ruby-lapack 1.4.1a → 1.5

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Files changed (1638) hide show
  1. data/Rakefile +1 -2
  2. data/ext/cbbcsd.c +34 -34
  3. data/ext/cbdsqr.c +20 -20
  4. data/ext/cgbbrd.c +12 -12
  5. data/ext/cgbcon.c +13 -13
  6. data/ext/cgbequ.c +3 -3
  7. data/ext/cgbequb.c +2 -2
  8. data/ext/cgbrfs.c +22 -22
  9. data/ext/cgbrfsx.c +43 -43
  10. data/ext/cgbsv.c +2 -2
  11. data/ext/cgbsvx.c +25 -25
  12. data/ext/cgbsvxx.c +36 -36
  13. data/ext/cgbtf2.c +3 -3
  14. data/ext/cgbtrf.c +3 -3
  15. data/ext/cgbtrs.c +11 -11
  16. data/ext/cgebak.c +11 -11
  17. data/ext/cgebal.c +1 -1
  18. data/ext/cgebd2.c +1 -1
  19. data/ext/cgebrd.c +1 -1
  20. data/ext/cgecon.c +1 -1
  21. data/ext/cgees.c +3 -3
  22. data/ext/cgeesx.c +4 -4
  23. data/ext/cgeev.c +4 -4
  24. data/ext/cgeevx.c +5 -5
  25. data/ext/cgegs.c +2 -2
  26. data/ext/cgegv.c +3 -3
  27. data/ext/cgehd2.c +1 -1
  28. data/ext/cgehrd.c +2 -2
  29. data/ext/cgelqf.c +6 -6
  30. data/ext/cgels.c +2 -2
  31. data/ext/cgelsd.c +9 -9
  32. data/ext/cgelss.c +2 -2
  33. data/ext/cgelsx.c +12 -12
  34. data/ext/cgelsy.c +12 -12
  35. data/ext/cgeql2.c +1 -1
  36. data/ext/cgeqlf.c +1 -1
  37. data/ext/cgeqp3.c +11 -11
  38. data/ext/cgeqpf.c +11 -11
  39. data/ext/cgeqr2.c +1 -1
  40. data/ext/cgeqr2p.c +1 -1
  41. data/ext/cgeqrf.c +1 -1
  42. data/ext/cgeqrfp.c +1 -1
  43. data/ext/cgerfs.c +31 -31
  44. data/ext/cgerfsx.c +25 -25
  45. data/ext/cgerqf.c +6 -6
  46. data/ext/cgesc2.c +13 -13
  47. data/ext/cgesdd.c +3 -3
  48. data/ext/cgesvd.c +4 -4
  49. data/ext/cgesvx.c +32 -32
  50. data/ext/cgesvxx.c +26 -26
  51. data/ext/cgetf2.c +1 -1
  52. data/ext/cgetrf.c +1 -1
  53. data/ext/cgetri.c +10 -10
  54. data/ext/cgetrs.c +10 -10
  55. data/ext/cggbak.c +11 -11
  56. data/ext/cggbal.c +11 -11
  57. data/ext/cgges.c +15 -15
  58. data/ext/cggesx.c +6 -6
  59. data/ext/cggev.c +3 -3
  60. data/ext/cggevx.c +5 -5
  61. data/ext/cgghrd.c +14 -14
  62. data/ext/cggqrf.c +9 -9
  63. data/ext/cggrqf.c +1 -1
  64. data/ext/cggsvd.c +3 -3
  65. data/ext/cggsvp.c +4 -4
  66. data/ext/cgtcon.c +20 -20
  67. data/ext/cgtrfs.c +48 -48
  68. data/ext/cgtsv.c +8 -8
  69. data/ext/cgtsvx.c +55 -55
  70. data/ext/cgttrs.c +19 -19
  71. data/ext/cgtts2.c +20 -20
  72. data/ext/chbev.c +3 -3
  73. data/ext/chbevd.c +9 -9
  74. data/ext/chbevx.c +7 -7
  75. data/ext/chbgst.c +15 -15
  76. data/ext/chbgv.c +15 -15
  77. data/ext/chbgvd.c +20 -20
  78. data/ext/chbgvx.c +9 -9
  79. data/ext/chbtrd.c +13 -13
  80. data/ext/checon.c +12 -12
  81. data/ext/cheequb.c +1 -1
  82. data/ext/cheev.c +2 -2
  83. data/ext/cheevd.c +7 -7
  84. data/ext/cheevr.c +12 -12
  85. data/ext/cheevx.c +7 -7
  86. data/ext/chegs2.c +2 -2
  87. data/ext/chegst.c +2 -2
  88. data/ext/chegv.c +13 -13
  89. data/ext/chegvd.c +18 -18
  90. data/ext/chegvx.c +19 -19
  91. data/ext/cherfs.c +31 -31
  92. data/ext/cherfsx.c +43 -43
  93. data/ext/chesv.c +10 -10
  94. data/ext/chesvx.c +15 -15
  95. data/ext/chesvxx.c +41 -41
  96. data/ext/chetd2.c +1 -1
  97. data/ext/chetf2.c +1 -1
  98. data/ext/chetrd.c +2 -2
  99. data/ext/chetrf.c +2 -2
  100. data/ext/chetri.c +1 -1
  101. data/ext/chetrs.c +10 -10
  102. data/ext/chetrs2.c +10 -10
  103. data/ext/chfrk.c +6 -6
  104. data/ext/chgeqz.c +27 -27
  105. data/ext/chpcon.c +1 -1
  106. data/ext/chpev.c +2 -2
  107. data/ext/chpevd.c +2 -2
  108. data/ext/chpevx.c +7 -7
  109. data/ext/chpgst.c +10 -10
  110. data/ext/chpgv.c +2 -2
  111. data/ext/chpgvd.c +11 -11
  112. data/ext/chpgvx.c +8 -8
  113. data/ext/chprfs.c +10 -10
  114. data/ext/chpsv.c +1 -1
  115. data/ext/chpsvx.c +20 -20
  116. data/ext/chptrd.c +1 -1
  117. data/ext/chptrf.c +1 -1
  118. data/ext/chptri.c +1 -1
  119. data/ext/chptrs.c +1 -1
  120. data/ext/chsein.c +21 -21
  121. data/ext/chseqr.c +4 -4
  122. data/ext/cla_gbamv.c +14 -14
  123. data/ext/cla_gbrcond_c.c +33 -33
  124. data/ext/cla_gbrcond_x.c +32 -32
  125. data/ext/cla_gbrfsx_extended.c +75 -75
  126. data/ext/cla_gbrpvgrw.c +13 -13
  127. data/ext/cla_geamv.c +6 -6
  128. data/ext/cla_gercond_c.c +31 -31
  129. data/ext/cla_gercond_x.c +30 -30
  130. data/ext/cla_gerfsx_extended.c +81 -81
  131. data/ext/cla_heamv.c +12 -12
  132. data/ext/cla_hercond_c.c +31 -31
  133. data/ext/cla_hercond_x.c +30 -30
  134. data/ext/cla_herfsx_extended.c +82 -82
  135. data/ext/cla_herpvgrw.c +14 -14
  136. data/ext/cla_lin_berr.c +14 -14
  137. data/ext/cla_porcond_c.c +23 -23
  138. data/ext/cla_porcond_x.c +22 -22
  139. data/ext/cla_porfsx_extended.c +74 -74
  140. data/ext/cla_porpvgrw.c +2 -2
  141. data/ext/cla_rpvgrw.c +12 -12
  142. data/ext/cla_syamv.c +13 -13
  143. data/ext/cla_syrcond_c.c +31 -31
  144. data/ext/cla_syrcond_x.c +30 -30
  145. data/ext/cla_syrfsx_extended.c +82 -82
  146. data/ext/cla_syrpvgrw.c +14 -14
  147. data/ext/cla_wwaddw.c +11 -11
  148. data/ext/clabrd.c +2 -2
  149. data/ext/clacn2.c +2 -2
  150. data/ext/clacp2.c +1 -1
  151. data/ext/clacpy.c +1 -1
  152. data/ext/clacrm.c +11 -11
  153. data/ext/clacrt.c +12 -12
  154. data/ext/claed7.c +42 -42
  155. data/ext/claed8.c +27 -27
  156. data/ext/claein.c +14 -14
  157. data/ext/clags2.c +5 -5
  158. data/ext/clagtm.c +21 -21
  159. data/ext/clahef.c +1 -1
  160. data/ext/clahqr.c +6 -6
  161. data/ext/clahr2.c +1 -1
  162. data/ext/clahrd.c +1 -1
  163. data/ext/claic1.c +12 -12
  164. data/ext/clals0.c +37 -37
  165. data/ext/clalsa.c +72 -72
  166. data/ext/clalsd.c +4 -4
  167. data/ext/clangb.c +3 -3
  168. data/ext/clange.c +1 -1
  169. data/ext/clangt.c +10 -10
  170. data/ext/clanhb.c +2 -2
  171. data/ext/clanhe.c +1 -1
  172. data/ext/clanhf.c +3 -3
  173. data/ext/clanhp.c +2 -2
  174. data/ext/clanhs.c +1 -1
  175. data/ext/clanht.c +1 -1
  176. data/ext/clansb.c +2 -2
  177. data/ext/clansp.c +2 -2
  178. data/ext/clansy.c +1 -1
  179. data/ext/clantb.c +3 -3
  180. data/ext/clantp.c +2 -2
  181. data/ext/clantr.c +3 -3
  182. data/ext/clapll.c +10 -10
  183. data/ext/clapmr.c +1 -1
  184. data/ext/clapmt.c +11 -11
  185. data/ext/claqgb.c +2 -2
  186. data/ext/claqge.c +10 -10
  187. data/ext/claqhb.c +2 -2
  188. data/ext/claqhe.c +12 -12
  189. data/ext/claqhp.c +2 -2
  190. data/ext/claqp2.c +10 -10
  191. data/ext/claqps.c +20 -20
  192. data/ext/claqr0.c +3 -3
  193. data/ext/claqr1.c +4 -4
  194. data/ext/claqr2.c +18 -18
  195. data/ext/claqr3.c +18 -18
  196. data/ext/claqr4.c +3 -3
  197. data/ext/claqr5.c +21 -21
  198. data/ext/claqsb.c +13 -13
  199. data/ext/claqsp.c +2 -2
  200. data/ext/claqsy.c +12 -12
  201. data/ext/clar1v.c +15 -15
  202. data/ext/clar2v.c +19 -19
  203. data/ext/clarf.c +2 -2
  204. data/ext/clarfb.c +16 -16
  205. data/ext/clarfg.c +1 -1
  206. data/ext/clarfgp.c +1 -1
  207. data/ext/clarft.c +2 -2
  208. data/ext/clarfx.c +3 -3
  209. data/ext/clargv.c +2 -2
  210. data/ext/clarnv.c +1 -1
  211. data/ext/clarrv.c +40 -40
  212. data/ext/clarscl2.c +8 -8
  213. data/ext/clartv.c +20 -20
  214. data/ext/clarz.c +11 -11
  215. data/ext/clarzb.c +14 -14
  216. data/ext/clarzt.c +2 -2
  217. data/ext/clascl.c +4 -4
  218. data/ext/clascl2.c +8 -8
  219. data/ext/claset.c +4 -4
  220. data/ext/clasr.c +2 -2
  221. data/ext/classq.c +2 -2
  222. data/ext/claswp.c +2 -2
  223. data/ext/clasyf.c +1 -1
  224. data/ext/clatbs.c +14 -14
  225. data/ext/clatdf.c +21 -21
  226. data/ext/clatps.c +12 -12
  227. data/ext/clatrd.c +1 -1
  228. data/ext/clatrs.c +15 -15
  229. data/ext/clatrz.c +1 -1
  230. data/ext/clatzm.c +3 -3
  231. data/ext/clauu2.c +1 -1
  232. data/ext/clauum.c +1 -1
  233. data/ext/cpbcon.c +3 -3
  234. data/ext/cpbequ.c +1 -1
  235. data/ext/cpbrfs.c +12 -12
  236. data/ext/cpbstf.c +1 -1
  237. data/ext/cpbsv.c +1 -1
  238. data/ext/cpbsvx.c +23 -23
  239. data/ext/cpbtf2.c +1 -1
  240. data/ext/cpbtrf.c +1 -1
  241. data/ext/cpbtrs.c +1 -1
  242. data/ext/cpftrf.c +2 -2
  243. data/ext/cpftri.c +2 -2
  244. data/ext/cpftrs.c +2 -2
  245. data/ext/cpocon.c +1 -1
  246. data/ext/cporfs.c +23 -23
  247. data/ext/cporfsx.c +22 -22
  248. data/ext/cposv.c +9 -9
  249. data/ext/cposvx.c +12 -12
  250. data/ext/cposvxx.c +20 -20
  251. data/ext/cpotf2.c +1 -1
  252. data/ext/cpotrf.c +1 -1
  253. data/ext/cpotri.c +1 -1
  254. data/ext/cpotrs.c +9 -9
  255. data/ext/cppcon.c +1 -1
  256. data/ext/cppequ.c +1 -1
  257. data/ext/cpprfs.c +20 -20
  258. data/ext/cppsv.c +1 -1
  259. data/ext/cppsvx.c +12 -12
  260. data/ext/cpptrf.c +1 -1
  261. data/ext/cpptri.c +1 -1
  262. data/ext/cpptrs.c +1 -1
  263. data/ext/cpstf2.c +2 -2
  264. data/ext/cpstrf.c +2 -2
  265. data/ext/cptcon.c +1 -1
  266. data/ext/cpteqr.c +10 -10
  267. data/ext/cptrfs.c +12 -12
  268. data/ext/cptsv.c +8 -8
  269. data/ext/cptsvx.c +19 -19
  270. data/ext/cpttrs.c +1 -1
  271. data/ext/cptts2.c +1 -1
  272. data/ext/crot.c +11 -11
  273. data/ext/cspcon.c +1 -1
  274. data/ext/cspmv.c +3 -3
  275. data/ext/cspr.c +11 -11
  276. data/ext/csprfs.c +10 -10
  277. data/ext/cspsv.c +1 -1
  278. data/ext/cspsvx.c +20 -20
  279. data/ext/csptrf.c +1 -1
  280. data/ext/csptri.c +1 -1
  281. data/ext/csptrs.c +1 -1
  282. data/ext/csrscl.c +2 -2
  283. data/ext/cstedc.c +10 -10
  284. data/ext/cstegr.c +18 -18
  285. data/ext/cstein.c +14 -14
  286. data/ext/cstemr.c +22 -22
  287. data/ext/csteqr.c +10 -10
  288. data/ext/csycon.c +12 -12
  289. data/ext/csyconv.c +12 -12
  290. data/ext/csyequb.c +1 -1
  291. data/ext/csymv.c +13 -13
  292. data/ext/csyr.c +4 -4
  293. data/ext/csyrfs.c +31 -31
  294. data/ext/csyrfsx.c +43 -43
  295. data/ext/csysv.c +10 -10
  296. data/ext/csysvx.c +15 -15
  297. data/ext/csysvxx.c +41 -41
  298. data/ext/csyswapr.c +2 -2
  299. data/ext/csytf2.c +1 -1
  300. data/ext/csytrf.c +2 -2
  301. data/ext/csytri.c +1 -1
  302. data/ext/csytri2.c +3 -3
  303. data/ext/csytri2x.c +2 -2
  304. data/ext/csytrs.c +10 -10
  305. data/ext/csytrs2.c +10 -10
  306. data/ext/ctbcon.c +3 -3
  307. data/ext/ctbrfs.c +14 -14
  308. data/ext/ctbtrs.c +2 -2
  309. data/ext/ctfsm.c +5 -5
  310. data/ext/ctftri.c +1 -1
  311. data/ext/ctfttp.c +1 -1
  312. data/ext/ctfttr.c +1 -1
  313. data/ext/ctgevc.c +32 -32
  314. data/ext/ctgex2.c +14 -14
  315. data/ext/ctgexc.c +25 -25
  316. data/ext/ctgsen.c +37 -37
  317. data/ext/ctgsja.c +26 -26
  318. data/ext/ctgsna.c +24 -24
  319. data/ext/ctgsy2.c +22 -22
  320. data/ext/ctgsyl.c +42 -42
  321. data/ext/ctpcon.c +2 -2
  322. data/ext/ctprfs.c +13 -13
  323. data/ext/ctptri.c +1 -1
  324. data/ext/ctptrs.c +3 -3
  325. data/ext/ctpttf.c +1 -1
  326. data/ext/ctpttr.c +1 -1
  327. data/ext/ctrcon.c +3 -3
  328. data/ext/ctrevc.c +12 -12
  329. data/ext/ctrexc.c +1 -1
  330. data/ext/ctrrfs.c +11 -11
  331. data/ext/ctrsen.c +13 -13
  332. data/ext/ctrsna.c +20 -20
  333. data/ext/ctrsyl.c +11 -11
  334. data/ext/ctrti2.c +1 -1
  335. data/ext/ctrtri.c +1 -1
  336. data/ext/ctrtrs.c +10 -10
  337. data/ext/ctrttf.c +1 -1
  338. data/ext/ctrttp.c +1 -1
  339. data/ext/cunbdb.c +15 -15
  340. data/ext/cuncsd.c +27 -27
  341. data/ext/cung2l.c +9 -9
  342. data/ext/cung2r.c +9 -9
  343. data/ext/cungbr.c +1 -1
  344. data/ext/cunghr.c +7 -7
  345. data/ext/cungl2.c +1 -1
  346. data/ext/cunglq.c +9 -9
  347. data/ext/cungql.c +9 -9
  348. data/ext/cungqr.c +9 -9
  349. data/ext/cungr2.c +1 -1
  350. data/ext/cungrq.c +9 -9
  351. data/ext/cungtr.c +6 -6
  352. data/ext/cunm2l.c +12 -12
  353. data/ext/cunm2r.c +12 -12
  354. data/ext/cunmbr.c +3 -3
  355. data/ext/cunmhr.c +12 -12
  356. data/ext/cunml2.c +1 -1
  357. data/ext/cunmlq.c +7 -7
  358. data/ext/cunmql.c +12 -12
  359. data/ext/cunmqr.c +12 -12
  360. data/ext/cunmr2.c +1 -1
  361. data/ext/cunmr3.c +10 -10
  362. data/ext/cunmrq.c +7 -7
  363. data/ext/cunmrz.c +10 -10
  364. data/ext/cunmtr.c +17 -17
  365. data/ext/cupgtr.c +8 -8
  366. data/ext/cupmtr.c +2 -2
  367. data/ext/dbbcsd.c +29 -29
  368. data/ext/dbdsdc.c +6 -6
  369. data/ext/dbdsqr.c +20 -20
  370. data/ext/ddisna.c +1 -1
  371. data/ext/dgbbrd.c +12 -12
  372. data/ext/dgbcon.c +13 -13
  373. data/ext/dgbequ.c +3 -3
  374. data/ext/dgbequb.c +2 -2
  375. data/ext/dgbrfs.c +22 -22
  376. data/ext/dgbrfsx.c +43 -43
  377. data/ext/dgbsv.c +2 -2
  378. data/ext/dgbsvx.c +25 -25
  379. data/ext/dgbsvxx.c +36 -36
  380. data/ext/dgbtf2.c +3 -3
  381. data/ext/dgbtrf.c +3 -3
  382. data/ext/dgbtrs.c +11 -11
  383. data/ext/dgebak.c +11 -11
  384. data/ext/dgebal.c +1 -1
  385. data/ext/dgebd2.c +1 -1
  386. data/ext/dgebrd.c +1 -1
  387. data/ext/dgecon.c +1 -1
  388. data/ext/dgees.c +3 -3
  389. data/ext/dgeesx.c +4 -4
  390. data/ext/dgeev.c +3 -3
  391. data/ext/dgeevx.c +5 -5
  392. data/ext/dgegs.c +2 -2
  393. data/ext/dgegv.c +3 -3
  394. data/ext/dgehd2.c +1 -1
  395. data/ext/dgehrd.c +2 -2
  396. data/ext/dgejsv.c +16 -16
  397. data/ext/dgelqf.c +6 -6
  398. data/ext/dgels.c +2 -2
  399. data/ext/dgelsd.c +7 -7
  400. data/ext/dgelss.c +2 -2
  401. data/ext/dgelsx.c +12 -12
  402. data/ext/dgelsy.c +12 -12
  403. data/ext/dgeql2.c +1 -1
  404. data/ext/dgeqlf.c +1 -1
  405. data/ext/dgeqp3.c +11 -11
  406. data/ext/dgeqpf.c +11 -11
  407. data/ext/dgeqr2.c +1 -1
  408. data/ext/dgeqr2p.c +1 -1
  409. data/ext/dgeqrf.c +1 -1
  410. data/ext/dgeqrfp.c +1 -1
  411. data/ext/dgerfs.c +31 -31
  412. data/ext/dgerfsx.c +25 -25
  413. data/ext/dgerqf.c +6 -6
  414. data/ext/dgesc2.c +13 -13
  415. data/ext/dgesdd.c +3 -3
  416. data/ext/dgesvd.c +4 -4
  417. data/ext/dgesvj.c +15 -15
  418. data/ext/dgesvx.c +32 -32
  419. data/ext/dgesvxx.c +26 -26
  420. data/ext/dgetf2.c +1 -1
  421. data/ext/dgetrf.c +1 -1
  422. data/ext/dgetri.c +10 -10
  423. data/ext/dgetrs.c +10 -10
  424. data/ext/dggbak.c +11 -11
  425. data/ext/dggbal.c +11 -11
  426. data/ext/dgges.c +15 -15
  427. data/ext/dggesx.c +6 -6
  428. data/ext/dggev.c +3 -3
  429. data/ext/dggevx.c +4 -4
  430. data/ext/dgghrd.c +14 -14
  431. data/ext/dggqrf.c +9 -9
  432. data/ext/dggrqf.c +1 -1
  433. data/ext/dggsvd.c +3 -3
  434. data/ext/dggsvp.c +4 -4
  435. data/ext/dgsvj0.c +20 -20
  436. data/ext/dgsvj1.c +26 -26
  437. data/ext/dgtcon.c +20 -20
  438. data/ext/dgtrfs.c +48 -48
  439. data/ext/dgtsv.c +8 -8
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- <HTML>
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- <HEAD>
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- <TITLE>COMPLEX routines for upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) matrix</TITLE>
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- </HEAD>
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- <BODY>
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- <A NAME="top"></A>
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- <H1>COMPLEX routines for upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) matrix</H1>
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- <UL>
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- <LI><A HREF="#chgeqz">chgeqz</A></LI>
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- </UL>
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-
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- <A NAME="chgeqz"></A>
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- <H2>chgeqz</H2>
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- <PRE>
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- USAGE:
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- alpha, beta, work, info, h, t, q, z = NumRu::Lapack.chgeqz( job, compq, compz, ilo, ihi, h, t, q, z, [:lwork => lwork, :usage => usage, :help => help])
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-
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-
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- FORTRAN MANUAL
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- SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, INFO )
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-
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- * Purpose
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- * =======
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- *
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- * CHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
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- * where H is an upper Hessenberg matrix and T is upper triangular,
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- * using the single-shift QZ method.
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- * Matrix pairs of this type are produced by the reduction to
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- * generalized upper Hessenberg form of a complex matrix pair (A,B):
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- *
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- * A = Q1*H*Z1**H, B = Q1*T*Z1**H,
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- *
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- * as computed by CGGHRD.
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- *
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- * If JOB='S', then the Hessenberg-triangular pair (H,T) is
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- * also reduced to generalized Schur form,
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- *
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- * H = Q*S*Z**H, T = Q*P*Z**H,
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- *
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- * where Q and Z are unitary matrices and S and P are upper triangular.
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- *
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- * Optionally, the unitary matrix Q from the generalized Schur
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- * factorization may be postmultiplied into an input matrix Q1, and the
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- * unitary matrix Z may be postmultiplied into an input matrix Z1.
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- * If Q1 and Z1 are the unitary matrices from CGGHRD that reduced
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- * the matrix pair (A,B) to generalized Hessenberg form, then the output
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- * matrices Q1*Q and Z1*Z are the unitary factors from the generalized
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- * Schur factorization of (A,B):
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- *
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- * A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
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- *
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- * To avoid overflow, eigenvalues of the matrix pair (H,T)
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- * (equivalently, of (A,B)) are computed as a pair of complex values
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- * (alpha,beta). If beta is nonzero, lambda = alpha / beta is an
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- * eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
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- * A*x = lambda*B*x
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- * and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
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- * alternate form of the GNEP
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- * mu*A*y = B*y.
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- * The values of alpha and beta for the i-th eigenvalue can be read
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- * directly from the generalized Schur form: alpha = S(i,i),
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- * beta = P(i,i).
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- *
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- * Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
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- * Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
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- * pp. 241--256.
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- *
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-
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- * Arguments
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- * =========
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- *
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- * JOB (input) CHARACTER*1
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- * = 'E': Compute eigenvalues only;
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- * = 'S': Computer eigenvalues and the Schur form.
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- *
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- * COMPQ (input) CHARACTER*1
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- * = 'N': Left Schur vectors (Q) are not computed;
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- * = 'I': Q is initialized to the unit matrix and the matrix Q
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- * of left Schur vectors of (H,T) is returned;
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- * = 'V': Q must contain a unitary matrix Q1 on entry and
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- * the product Q1*Q is returned.
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- *
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- * COMPZ (input) CHARACTER*1
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- * = 'N': Right Schur vectors (Z) are not computed;
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- * = 'I': Q is initialized to the unit matrix and the matrix Z
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- * of right Schur vectors of (H,T) is returned;
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- * = 'V': Z must contain a unitary matrix Z1 on entry and
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- * the product Z1*Z is returned.
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- *
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- * N (input) INTEGER
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- * The order of the matrices H, T, Q, and Z. N >= 0.
92
- *
93
- * ILO (input) INTEGER
94
- * IHI (input) INTEGER
95
- * ILO and IHI mark the rows and columns of H which are in
96
- * Hessenberg form. It is assumed that A is already upper
97
- * triangular in rows and columns 1:ILO-1 and IHI+1:N.
98
- * If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
99
- *
100
- * H (input/output) COMPLEX array, dimension (LDH, N)
101
- * On entry, the N-by-N upper Hessenberg matrix H.
102
- * On exit, if JOB = 'S', H contains the upper triangular
103
- * matrix S from the generalized Schur factorization.
104
- * If JOB = 'E', the diagonal of H matches that of S, but
105
- * the rest of H is unspecified.
106
- *
107
- * LDH (input) INTEGER
108
- * The leading dimension of the array H. LDH >= max( 1, N ).
109
- *
110
- * T (input/output) COMPLEX array, dimension (LDT, N)
111
- * On entry, the N-by-N upper triangular matrix T.
112
- * On exit, if JOB = 'S', T contains the upper triangular
113
- * matrix P from the generalized Schur factorization.
114
- * If JOB = 'E', the diagonal of T matches that of P, but
115
- * the rest of T is unspecified.
116
- *
117
- * LDT (input) INTEGER
118
- * The leading dimension of the array T. LDT >= max( 1, N ).
119
- *
120
- * ALPHA (output) COMPLEX array, dimension (N)
121
- * The complex scalars alpha that define the eigenvalues of
122
- * GNEP. ALPHA(i) = S(i,i) in the generalized Schur
123
- * factorization.
124
- *
125
- * BETA (output) COMPLEX array, dimension (N)
126
- * The real non-negative scalars beta that define the
127
- * eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized
128
- * Schur factorization.
129
- *
130
- * Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
131
- * represent the j-th eigenvalue of the matrix pair (A,B), in
132
- * one of the forms lambda = alpha/beta or mu = beta/alpha.
133
- * Since either lambda or mu may overflow, they should not,
134
- * in general, be computed.
135
- *
136
- * Q (input/output) COMPLEX array, dimension (LDQ, N)
137
- * On entry, if COMPZ = 'V', the unitary matrix Q1 used in the
138
- * reduction of (A,B) to generalized Hessenberg form.
139
- * On exit, if COMPZ = 'I', the unitary matrix of left Schur
140
- * vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
141
- * left Schur vectors of (A,B).
142
- * Not referenced if COMPZ = 'N'.
143
- *
144
- * LDQ (input) INTEGER
145
- * The leading dimension of the array Q. LDQ >= 1.
146
- * If COMPQ='V' or 'I', then LDQ >= N.
147
- *
148
- * Z (input/output) COMPLEX array, dimension (LDZ, N)
149
- * On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
150
- * reduction of (A,B) to generalized Hessenberg form.
151
- * On exit, if COMPZ = 'I', the unitary matrix of right Schur
152
- * vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
153
- * right Schur vectors of (A,B).
154
- * Not referenced if COMPZ = 'N'.
155
- *
156
- * LDZ (input) INTEGER
157
- * The leading dimension of the array Z. LDZ >= 1.
158
- * If COMPZ='V' or 'I', then LDZ >= N.
159
- *
160
- * WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
161
- * On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
162
- *
163
- * LWORK (input) INTEGER
164
- * The dimension of the array WORK. LWORK >= max(1,N).
165
- *
166
- * If LWORK = -1, then a workspace query is assumed; the routine
167
- * only calculates the optimal size of the WORK array, returns
168
- * this value as the first entry of the WORK array, and no error
169
- * message related to LWORK is issued by XERBLA.
170
- *
171
- * RWORK (workspace) REAL array, dimension (N)
172
- *
173
- * INFO (output) INTEGER
174
- * = 0: successful exit
175
- * < 0: if INFO = -i, the i-th argument had an illegal value
176
- * = 1,...,N: the QZ iteration did not converge. (H,T) is not
177
- * in Schur form, but ALPHA(i) and BETA(i),
178
- * i=INFO+1,...,N should be correct.
179
- * = N+1,...,2*N: the shift calculation failed. (H,T) is not
180
- * in Schur form, but ALPHA(i) and BETA(i),
181
- * i=INFO-N+1,...,N should be correct.
182
- *
183
-
184
- * Further Details
185
- * ===============
186
- *
187
- * We assume that complex ABS works as long as its value is less than
188
- * overflow.
189
- *
190
- * =====================================================================
191
- *
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-
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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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-
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- <A HREF="c.html">back to matrix types</A><BR>
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- <HTML>
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- <HEAD>
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- <TITLE>COMPLEX routines for (complex) Hermitian, packed storage matrix</TITLE>
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- </HEAD>
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- <BODY>
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- <A NAME="top"></A>
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- <H1>COMPLEX routines for (complex) Hermitian, packed storage matrix</H1>
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- <UL>
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- <LI><A HREF="#chpcon">chpcon</A></LI>
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- <LI><A HREF="#chpev">chpev</A></LI>
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- <LI><A HREF="#chpevd">chpevd</A></LI>
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- <LI><A HREF="#chpevx">chpevx</A></LI>
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- <LI><A HREF="#chpgst">chpgst</A></LI>
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- <LI><A HREF="#chpgv">chpgv</A></LI>
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- <LI><A HREF="#chpgvd">chpgvd</A></LI>
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- <LI><A HREF="#chpgvx">chpgvx</A></LI>
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- <LI><A HREF="#chprfs">chprfs</A></LI>
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- <LI><A HREF="#chpsv">chpsv</A></LI>
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- <LI><A HREF="#chpsvx">chpsvx</A></LI>
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- <LI><A HREF="#chptrd">chptrd</A></LI>
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- <LI><A HREF="#chptrf">chptrf</A></LI>
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- <LI><A HREF="#chptri">chptri</A></LI>
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- <LI><A HREF="#chptrs">chptrs</A></LI>
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- </UL>
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-
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- <A NAME="chpcon"></A>
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- <H2>chpcon</H2>
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- <PRE>
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- USAGE:
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- rcond, info = NumRu::Lapack.chpcon( uplo, ap, ipiv, anorm, [:usage => usage, :help => help])
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-
32
-
33
- FORTRAN MANUAL
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- SUBROUTINE CHPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, INFO )
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-
36
- * Purpose
37
- * =======
38
- *
39
- * CHPCON estimates the reciprocal of the condition number of a complex
40
- * Hermitian packed matrix A using the factorization A = U*D*U**H or
41
- * A = L*D*L**H computed by CHPTRF.
42
- *
43
- * An estimate is obtained for norm(inv(A)), and the reciprocal of the
44
- * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
45
- *
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-
47
- * Arguments
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- * =========
49
- *
50
- * UPLO (input) CHARACTER*1
51
- * Specifies whether the details of the factorization are stored
52
- * 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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- *
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- * AP (input) COMPLEX array, dimension (N*(N+1)/2)
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- * The block diagonal matrix D and the multipliers used to
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- * obtain the factor U or L as computed by CHPTRF, stored as a
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- * packed triangular matrix.
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- *
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- * IPIV (input) INTEGER array, dimension (N)
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- * Details of the interchanges and the block structure of D
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- * as determined by CHPTRF.
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- *
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- * ANORM (input) REAL
69
- * The 1-norm of the original matrix A.
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- *
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- * RCOND (output) REAL
72
- * The reciprocal of the condition number of the matrix A,
73
- * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
74
- * estimate of the 1-norm of inv(A) computed in this routine.
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- *
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- * WORK (workspace) COMPLEX array, dimension (2*N)
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- *
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- * INFO (output) INTEGER
79
- * = 0: successful exit
80
- * < 0: if INFO = -i, the i-th argument had an illegal value
81
- *
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-
83
- * =====================================================================
84
- *
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-
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-
87
- </PRE>
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- <A HREF="#top">go to the page top</A>
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-
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- <A NAME="chpev"></A>
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- <H2>chpev</H2>
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- <PRE>
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- USAGE:
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- w, z, info, ap = NumRu::Lapack.chpev( jobz, uplo, ap, [:usage => usage, :help => help])
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-
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-
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- FORTRAN MANUAL
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- SUBROUTINE CHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO )
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-
100
- * Purpose
101
- * =======
102
- *
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- * CHPEV computes all the eigenvalues and, optionally, eigenvectors of a
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- * complex Hermitian matrix in packed storage.
105
- *
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-
107
- * Arguments
108
- * =========
109
- *
110
- * JOBZ (input) CHARACTER*1
111
- * = '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.
117
- *
118
- * N (input) INTEGER
119
- * The order of the matrix A. N >= 0.
120
- *
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- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
122
- * On entry, the upper or lower triangle of the Hermitian matrix
123
- * A, packed columnwise in a linear array. The j-th column of A
124
- * is stored in the array AP as follows:
125
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
126
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
127
- *
128
- * On exit, AP is overwritten by values generated during the
129
- * reduction to tridiagonal form. If UPLO = 'U', the diagonal
130
- * and first superdiagonal of the tridiagonal matrix T overwrite
131
- * the corresponding elements of A, and if UPLO = 'L', the
132
- * diagonal and first subdiagonal of T overwrite the
133
- * corresponding elements of A.
134
- *
135
- * W (output) REAL array, dimension (N)
136
- * If INFO = 0, the eigenvalues in ascending order.
137
- *
138
- * Z (output) COMPLEX array, dimension (LDZ, N)
139
- * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
140
- * eigenvectors of the matrix A, with the i-th column of Z
141
- * holding the eigenvector associated with W(i).
142
- * If JOBZ = 'N', then Z is not referenced.
143
- *
144
- * LDZ (input) INTEGER
145
- * The leading dimension of the array Z. LDZ >= 1, and if
146
- * JOBZ = 'V', LDZ >= max(1,N).
147
- *
148
- * WORK (workspace) COMPLEX array, dimension (max(1, 2*N-1))
149
- *
150
- * RWORK (workspace) REAL array, dimension (max(1, 3*N-2))
151
- *
152
- * INFO (output) INTEGER
153
- * = 0: successful exit.
154
- * < 0: if INFO = -i, the i-th argument had an illegal value.
155
- * > 0: if INFO = i, the algorithm failed to converge; i
156
- * off-diagonal elements of an intermediate tridiagonal
157
- * form did not converge to zero.
158
- *
159
-
160
- * =====================================================================
161
- *
162
-
163
-
164
- </PRE>
165
- <A HREF="#top">go to the page top</A>
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-
167
- <A NAME="chpevd"></A>
168
- <H2>chpevd</H2>
169
- <PRE>
170
- USAGE:
171
- w, z, work, rwork, iwork, info, ap = NumRu::Lapack.chpevd( jobz, uplo, ap, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
172
-
173
-
174
- FORTRAN MANUAL
175
- SUBROUTINE CHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
176
-
177
- * Purpose
178
- * =======
179
- *
180
- * CHPEVD computes all the eigenvalues and, optionally, eigenvectors of
181
- * a complex Hermitian matrix A in packed storage. If eigenvectors are
182
- * desired, it uses a divide and conquer algorithm.
183
- *
184
- * The divide and conquer algorithm makes very mild assumptions about
185
- * floating point arithmetic. It will work on machines with a guard
186
- * digit in add/subtract, or on those binary machines without guard
187
- * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
188
- * Cray-2. It could conceivably fail on hexadecimal or decimal machines
189
- * without guard digits, but we know of none.
190
- *
191
-
192
- * Arguments
193
- * =========
194
- *
195
- * JOBZ (input) CHARACTER*1
196
- * = 'N': Compute eigenvalues only;
197
- * = 'V': Compute eigenvalues and eigenvectors.
198
- *
199
- * UPLO (input) CHARACTER*1
200
- * = 'U': Upper triangle of A is stored;
201
- * = 'L': Lower triangle of A is stored.
202
- *
203
- * N (input) INTEGER
204
- * The order of the matrix A. N >= 0.
205
- *
206
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
207
- * On entry, the upper or lower triangle of the Hermitian matrix
208
- * A, packed columnwise in a linear array. The j-th column of A
209
- * is stored in the array AP as follows:
210
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
211
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
212
- *
213
- * On exit, AP is overwritten by values generated during the
214
- * reduction to tridiagonal form. If UPLO = 'U', the diagonal
215
- * and first superdiagonal of the tridiagonal matrix T overwrite
216
- * the corresponding elements of A, and if UPLO = 'L', the
217
- * diagonal and first subdiagonal of T overwrite the
218
- * corresponding elements of A.
219
- *
220
- * W (output) REAL array, dimension (N)
221
- * If INFO = 0, the eigenvalues in ascending order.
222
- *
223
- * Z (output) COMPLEX array, dimension (LDZ, N)
224
- * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
225
- * eigenvectors of the matrix A, with the i-th column of Z
226
- * holding the eigenvector associated with W(i).
227
- * If JOBZ = 'N', then Z is not referenced.
228
- *
229
- * LDZ (input) INTEGER
230
- * The leading dimension of the array Z. LDZ >= 1, and if
231
- * JOBZ = 'V', LDZ >= max(1,N).
232
- *
233
- * WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
234
- * On exit, if INFO = 0, WORK(1) returns the required LWORK.
235
- *
236
- * LWORK (input) INTEGER
237
- * The dimension of array WORK.
238
- * If N <= 1, LWORK must be at least 1.
239
- * If JOBZ = 'N' and N > 1, LWORK must be at least N.
240
- * If JOBZ = 'V' and N > 1, LWORK must be at least 2*N.
241
- *
242
- * If LWORK = -1, then a workspace query is assumed; the routine
243
- * only calculates the required sizes of the WORK, RWORK and
244
- * IWORK arrays, returns these values as the first entries of
245
- * the WORK, RWORK and IWORK arrays, and no error message
246
- * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
247
- *
248
- * RWORK (workspace/output) REAL array, dimension (MAX(1,LRWORK))
249
- * On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
250
- *
251
- * LRWORK (input) INTEGER
252
- * The dimension of array RWORK.
253
- * If N <= 1, LRWORK must be at least 1.
254
- * If JOBZ = 'N' and N > 1, LRWORK must be at least N.
255
- * If JOBZ = 'V' and N > 1, LRWORK must be at least
256
- * 1 + 5*N + 2*N**2.
257
- *
258
- * If LRWORK = -1, then a workspace query is assumed; the
259
- * routine only calculates the required sizes of the WORK, RWORK
260
- * and IWORK arrays, returns these values as the first entries
261
- * of the WORK, RWORK and IWORK arrays, and no error message
262
- * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
263
- *
264
- * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
265
- * On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
266
- *
267
- * LIWORK (input) INTEGER
268
- * The dimension of array IWORK.
269
- * If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
270
- * If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
271
- *
272
- * If LIWORK = -1, then a workspace query is assumed; the
273
- * routine only calculates the required sizes of the WORK, RWORK
274
- * and IWORK arrays, returns these values as the first entries
275
- * of the WORK, RWORK and IWORK arrays, and no error message
276
- * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
277
- *
278
- * INFO (output) INTEGER
279
- * = 0: successful exit
280
- * < 0: if INFO = -i, the i-th argument had an illegal value.
281
- * > 0: if INFO = i, the algorithm failed to converge; i
282
- * off-diagonal elements of an intermediate tridiagonal
283
- * form did not converge to zero.
284
- *
285
-
286
- * =====================================================================
287
- *
288
-
289
-
290
- </PRE>
291
- <A HREF="#top">go to the page top</A>
292
-
293
- <A NAME="chpevx"></A>
294
- <H2>chpevx</H2>
295
- <PRE>
296
- USAGE:
297
- m, w, z, ifail, info, ap = NumRu::Lapack.chpevx( jobz, range, uplo, ap, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
298
-
299
-
300
- FORTRAN MANUAL
301
- SUBROUTINE CHPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
302
-
303
- * Purpose
304
- * =======
305
- *
306
- * CHPEVX computes selected eigenvalues and, optionally, eigenvectors
307
- * of a complex Hermitian matrix A in packed storage.
308
- * Eigenvalues/vectors can be selected by specifying either a range of
309
- * values or a range of indices for the desired eigenvalues.
310
- *
311
-
312
- * Arguments
313
- * =========
314
- *
315
- * JOBZ (input) CHARACTER*1
316
- * = 'N': Compute eigenvalues only;
317
- * = 'V': Compute eigenvalues and eigenvectors.
318
- *
319
- * RANGE (input) CHARACTER*1
320
- * = 'A': all eigenvalues will be found;
321
- * = 'V': all eigenvalues in the half-open interval (VL,VU]
322
- * will be found;
323
- * = 'I': the IL-th through IU-th eigenvalues will be found.
324
- *
325
- * UPLO (input) CHARACTER*1
326
- * = 'U': Upper triangle of A is stored;
327
- * = 'L': Lower triangle of A is stored.
328
- *
329
- * N (input) INTEGER
330
- * The order of the matrix A. N >= 0.
331
- *
332
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
333
- * On entry, the upper or lower triangle of the Hermitian matrix
334
- * A, packed columnwise in a linear array. The j-th column of A
335
- * is stored in the array AP as follows:
336
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
337
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
338
- *
339
- * On exit, AP is overwritten by values generated during the
340
- * reduction to tridiagonal form. If UPLO = 'U', the diagonal
341
- * and first superdiagonal of the tridiagonal matrix T overwrite
342
- * the corresponding elements of A, and if UPLO = 'L', the
343
- * diagonal and first subdiagonal of T overwrite the
344
- * corresponding elements of A.
345
- *
346
- * VL (input) REAL
347
- * VU (input) REAL
348
- * If RANGE='V', the lower and upper bounds of the interval to
349
- * be searched for eigenvalues. VL < VU.
350
- * Not referenced if RANGE = 'A' or 'I'.
351
- *
352
- * IL (input) INTEGER
353
- * IU (input) INTEGER
354
- * If RANGE='I', the indices (in ascending order) of the
355
- * smallest and largest eigenvalues to be returned.
356
- * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
357
- * Not referenced if RANGE = 'A' or 'V'.
358
- *
359
- * ABSTOL (input) REAL
360
- * The absolute error tolerance for the eigenvalues.
361
- * An approximate eigenvalue is accepted as converged
362
- * when it is determined to lie in an interval [a,b]
363
- * of width less than or equal to
364
- *
365
- * ABSTOL + EPS * max( |a|,|b| ) ,
366
- *
367
- * where EPS is the machine precision. If ABSTOL is less than
368
- * or equal to zero, then EPS*|T| will be used in its place,
369
- * where |T| is the 1-norm of the tridiagonal matrix obtained
370
- * by reducing AP to tridiagonal form.
371
- *
372
- * Eigenvalues will be computed most accurately when ABSTOL is
373
- * set to twice the underflow threshold 2*SLAMCH('S'), not zero.
374
- * If this routine returns with INFO>0, indicating that some
375
- * eigenvectors did not converge, try setting ABSTOL to
376
- * 2*SLAMCH('S').
377
- *
378
- * See "Computing Small Singular Values of Bidiagonal Matrices
379
- * with Guaranteed High Relative Accuracy," by Demmel and
380
- * Kahan, LAPACK Working Note #3.
381
- *
382
- * M (output) INTEGER
383
- * The total number of eigenvalues found. 0 <= M <= N.
384
- * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
385
- *
386
- * W (output) REAL array, dimension (N)
387
- * If INFO = 0, the selected eigenvalues in ascending order.
388
- *
389
- * Z (output) COMPLEX array, dimension (LDZ, max(1,M))
390
- * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
391
- * contain the orthonormal eigenvectors of the matrix A
392
- * corresponding to the selected eigenvalues, with the i-th
393
- * column of Z holding the eigenvector associated with W(i).
394
- * If an eigenvector fails to converge, then that column of Z
395
- * contains the latest approximation to the eigenvector, and
396
- * the index of the eigenvector is returned in IFAIL.
397
- * If JOBZ = 'N', then Z is not referenced.
398
- * Note: the user must ensure that at least max(1,M) columns are
399
- * supplied in the array Z; if RANGE = 'V', the exact value of M
400
- * is not known in advance and an upper bound must be used.
401
- *
402
- * LDZ (input) INTEGER
403
- * The leading dimension of the array Z. LDZ >= 1, and if
404
- * JOBZ = 'V', LDZ >= max(1,N).
405
- *
406
- * WORK (workspace) COMPLEX array, dimension (2*N)
407
- *
408
- * RWORK (workspace) REAL array, dimension (7*N)
409
- *
410
- * IWORK (workspace) INTEGER array, dimension (5*N)
411
- *
412
- * IFAIL (output) INTEGER array, dimension (N)
413
- * If JOBZ = 'V', then if INFO = 0, the first M elements of
414
- * IFAIL are zero. If INFO > 0, then IFAIL contains the
415
- * indices of the eigenvectors that failed to converge.
416
- * If JOBZ = 'N', then IFAIL is not referenced.
417
- *
418
- * INFO (output) INTEGER
419
- * = 0: successful exit
420
- * < 0: if INFO = -i, the i-th argument had an illegal value
421
- * > 0: if INFO = i, then i eigenvectors failed to converge.
422
- * Their indices are stored in array IFAIL.
423
- *
424
-
425
- * =====================================================================
426
- *
427
-
428
-
429
- </PRE>
430
- <A HREF="#top">go to the page top</A>
431
-
432
- <A NAME="chpgst"></A>
433
- <H2>chpgst</H2>
434
- <PRE>
435
- USAGE:
436
- info, ap = NumRu::Lapack.chpgst( itype, uplo, n, ap, bp, [:usage => usage, :help => help])
437
-
438
-
439
- FORTRAN MANUAL
440
- SUBROUTINE CHPGST( ITYPE, UPLO, N, AP, BP, INFO )
441
-
442
- * Purpose
443
- * =======
444
- *
445
- * CHPGST reduces a complex Hermitian-definite generalized
446
- * eigenproblem to standard form, using packed storage.
447
- *
448
- * If ITYPE = 1, the problem is A*x = lambda*B*x,
449
- * and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
450
- *
451
- * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
452
- * B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
453
- *
454
- * B must have been previously factorized as U**H*U or L*L**H by CPPTRF.
455
- *
456
-
457
- * Arguments
458
- * =========
459
- *
460
- * ITYPE (input) INTEGER
461
- * = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
462
- * = 2 or 3: compute U*A*U**H or L**H*A*L.
463
- *
464
- * UPLO (input) CHARACTER*1
465
- * = 'U': Upper triangle of A is stored and B is factored as
466
- * U**H*U;
467
- * = 'L': Lower triangle of A is stored and B is factored as
468
- * L*L**H.
469
- *
470
- * N (input) INTEGER
471
- * The order of the matrices A and B. N >= 0.
472
- *
473
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
474
- * On entry, the upper or lower triangle of the Hermitian matrix
475
- * A, packed columnwise in a linear array. The j-th column of A
476
- * is stored in the array AP as follows:
477
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
478
- * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
479
- *
480
- * On exit, if INFO = 0, the transformed matrix, stored in the
481
- * same format as A.
482
- *
483
- * BP (input) COMPLEX array, dimension (N*(N+1)/2)
484
- * The triangular factor from the Cholesky factorization of B,
485
- * stored in the same format as A, as returned by CPPTRF.
486
- *
487
- * INFO (output) INTEGER
488
- * = 0: successful exit
489
- * < 0: if INFO = -i, the i-th argument had an illegal value
490
- *
491
-
492
- * =====================================================================
493
- *
494
-
495
-
496
- </PRE>
497
- <A HREF="#top">go to the page top</A>
498
-
499
- <A NAME="chpgv"></A>
500
- <H2>chpgv</H2>
501
- <PRE>
502
- USAGE:
503
- w, z, info, ap, bp = NumRu::Lapack.chpgv( itype, jobz, uplo, ap, bp, [:usage => usage, :help => help])
504
-
505
-
506
- FORTRAN MANUAL
507
- SUBROUTINE CHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, RWORK, INFO )
508
-
509
- * Purpose
510
- * =======
511
- *
512
- * CHPGV computes all the eigenvalues and, optionally, the eigenvectors
513
- * of a complex generalized Hermitian-definite eigenproblem, of the form
514
- * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
515
- * Here A and B are assumed to be Hermitian, stored in packed format,
516
- * and B is also positive definite.
517
- *
518
-
519
- * Arguments
520
- * =========
521
- *
522
- * ITYPE (input) INTEGER
523
- * Specifies the problem type to be solved:
524
- * = 1: A*x = (lambda)*B*x
525
- * = 2: A*B*x = (lambda)*x
526
- * = 3: B*A*x = (lambda)*x
527
- *
528
- * JOBZ (input) CHARACTER*1
529
- * = 'N': Compute eigenvalues only;
530
- * = 'V': Compute eigenvalues and eigenvectors.
531
- *
532
- * UPLO (input) CHARACTER*1
533
- * = 'U': Upper triangles of A and B are stored;
534
- * = 'L': Lower triangles of A and B are stored.
535
- *
536
- * N (input) INTEGER
537
- * The order of the matrices A and B. N >= 0.
538
- *
539
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
540
- * On entry, the upper or lower triangle of the Hermitian matrix
541
- * A, packed columnwise in a linear array. The j-th column of A
542
- * is stored in the array AP as follows:
543
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
544
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
545
- *
546
- * On exit, the contents of AP are destroyed.
547
- *
548
- * BP (input/output) COMPLEX array, dimension (N*(N+1)/2)
549
- * On entry, the upper or lower triangle of the Hermitian matrix
550
- * B, packed columnwise in a linear array. The j-th column of B
551
- * is stored in the array BP as follows:
552
- * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
553
- * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
554
- *
555
- * On exit, the triangular factor U or L from the Cholesky
556
- * factorization B = U**H*U or B = L*L**H, in the same storage
557
- * format as B.
558
- *
559
- * W (output) REAL array, dimension (N)
560
- * If INFO = 0, the eigenvalues in ascending order.
561
- *
562
- * Z (output) COMPLEX array, dimension (LDZ, N)
563
- * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
564
- * eigenvectors. The eigenvectors are normalized as follows:
565
- * if ITYPE = 1 or 2, Z**H*B*Z = I;
566
- * if ITYPE = 3, Z**H*inv(B)*Z = I.
567
- * If JOBZ = 'N', then Z is not referenced.
568
- *
569
- * LDZ (input) INTEGER
570
- * The leading dimension of the array Z. LDZ >= 1, and if
571
- * JOBZ = 'V', LDZ >= max(1,N).
572
- *
573
- * WORK (workspace) COMPLEX array, dimension (max(1, 2*N-1))
574
- *
575
- * RWORK (workspace) REAL array, dimension (max(1, 3*N-2))
576
- *
577
- * INFO (output) INTEGER
578
- * = 0: successful exit
579
- * < 0: if INFO = -i, the i-th argument had an illegal value
580
- * > 0: CPPTRF or CHPEV returned an error code:
581
- * <= N: if INFO = i, CHPEV failed to converge;
582
- * i off-diagonal elements of an intermediate
583
- * tridiagonal form did not convergeto zero;
584
- * > N: if INFO = N + i, for 1 <= i <= n, then the leading
585
- * minor of order i of B is not positive definite.
586
- * The factorization of B could not be completed and
587
- * no eigenvalues or eigenvectors were computed.
588
- *
589
-
590
- * =====================================================================
591
- *
592
- * .. Local Scalars ..
593
- LOGICAL UPPER, WANTZ
594
- CHARACTER TRANS
595
- INTEGER J, NEIG
596
- * ..
597
- * .. External Functions ..
598
- LOGICAL LSAME
599
- EXTERNAL LSAME
600
- * ..
601
- * .. External Subroutines ..
602
- EXTERNAL CHPEV, CHPGST, CPPTRF, CTPMV, CTPSV, XERBLA
603
- * ..
604
-
605
-
606
- </PRE>
607
- <A HREF="#top">go to the page top</A>
608
-
609
- <A NAME="chpgvd"></A>
610
- <H2>chpgvd</H2>
611
- <PRE>
612
- USAGE:
613
- w, z, iwork, info, ap, bp = NumRu::Lapack.chpgvd( itype, jobz, uplo, ap, bp, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help])
614
-
615
-
616
- FORTRAN MANUAL
617
- SUBROUTINE CHPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
618
-
619
- * Purpose
620
- * =======
621
- *
622
- * CHPGVD computes all the eigenvalues and, optionally, the eigenvectors
623
- * of a complex generalized Hermitian-definite eigenproblem, of the form
624
- * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
625
- * B are assumed to be Hermitian, stored in packed format, and B is also
626
- * positive definite.
627
- * If eigenvectors are desired, it uses a divide and conquer algorithm.
628
- *
629
- * The divide and conquer algorithm makes very mild assumptions about
630
- * floating point arithmetic. It will work on machines with a guard
631
- * digit in add/subtract, or on those binary machines without guard
632
- * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
633
- * Cray-2. It could conceivably fail on hexadecimal or decimal machines
634
- * without guard digits, but we know of none.
635
- *
636
-
637
- * Arguments
638
- * =========
639
- *
640
- * ITYPE (input) INTEGER
641
- * Specifies the problem type to be solved:
642
- * = 1: A*x = (lambda)*B*x
643
- * = 2: A*B*x = (lambda)*x
644
- * = 3: B*A*x = (lambda)*x
645
- *
646
- * JOBZ (input) CHARACTER*1
647
- * = 'N': Compute eigenvalues only;
648
- * = 'V': Compute eigenvalues and eigenvectors.
649
- *
650
- * UPLO (input) CHARACTER*1
651
- * = 'U': Upper triangles of A and B are stored;
652
- * = 'L': Lower triangles of A and B are stored.
653
- *
654
- * N (input) INTEGER
655
- * The order of the matrices A and B. N >= 0.
656
- *
657
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
658
- * On entry, the upper or lower triangle of the Hermitian matrix
659
- * A, packed columnwise in a linear array. The j-th column of A
660
- * is stored in the array AP as follows:
661
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
662
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
663
- *
664
- * On exit, the contents of AP are destroyed.
665
- *
666
- * BP (input/output) COMPLEX array, dimension (N*(N+1)/2)
667
- * On entry, the upper or lower triangle of the Hermitian matrix
668
- * B, packed columnwise in a linear array. The j-th column of B
669
- * is stored in the array BP as follows:
670
- * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
671
- * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
672
- *
673
- * On exit, the triangular factor U or L from the Cholesky
674
- * factorization B = U**H*U or B = L*L**H, in the same storage
675
- * format as B.
676
- *
677
- * W (output) REAL array, dimension (N)
678
- * If INFO = 0, the eigenvalues in ascending order.
679
- *
680
- * Z (output) COMPLEX array, dimension (LDZ, N)
681
- * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
682
- * eigenvectors. The eigenvectors are normalized as follows:
683
- * if ITYPE = 1 or 2, Z**H*B*Z = I;
684
- * if ITYPE = 3, Z**H*inv(B)*Z = I.
685
- * If JOBZ = 'N', then Z is not referenced.
686
- *
687
- * LDZ (input) INTEGER
688
- * The leading dimension of the array Z. LDZ >= 1, and if
689
- * JOBZ = 'V', LDZ >= max(1,N).
690
- *
691
- * WORK (workspace) COMPLEX array, dimension (MAX(1,LWORK))
692
- * On exit, if INFO = 0, WORK(1) returns the required LWORK.
693
- *
694
- * LWORK (input) INTEGER
695
- * The dimension of array WORK.
696
- * If N <= 1, LWORK >= 1.
697
- * If JOBZ = 'N' and N > 1, LWORK >= N.
698
- * If JOBZ = 'V' and N > 1, LWORK >= 2*N.
699
- *
700
- * If LWORK = -1, then a workspace query is assumed; the routine
701
- * only calculates the required sizes of the WORK, RWORK and
702
- * IWORK arrays, returns these values as the first entries of
703
- * the WORK, RWORK and IWORK arrays, and no error message
704
- * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
705
- *
706
- * RWORK (workspace) REAL array, dimension (MAX(1,LRWORK))
707
- * On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
708
- *
709
- * LRWORK (input) INTEGER
710
- * The dimension of array RWORK.
711
- * If N <= 1, LRWORK >= 1.
712
- * If JOBZ = 'N' and N > 1, LRWORK >= N.
713
- * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
714
- *
715
- * If LRWORK = -1, then a workspace query is assumed; the
716
- * routine only calculates the required sizes of the WORK, RWORK
717
- * and IWORK arrays, returns these values as the first entries
718
- * of the WORK, RWORK and IWORK arrays, and no error message
719
- * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
720
- *
721
- * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
722
- * On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
723
- *
724
- * LIWORK (input) INTEGER
725
- * The dimension of array IWORK.
726
- * If JOBZ = 'N' or N <= 1, LIWORK >= 1.
727
- * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
728
- *
729
- * If LIWORK = -1, then a workspace query is assumed; the
730
- * routine only calculates the required sizes of the WORK, RWORK
731
- * and IWORK arrays, returns these values as the first entries
732
- * of the WORK, RWORK and IWORK arrays, and no error message
733
- * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
734
- *
735
- * INFO (output) INTEGER
736
- * = 0: successful exit
737
- * < 0: if INFO = -i, the i-th argument had an illegal value
738
- * > 0: CPPTRF or CHPEVD returned an error code:
739
- * <= N: if INFO = i, CHPEVD failed to converge;
740
- * i off-diagonal elements of an intermediate
741
- * tridiagonal form did not convergeto zero;
742
- * > N: if INFO = N + i, for 1 <= i <= n, then the leading
743
- * minor of order i of B is not positive definite.
744
- * The factorization of B could not be completed and
745
- * no eigenvalues or eigenvectors were computed.
746
- *
747
-
748
- * Further Details
749
- * ===============
750
- *
751
- * Based on contributions by
752
- * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
753
- *
754
- * =====================================================================
755
- *
756
- * .. Local Scalars ..
757
- LOGICAL LQUERY, UPPER, WANTZ
758
- CHARACTER TRANS
759
- INTEGER J, LIWMIN, LRWMIN, LWMIN, NEIG
760
- * ..
761
- * .. External Functions ..
762
- LOGICAL LSAME
763
- EXTERNAL LSAME
764
- * ..
765
- * .. External Subroutines ..
766
- EXTERNAL CHPEVD, CHPGST, CPPTRF, CTPMV, CTPSV, XERBLA
767
- * ..
768
- * .. Intrinsic Functions ..
769
- INTRINSIC MAX, REAL
770
- * ..
771
-
772
-
773
- </PRE>
774
- <A HREF="#top">go to the page top</A>
775
-
776
- <A NAME="chpgvx"></A>
777
- <H2>chpgvx</H2>
778
- <PRE>
779
- USAGE:
780
- m, w, z, ifail, info, ap, bp = NumRu::Lapack.chpgvx( itype, jobz, range, uplo, ap, bp, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
781
-
782
-
783
- FORTRAN MANUAL
784
- SUBROUTINE CHPGVX( ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
785
-
786
- * Purpose
787
- * =======
788
- *
789
- * CHPGVX computes selected eigenvalues and, optionally, eigenvectors
790
- * of a complex generalized Hermitian-definite eigenproblem, of the form
791
- * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
792
- * B are assumed to be Hermitian, stored in packed format, and B is also
793
- * positive definite. Eigenvalues and eigenvectors can be selected by
794
- * specifying either a range of values or a range of indices for the
795
- * desired eigenvalues.
796
- *
797
-
798
- * Arguments
799
- * =========
800
- *
801
- * ITYPE (input) INTEGER
802
- * Specifies the problem type to be solved:
803
- * = 1: A*x = (lambda)*B*x
804
- * = 2: A*B*x = (lambda)*x
805
- * = 3: B*A*x = (lambda)*x
806
- *
807
- * JOBZ (input) CHARACTER*1
808
- * = 'N': Compute eigenvalues only;
809
- * = 'V': Compute eigenvalues and eigenvectors.
810
- *
811
- * RANGE (input) CHARACTER*1
812
- * = 'A': all eigenvalues will be found;
813
- * = 'V': all eigenvalues in the half-open interval (VL,VU]
814
- * will be found;
815
- * = 'I': the IL-th through IU-th eigenvalues will be found.
816
- *
817
- * UPLO (input) CHARACTER*1
818
- * = 'U': Upper triangles of A and B are stored;
819
- * = 'L': Lower triangles of A and B are stored.
820
- *
821
- * N (input) INTEGER
822
- * The order of the matrices A and B. N >= 0.
823
- *
824
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
825
- * On entry, the upper or lower triangle of the Hermitian matrix
826
- * A, packed columnwise in a linear array. The j-th column of A
827
- * is stored in the array AP as follows:
828
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
829
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
830
- *
831
- * On exit, the contents of AP are destroyed.
832
- *
833
- * BP (input/output) COMPLEX array, dimension (N*(N+1)/2)
834
- * On entry, the upper or lower triangle of the Hermitian matrix
835
- * B, packed columnwise in a linear array. The j-th column of B
836
- * is stored in the array BP as follows:
837
- * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
838
- * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
839
- *
840
- * On exit, the triangular factor U or L from the Cholesky
841
- * factorization B = U**H*U or B = L*L**H, in the same storage
842
- * format as B.
843
- *
844
- * VL (input) REAL
845
- * VU (input) REAL
846
- * If RANGE='V', the lower and upper bounds of the interval to
847
- * be searched for eigenvalues. VL < VU.
848
- * Not referenced if RANGE = 'A' or 'I'.
849
- *
850
- * IL (input) INTEGER
851
- * IU (input) INTEGER
852
- * If RANGE='I', the indices (in ascending order) of the
853
- * smallest and largest eigenvalues to be returned.
854
- * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
855
- * Not referenced if RANGE = 'A' or 'V'.
856
- *
857
- * ABSTOL (input) REAL
858
- * The absolute error tolerance for the eigenvalues.
859
- * An approximate eigenvalue is accepted as converged
860
- * when it is determined to lie in an interval [a,b]
861
- * of width less than or equal to
862
- *
863
- * ABSTOL + EPS * max( |a|,|b| ) ,
864
- *
865
- * where EPS is the machine precision. If ABSTOL is less than
866
- * or equal to zero, then EPS*|T| will be used in its place,
867
- * where |T| is the 1-norm of the tridiagonal matrix obtained
868
- * by reducing AP to tridiagonal form.
869
- *
870
- * Eigenvalues will be computed most accurately when ABSTOL is
871
- * set to twice the underflow threshold 2*SLAMCH('S'), not zero.
872
- * If this routine returns with INFO>0, indicating that some
873
- * eigenvectors did not converge, try setting ABSTOL to
874
- * 2*SLAMCH('S').
875
- *
876
- * M (output) INTEGER
877
- * The total number of eigenvalues found. 0 <= M <= N.
878
- * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
879
- *
880
- * W (output) REAL array, dimension (N)
881
- * On normal exit, the first M elements contain the selected
882
- * eigenvalues in ascending order.
883
- *
884
- * Z (output) COMPLEX array, dimension (LDZ, N)
885
- * If JOBZ = 'N', then Z is not referenced.
886
- * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
887
- * contain the orthonormal eigenvectors of the matrix A
888
- * corresponding to the selected eigenvalues, with the i-th
889
- * column of Z holding the eigenvector associated with W(i).
890
- * The eigenvectors are normalized as follows:
891
- * if ITYPE = 1 or 2, Z**H*B*Z = I;
892
- * if ITYPE = 3, Z**H*inv(B)*Z = I.
893
- *
894
- * If an eigenvector fails to converge, then that column of Z
895
- * contains the latest approximation to the eigenvector, and the
896
- * index of the eigenvector is returned in IFAIL.
897
- * Note: the user must ensure that at least max(1,M) columns are
898
- * supplied in the array Z; if RANGE = 'V', the exact value of M
899
- * is not known in advance and an upper bound must be used.
900
- *
901
- * LDZ (input) INTEGER
902
- * The leading dimension of the array Z. LDZ >= 1, and if
903
- * JOBZ = 'V', LDZ >= max(1,N).
904
- *
905
- * WORK (workspace) COMPLEX array, dimension (2*N)
906
- *
907
- * RWORK (workspace) REAL array, dimension (7*N)
908
- *
909
- * IWORK (workspace) INTEGER array, dimension (5*N)
910
- *
911
- * IFAIL (output) INTEGER array, dimension (N)
912
- * If JOBZ = 'V', then if INFO = 0, the first M elements of
913
- * IFAIL are zero. If INFO > 0, then IFAIL contains the
914
- * indices of the eigenvectors that failed to converge.
915
- * If JOBZ = 'N', then IFAIL is not referenced.
916
- *
917
- * INFO (output) INTEGER
918
- * = 0: successful exit
919
- * < 0: if INFO = -i, the i-th argument had an illegal value
920
- * > 0: CPPTRF or CHPEVX returned an error code:
921
- * <= N: if INFO = i, CHPEVX failed to converge;
922
- * i eigenvectors failed to converge. Their indices
923
- * are stored in array IFAIL.
924
- * > N: if INFO = N + i, for 1 <= i <= n, then the leading
925
- * minor of order i of B is not positive definite.
926
- * The factorization of B could not be completed and
927
- * no eigenvalues or eigenvectors were computed.
928
- *
929
-
930
- * Further Details
931
- * ===============
932
- *
933
- * Based on contributions by
934
- * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
935
- *
936
- * =====================================================================
937
- *
938
- * .. Local Scalars ..
939
- LOGICAL ALLEIG, INDEIG, UPPER, VALEIG, WANTZ
940
- CHARACTER TRANS
941
- INTEGER J
942
- * ..
943
- * .. External Functions ..
944
- LOGICAL LSAME
945
- EXTERNAL LSAME
946
- * ..
947
- * .. External Subroutines ..
948
- EXTERNAL CHPEVX, CHPGST, CPPTRF, CTPMV, CTPSV, XERBLA
949
- * ..
950
- * .. Intrinsic Functions ..
951
- INTRINSIC MIN
952
- * ..
953
-
954
-
955
- </PRE>
956
- <A HREF="#top">go to the page top</A>
957
-
958
- <A NAME="chprfs"></A>
959
- <H2>chprfs</H2>
960
- <PRE>
961
- USAGE:
962
- ferr, berr, info, x = NumRu::Lapack.chprfs( uplo, ap, afp, ipiv, b, x, [:usage => usage, :help => help])
963
-
964
-
965
- FORTRAN MANUAL
966
- SUBROUTINE CHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
967
-
968
- * Purpose
969
- * =======
970
- *
971
- * CHPRFS improves the computed solution to a system of linear
972
- * equations when the coefficient matrix is Hermitian indefinite
973
- * and packed, and provides error bounds and backward error estimates
974
- * for the solution.
975
- *
976
-
977
- * Arguments
978
- * =========
979
- *
980
- * UPLO (input) CHARACTER*1
981
- * = 'U': Upper triangle of A is stored;
982
- * = 'L': Lower triangle of A is stored.
983
- *
984
- * N (input) INTEGER
985
- * The order of the matrix A. N >= 0.
986
- *
987
- * NRHS (input) INTEGER
988
- * The number of right hand sides, i.e., the number of columns
989
- * of the matrices B and X. NRHS >= 0.
990
- *
991
- * AP (input) COMPLEX array, dimension (N*(N+1)/2)
992
- * The upper or lower triangle of the Hermitian matrix A, packed
993
- * columnwise in a linear array. The j-th column of A is stored
994
- * in the array AP as follows:
995
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
996
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
997
- *
998
- * AFP (input) COMPLEX array, dimension (N*(N+1)/2)
999
- * The factored form of the matrix A. AFP contains the block
1000
- * diagonal matrix D and the multipliers used to obtain the
1001
- * factor U or L from the factorization A = U*D*U**H or
1002
- * A = L*D*L**H as computed by CHPTRF, stored as a packed
1003
- * triangular matrix.
1004
- *
1005
- * IPIV (input) INTEGER array, dimension (N)
1006
- * Details of the interchanges and the block structure of D
1007
- * as determined by CHPTRF.
1008
- *
1009
- * B (input) COMPLEX array, dimension (LDB,NRHS)
1010
- * The right hand side matrix B.
1011
- *
1012
- * LDB (input) INTEGER
1013
- * The leading dimension of the array B. LDB >= max(1,N).
1014
- *
1015
- * X (input/output) COMPLEX array, dimension (LDX,NRHS)
1016
- * On entry, the solution matrix X, as computed by CHPTRS.
1017
- * On exit, the improved solution matrix X.
1018
- *
1019
- * LDX (input) INTEGER
1020
- * The leading dimension of the array X. LDX >= max(1,N).
1021
- *
1022
- * FERR (output) REAL array, dimension (NRHS)
1023
- * The estimated forward error bound for each solution vector
1024
- * X(j) (the j-th column of the solution matrix X).
1025
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
1026
- * is an estimated upper bound for the magnitude of the largest
1027
- * element in (X(j) - XTRUE) divided by the magnitude of the
1028
- * largest element in X(j). The estimate is as reliable as
1029
- * the estimate for RCOND, and is almost always a slight
1030
- * overestimate of the true error.
1031
- *
1032
- * BERR (output) REAL array, dimension (NRHS)
1033
- * The componentwise relative backward error of each solution
1034
- * vector X(j) (i.e., the smallest relative change in
1035
- * any element of A or B that makes X(j) an exact solution).
1036
- *
1037
- * WORK (workspace) COMPLEX array, dimension (2*N)
1038
- *
1039
- * RWORK (workspace) REAL array, dimension (N)
1040
- *
1041
- * INFO (output) INTEGER
1042
- * = 0: successful exit
1043
- * < 0: if INFO = -i, the i-th argument had an illegal value
1044
- *
1045
- * Internal Parameters
1046
- * ===================
1047
- *
1048
- * ITMAX is the maximum number of steps of iterative refinement.
1049
- *
1050
-
1051
- * =====================================================================
1052
- *
1053
-
1054
-
1055
- </PRE>
1056
- <A HREF="#top">go to the page top</A>
1057
-
1058
- <A NAME="chpsv"></A>
1059
- <H2>chpsv</H2>
1060
- <PRE>
1061
- USAGE:
1062
- ipiv, info, ap, b = NumRu::Lapack.chpsv( uplo, ap, b, [:usage => usage, :help => help])
1063
-
1064
-
1065
- FORTRAN MANUAL
1066
- SUBROUTINE CHPSV( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
1067
-
1068
- * Purpose
1069
- * =======
1070
- *
1071
- * CHPSV computes the solution to a complex system of linear equations
1072
- * A * X = B,
1073
- * where A is an N-by-N Hermitian matrix stored in packed format and X
1074
- * and B are N-by-NRHS matrices.
1075
- *
1076
- * The diagonal pivoting method is used to factor A as
1077
- * A = U * D * U**H, if UPLO = 'U', or
1078
- * A = L * D * L**H, if UPLO = 'L',
1079
- * where U (or L) is a product of permutation and unit upper (lower)
1080
- * triangular matrices, D is Hermitian and block diagonal with 1-by-1
1081
- * and 2-by-2 diagonal blocks. The factored form of A is then used to
1082
- * solve the system of equations A * X = B.
1083
- *
1084
-
1085
- * Arguments
1086
- * =========
1087
- *
1088
- * UPLO (input) CHARACTER*1
1089
- * = 'U': Upper triangle of A is stored;
1090
- * = 'L': Lower triangle of A is stored.
1091
- *
1092
- * N (input) INTEGER
1093
- * The number of linear equations, i.e., the order of the
1094
- * matrix A. N >= 0.
1095
- *
1096
- * NRHS (input) INTEGER
1097
- * The number of right hand sides, i.e., the number of columns
1098
- * of the matrix B. NRHS >= 0.
1099
- *
1100
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
1101
- * On entry, the upper or lower triangle of the Hermitian matrix
1102
- * A, packed columnwise in a linear array. The j-th column of A
1103
- * is stored in the array AP as follows:
1104
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1105
- * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
1106
- * See below for further details.
1107
- *
1108
- * On exit, the block diagonal matrix D and the multipliers used
1109
- * to obtain the factor U or L from the factorization
1110
- * A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as
1111
- * a packed triangular matrix in the same storage format as A.
1112
- *
1113
- * IPIV (output) INTEGER array, dimension (N)
1114
- * Details of the interchanges and the block structure of D, as
1115
- * determined by CHPTRF. If IPIV(k) > 0, then rows and columns
1116
- * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
1117
- * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
1118
- * then rows and columns k-1 and -IPIV(k) were interchanged and
1119
- * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
1120
- * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
1121
- * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
1122
- * diagonal block.
1123
- *
1124
- * B (input/output) COMPLEX array, dimension (LDB,NRHS)
1125
- * On entry, the N-by-NRHS right hand side matrix B.
1126
- * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
1127
- *
1128
- * LDB (input) INTEGER
1129
- * The leading dimension of the array B. LDB >= max(1,N).
1130
- *
1131
- * INFO (output) INTEGER
1132
- * = 0: successful exit
1133
- * < 0: if INFO = -i, the i-th argument had an illegal value
1134
- * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
1135
- * has been completed, but the block diagonal matrix D is
1136
- * exactly singular, so the solution could not be
1137
- * computed.
1138
- *
1139
-
1140
- * Further Details
1141
- * ===============
1142
- *
1143
- * The packed storage scheme is illustrated by the following example
1144
- * when N = 4, UPLO = 'U':
1145
- *
1146
- * Two-dimensional storage of the Hermitian matrix A:
1147
- *
1148
- * a11 a12 a13 a14
1149
- * a22 a23 a24
1150
- * a33 a34 (aij = conjg(aji))
1151
- * a44
1152
- *
1153
- * Packed storage of the upper triangle of A:
1154
- *
1155
- * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
1156
- *
1157
- * =====================================================================
1158
- *
1159
- * .. External Functions ..
1160
- LOGICAL LSAME
1161
- EXTERNAL LSAME
1162
- * ..
1163
- * .. External Subroutines ..
1164
- EXTERNAL CHPTRF, CHPTRS, XERBLA
1165
- * ..
1166
- * .. Intrinsic Functions ..
1167
- INTRINSIC MAX
1168
- * ..
1169
-
1170
-
1171
- </PRE>
1172
- <A HREF="#top">go to the page top</A>
1173
-
1174
- <A NAME="chpsvx"></A>
1175
- <H2>chpsvx</H2>
1176
- <PRE>
1177
- USAGE:
1178
- x, rcond, ferr, berr, info, afp, ipiv = NumRu::Lapack.chpsvx( fact, uplo, ap, afp, ipiv, b, [:usage => usage, :help => help])
1179
-
1180
-
1181
- FORTRAN MANUAL
1182
- SUBROUTINE CHPSVX( FACT, UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
1183
-
1184
- * Purpose
1185
- * =======
1186
- *
1187
- * CHPSVX uses the diagonal pivoting factorization A = U*D*U**H or
1188
- * A = L*D*L**H to compute the solution to a complex system of linear
1189
- * equations A * X = B, where A is an N-by-N Hermitian matrix stored
1190
- * in packed format and X and B are N-by-NRHS matrices.
1191
- *
1192
- * Error bounds on the solution and a condition estimate are also
1193
- * provided.
1194
- *
1195
- * Description
1196
- * ===========
1197
- *
1198
- * The following steps are performed:
1199
- *
1200
- * 1. If FACT = 'N', the diagonal pivoting method is used to factor A as
1201
- * A = U * D * U**H, if UPLO = 'U', or
1202
- * A = L * D * L**H, if UPLO = 'L',
1203
- * where U (or L) is a product of permutation and unit upper (lower)
1204
- * triangular matrices and D is Hermitian and block diagonal with
1205
- * 1-by-1 and 2-by-2 diagonal blocks.
1206
- *
1207
- * 2. If some D(i,i)=0, so that D is exactly singular, then the routine
1208
- * returns with INFO = i. Otherwise, the factored form of A is used
1209
- * to estimate the condition number of the matrix A. If the
1210
- * reciprocal of the condition number is less than machine precision,
1211
- * INFO = N+1 is returned as a warning, but the routine still goes on
1212
- * to solve for X and compute error bounds as described below.
1213
- *
1214
- * 3. The system of equations is solved for X using the factored form
1215
- * of A.
1216
- *
1217
- * 4. Iterative refinement is applied to improve the computed solution
1218
- * matrix and calculate error bounds and backward error estimates
1219
- * for it.
1220
- *
1221
-
1222
- * Arguments
1223
- * =========
1224
- *
1225
- * FACT (input) CHARACTER*1
1226
- * Specifies whether or not the factored form of A has been
1227
- * supplied on entry.
1228
- * = 'F': On entry, AFP and IPIV contain the factored form of
1229
- * A. AFP and IPIV will not be modified.
1230
- * = 'N': The matrix A will be copied to AFP and factored.
1231
- *
1232
- * UPLO (input) CHARACTER*1
1233
- * = 'U': Upper triangle of A is stored;
1234
- * = 'L': Lower triangle of A is stored.
1235
- *
1236
- * N (input) INTEGER
1237
- * The number of linear equations, i.e., the order of the
1238
- * matrix A. N >= 0.
1239
- *
1240
- * NRHS (input) INTEGER
1241
- * The number of right hand sides, i.e., the number of columns
1242
- * of the matrices B and X. NRHS >= 0.
1243
- *
1244
- * AP (input) COMPLEX array, dimension (N*(N+1)/2)
1245
- * The upper or lower triangle of the Hermitian matrix A, packed
1246
- * columnwise in a linear array. The j-th column of A is stored
1247
- * in the array AP as follows:
1248
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1249
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
1250
- * See below for further details.
1251
- *
1252
- * AFP (input or output) COMPLEX array, dimension (N*(N+1)/2)
1253
- * If FACT = 'F', then AFP is an input argument and on entry
1254
- * contains the block diagonal matrix D and the multipliers used
1255
- * to obtain the factor U or L from the factorization
1256
- * A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as
1257
- * a packed triangular matrix in the same storage format as A.
1258
- *
1259
- * If FACT = 'N', then AFP is an output argument and on exit
1260
- * contains the block diagonal matrix D and the multipliers used
1261
- * to obtain the factor U or L from the factorization
1262
- * A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as
1263
- * a packed triangular matrix in the same storage format as A.
1264
- *
1265
- * IPIV (input or output) INTEGER array, dimension (N)
1266
- * If FACT = 'F', then IPIV is an input argument and on entry
1267
- * contains details of the interchanges and the block structure
1268
- * of D, as determined by CHPTRF.
1269
- * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1270
- * interchanged and D(k,k) is a 1-by-1 diagonal block.
1271
- * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1272
- * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1273
- * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1274
- * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1275
- * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1276
- *
1277
- * If FACT = 'N', then IPIV is an output argument and on exit
1278
- * contains details of the interchanges and the block structure
1279
- * of D, as determined by CHPTRF.
1280
- *
1281
- * B (input) COMPLEX array, dimension (LDB,NRHS)
1282
- * The N-by-NRHS right hand side matrix B.
1283
- *
1284
- * LDB (input) INTEGER
1285
- * The leading dimension of the array B. LDB >= max(1,N).
1286
- *
1287
- * X (output) COMPLEX array, dimension (LDX,NRHS)
1288
- * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
1289
- *
1290
- * LDX (input) INTEGER
1291
- * The leading dimension of the array X. LDX >= max(1,N).
1292
- *
1293
- * RCOND (output) REAL
1294
- * The estimate of the reciprocal condition number of the matrix
1295
- * A. If RCOND is less than the machine precision (in
1296
- * particular, if RCOND = 0), the matrix is singular to working
1297
- * precision. This condition is indicated by a return code of
1298
- * INFO > 0.
1299
- *
1300
- * FERR (output) REAL array, dimension (NRHS)
1301
- * The estimated forward error bound for each solution vector
1302
- * X(j) (the j-th column of the solution matrix X).
1303
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
1304
- * is an estimated upper bound for the magnitude of the largest
1305
- * element in (X(j) - XTRUE) divided by the magnitude of the
1306
- * largest element in X(j). The estimate is as reliable as
1307
- * the estimate for RCOND, and is almost always a slight
1308
- * overestimate of the true error.
1309
- *
1310
- * BERR (output) REAL array, dimension (NRHS)
1311
- * The componentwise relative backward error of each solution
1312
- * vector X(j) (i.e., the smallest relative change in
1313
- * any element of A or B that makes X(j) an exact solution).
1314
- *
1315
- * WORK (workspace) COMPLEX array, dimension (2*N)
1316
- *
1317
- * RWORK (workspace) REAL array, dimension (N)
1318
- *
1319
- * INFO (output) INTEGER
1320
- * = 0: successful exit
1321
- * < 0: if INFO = -i, the i-th argument had an illegal value
1322
- * > 0: if INFO = i, and i is
1323
- * <= N: D(i,i) is exactly zero. The factorization
1324
- * has been completed but the factor D is exactly
1325
- * singular, so the solution and error bounds could
1326
- * not be computed. RCOND = 0 is returned.
1327
- * = N+1: D is nonsingular, but RCOND is less than machine
1328
- * precision, meaning that the matrix is singular
1329
- * to working precision. Nevertheless, the
1330
- * solution and error bounds are computed because
1331
- * there are a number of situations where the
1332
- * computed solution can be more accurate than the
1333
- * value of RCOND would suggest.
1334
- *
1335
-
1336
- * Further Details
1337
- * ===============
1338
- *
1339
- * The packed storage scheme is illustrated by the following example
1340
- * when N = 4, UPLO = 'U':
1341
- *
1342
- * Two-dimensional storage of the Hermitian matrix A:
1343
- *
1344
- * a11 a12 a13 a14
1345
- * a22 a23 a24
1346
- * a33 a34 (aij = conjg(aji))
1347
- * a44
1348
- *
1349
- * Packed storage of the upper triangle of A:
1350
- *
1351
- * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
1352
- *
1353
- * =====================================================================
1354
- *
1355
-
1356
-
1357
- </PRE>
1358
- <A HREF="#top">go to the page top</A>
1359
-
1360
- <A NAME="chptrd"></A>
1361
- <H2>chptrd</H2>
1362
- <PRE>
1363
- USAGE:
1364
- d, e, tau, info, ap = NumRu::Lapack.chptrd( uplo, ap, [:usage => usage, :help => help])
1365
-
1366
-
1367
- FORTRAN MANUAL
1368
- SUBROUTINE CHPTRD( UPLO, N, AP, D, E, TAU, INFO )
1369
-
1370
- * Purpose
1371
- * =======
1372
- *
1373
- * CHPTRD reduces a complex Hermitian matrix A stored in packed form to
1374
- * real symmetric tridiagonal form T by a unitary similarity
1375
- * transformation: Q**H * A * Q = T.
1376
- *
1377
-
1378
- * Arguments
1379
- * =========
1380
- *
1381
- * UPLO (input) CHARACTER*1
1382
- * = 'U': Upper triangle of A is stored;
1383
- * = 'L': Lower triangle of A is stored.
1384
- *
1385
- * N (input) INTEGER
1386
- * The order of the matrix A. N >= 0.
1387
- *
1388
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
1389
- * On entry, the upper or lower triangle of the Hermitian matrix
1390
- * A, packed columnwise in a linear array. The j-th column of A
1391
- * is stored in the array AP as follows:
1392
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1393
- * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
1394
- * On exit, if UPLO = 'U', the diagonal and first superdiagonal
1395
- * of A are overwritten by the corresponding elements of the
1396
- * tridiagonal matrix T, and the elements above the first
1397
- * superdiagonal, with the array TAU, represent the unitary
1398
- * matrix Q as a product of elementary reflectors; if UPLO
1399
- * = 'L', the diagonal and first subdiagonal of A are over-
1400
- * written by the corresponding elements of the tridiagonal
1401
- * matrix T, and the elements below the first subdiagonal, with
1402
- * the array TAU, represent the unitary matrix Q as a product
1403
- * of elementary reflectors. See Further Details.
1404
- *
1405
- * D (output) REAL array, dimension (N)
1406
- * The diagonal elements of the tridiagonal matrix T:
1407
- * D(i) = A(i,i).
1408
- *
1409
- * E (output) REAL array, dimension (N-1)
1410
- * The off-diagonal elements of the tridiagonal matrix T:
1411
- * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
1412
- *
1413
- * TAU (output) COMPLEX array, dimension (N-1)
1414
- * The scalar factors of the elementary reflectors (see Further
1415
- * Details).
1416
- *
1417
- * INFO (output) INTEGER
1418
- * = 0: successful exit
1419
- * < 0: if INFO = -i, the i-th argument had an illegal value
1420
- *
1421
-
1422
- * Further Details
1423
- * ===============
1424
- *
1425
- * If UPLO = 'U', the matrix Q is represented as a product of elementary
1426
- * reflectors
1427
- *
1428
- * Q = H(n-1) . . . H(2) H(1).
1429
- *
1430
- * Each H(i) has the form
1431
- *
1432
- * H(i) = I - tau * v * v'
1433
- *
1434
- * where tau is a complex scalar, and v is a complex vector with
1435
- * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
1436
- * overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
1437
- *
1438
- * If UPLO = 'L', the matrix Q is represented as a product of elementary
1439
- * reflectors
1440
- *
1441
- * Q = H(1) H(2) . . . H(n-1).
1442
- *
1443
- * Each H(i) has the form
1444
- *
1445
- * H(i) = I - tau * v * v'
1446
- *
1447
- * where tau is a complex scalar, and v is a complex vector with
1448
- * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
1449
- * overwriting A(i+2:n,i), and tau is stored in TAU(i).
1450
- *
1451
- * =====================================================================
1452
- *
1453
-
1454
-
1455
- </PRE>
1456
- <A HREF="#top">go to the page top</A>
1457
-
1458
- <A NAME="chptrf"></A>
1459
- <H2>chptrf</H2>
1460
- <PRE>
1461
- USAGE:
1462
- ipiv, info, ap = NumRu::Lapack.chptrf( uplo, ap, [:usage => usage, :help => help])
1463
-
1464
-
1465
- FORTRAN MANUAL
1466
- SUBROUTINE CHPTRF( UPLO, N, AP, IPIV, INFO )
1467
-
1468
- * Purpose
1469
- * =======
1470
- *
1471
- * CHPTRF computes the factorization of a complex Hermitian packed
1472
- * matrix A using the Bunch-Kaufman diagonal pivoting method:
1473
- *
1474
- * A = U*D*U**H or A = L*D*L**H
1475
- *
1476
- * where U (or L) is a product of permutation and unit upper (lower)
1477
- * triangular matrices, and D is Hermitian and block diagonal with
1478
- * 1-by-1 and 2-by-2 diagonal blocks.
1479
- *
1480
-
1481
- * Arguments
1482
- * =========
1483
- *
1484
- * UPLO (input) CHARACTER*1
1485
- * = 'U': Upper triangle of A is stored;
1486
- * = 'L': Lower triangle of A is stored.
1487
- *
1488
- * N (input) INTEGER
1489
- * The order of the matrix A. N >= 0.
1490
- *
1491
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
1492
- * On entry, the upper or lower triangle of the Hermitian matrix
1493
- * A, packed columnwise in a linear array. The j-th column of A
1494
- * is stored in the array AP as follows:
1495
- * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
1496
- * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
1497
- *
1498
- * On exit, the block diagonal matrix D and the multipliers used
1499
- * to obtain the factor U or L, stored as a packed triangular
1500
- * matrix overwriting A (see below for further details).
1501
- *
1502
- * IPIV (output) INTEGER array, dimension (N)
1503
- * Details of the interchanges and the block structure of D.
1504
- * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1505
- * interchanged and D(k,k) is a 1-by-1 diagonal block.
1506
- * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1507
- * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1508
- * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1509
- * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1510
- * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1511
- *
1512
- * INFO (output) INTEGER
1513
- * = 0: successful exit
1514
- * < 0: if INFO = -i, the i-th argument had an illegal value
1515
- * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
1516
- * has been completed, but the block diagonal matrix D is
1517
- * exactly singular, and division by zero will occur if it
1518
- * is used to solve a system of equations.
1519
- *
1520
-
1521
- * Further Details
1522
- * ===============
1523
- *
1524
- * 5-96 - Based on modifications by J. Lewis, Boeing Computer Services
1525
- * Company
1526
- *
1527
- * If UPLO = 'U', then A = U*D*U', where
1528
- * U = P(n)*U(n)* ... *P(k)U(k)* ...,
1529
- * i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1530
- * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1531
- * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1532
- * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
1533
- * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1534
- *
1535
- * ( I v 0 ) k-s
1536
- * U(k) = ( 0 I 0 ) s
1537
- * ( 0 0 I ) n-k
1538
- * k-s s n-k
1539
- *
1540
- * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
1541
- * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
1542
- * and A(k,k), and v overwrites A(1:k-2,k-1:k).
1543
- *
1544
- * If UPLO = 'L', then A = L*D*L', where
1545
- * L = P(1)*L(1)* ... *P(k)*L(k)* ...,
1546
- * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
1547
- * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1548
- * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1549
- * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
1550
- * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1551
- *
1552
- * ( I 0 0 ) k-1
1553
- * L(k) = ( 0 I 0 ) s
1554
- * ( 0 v I ) n-k-s+1
1555
- * k-1 s n-k-s+1
1556
- *
1557
- * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
1558
- * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
1559
- * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
1560
- *
1561
- * =====================================================================
1562
- *
1563
-
1564
-
1565
- </PRE>
1566
- <A HREF="#top">go to the page top</A>
1567
-
1568
- <A NAME="chptri"></A>
1569
- <H2>chptri</H2>
1570
- <PRE>
1571
- USAGE:
1572
- info, ap = NumRu::Lapack.chptri( uplo, ap, ipiv, [:usage => usage, :help => help])
1573
-
1574
-
1575
- FORTRAN MANUAL
1576
- SUBROUTINE CHPTRI( UPLO, N, AP, IPIV, WORK, INFO )
1577
-
1578
- * Purpose
1579
- * =======
1580
- *
1581
- * CHPTRI computes the inverse of a complex Hermitian indefinite matrix
1582
- * A in packed storage using the factorization A = U*D*U**H or
1583
- * A = L*D*L**H computed by CHPTRF.
1584
- *
1585
-
1586
- * Arguments
1587
- * =========
1588
- *
1589
- * UPLO (input) CHARACTER*1
1590
- * Specifies whether the details of the factorization are stored
1591
- * as an upper or lower triangular matrix.
1592
- * = 'U': Upper triangular, form is A = U*D*U**H;
1593
- * = 'L': Lower triangular, form is A = L*D*L**H.
1594
- *
1595
- * N (input) INTEGER
1596
- * The order of the matrix A. N >= 0.
1597
- *
1598
- * AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
1599
- * On entry, the block diagonal matrix D and the multipliers
1600
- * used to obtain the factor U or L as computed by CHPTRF,
1601
- * stored as a packed triangular matrix.
1602
- *
1603
- * On exit, if INFO = 0, the (Hermitian) inverse of the original
1604
- * matrix, stored as a packed triangular matrix. The j-th column
1605
- * of inv(A) is stored in the array AP as follows:
1606
- * if UPLO = 'U', AP(i + (j-1)*j/2) = inv(A)(i,j) for 1<=i<=j;
1607
- * if UPLO = 'L',
1608
- * AP(i + (j-1)*(2n-j)/2) = inv(A)(i,j) for j<=i<=n.
1609
- *
1610
- * IPIV (input) INTEGER array, dimension (N)
1611
- * Details of the interchanges and the block structure of D
1612
- * as determined by CHPTRF.
1613
- *
1614
- * WORK (workspace) COMPLEX array, dimension (N)
1615
- *
1616
- * INFO (output) INTEGER
1617
- * = 0: successful exit
1618
- * < 0: if INFO = -i, the i-th argument had an illegal value
1619
- * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
1620
- * inverse could not be computed.
1621
- *
1622
-
1623
- * =====================================================================
1624
- *
1625
-
1626
-
1627
- </PRE>
1628
- <A HREF="#top">go to the page top</A>
1629
-
1630
- <A NAME="chptrs"></A>
1631
- <H2>chptrs</H2>
1632
- <PRE>
1633
- USAGE:
1634
- info, b = NumRu::Lapack.chptrs( uplo, ap, ipiv, b, [:usage => usage, :help => help])
1635
-
1636
-
1637
- FORTRAN MANUAL
1638
- SUBROUTINE CHPTRS( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
1639
-
1640
- * Purpose
1641
- * =======
1642
- *
1643
- * CHPTRS solves a system of linear equations A*X = B with a complex
1644
- * Hermitian matrix A stored in packed format using the factorization
1645
- * A = U*D*U**H or A = L*D*L**H computed by CHPTRF.
1646
- *
1647
-
1648
- * Arguments
1649
- * =========
1650
- *
1651
- * UPLO (input) CHARACTER*1
1652
- * Specifies whether the details of the factorization are stored
1653
- * as an upper or lower triangular matrix.
1654
- * = 'U': Upper triangular, form is A = U*D*U**H;
1655
- * = 'L': Lower triangular, form is A = L*D*L**H.
1656
- *
1657
- * N (input) INTEGER
1658
- * The order of the matrix A. N >= 0.
1659
- *
1660
- * NRHS (input) INTEGER
1661
- * The number of right hand sides, i.e., the number of columns
1662
- * of the matrix B. NRHS >= 0.
1663
- *
1664
- * AP (input) COMPLEX array, dimension (N*(N+1)/2)
1665
- * The block diagonal matrix D and the multipliers used to
1666
- * obtain the factor U or L as computed by CHPTRF, stored as a
1667
- * packed triangular matrix.
1668
- *
1669
- * IPIV (input) INTEGER array, dimension (N)
1670
- * Details of the interchanges and the block structure of D
1671
- * as determined by CHPTRF.
1672
- *
1673
- * B (input/output) COMPLEX array, dimension (LDB,NRHS)
1674
- * On entry, the right hand side matrix B.
1675
- * On exit, the solution matrix X.
1676
- *
1677
- * LDB (input) INTEGER
1678
- * The leading dimension of the array B. LDB >= max(1,N).
1679
- *
1680
- * INFO (output) INTEGER
1681
- * = 0: successful exit
1682
- * < 0: if INFO = -i, the i-th argument had an illegal value
1683
- *
1684
-
1685
- * =====================================================================
1686
- *
1687
-
1688
-
1689
- </PRE>
1690
- <A HREF="#top">go to the page top</A>
1691
-
1692
- <HR />
1693
- <A HREF="c.html">back to matrix types</A><BR>
1694
- <A HREF="c.html">back to data types</A>
1695
- </BODY>
1696
- </HTML>