = 'V', then if INFO = 0, A contains the
|
1082
|
-
* matrix Z of eigenvectors. The eigenvectors are normalized
|
1083
|
-
* as follows:
|
1084
|
-
* if ITYPE = 1 or 2, Z**H*B*Z = I;
|
1085
|
-
* if ITYPE = 3, Z**H*inv(B)*Z = I.
|
1086
|
-
* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
|
1087
|
-
* or the lower triangle (if UPLO='L') of A, including the
|
1088
|
-
* diagonal, is destroyed.
|
1089
|
-
*
|
1090
|
-
* LDA (input) INTEGER
|
1091
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1092
|
-
*
|
1093
|
-
* B (input/output) COMPLEX array, dimension (LDB, N)
|
1094
|
-
* On entry, the Hermitian matrix B. If UPLO = 'U', the
|
1095
|
-
* leading N-by-N upper triangular part of B contains the
|
1096
|
-
* upper triangular part of the matrix B. If UPLO = 'L',
|
1097
|
-
* the leading N-by-N lower triangular part of B contains
|
1098
|
-
* the lower triangular part of the matrix B.
|
1099
|
-
*
|
1100
|
-
* On exit, if INFO <= N, the part of B containing the matrix is
|
1101
|
-
* overwritten by the triangular factor U or L from the Cholesky
|
1102
|
-
* factorization B = U**H*U or B = L*L**H.
|
1103
|
-
*
|
1104
|
-
* LDB (input) INTEGER
|
1105
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1106
|
-
*
|
1107
|
-
* W (output) REAL array, dimension (N)
|
1108
|
-
* If INFO = 0, the eigenvalues in ascending order.
|
1109
|
-
*
|
1110
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
1111
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
1112
|
-
*
|
1113
|
-
* LWORK (input) INTEGER
|
1114
|
-
* The length of the array WORK.
|
1115
|
-
* If N <= 1, LWORK >= 1.
|
1116
|
-
* If JOBZ = 'N' and N > 1, LWORK >= N + 1.
|
1117
|
-
* If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2.
|
1118
|
-
*
|
1119
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
1120
|
-
* only calculates the optimal sizes of the WORK, RWORK and
|
1121
|
-
* IWORK arrays, returns these values as the first entries of
|
1122
|
-
* the WORK, RWORK and IWORK arrays, and no error message
|
1123
|
-
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
1124
|
-
*
|
1125
|
-
* RWORK (workspace/output) REAL array, dimension (MAX(1,LRWORK))
|
1126
|
-
* On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
|
1127
|
-
*
|
1128
|
-
* LRWORK (input) INTEGER
|
1129
|
-
* The dimension of the array RWORK.
|
1130
|
-
* If N <= 1, LRWORK >= 1.
|
1131
|
-
* If JOBZ = 'N' and N > 1, LRWORK >= N.
|
1132
|
-
* If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
|
1133
|
-
*
|
1134
|
-
* If LRWORK = -1, then a workspace query is assumed; the
|
1135
|
-
* routine only calculates the optimal sizes of the WORK, RWORK
|
1136
|
-
* and IWORK arrays, returns these values as the first entries
|
1137
|
-
* of the WORK, RWORK and IWORK arrays, and no error message
|
1138
|
-
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
1139
|
-
*
|
1140
|
-
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
|
1141
|
-
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
|
1142
|
-
*
|
1143
|
-
* LIWORK (input) INTEGER
|
1144
|
-
* The dimension of the array IWORK.
|
1145
|
-
* If N <= 1, LIWORK >= 1.
|
1146
|
-
* If JOBZ = 'N' and N > 1, LIWORK >= 1.
|
1147
|
-
* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
|
1148
|
-
*
|
1149
|
-
* If LIWORK = -1, then a workspace query is assumed; the
|
1150
|
-
* routine only calculates the optimal sizes of the WORK, RWORK
|
1151
|
-
* and IWORK arrays, returns these values as the first entries
|
1152
|
-
* of the WORK, RWORK and IWORK arrays, and no error message
|
1153
|
-
* related to LWORK or LRWORK or LIWORK is issued by XERBLA.
|
1154
|
-
*
|
1155
|
-
* INFO (output) INTEGER
|
1156
|
-
* = 0: successful exit
|
1157
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1158
|
-
* > 0: CPOTRF or CHEEVD returned an error code:
|
1159
|
-
* <= N: if INFO = i and JOBZ = 'N', then the algorithm
|
1160
|
-
* failed to converge; i off-diagonal elements of an
|
1161
|
-
* intermediate tridiagonal form did not converge to
|
1162
|
-
* zero;
|
1163
|
-
* if INFO = i and JOBZ = 'V', then the algorithm
|
1164
|
-
* failed to compute an eigenvalue while working on
|
1165
|
-
* the submatrix lying in rows and columns INFO/(N+1)
|
1166
|
-
* through mod(INFO,N+1);
|
1167
|
-
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
1168
|
-
* minor of order i of B is not positive definite.
|
1169
|
-
* The factorization of B could not be completed and
|
1170
|
-
* no eigenvalues or eigenvectors were computed.
|
1171
|
-
*
|
1172
|
-
|
1173
|
-
* Further Details
|
1174
|
-
* ===============
|
1175
|
-
*
|
1176
|
-
* Based on contributions by
|
1177
|
-
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
1178
|
-
*
|
1179
|
-
* Modified so that no backsubstitution is performed if CHEEVD fails to
|
1180
|
-
* converge (NEIG in old code could be greater than N causing out of
|
1181
|
-
* bounds reference to A - reported by Ralf Meyer). Also corrected the
|
1182
|
-
* description of INFO and the test on ITYPE. Sven, 16 Feb 05.
|
1183
|
-
* =====================================================================
|
1184
|
-
*
|
1185
|
-
|
1186
|
-
|
1187
|
-
</PRE>
|
1188
|
-
<A HREF="#top">go to the page top</A>
|
1189
|
-
|
1190
|
-
<A NAME="chegvx"></A>
|
1191
|
-
<H2>chegvx</H2>
|
1192
|
-
<PRE>
|
1193
|
-
USAGE:
|
1194
|
-
m, w, z, work, ifail, info, a, b = NumRu::Lapack.chegvx( itype, jobz, range, uplo, a, b, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])
|
1195
|
-
|
1196
|
-
|
1197
|
-
FORTRAN MANUAL
|
1198
|
-
SUBROUTINE CHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO )
|
1199
|
-
|
1200
|
-
* Purpose
|
1201
|
-
* =======
|
1202
|
-
*
|
1203
|
-
* CHEGVX computes selected eigenvalues, and optionally, eigenvectors
|
1204
|
-
* of a complex generalized Hermitian-definite eigenproblem, of the form
|
1205
|
-
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
|
1206
|
-
* B are assumed to be Hermitian and B is also positive definite.
|
1207
|
-
* Eigenvalues and eigenvectors can be selected by specifying either a
|
1208
|
-
* range of values or a range of indices for the desired eigenvalues.
|
1209
|
-
*
|
1210
|
-
|
1211
|
-
* Arguments
|
1212
|
-
* =========
|
1213
|
-
*
|
1214
|
-
* ITYPE (input) INTEGER
|
1215
|
-
* Specifies the problem type to be solved:
|
1216
|
-
* = 1: A*x = (lambda)*B*x
|
1217
|
-
* = 2: A*B*x = (lambda)*x
|
1218
|
-
* = 3: B*A*x = (lambda)*x
|
1219
|
-
*
|
1220
|
-
* JOBZ (input) CHARACTER*1
|
1221
|
-
* = 'N': Compute eigenvalues only;
|
1222
|
-
* = 'V': Compute eigenvalues and eigenvectors.
|
1223
|
-
*
|
1224
|
-
* RANGE (input) CHARACTER*1
|
1225
|
-
* = 'A': all eigenvalues will be found.
|
1226
|
-
* = 'V': all eigenvalues in the half-open interval (VL,VU]
|
1227
|
-
* will be found.
|
1228
|
-
* = 'I': the IL-th through IU-th eigenvalues will be found.
|
1229
|
-
**
|
1230
|
-
* UPLO (input) CHARACTER*1
|
1231
|
-
* = 'U': Upper triangles of A and B are stored;
|
1232
|
-
* = 'L': Lower triangles of A and B are stored.
|
1233
|
-
*
|
1234
|
-
* N (input) INTEGER
|
1235
|
-
* The order of the matrices A and B. N >= 0.
|
1236
|
-
*
|
1237
|
-
* A (input/output) COMPLEX array, dimension (LDA, N)
|
1238
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the
|
1239
|
-
* leading N-by-N upper triangular part of A contains the
|
1240
|
-
* upper triangular part of the matrix A. If UPLO = 'L',
|
1241
|
-
* the leading N-by-N lower triangular part of A contains
|
1242
|
-
* the lower triangular part of the matrix A.
|
1243
|
-
*
|
1244
|
-
* On exit, the lower triangle (if UPLO='L') or the upper
|
1245
|
-
* triangle (if UPLO='U') of A, including the diagonal, is
|
1246
|
-
* destroyed.
|
1247
|
-
*
|
1248
|
-
* LDA (input) INTEGER
|
1249
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1250
|
-
*
|
1251
|
-
* B (input/output) COMPLEX array, dimension (LDB, N)
|
1252
|
-
* On entry, the Hermitian matrix B. If UPLO = 'U', the
|
1253
|
-
* leading N-by-N upper triangular part of B contains the
|
1254
|
-
* upper triangular part of the matrix B. If UPLO = 'L',
|
1255
|
-
* the leading N-by-N lower triangular part of B contains
|
1256
|
-
* the lower triangular part of the matrix B.
|
1257
|
-
*
|
1258
|
-
* On exit, if INFO <= N, the part of B containing the matrix is
|
1259
|
-
* overwritten by the triangular factor U or L from the Cholesky
|
1260
|
-
* factorization B = U**H*U or B = L*L**H.
|
1261
|
-
*
|
1262
|
-
* LDB (input) INTEGER
|
1263
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1264
|
-
*
|
1265
|
-
* VL (input) REAL
|
1266
|
-
* VU (input) REAL
|
1267
|
-
* If RANGE='V', the lower and upper bounds of the interval to
|
1268
|
-
* be searched for eigenvalues. VL < VU.
|
1269
|
-
* Not referenced if RANGE = 'A' or 'I'.
|
1270
|
-
*
|
1271
|
-
* IL (input) INTEGER
|
1272
|
-
* IU (input) INTEGER
|
1273
|
-
* If RANGE='I', the indices (in ascending order) of the
|
1274
|
-
* smallest and largest eigenvalues to be returned.
|
1275
|
-
* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
|
1276
|
-
* Not referenced if RANGE = 'A' or 'V'.
|
1277
|
-
*
|
1278
|
-
* ABSTOL (input) REAL
|
1279
|
-
* The absolute error tolerance for the eigenvalues.
|
1280
|
-
* An approximate eigenvalue is accepted as converged
|
1281
|
-
* when it is determined to lie in an interval [a,b]
|
1282
|
-
* of width less than or equal to
|
1283
|
-
*
|
1284
|
-
* ABSTOL + EPS * max( |a|,|b| ) ,
|
1285
|
-
*
|
1286
|
-
* where EPS is the machine precision. If ABSTOL is less than
|
1287
|
-
* or equal to zero, then EPS*|T| will be used in its place,
|
1288
|
-
* where |T| is the 1-norm of the tridiagonal matrix obtained
|
1289
|
-
* by reducing A to tridiagonal form.
|
1290
|
-
*
|
1291
|
-
* Eigenvalues will be computed most accurately when ABSTOL is
|
1292
|
-
* set to twice the underflow threshold 2*SLAMCH('S'), not zero.
|
1293
|
-
* If this routine returns with INFO>0, indicating that some
|
1294
|
-
* eigenvectors did not converge, try setting ABSTOL to
|
1295
|
-
* 2*SLAMCH('S').
|
1296
|
-
*
|
1297
|
-
* M (output) INTEGER
|
1298
|
-
* The total number of eigenvalues found. 0 <= M <= N.
|
1299
|
-
* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
|
1300
|
-
*
|
1301
|
-
* W (output) REAL array, dimension (N)
|
1302
|
-
* The first M elements contain the selected
|
1303
|
-
* eigenvalues in ascending order.
|
1304
|
-
*
|
1305
|
-
* Z (output) COMPLEX array, dimension (LDZ, max(1,M))
|
1306
|
-
* If JOBZ = 'N', then Z is not referenced.
|
1307
|
-
* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
|
1308
|
-
* contain the orthonormal eigenvectors of the matrix A
|
1309
|
-
* corresponding to the selected eigenvalues, with the i-th
|
1310
|
-
* column of Z holding the eigenvector associated with W(i).
|
1311
|
-
* The eigenvectors are normalized as follows:
|
1312
|
-
* if ITYPE = 1 or 2, Z**T*B*Z = I;
|
1313
|
-
* if ITYPE = 3, Z**T*inv(B)*Z = I.
|
1314
|
-
*
|
1315
|
-
* If an eigenvector fails to converge, then that column of Z
|
1316
|
-
* contains the latest approximation to the eigenvector, and the
|
1317
|
-
* index of the eigenvector is returned in IFAIL.
|
1318
|
-
* Note: the user must ensure that at least max(1,M) columns are
|
1319
|
-
* supplied in the array Z; if RANGE = 'V', the exact value of M
|
1320
|
-
* is not known in advance and an upper bound must be used.
|
1321
|
-
*
|
1322
|
-
* LDZ (input) INTEGER
|
1323
|
-
* The leading dimension of the array Z. LDZ >= 1, and if
|
1324
|
-
* JOBZ = 'V', LDZ >= max(1,N).
|
1325
|
-
*
|
1326
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
1327
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
1328
|
-
*
|
1329
|
-
* LWORK (input) INTEGER
|
1330
|
-
* The length of the array WORK. LWORK >= max(1,2*N).
|
1331
|
-
* For optimal efficiency, LWORK >= (NB+1)*N,
|
1332
|
-
* where NB is the blocksize for CHETRD returned by ILAENV.
|
1333
|
-
*
|
1334
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
1335
|
-
* only calculates the optimal size of the WORK array, returns
|
1336
|
-
* this value as the first entry of the WORK array, and no error
|
1337
|
-
* message related to LWORK is issued by XERBLA.
|
1338
|
-
*
|
1339
|
-
* RWORK (workspace) REAL array, dimension (7*N)
|
1340
|
-
*
|
1341
|
-
* IWORK (workspace) INTEGER array, dimension (5*N)
|
1342
|
-
*
|
1343
|
-
* IFAIL (output) INTEGER array, dimension (N)
|
1344
|
-
* If JOBZ = 'V', then if INFO = 0, the first M elements of
|
1345
|
-
* IFAIL are zero. If INFO > 0, then IFAIL contains the
|
1346
|
-
* indices of the eigenvectors that failed to converge.
|
1347
|
-
* If JOBZ = 'N', then IFAIL is not referenced.
|
1348
|
-
*
|
1349
|
-
* INFO (output) INTEGER
|
1350
|
-
* = 0: successful exit
|
1351
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1352
|
-
* > 0: CPOTRF or CHEEVX returned an error code:
|
1353
|
-
* <= N: if INFO = i, CHEEVX failed to converge;
|
1354
|
-
* i eigenvectors failed to converge. Their indices
|
1355
|
-
* are stored in array IFAIL.
|
1356
|
-
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
|
1357
|
-
* minor of order i of B is not positive definite.
|
1358
|
-
* The factorization of B could not be completed and
|
1359
|
-
* no eigenvalues or eigenvectors were computed.
|
1360
|
-
*
|
1361
|
-
|
1362
|
-
* Further Details
|
1363
|
-
* ===============
|
1364
|
-
*
|
1365
|
-
* Based on contributions by
|
1366
|
-
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
|
1367
|
-
*
|
1368
|
-
* =====================================================================
|
1369
|
-
*
|
1370
|
-
|
1371
|
-
|
1372
|
-
</PRE>
|
1373
|
-
<A HREF="#top">go to the page top</A>
|
1374
|
-
|
1375
|
-
<A NAME="cherfs"></A>
|
1376
|
-
<H2>cherfs</H2>
|
1377
|
-
<PRE>
|
1378
|
-
USAGE:
|
1379
|
-
ferr, berr, info, x = NumRu::Lapack.cherfs( uplo, a, af, ipiv, b, x, [:usage => usage, :help => help])
|
1380
|
-
|
1381
|
-
|
1382
|
-
FORTRAN MANUAL
|
1383
|
-
SUBROUTINE CHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
|
1384
|
-
|
1385
|
-
* Purpose
|
1386
|
-
* =======
|
1387
|
-
*
|
1388
|
-
* CHERFS improves the computed solution to a system of linear
|
1389
|
-
* equations when the coefficient matrix is Hermitian indefinite, and
|
1390
|
-
* provides error bounds and backward error estimates for the solution.
|
1391
|
-
*
|
1392
|
-
|
1393
|
-
* Arguments
|
1394
|
-
* =========
|
1395
|
-
*
|
1396
|
-
* UPLO (input) CHARACTER*1
|
1397
|
-
* = 'U': Upper triangle of A is stored;
|
1398
|
-
* = 'L': Lower triangle of A is stored.
|
1399
|
-
*
|
1400
|
-
* N (input) INTEGER
|
1401
|
-
* The order of the matrix A. N >= 0.
|
1402
|
-
*
|
1403
|
-
* NRHS (input) INTEGER
|
1404
|
-
* The number of right hand sides, i.e., the number of columns
|
1405
|
-
* of the matrices B and X. NRHS >= 0.
|
1406
|
-
*
|
1407
|
-
* A (input) COMPLEX array, dimension (LDA,N)
|
1408
|
-
* The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
|
1409
|
-
* upper triangular part of A contains the upper triangular part
|
1410
|
-
* of the matrix A, and the strictly lower triangular part of A
|
1411
|
-
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
1412
|
-
* triangular part of A contains the lower triangular part of
|
1413
|
-
* the matrix A, and the strictly upper triangular part of A is
|
1414
|
-
* not referenced.
|
1415
|
-
*
|
1416
|
-
* LDA (input) INTEGER
|
1417
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1418
|
-
*
|
1419
|
-
* AF (input) COMPLEX array, dimension (LDAF,N)
|
1420
|
-
* The factored form of the matrix A. AF contains the block
|
1421
|
-
* diagonal matrix D and the multipliers used to obtain the
|
1422
|
-
* factor U or L from the factorization A = U*D*U**H or
|
1423
|
-
* A = L*D*L**H as computed by CHETRF.
|
1424
|
-
*
|
1425
|
-
* LDAF (input) INTEGER
|
1426
|
-
* The leading dimension of the array AF. LDAF >= max(1,N).
|
1427
|
-
*
|
1428
|
-
* IPIV (input) INTEGER array, dimension (N)
|
1429
|
-
* Details of the interchanges and the block structure of D
|
1430
|
-
* as determined by CHETRF.
|
1431
|
-
*
|
1432
|
-
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
1433
|
-
* The right hand side matrix B.
|
1434
|
-
*
|
1435
|
-
* LDB (input) INTEGER
|
1436
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1437
|
-
*
|
1438
|
-
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
|
1439
|
-
* On entry, the solution matrix X, as computed by CHETRS.
|
1440
|
-
* On exit, the improved solution matrix X.
|
1441
|
-
*
|
1442
|
-
* LDX (input) INTEGER
|
1443
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
1444
|
-
*
|
1445
|
-
* FERR (output) REAL array, dimension (NRHS)
|
1446
|
-
* The estimated forward error bound for each solution vector
|
1447
|
-
* X(j) (the j-th column of the solution matrix X).
|
1448
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
1449
|
-
* is an estimated upper bound for the magnitude of the largest
|
1450
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
1451
|
-
* largest element in X(j). The estimate is as reliable as
|
1452
|
-
* the estimate for RCOND, and is almost always a slight
|
1453
|
-
* overestimate of the true error.
|
1454
|
-
*
|
1455
|
-
* BERR (output) REAL array, dimension (NRHS)
|
1456
|
-
* The componentwise relative backward error of each solution
|
1457
|
-
* vector X(j) (i.e., the smallest relative change in
|
1458
|
-
* any element of A or B that makes X(j) an exact solution).
|
1459
|
-
*
|
1460
|
-
* WORK (workspace) COMPLEX array, dimension (2*N)
|
1461
|
-
*
|
1462
|
-
* RWORK (workspace) REAL array, dimension (N)
|
1463
|
-
*
|
1464
|
-
* INFO (output) INTEGER
|
1465
|
-
* = 0: successful exit
|
1466
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1467
|
-
*
|
1468
|
-
* Internal Parameters
|
1469
|
-
* ===================
|
1470
|
-
*
|
1471
|
-
* ITMAX is the maximum number of steps of iterative refinement.
|
1472
|
-
*
|
1473
|
-
|
1474
|
-
* =====================================================================
|
1475
|
-
*
|
1476
|
-
|
1477
|
-
|
1478
|
-
</PRE>
|
1479
|
-
<A HREF="#top">go to the page top</A>
|
1480
|
-
|
1481
|
-
<A NAME="cherfsx"></A>
|
1482
|
-
<H2>cherfsx</H2>
|
1483
|
-
<PRE>
|
1484
|
-
USAGE:
|
1485
|
-
rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.cherfsx( uplo, equed, a, af, ipiv, s, b, x, params, [:usage => usage, :help => help])
|
1486
|
-
|
1487
|
-
|
1488
|
-
FORTRAN MANUAL
|
1489
|
-
SUBROUTINE CHERFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
|
1490
|
-
|
1491
|
-
* Purpose
|
1492
|
-
* =======
|
1493
|
-
*
|
1494
|
-
* CHERFSX improves the computed solution to a system of linear
|
1495
|
-
* equations when the coefficient matrix is Hermitian indefinite, and
|
1496
|
-
* provides error bounds and backward error estimates for the
|
1497
|
-
* solution. In addition to normwise error bound, the code provides
|
1498
|
-
* maximum componentwise error bound if possible. See comments for
|
1499
|
-
* ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
|
1500
|
-
*
|
1501
|
-
* The original system of linear equations may have been equilibrated
|
1502
|
-
* before calling this routine, as described by arguments EQUED and S
|
1503
|
-
* below. In this case, the solution and error bounds returned are
|
1504
|
-
* for the original unequilibrated system.
|
1505
|
-
*
|
1506
|
-
|
1507
|
-
* Arguments
|
1508
|
-
* =========
|
1509
|
-
*
|
1510
|
-
* Some optional parameters are bundled in the PARAMS array. These
|
1511
|
-
* settings determine how refinement is performed, but often the
|
1512
|
-
* defaults are acceptable. If the defaults are acceptable, users
|
1513
|
-
* can pass NPARAMS = 0 which prevents the source code from accessing
|
1514
|
-
* the PARAMS argument.
|
1515
|
-
*
|
1516
|
-
* UPLO (input) CHARACTER*1
|
1517
|
-
* = 'U': Upper triangle of A is stored;
|
1518
|
-
* = 'L': Lower triangle of A is stored.
|
1519
|
-
*
|
1520
|
-
* EQUED (input) CHARACTER*1
|
1521
|
-
* Specifies the form of equilibration that was done to A
|
1522
|
-
* before calling this routine. This is needed to compute
|
1523
|
-
* the solution and error bounds correctly.
|
1524
|
-
* = 'N': No equilibration
|
1525
|
-
* = 'Y': Both row and column equilibration, i.e., A has been
|
1526
|
-
* replaced by diag(S) * A * diag(S).
|
1527
|
-
* The right hand side B has been changed accordingly.
|
1528
|
-
*
|
1529
|
-
* N (input) INTEGER
|
1530
|
-
* The order of the matrix A. N >= 0.
|
1531
|
-
*
|
1532
|
-
* NRHS (input) INTEGER
|
1533
|
-
* The number of right hand sides, i.e., the number of columns
|
1534
|
-
* of the matrices B and X. NRHS >= 0.
|
1535
|
-
*
|
1536
|
-
* A (input) COMPLEX array, dimension (LDA,N)
|
1537
|
-
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
1538
|
-
* upper triangular part of A contains the upper triangular
|
1539
|
-
* part of the matrix A, and the strictly lower triangular
|
1540
|
-
* part of A is not referenced. If UPLO = 'L', the leading
|
1541
|
-
* N-by-N lower triangular part of A contains the lower
|
1542
|
-
* triangular part of the matrix A, and the strictly upper
|
1543
|
-
* triangular part of A is not referenced.
|
1544
|
-
*
|
1545
|
-
* LDA (input) INTEGER
|
1546
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1547
|
-
*
|
1548
|
-
* AF (input) COMPLEX array, dimension (LDAF,N)
|
1549
|
-
* The factored form of the matrix A. AF contains the block
|
1550
|
-
* diagonal matrix D and the multipliers used to obtain the
|
1551
|
-
* factor U or L from the factorization A = U*D*U**T or A =
|
1552
|
-
* L*D*L**T as computed by SSYTRF.
|
1553
|
-
*
|
1554
|
-
* LDAF (input) INTEGER
|
1555
|
-
* The leading dimension of the array AF. LDAF >= max(1,N).
|
1556
|
-
*
|
1557
|
-
* IPIV (input) INTEGER array, dimension (N)
|
1558
|
-
* Details of the interchanges and the block structure of D
|
1559
|
-
* as determined by SSYTRF.
|
1560
|
-
*
|
1561
|
-
* S (input or output) REAL array, dimension (N)
|
1562
|
-
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
1563
|
-
* the left and right by diag(S). S is an input argument if FACT =
|
1564
|
-
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
1565
|
-
* = 'Y', each element of S must be positive. If S is output, each
|
1566
|
-
* element of S is a power of the radix. If S is input, each element
|
1567
|
-
* of S should be a power of the radix to ensure a reliable solution
|
1568
|
-
* and error estimates. Scaling by powers of the radix does not cause
|
1569
|
-
* rounding errors unless the result underflows or overflows.
|
1570
|
-
* Rounding errors during scaling lead to refining with a matrix that
|
1571
|
-
* is not equivalent to the input matrix, producing error estimates
|
1572
|
-
* that may not be reliable.
|
1573
|
-
*
|
1574
|
-
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
1575
|
-
* The right hand side matrix B.
|
1576
|
-
*
|
1577
|
-
* LDB (input) INTEGER
|
1578
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1579
|
-
*
|
1580
|
-
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
|
1581
|
-
* On entry, the solution matrix X, as computed by SGETRS.
|
1582
|
-
* On exit, the improved solution matrix X.
|
1583
|
-
*
|
1584
|
-
* LDX (input) INTEGER
|
1585
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
1586
|
-
*
|
1587
|
-
* RCOND (output) REAL
|
1588
|
-
* Reciprocal scaled condition number. This is an estimate of the
|
1589
|
-
* reciprocal Skeel condition number of the matrix A after
|
1590
|
-
* equilibration (if done). If this is less than the machine
|
1591
|
-
* precision (in particular, if it is zero), the matrix is singular
|
1592
|
-
* to working precision. Note that the error may still be small even
|
1593
|
-
* if this number is very small and the matrix appears ill-
|
1594
|
-
* conditioned.
|
1595
|
-
*
|
1596
|
-
* BERR (output) REAL array, dimension (NRHS)
|
1597
|
-
* Componentwise relative backward error. This is the
|
1598
|
-
* componentwise relative backward error of each solution vector X(j)
|
1599
|
-
* (i.e., the smallest relative change in any element of A or B that
|
1600
|
-
* makes X(j) an exact solution).
|
1601
|
-
*
|
1602
|
-
* N_ERR_BNDS (input) INTEGER
|
1603
|
-
* Number of error bounds to return for each right hand side
|
1604
|
-
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
1605
|
-
* ERR_BNDS_COMP below.
|
1606
|
-
*
|
1607
|
-
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
1608
|
-
* For each right-hand side, this array contains information about
|
1609
|
-
* various error bounds and condition numbers corresponding to the
|
1610
|
-
* normwise relative error, which is defined as follows:
|
1611
|
-
*
|
1612
|
-
* Normwise relative error in the ith solution vector:
|
1613
|
-
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
1614
|
-
* ------------------------------
|
1615
|
-
* max_j abs(X(j,i))
|
1616
|
-
*
|
1617
|
-
* The array is indexed by the type of error information as described
|
1618
|
-
* below. There currently are up to three pieces of information
|
1619
|
-
* returned.
|
1620
|
-
*
|
1621
|
-
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
1622
|
-
* right-hand side.
|
1623
|
-
*
|
1624
|
-
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
1625
|
-
* three fields:
|
1626
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
1627
|
-
* reciprocal condition number is less than the threshold
|
1628
|
-
* sqrt(n) * slamch('Epsilon').
|
1629
|
-
*
|
1630
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
1631
|
-
* almost certainly within a factor of 10 of the true error
|
1632
|
-
* so long as the next entry is greater than the threshold
|
1633
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
1634
|
-
* be trusted if the previous boolean is true.
|
1635
|
-
*
|
1636
|
-
* err = 3 Reciprocal condition number: Estimated normwise
|
1637
|
-
* reciprocal condition number. Compared with the threshold
|
1638
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
1639
|
-
* estimate is "guaranteed". These reciprocal condition
|
1640
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
1641
|
-
* appropriately scaled matrix Z.
|
1642
|
-
* Let Z = S*A, where S scales each row by a power of the
|
1643
|
-
* radix so all absolute row sums of Z are approximately 1.
|
1644
|
-
*
|
1645
|
-
* See Lapack Working Note 165 for further details and extra
|
1646
|
-
* cautions.
|
1647
|
-
*
|
1648
|
-
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
1649
|
-
* For each right-hand side, this array contains information about
|
1650
|
-
* various error bounds and condition numbers corresponding to the
|
1651
|
-
* componentwise relative error, which is defined as follows:
|
1652
|
-
*
|
1653
|
-
* Componentwise relative error in the ith solution vector:
|
1654
|
-
* abs(XTRUE(j,i) - X(j,i))
|
1655
|
-
* max_j ----------------------
|
1656
|
-
* abs(X(j,i))
|
1657
|
-
*
|
1658
|
-
* The array is indexed by the right-hand side i (on which the
|
1659
|
-
* componentwise relative error depends), and the type of error
|
1660
|
-
* information as described below. There currently are up to three
|
1661
|
-
* pieces of information returned for each right-hand side. If
|
1662
|
-
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
1663
|
-
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
1664
|
-
* the first (:,N_ERR_BNDS) entries are returned.
|
1665
|
-
*
|
1666
|
-
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
1667
|
-
* right-hand side.
|
1668
|
-
*
|
1669
|
-
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
1670
|
-
* three fields:
|
1671
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
1672
|
-
* reciprocal condition number is less than the threshold
|
1673
|
-
* sqrt(n) * slamch('Epsilon').
|
1674
|
-
*
|
1675
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
1676
|
-
* almost certainly within a factor of 10 of the true error
|
1677
|
-
* so long as the next entry is greater than the threshold
|
1678
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
1679
|
-
* be trusted if the previous boolean is true.
|
1680
|
-
*
|
1681
|
-
* err = 3 Reciprocal condition number: Estimated componentwise
|
1682
|
-
* reciprocal condition number. Compared with the threshold
|
1683
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
1684
|
-
* estimate is "guaranteed". These reciprocal condition
|
1685
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
1686
|
-
* appropriately scaled matrix Z.
|
1687
|
-
* Let Z = S*(A*diag(x)), where x is the solution for the
|
1688
|
-
* current right-hand side and S scales each row of
|
1689
|
-
* A*diag(x) by a power of the radix so all absolute row
|
1690
|
-
* sums of Z are approximately 1.
|
1691
|
-
*
|
1692
|
-
* See Lapack Working Note 165 for further details and extra
|
1693
|
-
* cautions.
|
1694
|
-
*
|
1695
|
-
* NPARAMS (input) INTEGER
|
1696
|
-
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
1697
|
-
* PARAMS array is never referenced and default values are used.
|
1698
|
-
*
|
1699
|
-
* PARAMS (input / output) REAL array, dimension NPARAMS
|
1700
|
-
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
1701
|
-
* that entry will be filled with default value used for that
|
1702
|
-
* parameter. Only positions up to NPARAMS are accessed; defaults
|
1703
|
-
* are used for higher-numbered parameters.
|
1704
|
-
*
|
1705
|
-
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
1706
|
-
* refinement or not.
|
1707
|
-
* Default: 1.0
|
1708
|
-
* = 0.0 : No refinement is performed, and no error bounds are
|
1709
|
-
* computed.
|
1710
|
-
* = 1.0 : Use the double-precision refinement algorithm,
|
1711
|
-
* possibly with doubled-single computations if the
|
1712
|
-
* compilation environment does not support DOUBLE
|
1713
|
-
* PRECISION.
|
1714
|
-
* (other values are reserved for future use)
|
1715
|
-
*
|
1716
|
-
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
1717
|
-
* computations allowed for refinement.
|
1718
|
-
* Default: 10
|
1719
|
-
* Aggressive: Set to 100 to permit convergence using approximate
|
1720
|
-
* factorizations or factorizations other than LU. If
|
1721
|
-
* the factorization uses a technique other than
|
1722
|
-
* Gaussian elimination, the guarantees in
|
1723
|
-
* err_bnds_norm and err_bnds_comp may no longer be
|
1724
|
-
* trustworthy.
|
1725
|
-
*
|
1726
|
-
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
1727
|
-
* will attempt to find a solution with small componentwise
|
1728
|
-
* relative error in the double-precision algorithm. Positive
|
1729
|
-
* is true, 0.0 is false.
|
1730
|
-
* Default: 1.0 (attempt componentwise convergence)
|
1731
|
-
*
|
1732
|
-
* WORK (workspace) COMPLEX array, dimension (2*N)
|
1733
|
-
*
|
1734
|
-
* RWORK (workspace) REAL array, dimension (2*N)
|
1735
|
-
*
|
1736
|
-
* INFO (output) INTEGER
|
1737
|
-
* = 0: Successful exit. The solution to every right-hand side is
|
1738
|
-
* guaranteed.
|
1739
|
-
* < 0: If INFO = -i, the i-th argument had an illegal value
|
1740
|
-
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
1741
|
-
* has been completed, but the factor U is exactly singular, so
|
1742
|
-
* the solution and error bounds could not be computed. RCOND = 0
|
1743
|
-
* is returned.
|
1744
|
-
* = N+J: The solution corresponding to the Jth right-hand side is
|
1745
|
-
* not guaranteed. The solutions corresponding to other right-
|
1746
|
-
* hand sides K with K > J may not be guaranteed as well, but
|
1747
|
-
* only the first such right-hand side is reported. If a small
|
1748
|
-
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
1749
|
-
* the Jth right-hand side is the first with a normwise error
|
1750
|
-
* bound that is not guaranteed (the smallest J such
|
1751
|
-
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
1752
|
-
* the Jth right-hand side is the first with either a normwise or
|
1753
|
-
* componentwise error bound that is not guaranteed (the smallest
|
1754
|
-
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
1755
|
-
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
1756
|
-
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
1757
|
-
* about all of the right-hand sides check ERR_BNDS_NORM or
|
1758
|
-
* ERR_BNDS_COMP.
|
1759
|
-
*
|
1760
|
-
|
1761
|
-
* ==================================================================
|
1762
|
-
*
|
1763
|
-
|
1764
|
-
|
1765
|
-
</PRE>
|
1766
|
-
<A HREF="#top">go to the page top</A>
|
1767
|
-
|
1768
|
-
<A NAME="chesv"></A>
|
1769
|
-
<H2>chesv</H2>
|
1770
|
-
<PRE>
|
1771
|
-
USAGE:
|
1772
|
-
ipiv, work, info, a, b = NumRu::Lapack.chesv( uplo, a, b, lwork, [:usage => usage, :help => help])
|
1773
|
-
|
1774
|
-
|
1775
|
-
FORTRAN MANUAL
|
1776
|
-
SUBROUTINE CHESV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO )
|
1777
|
-
|
1778
|
-
* Purpose
|
1779
|
-
* =======
|
1780
|
-
*
|
1781
|
-
* CHESV computes the solution to a complex system of linear equations
|
1782
|
-
* A * X = B,
|
1783
|
-
* where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
|
1784
|
-
* matrices.
|
1785
|
-
*
|
1786
|
-
* The diagonal pivoting method is used to factor A as
|
1787
|
-
* A = U * D * U**H, if UPLO = 'U', or
|
1788
|
-
* A = L * D * L**H, if UPLO = 'L',
|
1789
|
-
* where U (or L) is a product of permutation and unit upper (lower)
|
1790
|
-
* triangular matrices, and D is Hermitian and block diagonal with
|
1791
|
-
* 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
|
1792
|
-
* used to solve the system of equations A * X = B.
|
1793
|
-
*
|
1794
|
-
|
1795
|
-
* Arguments
|
1796
|
-
* =========
|
1797
|
-
*
|
1798
|
-
* UPLO (input) CHARACTER*1
|
1799
|
-
* = 'U': Upper triangle of A is stored;
|
1800
|
-
* = 'L': Lower triangle of A is stored.
|
1801
|
-
*
|
1802
|
-
* N (input) INTEGER
|
1803
|
-
* The number of linear equations, i.e., the order of the
|
1804
|
-
* matrix A. N >= 0.
|
1805
|
-
*
|
1806
|
-
* NRHS (input) INTEGER
|
1807
|
-
* The number of right hand sides, i.e., the number of columns
|
1808
|
-
* of the matrix B. NRHS >= 0.
|
1809
|
-
*
|
1810
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
1811
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
1812
|
-
* N-by-N upper triangular part of A contains the upper
|
1813
|
-
* triangular part of the matrix A, and the strictly lower
|
1814
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
1815
|
-
* leading N-by-N lower triangular part of A contains the lower
|
1816
|
-
* triangular part of the matrix A, and the strictly upper
|
1817
|
-
* triangular part of A is not referenced.
|
1818
|
-
*
|
1819
|
-
* On exit, if INFO = 0, the block diagonal matrix D and the
|
1820
|
-
* multipliers used to obtain the factor U or L from the
|
1821
|
-
* factorization A = U*D*U**H or A = L*D*L**H as computed by
|
1822
|
-
* CHETRF.
|
1823
|
-
*
|
1824
|
-
* LDA (input) INTEGER
|
1825
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1826
|
-
*
|
1827
|
-
* IPIV (output) INTEGER array, dimension (N)
|
1828
|
-
* Details of the interchanges and the block structure of D, as
|
1829
|
-
* determined by CHETRF. If IPIV(k) > 0, then rows and columns
|
1830
|
-
* k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
|
1831
|
-
* diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
|
1832
|
-
* then rows and columns k-1 and -IPIV(k) were interchanged and
|
1833
|
-
* D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
|
1834
|
-
* IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
|
1835
|
-
* -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
|
1836
|
-
* diagonal block.
|
1837
|
-
*
|
1838
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
1839
|
-
* On entry, the N-by-NRHS right hand side matrix B.
|
1840
|
-
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
1841
|
-
*
|
1842
|
-
* LDB (input) INTEGER
|
1843
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1844
|
-
*
|
1845
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
1846
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
1847
|
-
*
|
1848
|
-
* LWORK (input) INTEGER
|
1849
|
-
* The length of WORK. LWORK >= 1, and for best performance
|
1850
|
-
* LWORK >= max(1,N*NB), where NB is the optimal blocksize for
|
1851
|
-
* CHETRF.
|
1852
|
-
*
|
1853
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
1854
|
-
* only calculates the optimal size of the WORK array, returns
|
1855
|
-
* this value as the first entry of the WORK array, and no error
|
1856
|
-
* message related to LWORK is issued by XERBLA.
|
1857
|
-
*
|
1858
|
-
* INFO (output) INTEGER
|
1859
|
-
* = 0: successful exit
|
1860
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1861
|
-
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
1862
|
-
* has been completed, but the block diagonal matrix D is
|
1863
|
-
* exactly singular, so the solution could not be computed.
|
1864
|
-
*
|
1865
|
-
|
1866
|
-
* =====================================================================
|
1867
|
-
*
|
1868
|
-
* .. Local Scalars ..
|
1869
|
-
LOGICAL LQUERY
|
1870
|
-
INTEGER LWKOPT, NB
|
1871
|
-
* ..
|
1872
|
-
* .. External Functions ..
|
1873
|
-
LOGICAL LSAME
|
1874
|
-
INTEGER ILAENV
|
1875
|
-
EXTERNAL ILAENV, LSAME
|
1876
|
-
* ..
|
1877
|
-
* .. External Subroutines ..
|
1878
|
-
EXTERNAL CHETRF, CHETRS2, XERBLA
|
1879
|
-
* ..
|
1880
|
-
* .. Intrinsic Functions ..
|
1881
|
-
INTRINSIC MAX
|
1882
|
-
* ..
|
1883
|
-
|
1884
|
-
|
1885
|
-
</PRE>
|
1886
|
-
<A HREF="#top">go to the page top</A>
|
1887
|
-
|
1888
|
-
<A NAME="chesvx"></A>
|
1889
|
-
<H2>chesvx</H2>
|
1890
|
-
<PRE>
|
1891
|
-
USAGE:
|
1892
|
-
x, rcond, ferr, berr, work, info, af, ipiv = NumRu::Lapack.chesvx( fact, uplo, a, af, ipiv, b, [:lwork => lwork, :usage => usage, :help => help])
|
1893
|
-
|
1894
|
-
|
1895
|
-
FORTRAN MANUAL
|
1896
|
-
SUBROUTINE CHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO )
|
1897
|
-
|
1898
|
-
* Purpose
|
1899
|
-
* =======
|
1900
|
-
*
|
1901
|
-
* CHESVX uses the diagonal pivoting factorization to compute the
|
1902
|
-
* solution to a complex system of linear equations A * X = B,
|
1903
|
-
* where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
|
1904
|
-
* matrices.
|
1905
|
-
*
|
1906
|
-
* Error bounds on the solution and a condition estimate are also
|
1907
|
-
* provided.
|
1908
|
-
*
|
1909
|
-
* Description
|
1910
|
-
* ===========
|
1911
|
-
*
|
1912
|
-
* The following steps are performed:
|
1913
|
-
*
|
1914
|
-
* 1. If FACT = 'N', the diagonal pivoting method is used to factor A.
|
1915
|
-
* The form of the factorization is
|
1916
|
-
* A = U * D * U**H, if UPLO = 'U', or
|
1917
|
-
* A = L * D * L**H, if UPLO = 'L',
|
1918
|
-
* where U (or L) is a product of permutation and unit upper (lower)
|
1919
|
-
* triangular matrices, and D is Hermitian and block diagonal with
|
1920
|
-
* 1-by-1 and 2-by-2 diagonal blocks.
|
1921
|
-
*
|
1922
|
-
* 2. If some D(i,i)=0, so that D is exactly singular, then the routine
|
1923
|
-
* returns with INFO = i. Otherwise, the factored form of A is used
|
1924
|
-
* to estimate the condition number of the matrix A. If the
|
1925
|
-
* reciprocal of the condition number is less than machine precision,
|
1926
|
-
* INFO = N+1 is returned as a warning, but the routine still goes on
|
1927
|
-
* to solve for X and compute error bounds as described below.
|
1928
|
-
*
|
1929
|
-
* 3. The system of equations is solved for X using the factored form
|
1930
|
-
* of A.
|
1931
|
-
*
|
1932
|
-
* 4. Iterative refinement is applied to improve the computed solution
|
1933
|
-
* matrix and calculate error bounds and backward error estimates
|
1934
|
-
* for it.
|
1935
|
-
*
|
1936
|
-
|
1937
|
-
* Arguments
|
1938
|
-
* =========
|
1939
|
-
*
|
1940
|
-
* FACT (input) CHARACTER*1
|
1941
|
-
* Specifies whether or not the factored form of A has been
|
1942
|
-
* supplied on entry.
|
1943
|
-
* = 'F': On entry, AF and IPIV contain the factored form
|
1944
|
-
* of A. A, AF and IPIV will not be modified.
|
1945
|
-
* = 'N': The matrix A will be copied to AF and factored.
|
1946
|
-
*
|
1947
|
-
* UPLO (input) CHARACTER*1
|
1948
|
-
* = 'U': Upper triangle of A is stored;
|
1949
|
-
* = 'L': Lower triangle of A is stored.
|
1950
|
-
*
|
1951
|
-
* N (input) INTEGER
|
1952
|
-
* The number of linear equations, i.e., the order of the
|
1953
|
-
* matrix A. N >= 0.
|
1954
|
-
*
|
1955
|
-
* NRHS (input) INTEGER
|
1956
|
-
* The number of right hand sides, i.e., the number of columns
|
1957
|
-
* of the matrices B and X. NRHS >= 0.
|
1958
|
-
*
|
1959
|
-
* A (input) COMPLEX array, dimension (LDA,N)
|
1960
|
-
* The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
|
1961
|
-
* upper triangular part of A contains the upper triangular part
|
1962
|
-
* of the matrix A, and the strictly lower triangular part of A
|
1963
|
-
* is not referenced. If UPLO = 'L', the leading N-by-N lower
|
1964
|
-
* triangular part of A contains the lower triangular part of
|
1965
|
-
* the matrix A, and the strictly upper triangular part of A is
|
1966
|
-
* not referenced.
|
1967
|
-
*
|
1968
|
-
* LDA (input) INTEGER
|
1969
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1970
|
-
*
|
1971
|
-
* AF (input or output) COMPLEX array, dimension (LDAF,N)
|
1972
|
-
* If FACT = 'F', then AF is an input argument and on entry
|
1973
|
-
* contains the block diagonal matrix D and the multipliers used
|
1974
|
-
* to obtain the factor U or L from the factorization
|
1975
|
-
* A = U*D*U**H or A = L*D*L**H as computed by CHETRF.
|
1976
|
-
*
|
1977
|
-
* If FACT = 'N', then AF is an output argument and on exit
|
1978
|
-
* returns the block diagonal matrix D and the multipliers used
|
1979
|
-
* to obtain the factor U or L from the factorization
|
1980
|
-
* A = U*D*U**H or A = L*D*L**H.
|
1981
|
-
*
|
1982
|
-
* LDAF (input) INTEGER
|
1983
|
-
* The leading dimension of the array AF. LDAF >= max(1,N).
|
1984
|
-
*
|
1985
|
-
* IPIV (input or output) INTEGER array, dimension (N)
|
1986
|
-
* If FACT = 'F', then IPIV is an input argument and on entry
|
1987
|
-
* contains details of the interchanges and the block structure
|
1988
|
-
* of D, as determined by CHETRF.
|
1989
|
-
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
1990
|
-
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
1991
|
-
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
1992
|
-
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
1993
|
-
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
1994
|
-
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
1995
|
-
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
1996
|
-
*
|
1997
|
-
* If FACT = 'N', then IPIV is an output argument and on exit
|
1998
|
-
* contains details of the interchanges and the block structure
|
1999
|
-
* of D, as determined by CHETRF.
|
2000
|
-
*
|
2001
|
-
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
2002
|
-
* The N-by-NRHS right hand side matrix B.
|
2003
|
-
*
|
2004
|
-
* LDB (input) INTEGER
|
2005
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
2006
|
-
*
|
2007
|
-
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
2008
|
-
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
|
2009
|
-
*
|
2010
|
-
* LDX (input) INTEGER
|
2011
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
2012
|
-
*
|
2013
|
-
* RCOND (output) REAL
|
2014
|
-
* The estimate of the reciprocal condition number of the matrix
|
2015
|
-
* A. If RCOND is less than the machine precision (in
|
2016
|
-
* particular, if RCOND = 0), the matrix is singular to working
|
2017
|
-
* precision. This condition is indicated by a return code of
|
2018
|
-
* INFO > 0.
|
2019
|
-
*
|
2020
|
-
* FERR (output) REAL array, dimension (NRHS)
|
2021
|
-
* The estimated forward error bound for each solution vector
|
2022
|
-
* X(j) (the j-th column of the solution matrix X).
|
2023
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
2024
|
-
* is an estimated upper bound for the magnitude of the largest
|
2025
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
2026
|
-
* largest element in X(j). The estimate is as reliable as
|
2027
|
-
* the estimate for RCOND, and is almost always a slight
|
2028
|
-
* overestimate of the true error.
|
2029
|
-
*
|
2030
|
-
* BERR (output) REAL array, dimension (NRHS)
|
2031
|
-
* The componentwise relative backward error of each solution
|
2032
|
-
* vector X(j) (i.e., the smallest relative change in
|
2033
|
-
* any element of A or B that makes X(j) an exact solution).
|
2034
|
-
*
|
2035
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
2036
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
2037
|
-
*
|
2038
|
-
* LWORK (input) INTEGER
|
2039
|
-
* The length of WORK. LWORK >= max(1,2*N), and for best
|
2040
|
-
* performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
|
2041
|
-
* NB is the optimal blocksize for CHETRF.
|
2042
|
-
*
|
2043
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
2044
|
-
* only calculates the optimal size of the WORK array, returns
|
2045
|
-
* this value as the first entry of the WORK array, and no error
|
2046
|
-
* message related to LWORK is issued by XERBLA.
|
2047
|
-
*
|
2048
|
-
* RWORK (workspace) REAL array, dimension (N)
|
2049
|
-
*
|
2050
|
-
* INFO (output) INTEGER
|
2051
|
-
* = 0: successful exit
|
2052
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
2053
|
-
* > 0: if INFO = i, and i is
|
2054
|
-
* <= N: D(i,i) is exactly zero. The factorization
|
2055
|
-
* has been completed but the factor D is exactly
|
2056
|
-
* singular, so the solution and error bounds could
|
2057
|
-
* not be computed. RCOND = 0 is returned.
|
2058
|
-
* = N+1: D is nonsingular, but RCOND is less than machine
|
2059
|
-
* precision, meaning that the matrix is singular
|
2060
|
-
* to working precision. Nevertheless, the
|
2061
|
-
* solution and error bounds are computed because
|
2062
|
-
* there are a number of situations where the
|
2063
|
-
* computed solution can be more accurate than the
|
2064
|
-
* value of RCOND would suggest.
|
2065
|
-
*
|
2066
|
-
|
2067
|
-
* =====================================================================
|
2068
|
-
*
|
2069
|
-
|
2070
|
-
|
2071
|
-
</PRE>
|
2072
|
-
<A HREF="#top">go to the page top</A>
|
2073
|
-
|
2074
|
-
<A NAME="chesvxx"></A>
|
2075
|
-
<H2>chesvxx</H2>
|
2076
|
-
<PRE>
|
2077
|
-
USAGE:
|
2078
|
-
x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, ipiv, equed, s, b, params = NumRu::Lapack.chesvxx( fact, uplo, a, af, ipiv, equed, s, b, params, [:usage => usage, :help => help])
|
2079
|
-
|
2080
|
-
|
2081
|
-
FORTRAN MANUAL
|
2082
|
-
SUBROUTINE CHESVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
|
2083
|
-
|
2084
|
-
* Purpose
|
2085
|
-
* =======
|
2086
|
-
*
|
2087
|
-
* CHESVXX uses the diagonal pivoting factorization to compute the
|
2088
|
-
* solution to a complex system of linear equations A * X = B, where
|
2089
|
-
* A is an N-by-N symmetric matrix and X and B are N-by-NRHS
|
2090
|
-
* matrices.
|
2091
|
-
*
|
2092
|
-
* If requested, both normwise and maximum componentwise error bounds
|
2093
|
-
* are returned. CHESVXX will return a solution with a tiny
|
2094
|
-
* guaranteed error (O(eps) where eps is the working machine
|
2095
|
-
* precision) unless the matrix is very ill-conditioned, in which
|
2096
|
-
* case a warning is returned. Relevant condition numbers also are
|
2097
|
-
* calculated and returned.
|
2098
|
-
*
|
2099
|
-
* CHESVXX accepts user-provided factorizations and equilibration
|
2100
|
-
* factors; see the definitions of the FACT and EQUED options.
|
2101
|
-
* Solving with refinement and using a factorization from a previous
|
2102
|
-
* CHESVXX call will also produce a solution with either O(eps)
|
2103
|
-
* errors or warnings, but we cannot make that claim for general
|
2104
|
-
* user-provided factorizations and equilibration factors if they
|
2105
|
-
* differ from what CHESVXX would itself produce.
|
2106
|
-
*
|
2107
|
-
* Description
|
2108
|
-
* ===========
|
2109
|
-
*
|
2110
|
-
* The following steps are performed:
|
2111
|
-
*
|
2112
|
-
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
2113
|
-
* the system:
|
2114
|
-
*
|
2115
|
-
* diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
|
2116
|
-
*
|
2117
|
-
* Whether or not the system will be equilibrated depends on the
|
2118
|
-
* scaling of the matrix A, but if equilibration is used, A is
|
2119
|
-
* overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
|
2120
|
-
*
|
2121
|
-
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
|
2122
|
-
* the matrix A (after equilibration if FACT = 'E') as
|
2123
|
-
*
|
2124
|
-
* A = U * D * U**T, if UPLO = 'U', or
|
2125
|
-
* A = L * D * L**T, if UPLO = 'L',
|
2126
|
-
*
|
2127
|
-
* where U (or L) is a product of permutation and unit upper (lower)
|
2128
|
-
* triangular matrices, and D is symmetric and block diagonal with
|
2129
|
-
* 1-by-1 and 2-by-2 diagonal blocks.
|
2130
|
-
*
|
2131
|
-
* 3. If some D(i,i)=0, so that D is exactly singular, then the
|
2132
|
-
* routine returns with INFO = i. Otherwise, the factored form of A
|
2133
|
-
* is used to estimate the condition number of the matrix A (see
|
2134
|
-
* argument RCOND). If the reciprocal of the condition number is
|
2135
|
-
* less than machine precision, the routine still goes on to solve
|
2136
|
-
* for X and compute error bounds as described below.
|
2137
|
-
*
|
2138
|
-
* 4. The system of equations is solved for X using the factored form
|
2139
|
-
* of A.
|
2140
|
-
*
|
2141
|
-
* 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
|
2142
|
-
* the routine will use iterative refinement to try to get a small
|
2143
|
-
* error and error bounds. Refinement calculates the residual to at
|
2144
|
-
* least twice the working precision.
|
2145
|
-
*
|
2146
|
-
* 6. If equilibration was used, the matrix X is premultiplied by
|
2147
|
-
* diag(R) so that it solves the original system before
|
2148
|
-
* equilibration.
|
2149
|
-
*
|
2150
|
-
|
2151
|
-
* Arguments
|
2152
|
-
* =========
|
2153
|
-
*
|
2154
|
-
* Some optional parameters are bundled in the PARAMS array. These
|
2155
|
-
* settings determine how refinement is performed, but often the
|
2156
|
-
* defaults are acceptable. If the defaults are acceptable, users
|
2157
|
-
* can pass NPARAMS = 0 which prevents the source code from accessing
|
2158
|
-
* the PARAMS argument.
|
2159
|
-
*
|
2160
|
-
* FACT (input) CHARACTER*1
|
2161
|
-
* Specifies whether or not the factored form of the matrix A is
|
2162
|
-
* supplied on entry, and if not, whether the matrix A should be
|
2163
|
-
* equilibrated before it is factored.
|
2164
|
-
* = 'F': On entry, AF and IPIV contain the factored form of A.
|
2165
|
-
* If EQUED is not 'N', the matrix A has been
|
2166
|
-
* equilibrated with scaling factors given by S.
|
2167
|
-
* A, AF, and IPIV are not modified.
|
2168
|
-
* = 'N': The matrix A will be copied to AF and factored.
|
2169
|
-
* = 'E': The matrix A will be equilibrated if necessary, then
|
2170
|
-
* copied to AF and factored.
|
2171
|
-
*
|
2172
|
-
* N (input) INTEGER
|
2173
|
-
* The number of linear equations, i.e., the order of the
|
2174
|
-
* matrix A. N >= 0.
|
2175
|
-
*
|
2176
|
-
* NRHS (input) INTEGER
|
2177
|
-
* The number of right hand sides, i.e., the number of columns
|
2178
|
-
* of the matrices B and X. NRHS >= 0.
|
2179
|
-
*
|
2180
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
2181
|
-
* The symmetric matrix A. If UPLO = 'U', the leading N-by-N
|
2182
|
-
* upper triangular part of A contains the upper triangular
|
2183
|
-
* part of the matrix A, and the strictly lower triangular
|
2184
|
-
* part of A is not referenced. If UPLO = 'L', the leading
|
2185
|
-
* N-by-N lower triangular part of A contains the lower
|
2186
|
-
* triangular part of the matrix A, and the strictly upper
|
2187
|
-
* triangular part of A is not referenced.
|
2188
|
-
*
|
2189
|
-
* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
|
2190
|
-
* diag(S)*A*diag(S).
|
2191
|
-
*
|
2192
|
-
* LDA (input) INTEGER
|
2193
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
2194
|
-
*
|
2195
|
-
* AF (input or output) COMPLEX array, dimension (LDAF,N)
|
2196
|
-
* If FACT = 'F', then AF is an input argument and on entry
|
2197
|
-
* contains the block diagonal matrix D and the multipliers
|
2198
|
-
* used to obtain the factor U or L from the factorization A =
|
2199
|
-
* U*D*U**T or A = L*D*L**T as computed by SSYTRF.
|
2200
|
-
*
|
2201
|
-
* If FACT = 'N', then AF is an output argument and on exit
|
2202
|
-
* returns the block diagonal matrix D and the multipliers
|
2203
|
-
* used to obtain the factor U or L from the factorization A =
|
2204
|
-
* U*D*U**T or A = L*D*L**T.
|
2205
|
-
*
|
2206
|
-
* LDAF (input) INTEGER
|
2207
|
-
* The leading dimension of the array AF. LDAF >= max(1,N).
|
2208
|
-
*
|
2209
|
-
* IPIV (input or output) INTEGER array, dimension (N)
|
2210
|
-
* If FACT = 'F', then IPIV is an input argument and on entry
|
2211
|
-
* contains details of the interchanges and the block
|
2212
|
-
* structure of D, as determined by CHETRF. If IPIV(k) > 0,
|
2213
|
-
* then rows and columns k and IPIV(k) were interchanged and
|
2214
|
-
* D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
|
2215
|
-
* IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
|
2216
|
-
* -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
|
2217
|
-
* diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
|
2218
|
-
* then rows and columns k+1 and -IPIV(k) were interchanged
|
2219
|
-
* and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
2220
|
-
*
|
2221
|
-
* If FACT = 'N', then IPIV is an output argument and on exit
|
2222
|
-
* contains details of the interchanges and the block
|
2223
|
-
* structure of D, as determined by CHETRF.
|
2224
|
-
*
|
2225
|
-
* EQUED (input or output) CHARACTER*1
|
2226
|
-
* Specifies the form of equilibration that was done.
|
2227
|
-
* = 'N': No equilibration (always true if FACT = 'N').
|
2228
|
-
* = 'Y': Both row and column equilibration, i.e., A has been
|
2229
|
-
* replaced by diag(S) * A * diag(S).
|
2230
|
-
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
2231
|
-
* output argument.
|
2232
|
-
*
|
2233
|
-
* S (input or output) REAL array, dimension (N)
|
2234
|
-
* The scale factors for A. If EQUED = 'Y', A is multiplied on
|
2235
|
-
* the left and right by diag(S). S is an input argument if FACT =
|
2236
|
-
* 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
2237
|
-
* = 'Y', each element of S must be positive. If S is output, each
|
2238
|
-
* element of S is a power of the radix. If S is input, each element
|
2239
|
-
* of S should be a power of the radix to ensure a reliable solution
|
2240
|
-
* and error estimates. Scaling by powers of the radix does not cause
|
2241
|
-
* rounding errors unless the result underflows or overflows.
|
2242
|
-
* Rounding errors during scaling lead to refining with a matrix that
|
2243
|
-
* is not equivalent to the input matrix, producing error estimates
|
2244
|
-
* that may not be reliable.
|
2245
|
-
*
|
2246
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
2247
|
-
* On entry, the N-by-NRHS right hand side matrix B.
|
2248
|
-
* On exit,
|
2249
|
-
* if EQUED = 'N', B is not modified;
|
2250
|
-
* if EQUED = 'Y', B is overwritten by diag(S)*B;
|
2251
|
-
*
|
2252
|
-
* LDB (input) INTEGER
|
2253
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
2254
|
-
*
|
2255
|
-
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
2256
|
-
* If INFO = 0, the N-by-NRHS solution matrix X to the original
|
2257
|
-
* system of equations. Note that A and B are modified on exit if
|
2258
|
-
* EQUED .ne. 'N', and the solution to the equilibrated system is
|
2259
|
-
* inv(diag(S))*X.
|
2260
|
-
*
|
2261
|
-
* LDX (input) INTEGER
|
2262
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
2263
|
-
*
|
2264
|
-
* RCOND (output) REAL
|
2265
|
-
* Reciprocal scaled condition number. This is an estimate of the
|
2266
|
-
* reciprocal Skeel condition number of the matrix A after
|
2267
|
-
* equilibration (if done). If this is less than the machine
|
2268
|
-
* precision (in particular, if it is zero), the matrix is singular
|
2269
|
-
* to working precision. Note that the error may still be small even
|
2270
|
-
* if this number is very small and the matrix appears ill-
|
2271
|
-
* conditioned.
|
2272
|
-
*
|
2273
|
-
* RPVGRW (output) REAL
|
2274
|
-
* Reciprocal pivot growth. On exit, this contains the reciprocal
|
2275
|
-
* pivot growth factor norm(A)/norm(U). The "max absolute element"
|
2276
|
-
* norm is used. If this is much less than 1, then the stability of
|
2277
|
-
* the LU factorization of the (equilibrated) matrix A could be poor.
|
2278
|
-
* This also means that the solution X, estimated condition numbers,
|
2279
|
-
* and error bounds could be unreliable. If factorization fails with
|
2280
|
-
* 0<INFO<=N, then this contains the reciprocal pivot growth factor
|
2281
|
-
* for the leading INFO columns of A.
|
2282
|
-
*
|
2283
|
-
* BERR (output) REAL array, dimension (NRHS)
|
2284
|
-
* Componentwise relative backward error. This is the
|
2285
|
-
* componentwise relative backward error of each solution vector X(j)
|
2286
|
-
* (i.e., the smallest relative change in any element of A or B that
|
2287
|
-
* makes X(j) an exact solution).
|
2288
|
-
*
|
2289
|
-
* N_ERR_BNDS (input) INTEGER
|
2290
|
-
* Number of error bounds to return for each right hand side
|
2291
|
-
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
2292
|
-
* ERR_BNDS_COMP below.
|
2293
|
-
*
|
2294
|
-
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
2295
|
-
* For each right-hand side, this array contains information about
|
2296
|
-
* various error bounds and condition numbers corresponding to the
|
2297
|
-
* normwise relative error, which is defined as follows:
|
2298
|
-
*
|
2299
|
-
* Normwise relative error in the ith solution vector:
|
2300
|
-
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
2301
|
-
* ------------------------------
|
2302
|
-
* max_j abs(X(j,i))
|
2303
|
-
*
|
2304
|
-
* The array is indexed by the type of error information as described
|
2305
|
-
* below. There currently are up to three pieces of information
|
2306
|
-
* returned.
|
2307
|
-
*
|
2308
|
-
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
2309
|
-
* right-hand side.
|
2310
|
-
*
|
2311
|
-
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
2312
|
-
* three fields:
|
2313
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
2314
|
-
* reciprocal condition number is less than the threshold
|
2315
|
-
* sqrt(n) * slamch('Epsilon').
|
2316
|
-
*
|
2317
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
2318
|
-
* almost certainly within a factor of 10 of the true error
|
2319
|
-
* so long as the next entry is greater than the threshold
|
2320
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
2321
|
-
* be trusted if the previous boolean is true.
|
2322
|
-
*
|
2323
|
-
* err = 3 Reciprocal condition number: Estimated normwise
|
2324
|
-
* reciprocal condition number. Compared with the threshold
|
2325
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
2326
|
-
* estimate is "guaranteed". These reciprocal condition
|
2327
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
2328
|
-
* appropriately scaled matrix Z.
|
2329
|
-
* Let Z = S*A, where S scales each row by a power of the
|
2330
|
-
* radix so all absolute row sums of Z are approximately 1.
|
2331
|
-
*
|
2332
|
-
* See Lapack Working Note 165 for further details and extra
|
2333
|
-
* cautions.
|
2334
|
-
*
|
2335
|
-
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
2336
|
-
* For each right-hand side, this array contains information about
|
2337
|
-
* various error bounds and condition numbers corresponding to the
|
2338
|
-
* componentwise relative error, which is defined as follows:
|
2339
|
-
*
|
2340
|
-
* Componentwise relative error in the ith solution vector:
|
2341
|
-
* abs(XTRUE(j,i) - X(j,i))
|
2342
|
-
* max_j ----------------------
|
2343
|
-
* abs(X(j,i))
|
2344
|
-
*
|
2345
|
-
* The array is indexed by the right-hand side i (on which the
|
2346
|
-
* componentwise relative error depends), and the type of error
|
2347
|
-
* information as described below. There currently are up to three
|
2348
|
-
* pieces of information returned for each right-hand side. If
|
2349
|
-
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
2350
|
-
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
2351
|
-
* the first (:,N_ERR_BNDS) entries are returned.
|
2352
|
-
*
|
2353
|
-
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
2354
|
-
* right-hand side.
|
2355
|
-
*
|
2356
|
-
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
2357
|
-
* three fields:
|
2358
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
2359
|
-
* reciprocal condition number is less than the threshold
|
2360
|
-
* sqrt(n) * slamch('Epsilon').
|
2361
|
-
*
|
2362
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
2363
|
-
* almost certainly within a factor of 10 of the true error
|
2364
|
-
* so long as the next entry is greater than the threshold
|
2365
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
2366
|
-
* be trusted if the previous boolean is true.
|
2367
|
-
*
|
2368
|
-
* err = 3 Reciprocal condition number: Estimated componentwise
|
2369
|
-
* reciprocal condition number. Compared with the threshold
|
2370
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
2371
|
-
* estimate is "guaranteed". These reciprocal condition
|
2372
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
2373
|
-
* appropriately scaled matrix Z.
|
2374
|
-
* Let Z = S*(A*diag(x)), where x is the solution for the
|
2375
|
-
* current right-hand side and S scales each row of
|
2376
|
-
* A*diag(x) by a power of the radix so all absolute row
|
2377
|
-
* sums of Z are approximately 1.
|
2378
|
-
*
|
2379
|
-
* See Lapack Working Note 165 for further details and extra
|
2380
|
-
* cautions.
|
2381
|
-
*
|
2382
|
-
* NPARAMS (input) INTEGER
|
2383
|
-
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
2384
|
-
* PARAMS array is never referenced and default values are used.
|
2385
|
-
*
|
2386
|
-
* PARAMS (input / output) REAL array, dimension NPARAMS
|
2387
|
-
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
2388
|
-
* that entry will be filled with default value used for that
|
2389
|
-
* parameter. Only positions up to NPARAMS are accessed; defaults
|
2390
|
-
* are used for higher-numbered parameters.
|
2391
|
-
*
|
2392
|
-
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
2393
|
-
* refinement or not.
|
2394
|
-
* Default: 1.0
|
2395
|
-
* = 0.0 : No refinement is performed, and no error bounds are
|
2396
|
-
* computed.
|
2397
|
-
* = 1.0 : Use the double-precision refinement algorithm,
|
2398
|
-
* possibly with doubled-single computations if the
|
2399
|
-
* compilation environment does not support DOUBLE
|
2400
|
-
* PRECISION.
|
2401
|
-
* (other values are reserved for future use)
|
2402
|
-
*
|
2403
|
-
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
2404
|
-
* computations allowed for refinement.
|
2405
|
-
* Default: 10
|
2406
|
-
* Aggressive: Set to 100 to permit convergence using approximate
|
2407
|
-
* factorizations or factorizations other than LU. If
|
2408
|
-
* the factorization uses a technique other than
|
2409
|
-
* Gaussian elimination, the guarantees in
|
2410
|
-
* err_bnds_norm and err_bnds_comp may no longer be
|
2411
|
-
* trustworthy.
|
2412
|
-
*
|
2413
|
-
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
2414
|
-
* will attempt to find a solution with small componentwise
|
2415
|
-
* relative error in the double-precision algorithm. Positive
|
2416
|
-
* is true, 0.0 is false.
|
2417
|
-
* Default: 1.0 (attempt componentwise convergence)
|
2418
|
-
*
|
2419
|
-
* WORK (workspace) COMPLEX array, dimension (2*N)
|
2420
|
-
*
|
2421
|
-
* RWORK (workspace) REAL array, dimension (2*N)
|
2422
|
-
*
|
2423
|
-
* INFO (output) INTEGER
|
2424
|
-
* = 0: Successful exit. The solution to every right-hand side is
|
2425
|
-
* guaranteed.
|
2426
|
-
* < 0: If INFO = -i, the i-th argument had an illegal value
|
2427
|
-
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
2428
|
-
* has been completed, but the factor U is exactly singular, so
|
2429
|
-
* the solution and error bounds could not be computed. RCOND = 0
|
2430
|
-
* is returned.
|
2431
|
-
* = N+J: The solution corresponding to the Jth right-hand side is
|
2432
|
-
* not guaranteed. The solutions corresponding to other right-
|
2433
|
-
* hand sides K with K > J may not be guaranteed as well, but
|
2434
|
-
* only the first such right-hand side is reported. If a small
|
2435
|
-
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
2436
|
-
* the Jth right-hand side is the first with a normwise error
|
2437
|
-
* bound that is not guaranteed (the smallest J such
|
2438
|
-
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
2439
|
-
* the Jth right-hand side is the first with either a normwise or
|
2440
|
-
* componentwise error bound that is not guaranteed (the smallest
|
2441
|
-
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
2442
|
-
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
2443
|
-
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
2444
|
-
* about all of the right-hand sides check ERR_BNDS_NORM or
|
2445
|
-
* ERR_BNDS_COMP.
|
2446
|
-
*
|
2447
|
-
|
2448
|
-
* ==================================================================
|
2449
|
-
*
|
2450
|
-
|
2451
|
-
|
2452
|
-
</PRE>
|
2453
|
-
<A HREF="#top">go to the page top</A>
|
2454
|
-
|
2455
|
-
<A NAME="chetd2"></A>
|
2456
|
-
<H2>chetd2</H2>
|
2457
|
-
<PRE>
|
2458
|
-
USAGE:
|
2459
|
-
d, e, tau, info, a = NumRu::Lapack.chetd2( uplo, a, [:usage => usage, :help => help])
|
2460
|
-
|
2461
|
-
|
2462
|
-
FORTRAN MANUAL
|
2463
|
-
SUBROUTINE CHETD2( UPLO, N, A, LDA, D, E, TAU, INFO )
|
2464
|
-
|
2465
|
-
* Purpose
|
2466
|
-
* =======
|
2467
|
-
*
|
2468
|
-
* CHETD2 reduces a complex Hermitian matrix A to real symmetric
|
2469
|
-
* tridiagonal form T by a unitary similarity transformation:
|
2470
|
-
* Q' * A * Q = T.
|
2471
|
-
*
|
2472
|
-
|
2473
|
-
* Arguments
|
2474
|
-
* =========
|
2475
|
-
*
|
2476
|
-
* UPLO (input) CHARACTER*1
|
2477
|
-
* Specifies whether the upper or lower triangular part of the
|
2478
|
-
* Hermitian matrix A is stored:
|
2479
|
-
* = 'U': Upper triangular
|
2480
|
-
* = 'L': Lower triangular
|
2481
|
-
*
|
2482
|
-
* N (input) INTEGER
|
2483
|
-
* The order of the matrix A. N >= 0.
|
2484
|
-
*
|
2485
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
2486
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
2487
|
-
* n-by-n upper triangular part of A contains the upper
|
2488
|
-
* triangular part of the matrix A, and the strictly lower
|
2489
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
2490
|
-
* leading n-by-n lower triangular part of A contains the lower
|
2491
|
-
* triangular part of the matrix A, and the strictly upper
|
2492
|
-
* triangular part of A is not referenced.
|
2493
|
-
* On exit, if UPLO = 'U', the diagonal and first superdiagonal
|
2494
|
-
* of A are overwritten by the corresponding elements of the
|
2495
|
-
* tridiagonal matrix T, and the elements above the first
|
2496
|
-
* superdiagonal, with the array TAU, represent the unitary
|
2497
|
-
* matrix Q as a product of elementary reflectors; if UPLO
|
2498
|
-
* = 'L', the diagonal and first subdiagonal of A are over-
|
2499
|
-
* written by the corresponding elements of the tridiagonal
|
2500
|
-
* matrix T, and the elements below the first subdiagonal, with
|
2501
|
-
* the array TAU, represent the unitary matrix Q as a product
|
2502
|
-
* of elementary reflectors. See Further Details.
|
2503
|
-
*
|
2504
|
-
* LDA (input) INTEGER
|
2505
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
2506
|
-
*
|
2507
|
-
* D (output) REAL array, dimension (N)
|
2508
|
-
* The diagonal elements of the tridiagonal matrix T:
|
2509
|
-
* D(i) = A(i,i).
|
2510
|
-
*
|
2511
|
-
* E (output) REAL array, dimension (N-1)
|
2512
|
-
* The off-diagonal elements of the tridiagonal matrix T:
|
2513
|
-
* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
|
2514
|
-
*
|
2515
|
-
* TAU (output) COMPLEX array, dimension (N-1)
|
2516
|
-
* The scalar factors of the elementary reflectors (see Further
|
2517
|
-
* Details).
|
2518
|
-
*
|
2519
|
-
* INFO (output) INTEGER
|
2520
|
-
* = 0: successful exit
|
2521
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value.
|
2522
|
-
*
|
2523
|
-
|
2524
|
-
* Further Details
|
2525
|
-
* ===============
|
2526
|
-
*
|
2527
|
-
* If UPLO = 'U', the matrix Q is represented as a product of elementary
|
2528
|
-
* reflectors
|
2529
|
-
*
|
2530
|
-
* Q = H(n-1) . . . H(2) H(1).
|
2531
|
-
*
|
2532
|
-
* Each H(i) has the form
|
2533
|
-
*
|
2534
|
-
* H(i) = I - tau * v * v'
|
2535
|
-
*
|
2536
|
-
* where tau is a complex scalar, and v is a complex vector with
|
2537
|
-
* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
|
2538
|
-
* A(1:i-1,i+1), and tau in TAU(i).
|
2539
|
-
*
|
2540
|
-
* If UPLO = 'L', the matrix Q is represented as a product of elementary
|
2541
|
-
* reflectors
|
2542
|
-
*
|
2543
|
-
* Q = H(1) H(2) . . . H(n-1).
|
2544
|
-
*
|
2545
|
-
* Each H(i) has the form
|
2546
|
-
*
|
2547
|
-
* H(i) = I - tau * v * v'
|
2548
|
-
*
|
2549
|
-
* where tau is a complex scalar, and v is a complex vector with
|
2550
|
-
* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
|
2551
|
-
* and tau in TAU(i).
|
2552
|
-
*
|
2553
|
-
* The contents of A on exit are illustrated by the following examples
|
2554
|
-
* with n = 5:
|
2555
|
-
*
|
2556
|
-
* if UPLO = 'U': if UPLO = 'L':
|
2557
|
-
*
|
2558
|
-
* ( d e v2 v3 v4 ) ( d )
|
2559
|
-
* ( d e v3 v4 ) ( e d )
|
2560
|
-
* ( d e v4 ) ( v1 e d )
|
2561
|
-
* ( d e ) ( v1 v2 e d )
|
2562
|
-
* ( d ) ( v1 v2 v3 e d )
|
2563
|
-
*
|
2564
|
-
* where d and e denote diagonal and off-diagonal elements of T, and vi
|
2565
|
-
* denotes an element of the vector defining H(i).
|
2566
|
-
*
|
2567
|
-
* =====================================================================
|
2568
|
-
*
|
2569
|
-
|
2570
|
-
|
2571
|
-
</PRE>
|
2572
|
-
<A HREF="#top">go to the page top</A>
|
2573
|
-
|
2574
|
-
<A NAME="chetf2"></A>
|
2575
|
-
<H2>chetf2</H2>
|
2576
|
-
<PRE>
|
2577
|
-
USAGE:
|
2578
|
-
ipiv, info, a = NumRu::Lapack.chetf2( uplo, a, [:usage => usage, :help => help])
|
2579
|
-
|
2580
|
-
|
2581
|
-
FORTRAN MANUAL
|
2582
|
-
SUBROUTINE CHETF2( UPLO, N, A, LDA, IPIV, INFO )
|
2583
|
-
|
2584
|
-
* Purpose
|
2585
|
-
* =======
|
2586
|
-
*
|
2587
|
-
* CHETF2 computes the factorization of a complex Hermitian matrix A
|
2588
|
-
* using the Bunch-Kaufman diagonal pivoting method:
|
2589
|
-
*
|
2590
|
-
* A = U*D*U' or A = L*D*L'
|
2591
|
-
*
|
2592
|
-
* where U (or L) is a product of permutation and unit upper (lower)
|
2593
|
-
* triangular matrices, U' is the conjugate transpose of U, and D is
|
2594
|
-
* Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
|
2595
|
-
*
|
2596
|
-
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
2597
|
-
*
|
2598
|
-
|
2599
|
-
* Arguments
|
2600
|
-
* =========
|
2601
|
-
*
|
2602
|
-
* UPLO (input) CHARACTER*1
|
2603
|
-
* Specifies whether the upper or lower triangular part of the
|
2604
|
-
* Hermitian matrix A is stored:
|
2605
|
-
* = 'U': Upper triangular
|
2606
|
-
* = 'L': Lower triangular
|
2607
|
-
*
|
2608
|
-
* N (input) INTEGER
|
2609
|
-
* The order of the matrix A. N >= 0.
|
2610
|
-
*
|
2611
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
2612
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
2613
|
-
* n-by-n upper triangular part of A contains the upper
|
2614
|
-
* triangular part of the matrix A, and the strictly lower
|
2615
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
2616
|
-
* leading n-by-n lower triangular part of A contains the lower
|
2617
|
-
* triangular part of the matrix A, and the strictly upper
|
2618
|
-
* triangular part of A is not referenced.
|
2619
|
-
*
|
2620
|
-
* On exit, the block diagonal matrix D and the multipliers used
|
2621
|
-
* to obtain the factor U or L (see below for further details).
|
2622
|
-
*
|
2623
|
-
* LDA (input) INTEGER
|
2624
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
2625
|
-
*
|
2626
|
-
* IPIV (output) INTEGER array, dimension (N)
|
2627
|
-
* Details of the interchanges and the block structure of D.
|
2628
|
-
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
2629
|
-
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
2630
|
-
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
2631
|
-
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
2632
|
-
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
2633
|
-
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
2634
|
-
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
2635
|
-
*
|
2636
|
-
* INFO (output) INTEGER
|
2637
|
-
* = 0: successful exit
|
2638
|
-
* < 0: if INFO = -k, the k-th argument had an illegal value
|
2639
|
-
* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
|
2640
|
-
* has been completed, but the block diagonal matrix D is
|
2641
|
-
* exactly singular, and division by zero will occur if it
|
2642
|
-
* is used to solve a system of equations.
|
2643
|
-
*
|
2644
|
-
|
2645
|
-
* Further Details
|
2646
|
-
* ===============
|
2647
|
-
*
|
2648
|
-
* 09-29-06 - patch from
|
2649
|
-
* Bobby Cheng, MathWorks
|
2650
|
-
*
|
2651
|
-
* Replace l.210 and l.392
|
2652
|
-
* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
|
2653
|
-
* by
|
2654
|
-
* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN
|
2655
|
-
*
|
2656
|
-
* 01-01-96 - Based on modifications by
|
2657
|
-
* J. Lewis, Boeing Computer Services Company
|
2658
|
-
* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
|
2659
|
-
*
|
2660
|
-
* If UPLO = 'U', then A = U*D*U', where
|
2661
|
-
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
2662
|
-
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
2663
|
-
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
2664
|
-
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
2665
|
-
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
2666
|
-
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
2667
|
-
*
|
2668
|
-
* ( I v 0 ) k-s
|
2669
|
-
* U(k) = ( 0 I 0 ) s
|
2670
|
-
* ( 0 0 I ) n-k
|
2671
|
-
* k-s s n-k
|
2672
|
-
*
|
2673
|
-
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
2674
|
-
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
2675
|
-
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
2676
|
-
*
|
2677
|
-
* If UPLO = 'L', then A = L*D*L', where
|
2678
|
-
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
2679
|
-
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
2680
|
-
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
2681
|
-
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
2682
|
-
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
2683
|
-
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
2684
|
-
*
|
2685
|
-
* ( I 0 0 ) k-1
|
2686
|
-
* L(k) = ( 0 I 0 ) s
|
2687
|
-
* ( 0 v I ) n-k-s+1
|
2688
|
-
* k-1 s n-k-s+1
|
2689
|
-
*
|
2690
|
-
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
2691
|
-
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
2692
|
-
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
2693
|
-
*
|
2694
|
-
* =====================================================================
|
2695
|
-
*
|
2696
|
-
|
2697
|
-
|
2698
|
-
</PRE>
|
2699
|
-
<A HREF="#top">go to the page top</A>
|
2700
|
-
|
2701
|
-
<A NAME="chetrd"></A>
|
2702
|
-
<H2>chetrd</H2>
|
2703
|
-
<PRE>
|
2704
|
-
USAGE:
|
2705
|
-
d, e, tau, work, info, a = NumRu::Lapack.chetrd( uplo, a, lwork, [:usage => usage, :help => help])
|
2706
|
-
|
2707
|
-
|
2708
|
-
FORTRAN MANUAL
|
2709
|
-
SUBROUTINE CHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO )
|
2710
|
-
|
2711
|
-
* Purpose
|
2712
|
-
* =======
|
2713
|
-
*
|
2714
|
-
* CHETRD reduces a complex Hermitian matrix A to real symmetric
|
2715
|
-
* tridiagonal form T by a unitary similarity transformation:
|
2716
|
-
* Q**H * A * Q = T.
|
2717
|
-
*
|
2718
|
-
|
2719
|
-
* Arguments
|
2720
|
-
* =========
|
2721
|
-
*
|
2722
|
-
* UPLO (input) CHARACTER*1
|
2723
|
-
* = 'U': Upper triangle of A is stored;
|
2724
|
-
* = 'L': Lower triangle of A is stored.
|
2725
|
-
*
|
2726
|
-
* N (input) INTEGER
|
2727
|
-
* The order of the matrix A. N >= 0.
|
2728
|
-
*
|
2729
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
2730
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
2731
|
-
* N-by-N upper triangular part of A contains the upper
|
2732
|
-
* triangular part of the matrix A, and the strictly lower
|
2733
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
2734
|
-
* leading N-by-N lower triangular part of A contains the lower
|
2735
|
-
* triangular part of the matrix A, and the strictly upper
|
2736
|
-
* triangular part of A is not referenced.
|
2737
|
-
* On exit, if UPLO = 'U', the diagonal and first superdiagonal
|
2738
|
-
* of A are overwritten by the corresponding elements of the
|
2739
|
-
* tridiagonal matrix T, and the elements above the first
|
2740
|
-
* superdiagonal, with the array TAU, represent the unitary
|
2741
|
-
* matrix Q as a product of elementary reflectors; if UPLO
|
2742
|
-
* = 'L', the diagonal and first subdiagonal of A are over-
|
2743
|
-
* written by the corresponding elements of the tridiagonal
|
2744
|
-
* matrix T, and the elements below the first subdiagonal, with
|
2745
|
-
* the array TAU, represent the unitary matrix Q as a product
|
2746
|
-
* of elementary reflectors. See Further Details.
|
2747
|
-
*
|
2748
|
-
* LDA (input) INTEGER
|
2749
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
2750
|
-
*
|
2751
|
-
* D (output) REAL array, dimension (N)
|
2752
|
-
* The diagonal elements of the tridiagonal matrix T:
|
2753
|
-
* D(i) = A(i,i).
|
2754
|
-
*
|
2755
|
-
* E (output) REAL array, dimension (N-1)
|
2756
|
-
* The off-diagonal elements of the tridiagonal matrix T:
|
2757
|
-
* E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
|
2758
|
-
*
|
2759
|
-
* TAU (output) COMPLEX array, dimension (N-1)
|
2760
|
-
* The scalar factors of the elementary reflectors (see Further
|
2761
|
-
* Details).
|
2762
|
-
*
|
2763
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
2764
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
2765
|
-
*
|
2766
|
-
* LWORK (input) INTEGER
|
2767
|
-
* The dimension of the array WORK. LWORK >= 1.
|
2768
|
-
* For optimum performance LWORK >= N*NB, where NB is the
|
2769
|
-
* optimal blocksize.
|
2770
|
-
*
|
2771
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
2772
|
-
* only calculates the optimal size of the WORK array, returns
|
2773
|
-
* this value as the first entry of the WORK array, and no error
|
2774
|
-
* message related to LWORK is issued by XERBLA.
|
2775
|
-
*
|
2776
|
-
* INFO (output) INTEGER
|
2777
|
-
* = 0: successful exit
|
2778
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
2779
|
-
*
|
2780
|
-
|
2781
|
-
* Further Details
|
2782
|
-
* ===============
|
2783
|
-
*
|
2784
|
-
* If UPLO = 'U', the matrix Q is represented as a product of elementary
|
2785
|
-
* reflectors
|
2786
|
-
*
|
2787
|
-
* Q = H(n-1) . . . H(2) H(1).
|
2788
|
-
*
|
2789
|
-
* Each H(i) has the form
|
2790
|
-
*
|
2791
|
-
* H(i) = I - tau * v * v'
|
2792
|
-
*
|
2793
|
-
* where tau is a complex scalar, and v is a complex vector with
|
2794
|
-
* v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
|
2795
|
-
* A(1:i-1,i+1), and tau in TAU(i).
|
2796
|
-
*
|
2797
|
-
* If UPLO = 'L', the matrix Q is represented as a product of elementary
|
2798
|
-
* reflectors
|
2799
|
-
*
|
2800
|
-
* Q = H(1) H(2) . . . H(n-1).
|
2801
|
-
*
|
2802
|
-
* Each H(i) has the form
|
2803
|
-
*
|
2804
|
-
* H(i) = I - tau * v * v'
|
2805
|
-
*
|
2806
|
-
* where tau is a complex scalar, and v is a complex vector with
|
2807
|
-
* v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
|
2808
|
-
* and tau in TAU(i).
|
2809
|
-
*
|
2810
|
-
* The contents of A on exit are illustrated by the following examples
|
2811
|
-
* with n = 5:
|
2812
|
-
*
|
2813
|
-
* if UPLO = 'U': if UPLO = 'L':
|
2814
|
-
*
|
2815
|
-
* ( d e v2 v3 v4 ) ( d )
|
2816
|
-
* ( d e v3 v4 ) ( e d )
|
2817
|
-
* ( d e v4 ) ( v1 e d )
|
2818
|
-
* ( d e ) ( v1 v2 e d )
|
2819
|
-
* ( d ) ( v1 v2 v3 e d )
|
2820
|
-
*
|
2821
|
-
* where d and e denote diagonal and off-diagonal elements of T, and vi
|
2822
|
-
* denotes an element of the vector defining H(i).
|
2823
|
-
*
|
2824
|
-
* =====================================================================
|
2825
|
-
*
|
2826
|
-
|
2827
|
-
|
2828
|
-
</PRE>
|
2829
|
-
<A HREF="#top">go to the page top</A>
|
2830
|
-
|
2831
|
-
<A NAME="chetrf"></A>
|
2832
|
-
<H2>chetrf</H2>
|
2833
|
-
<PRE>
|
2834
|
-
USAGE:
|
2835
|
-
ipiv, work, info, a = NumRu::Lapack.chetrf( uplo, a, lwork, [:usage => usage, :help => help])
|
2836
|
-
|
2837
|
-
|
2838
|
-
FORTRAN MANUAL
|
2839
|
-
SUBROUTINE CHETRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
2840
|
-
|
2841
|
-
* Purpose
|
2842
|
-
* =======
|
2843
|
-
*
|
2844
|
-
* CHETRF computes the factorization of a complex Hermitian matrix A
|
2845
|
-
* using the Bunch-Kaufman diagonal pivoting method. The form of the
|
2846
|
-
* factorization is
|
2847
|
-
*
|
2848
|
-
* A = U*D*U**H or A = L*D*L**H
|
2849
|
-
*
|
2850
|
-
* where U (or L) is a product of permutation and unit upper (lower)
|
2851
|
-
* triangular matrices, and D is Hermitian and block diagonal with
|
2852
|
-
* 1-by-1 and 2-by-2 diagonal blocks.
|
2853
|
-
*
|
2854
|
-
* This is the blocked version of the algorithm, calling Level 3 BLAS.
|
2855
|
-
*
|
2856
|
-
|
2857
|
-
* Arguments
|
2858
|
-
* =========
|
2859
|
-
*
|
2860
|
-
* UPLO (input) CHARACTER*1
|
2861
|
-
* = 'U': Upper triangle of A is stored;
|
2862
|
-
* = 'L': Lower triangle of A is stored.
|
2863
|
-
*
|
2864
|
-
* N (input) INTEGER
|
2865
|
-
* The order of the matrix A. N >= 0.
|
2866
|
-
*
|
2867
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
2868
|
-
* On entry, the Hermitian matrix A. If UPLO = 'U', the leading
|
2869
|
-
* N-by-N upper triangular part of A contains the upper
|
2870
|
-
* triangular part of the matrix A, and the strictly lower
|
2871
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
2872
|
-
* leading N-by-N lower triangular part of A contains the lower
|
2873
|
-
* triangular part of the matrix A, and the strictly upper
|
2874
|
-
* triangular part of A is not referenced.
|
2875
|
-
*
|
2876
|
-
* On exit, the block diagonal matrix D and the multipliers used
|
2877
|
-
* to obtain the factor U or L (see below for further details).
|
2878
|
-
*
|
2879
|
-
* LDA (input) INTEGER
|
2880
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
2881
|
-
*
|
2882
|
-
* IPIV (output) INTEGER array, dimension (N)
|
2883
|
-
* Details of the interchanges and the block structure of D.
|
2884
|
-
* If IPIV(k) > 0, then rows and columns k and IPIV(k) were
|
2885
|
-
* interchanged and D(k,k) is a 1-by-1 diagonal block.
|
2886
|
-
* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
|
2887
|
-
* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
|
2888
|
-
* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
|
2889
|
-
* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
|
2890
|
-
* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
|
2891
|
-
*
|
2892
|
-
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
|
2893
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
2894
|
-
*
|
2895
|
-
* LWORK (input) INTEGER
|
2896
|
-
* The length of WORK. LWORK >=1. For best performance
|
2897
|
-
* LWORK >= N*NB, where NB is the block size returned by ILAENV.
|
2898
|
-
*
|
2899
|
-
* INFO (output) INTEGER
|
2900
|
-
* = 0: successful exit
|
2901
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
2902
|
-
* > 0: if INFO = i, D(i,i) is exactly zero. The factorization
|
2903
|
-
* has been completed, but the block diagonal matrix D is
|
2904
|
-
* exactly singular, and division by zero will occur if it
|
2905
|
-
* is used to solve a system of equations.
|
2906
|
-
*
|
2907
|
-
|
2908
|
-
* Further Details
|
2909
|
-
* ===============
|
2910
|
-
*
|
2911
|
-
* If UPLO = 'U', then A = U*D*U', where
|
2912
|
-
* U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
2913
|
-
* i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
2914
|
-
* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
2915
|
-
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
2916
|
-
* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
|
2917
|
-
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
2918
|
-
*
|
2919
|
-
* ( I v 0 ) k-s
|
2920
|
-
* U(k) = ( 0 I 0 ) s
|
2921
|
-
* ( 0 0 I ) n-k
|
2922
|
-
* k-s s n-k
|
2923
|
-
*
|
2924
|
-
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
|
2925
|
-
* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
|
2926
|
-
* and A(k,k), and v overwrites A(1:k-2,k-1:k).
|
2927
|
-
*
|
2928
|
-
* If UPLO = 'L', then A = L*D*L', where
|
2929
|
-
* L = P(1)*L(1)* ... *P(k)*L(k)* ...,
|
2930
|
-
* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
|
2931
|
-
* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
2932
|
-
* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
|
2933
|
-
* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
|
2934
|
-
* that if the diagonal block D(k) is of order s (s = 1 or 2), then
|
2935
|
-
*
|
2936
|
-
* ( I 0 0 ) k-1
|
2937
|
-
* L(k) = ( 0 I 0 ) s
|
2938
|
-
* ( 0 v I ) n-k-s+1
|
2939
|
-
* k-1 s n-k-s+1
|
2940
|
-
*
|
2941
|
-
* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
|
2942
|
-
* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
|
2943
|
-
* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
|
2944
|
-
*
|
2945
|
-
* =====================================================================
|
2946
|
-
*
|
2947
|
-
* .. Local Scalars ..
|
2948
|
-
LOGICAL LQUERY, UPPER
|
2949
|
-
INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
|
2950
|
-
* ..
|
2951
|
-
* .. External Functions ..
|
2952
|
-
LOGICAL LSAME
|
2953
|
-
INTEGER ILAENV
|
2954
|
-
EXTERNAL LSAME, ILAENV
|
2955
|
-
* ..
|
2956
|
-
* .. External Subroutines ..
|
2957
|
-
EXTERNAL CHETF2, CLAHEF, XERBLA
|
2958
|
-
* ..
|
2959
|
-
* .. Intrinsic Functions ..
|
2960
|
-
INTRINSIC MAX
|
2961
|
-
* ..
|
2962
|
-
|
2963
|
-
|
2964
|
-
</PRE>
|
2965
|
-
<A HREF="#top">go to the page top</A>
|
2966
|
-
|
2967
|
-
<A NAME="chetri"></A>
|
2968
|
-
<H2>chetri</H2>
|
2969
|
-
<PRE>
|
2970
|
-
USAGE:
|
2971
|
-
info, a = NumRu::Lapack.chetri( uplo, a, ipiv, [:usage => usage, :help => help])
|
2972
|
-
|
2973
|
-
|
2974
|
-
FORTRAN MANUAL
|
2975
|
-
SUBROUTINE CHETRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
|
2976
|
-
|
2977
|
-
* Purpose
|
2978
|
-
* =======
|
2979
|
-
*
|
2980
|
-
* CHETRI computes the inverse of a complex Hermitian indefinite matrix
|
2981
|
-
* A using the factorization A = U*D*U**H or A = L*D*L**H computed by
|
2982
|
-
* CHETRF.
|
2983
|
-
*
|
2984
|
-
|
2985
|
-
* Arguments
|
2986
|
-
* =========
|
2987
|
-
*
|
2988
|
-
* UPLO (input) CHARACTER*1
|
2989
|
-
* Specifies whether the details of the factorization are stored
|
2990
|
-
* as an upper or lower triangular matrix.
|
2991
|
-
* = 'U': Upper triangular, form is A = U*D*U**H;
|
2992
|
-
* = 'L': Lower triangular, form is A = L*D*L**H.
|
2993
|
-
*
|
2994
|
-
* N (input) INTEGER
|
2995
|
-
* The order of the matrix A. N >= 0.
|
2996
|
-
*
|
2997
|
-
* A (input/output) COMPLEX array, dimension (LDA,N)
|
2998
|
-
* On entry, the block diagonal matrix D and the multipliers
|
2999
|
-
* used to obtain the factor U or L as computed by CHETRF.
|
3000
|
-
*
|
3001
|
-
* On exit, if INFO = 0, the (Hermitian) inverse of the original
|
3002
|
-
* matrix. If UPLO = 'U', the upper triangular part of the
|
3003
|
-
* inverse is formed and the part of A below the diagonal is not
|
3004
|
-
* referenced; if UPLO = 'L' the lower triangular part of the
|
3005
|
-
* inverse is formed and the part of A above the diagonal is
|
3006
|
-
* not referenced.
|
3007
|
-
*
|
3008
|
-
* LDA (input) INTEGER
|
3009
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
3010
|
-
*
|
3011
|
-
* IPIV (input) INTEGER array, dimension (N)
|
3012
|
-
* Details of the interchanges and the block structure of D
|
3013
|
-
* as determined by CHETRF.
|
3014
|
-
*
|
3015
|
-
* WORK (workspace) COMPLEX array, dimension (N)
|
3016
|
-
*
|
3017
|
-
* INFO (output) INTEGER
|
3018
|
-
* = 0: successful exit
|
3019
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
3020
|
-
* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
|
3021
|
-
* inverse could not be computed.
|
3022
|
-
*
|
3023
|
-
|
3024
|
-
* =====================================================================
|
3025
|
-
*
|
3026
|
-
|
3027
|
-
|
3028
|
-
</PRE>
|
3029
|
-
<A HREF="#top">go to the page top</A>
|
3030
|
-
|
3031
|
-
<A NAME="chetrs"></A>
|
3032
|
-
<H2>chetrs</H2>
|
3033
|
-
<PRE>
|
3034
|
-
USAGE:
|
3035
|
-
info, b = NumRu::Lapack.chetrs( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
3036
|
-
|
3037
|
-
|
3038
|
-
FORTRAN MANUAL
|
3039
|
-
SUBROUTINE CHETRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
|
3040
|
-
|
3041
|
-
* Purpose
|
3042
|
-
* =======
|
3043
|
-
*
|
3044
|
-
* CHETRS solves a system of linear equations A*X = B with a complex
|
3045
|
-
* Hermitian matrix A using the factorization A = U*D*U**H or
|
3046
|
-
* A = L*D*L**H computed by CHETRF.
|
3047
|
-
*
|
3048
|
-
|
3049
|
-
* Arguments
|
3050
|
-
* =========
|
3051
|
-
*
|
3052
|
-
* UPLO (input) CHARACTER*1
|
3053
|
-
* Specifies whether the details of the factorization are stored
|
3054
|
-
* as an upper or lower triangular matrix.
|
3055
|
-
* = 'U': Upper triangular, form is A = U*D*U**H;
|
3056
|
-
* = 'L': Lower triangular, form is A = L*D*L**H.
|
3057
|
-
*
|
3058
|
-
* N (input) INTEGER
|
3059
|
-
* The order of the matrix A. N >= 0.
|
3060
|
-
*
|
3061
|
-
* NRHS (input) INTEGER
|
3062
|
-
* The number of right hand sides, i.e., the number of columns
|
3063
|
-
* of the matrix B. NRHS >= 0.
|
3064
|
-
*
|
3065
|
-
* A (input) COMPLEX array, dimension (LDA,N)
|
3066
|
-
* The block diagonal matrix D and the multipliers used to
|
3067
|
-
* obtain the factor U or L as computed by CHETRF.
|
3068
|
-
*
|
3069
|
-
* LDA (input) INTEGER
|
3070
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
3071
|
-
*
|
3072
|
-
* IPIV (input) INTEGER array, dimension (N)
|
3073
|
-
* Details of the interchanges and the block structure of D
|
3074
|
-
* as determined by CHETRF.
|
3075
|
-
*
|
3076
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
3077
|
-
* On entry, the right hand side matrix B.
|
3078
|
-
* On exit, the solution matrix X.
|
3079
|
-
*
|
3080
|
-
* LDB (input) INTEGER
|
3081
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
3082
|
-
*
|
3083
|
-
* INFO (output) INTEGER
|
3084
|
-
* = 0: successful exit
|
3085
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
3086
|
-
*
|
3087
|
-
|
3088
|
-
* =====================================================================
|
3089
|
-
*
|
3090
|
-
|
3091
|
-
|
3092
|
-
</PRE>
|
3093
|
-
<A HREF="#top">go to the page top</A>
|
3094
|
-
|
3095
|
-
<A NAME="chetrs2"></A>
|
3096
|
-
<H2>chetrs2</H2>
|
3097
|
-
<PRE>
|
3098
|
-
USAGE:
|
3099
|
-
info, b = NumRu::Lapack.chetrs2( uplo, a, ipiv, b, [:usage => usage, :help => help])
|
3100
|
-
|
3101
|
-
|
3102
|
-
FORTRAN MANUAL
|
3103
|
-
SUBROUTINE CHETRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO )
|
3104
|
-
|
3105
|
-
* Purpose
|
3106
|
-
* =======
|
3107
|
-
*
|
3108
|
-
* CHETRS2 solves a system of linear equations A*X = B with a COMPLEX
|
3109
|
-
* Hermitian matrix A using the factorization A = U*D*U**T or
|
3110
|
-
* A = L*D*L**T computed by CSYTRF and converted by CSYCONV.
|
3111
|
-
*
|
3112
|
-
|
3113
|
-
* Arguments
|
3114
|
-
* =========
|
3115
|
-
*
|
3116
|
-
* UPLO (input) CHARACTER*1
|
3117
|
-
* Specifies whether the details of the factorization are stored
|
3118
|
-
* as an upper or lower triangular matrix.
|
3119
|
-
* = 'U': Upper triangular, form is A = U*D*U**H;
|
3120
|
-
* = 'L': Lower triangular, form is A = L*D*L**H.
|
3121
|
-
*
|
3122
|
-
* N (input) INTEGER
|
3123
|
-
* The order of the matrix A. N >= 0.
|
3124
|
-
*
|
3125
|
-
* NRHS (input) INTEGER
|
3126
|
-
* The number of right hand sides, i.e., the number of columns
|
3127
|
-
* of the matrix B. NRHS >= 0.
|
3128
|
-
*
|
3129
|
-
* A (input) COMPLEX array, dimension (LDA,N)
|
3130
|
-
* The block diagonal matrix D and the multipliers used to
|
3131
|
-
* obtain the factor U or L as computed by CHETRF.
|
3132
|
-
*
|
3133
|
-
* LDA (input) INTEGER
|
3134
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
3135
|
-
*
|
3136
|
-
* IPIV (input) INTEGER array, dimension (N)
|
3137
|
-
* Details of the interchanges and the block structure of D
|
3138
|
-
* as determined by CHETRF.
|
3139
|
-
*
|
3140
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
3141
|
-
* On entry, the right hand side matrix B.
|
3142
|
-
* On exit, the solution matrix X.
|
3143
|
-
*
|
3144
|
-
* LDB (input) INTEGER
|
3145
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
3146
|
-
*
|
3147
|
-
* WORK (workspace) COMPLEX array, dimension (N)
|
3148
|
-
*
|
3149
|
-
* INFO (output) INTEGER
|
3150
|
-
* = 0: successful exit
|
3151
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
3152
|
-
*
|
3153
|
-
|
3154
|
-
* =====================================================================
|
3155
|
-
*
|
3156
|
-
|
3157
|
-
|
3158
|
-
</PRE>
|
3159
|
-
<A HREF="#top">go to the page top</A>
|
3160
|
-
|
3161
|
-
<HR />
|
3162
|
-
<A HREF="c.html">back to matrix types</A><BR>
|
3163
|
-
<A HREF="c.html">back to data types</A>
|
3164
|
-
</BODY>
|
3165
|
-
</HTML>
|