ruby-lapack 1.4.1a → 1.5
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- data/Rakefile +1 -2
- data/ext/cbbcsd.c +34 -34
- data/ext/cbdsqr.c +20 -20
- data/ext/cgbbrd.c +12 -12
- data/ext/cgbcon.c +13 -13
- data/ext/cgbequ.c +3 -3
- data/ext/cgbequb.c +2 -2
- data/ext/cgbrfs.c +22 -22
- data/ext/cgbrfsx.c +43 -43
- data/ext/cgbsv.c +2 -2
- data/ext/cgbsvx.c +25 -25
- data/ext/cgbsvxx.c +36 -36
- data/ext/cgbtf2.c +3 -3
- data/ext/cgbtrf.c +3 -3
- data/ext/cgbtrs.c +11 -11
- data/ext/cgebak.c +11 -11
- data/ext/cgebal.c +1 -1
- data/ext/cgebd2.c +1 -1
- data/ext/cgebrd.c +1 -1
- data/ext/cgecon.c +1 -1
- data/ext/cgees.c +3 -3
- data/ext/cgeesx.c +4 -4
- data/ext/cgeev.c +4 -4
- data/ext/cgeevx.c +5 -5
- data/ext/cgegs.c +2 -2
- data/ext/cgegv.c +3 -3
- data/ext/cgehd2.c +1 -1
- data/ext/cgehrd.c +2 -2
- data/ext/cgelqf.c +6 -6
- data/ext/cgels.c +2 -2
- data/ext/cgelsd.c +9 -9
- data/ext/cgelss.c +2 -2
- data/ext/cgelsx.c +12 -12
- data/ext/cgelsy.c +12 -12
- data/ext/cgeql2.c +1 -1
- data/ext/cgeqlf.c +1 -1
- data/ext/cgeqp3.c +11 -11
- data/ext/cgeqpf.c +11 -11
- data/ext/cgeqr2.c +1 -1
- data/ext/cgeqr2p.c +1 -1
- data/ext/cgeqrf.c +1 -1
- data/ext/cgeqrfp.c +1 -1
- data/ext/cgerfs.c +31 -31
- data/ext/cgerfsx.c +25 -25
- data/ext/cgerqf.c +6 -6
- data/ext/cgesc2.c +13 -13
- data/ext/cgesdd.c +3 -3
- data/ext/cgesvd.c +4 -4
- data/ext/cgesvx.c +32 -32
- data/ext/cgesvxx.c +26 -26
- data/ext/cgetf2.c +1 -1
- data/ext/cgetrf.c +1 -1
- data/ext/cgetri.c +10 -10
- data/ext/cgetrs.c +10 -10
- data/ext/cggbak.c +11 -11
- data/ext/cggbal.c +11 -11
- data/ext/cgges.c +15 -15
- data/ext/cggesx.c +6 -6
- data/ext/cggev.c +3 -3
- data/ext/cggevx.c +5 -5
- data/ext/cgghrd.c +14 -14
- data/ext/cggqrf.c +9 -9
- data/ext/cggrqf.c +1 -1
- data/ext/cggsvd.c +3 -3
- data/ext/cggsvp.c +4 -4
- data/ext/cgtcon.c +20 -20
- data/ext/cgtrfs.c +48 -48
- data/ext/cgtsv.c +8 -8
- data/ext/cgtsvx.c +55 -55
- data/ext/cgttrs.c +19 -19
- data/ext/cgtts2.c +20 -20
- data/ext/chbev.c +3 -3
- data/ext/chbevd.c +9 -9
- data/ext/chbevx.c +7 -7
- data/ext/chbgst.c +15 -15
- data/ext/chbgv.c +15 -15
- data/ext/chbgvd.c +20 -20
- data/ext/chbgvx.c +9 -9
- data/ext/chbtrd.c +13 -13
- data/ext/checon.c +12 -12
- data/ext/cheequb.c +1 -1
- data/ext/cheev.c +2 -2
- data/ext/cheevd.c +7 -7
- data/ext/cheevr.c +12 -12
- data/ext/cheevx.c +7 -7
- data/ext/chegs2.c +2 -2
- data/ext/chegst.c +2 -2
- data/ext/chegv.c +13 -13
- data/ext/chegvd.c +18 -18
- data/ext/chegvx.c +19 -19
- data/ext/cherfs.c +31 -31
- data/ext/cherfsx.c +43 -43
- data/ext/chesv.c +10 -10
- data/ext/chesvx.c +15 -15
- data/ext/chesvxx.c +41 -41
- data/ext/chetd2.c +1 -1
- data/ext/chetf2.c +1 -1
- data/ext/chetrd.c +2 -2
- data/ext/chetrf.c +2 -2
- data/ext/chetri.c +1 -1
- data/ext/chetrs.c +10 -10
- data/ext/chetrs2.c +10 -10
- data/ext/chfrk.c +6 -6
- data/ext/chgeqz.c +27 -27
- data/ext/chpcon.c +1 -1
- data/ext/chpev.c +2 -2
- data/ext/chpevd.c +2 -2
- data/ext/chpevx.c +7 -7
- data/ext/chpgst.c +10 -10
- data/ext/chpgv.c +2 -2
- data/ext/chpgvd.c +11 -11
- data/ext/chpgvx.c +8 -8
- data/ext/chprfs.c +10 -10
- data/ext/chpsv.c +1 -1
- data/ext/chpsvx.c +20 -20
- data/ext/chptrd.c +1 -1
- data/ext/chptrf.c +1 -1
- data/ext/chptri.c +1 -1
- data/ext/chptrs.c +1 -1
- data/ext/chsein.c +21 -21
- data/ext/chseqr.c +4 -4
- data/ext/cla_gbamv.c +14 -14
- data/ext/cla_gbrcond_c.c +33 -33
- data/ext/cla_gbrcond_x.c +32 -32
- data/ext/cla_gbrfsx_extended.c +75 -75
- data/ext/cla_gbrpvgrw.c +13 -13
- data/ext/cla_geamv.c +6 -6
- data/ext/cla_gercond_c.c +31 -31
- data/ext/cla_gercond_x.c +30 -30
- data/ext/cla_gerfsx_extended.c +81 -81
- data/ext/cla_heamv.c +12 -12
- data/ext/cla_hercond_c.c +31 -31
- data/ext/cla_hercond_x.c +30 -30
- data/ext/cla_herfsx_extended.c +82 -82
- data/ext/cla_herpvgrw.c +14 -14
- data/ext/cla_lin_berr.c +14 -14
- data/ext/cla_porcond_c.c +23 -23
- data/ext/cla_porcond_x.c +22 -22
- data/ext/cla_porfsx_extended.c +74 -74
- data/ext/cla_porpvgrw.c +2 -2
- data/ext/cla_rpvgrw.c +12 -12
- data/ext/cla_syamv.c +13 -13
- data/ext/cla_syrcond_c.c +31 -31
- data/ext/cla_syrcond_x.c +30 -30
- data/ext/cla_syrfsx_extended.c +82 -82
- data/ext/cla_syrpvgrw.c +14 -14
- data/ext/cla_wwaddw.c +11 -11
- data/ext/clabrd.c +2 -2
- data/ext/clacn2.c +2 -2
- data/ext/clacp2.c +1 -1
- data/ext/clacpy.c +1 -1
- data/ext/clacrm.c +11 -11
- data/ext/clacrt.c +12 -12
- data/ext/claed7.c +42 -42
- data/ext/claed8.c +27 -27
- data/ext/claein.c +14 -14
- data/ext/clags2.c +5 -5
- data/ext/clagtm.c +21 -21
- data/ext/clahef.c +1 -1
- data/ext/clahqr.c +6 -6
- data/ext/clahr2.c +1 -1
- data/ext/clahrd.c +1 -1
- data/ext/claic1.c +12 -12
- data/ext/clals0.c +37 -37
- data/ext/clalsa.c +72 -72
- data/ext/clalsd.c +4 -4
- data/ext/clangb.c +3 -3
- data/ext/clange.c +1 -1
- data/ext/clangt.c +10 -10
- data/ext/clanhb.c +2 -2
- data/ext/clanhe.c +1 -1
- data/ext/clanhf.c +3 -3
- data/ext/clanhp.c +2 -2
- data/ext/clanhs.c +1 -1
- data/ext/clanht.c +1 -1
- data/ext/clansb.c +2 -2
- data/ext/clansp.c +2 -2
- data/ext/clansy.c +1 -1
- data/ext/clantb.c +3 -3
- data/ext/clantp.c +2 -2
- data/ext/clantr.c +3 -3
- data/ext/clapll.c +10 -10
- data/ext/clapmr.c +1 -1
- data/ext/clapmt.c +11 -11
- data/ext/claqgb.c +2 -2
- data/ext/claqge.c +10 -10
- data/ext/claqhb.c +2 -2
- data/ext/claqhe.c +12 -12
- data/ext/claqhp.c +2 -2
- data/ext/claqp2.c +10 -10
- data/ext/claqps.c +20 -20
- data/ext/claqr0.c +3 -3
- data/ext/claqr1.c +4 -4
- data/ext/claqr2.c +18 -18
- data/ext/claqr3.c +18 -18
- data/ext/claqr4.c +3 -3
- data/ext/claqr5.c +21 -21
- data/ext/claqsb.c +13 -13
- data/ext/claqsp.c +2 -2
- data/ext/claqsy.c +12 -12
- data/ext/clar1v.c +15 -15
- data/ext/clar2v.c +19 -19
- data/ext/clarf.c +2 -2
- data/ext/clarfb.c +16 -16
- data/ext/clarfg.c +1 -1
- data/ext/clarfgp.c +1 -1
- data/ext/clarft.c +2 -2
- data/ext/clarfx.c +3 -3
- data/ext/clargv.c +2 -2
- data/ext/clarnv.c +1 -1
- data/ext/clarrv.c +40 -40
- data/ext/clarscl2.c +8 -8
- data/ext/clartv.c +20 -20
- data/ext/clarz.c +11 -11
- data/ext/clarzb.c +14 -14
- data/ext/clarzt.c +2 -2
- data/ext/clascl.c +4 -4
- data/ext/clascl2.c +8 -8
- data/ext/claset.c +4 -4
- data/ext/clasr.c +2 -2
- data/ext/classq.c +2 -2
- data/ext/claswp.c +2 -2
- data/ext/clasyf.c +1 -1
- data/ext/clatbs.c +14 -14
- data/ext/clatdf.c +21 -21
- data/ext/clatps.c +12 -12
- data/ext/clatrd.c +1 -1
- data/ext/clatrs.c +15 -15
- data/ext/clatrz.c +1 -1
- data/ext/clatzm.c +3 -3
- data/ext/clauu2.c +1 -1
- data/ext/clauum.c +1 -1
- data/ext/cpbcon.c +3 -3
- data/ext/cpbequ.c +1 -1
- data/ext/cpbrfs.c +12 -12
- data/ext/cpbstf.c +1 -1
- data/ext/cpbsv.c +1 -1
- data/ext/cpbsvx.c +23 -23
- data/ext/cpbtf2.c +1 -1
- data/ext/cpbtrf.c +1 -1
- data/ext/cpbtrs.c +1 -1
- data/ext/cpftrf.c +2 -2
- data/ext/cpftri.c +2 -2
- data/ext/cpftrs.c +2 -2
- data/ext/cpocon.c +1 -1
- data/ext/cporfs.c +23 -23
- data/ext/cporfsx.c +22 -22
- data/ext/cposv.c +9 -9
- data/ext/cposvx.c +12 -12
- data/ext/cposvxx.c +20 -20
- data/ext/cpotf2.c +1 -1
- data/ext/cpotrf.c +1 -1
- data/ext/cpotri.c +1 -1
- data/ext/cpotrs.c +9 -9
- data/ext/cppcon.c +1 -1
- data/ext/cppequ.c +1 -1
- data/ext/cpprfs.c +20 -20
- data/ext/cppsv.c +1 -1
- data/ext/cppsvx.c +12 -12
- data/ext/cpptrf.c +1 -1
- data/ext/cpptri.c +1 -1
- data/ext/cpptrs.c +1 -1
- data/ext/cpstf2.c +2 -2
- data/ext/cpstrf.c +2 -2
- data/ext/cptcon.c +1 -1
- data/ext/cpteqr.c +10 -10
- data/ext/cptrfs.c +12 -12
- data/ext/cptsv.c +8 -8
- data/ext/cptsvx.c +19 -19
- data/ext/cpttrs.c +1 -1
- data/ext/cptts2.c +1 -1
- data/ext/crot.c +11 -11
- data/ext/cspcon.c +1 -1
- data/ext/cspmv.c +3 -3
- data/ext/cspr.c +11 -11
- data/ext/csprfs.c +10 -10
- data/ext/cspsv.c +1 -1
- data/ext/cspsvx.c +20 -20
- data/ext/csptrf.c +1 -1
- data/ext/csptri.c +1 -1
- data/ext/csptrs.c +1 -1
- data/ext/csrscl.c +2 -2
- data/ext/cstedc.c +10 -10
- data/ext/cstegr.c +18 -18
- data/ext/cstein.c +14 -14
- data/ext/cstemr.c +22 -22
- data/ext/csteqr.c +10 -10
- data/ext/csycon.c +12 -12
- data/ext/csyconv.c +12 -12
- data/ext/csyequb.c +1 -1
- data/ext/csymv.c +13 -13
- data/ext/csyr.c +4 -4
- data/ext/csyrfs.c +31 -31
- data/ext/csyrfsx.c +43 -43
- data/ext/csysv.c +10 -10
- data/ext/csysvx.c +15 -15
- data/ext/csysvxx.c +41 -41
- data/ext/csyswapr.c +2 -2
- data/ext/csytf2.c +1 -1
- data/ext/csytrf.c +2 -2
- data/ext/csytri.c +1 -1
- data/ext/csytri2.c +3 -3
- data/ext/csytri2x.c +2 -2
- data/ext/csytrs.c +10 -10
- data/ext/csytrs2.c +10 -10
- data/ext/ctbcon.c +3 -3
- data/ext/ctbrfs.c +14 -14
- data/ext/ctbtrs.c +2 -2
- data/ext/ctfsm.c +5 -5
- data/ext/ctftri.c +1 -1
- data/ext/ctfttp.c +1 -1
- data/ext/ctfttr.c +1 -1
- data/ext/ctgevc.c +32 -32
- data/ext/ctgex2.c +14 -14
- data/ext/ctgexc.c +25 -25
- data/ext/ctgsen.c +37 -37
- data/ext/ctgsja.c +26 -26
- data/ext/ctgsna.c +24 -24
- data/ext/ctgsy2.c +22 -22
- data/ext/ctgsyl.c +42 -42
- data/ext/ctpcon.c +2 -2
- data/ext/ctprfs.c +13 -13
- data/ext/ctptri.c +1 -1
- data/ext/ctptrs.c +3 -3
- data/ext/ctpttf.c +1 -1
- data/ext/ctpttr.c +1 -1
- data/ext/ctrcon.c +3 -3
- data/ext/ctrevc.c +12 -12
- data/ext/ctrexc.c +1 -1
- data/ext/ctrrfs.c +11 -11
- data/ext/ctrsen.c +13 -13
- data/ext/ctrsna.c +20 -20
- data/ext/ctrsyl.c +11 -11
- data/ext/ctrti2.c +1 -1
- data/ext/ctrtri.c +1 -1
- data/ext/ctrtrs.c +10 -10
- data/ext/ctrttf.c +1 -1
- data/ext/ctrttp.c +1 -1
- data/ext/cunbdb.c +15 -15
- data/ext/cuncsd.c +27 -27
- data/ext/cung2l.c +9 -9
- data/ext/cung2r.c +9 -9
- data/ext/cungbr.c +1 -1
- data/ext/cunghr.c +7 -7
- data/ext/cungl2.c +1 -1
- data/ext/cunglq.c +9 -9
- data/ext/cungql.c +9 -9
- data/ext/cungqr.c +9 -9
- data/ext/cungr2.c +1 -1
- data/ext/cungrq.c +9 -9
- data/ext/cungtr.c +6 -6
- data/ext/cunm2l.c +12 -12
- data/ext/cunm2r.c +12 -12
- data/ext/cunmbr.c +3 -3
- data/ext/cunmhr.c +12 -12
- data/ext/cunml2.c +1 -1
- data/ext/cunmlq.c +7 -7
- data/ext/cunmql.c +12 -12
- data/ext/cunmqr.c +12 -12
- data/ext/cunmr2.c +1 -1
- data/ext/cunmr3.c +10 -10
- data/ext/cunmrq.c +7 -7
- data/ext/cunmrz.c +10 -10
- data/ext/cunmtr.c +17 -17
- data/ext/cupgtr.c +8 -8
- data/ext/cupmtr.c +2 -2
- data/ext/dbbcsd.c +29 -29
- data/ext/dbdsdc.c +6 -6
- data/ext/dbdsqr.c +20 -20
- data/ext/ddisna.c +1 -1
- data/ext/dgbbrd.c +12 -12
- data/ext/dgbcon.c +13 -13
- data/ext/dgbequ.c +3 -3
- data/ext/dgbequb.c +2 -2
- data/ext/dgbrfs.c +22 -22
- data/ext/dgbrfsx.c +43 -43
- data/ext/dgbsv.c +2 -2
- data/ext/dgbsvx.c +25 -25
- data/ext/dgbsvxx.c +36 -36
- data/ext/dgbtf2.c +3 -3
- data/ext/dgbtrf.c +3 -3
- data/ext/dgbtrs.c +11 -11
- data/ext/dgebak.c +11 -11
- data/ext/dgebal.c +1 -1
- data/ext/dgebd2.c +1 -1
- data/ext/dgebrd.c +1 -1
- data/ext/dgecon.c +1 -1
- data/ext/dgees.c +3 -3
- data/ext/dgeesx.c +4 -4
- data/ext/dgeev.c +3 -3
- data/ext/dgeevx.c +5 -5
- data/ext/dgegs.c +2 -2
- data/ext/dgegv.c +3 -3
- data/ext/dgehd2.c +1 -1
- data/ext/dgehrd.c +2 -2
- data/ext/dgejsv.c +16 -16
- data/ext/dgelqf.c +6 -6
- data/ext/dgels.c +2 -2
- data/ext/dgelsd.c +7 -7
- data/ext/dgelss.c +2 -2
- data/ext/dgelsx.c +12 -12
- data/ext/dgelsy.c +12 -12
- data/ext/dgeql2.c +1 -1
- data/ext/dgeqlf.c +1 -1
- data/ext/dgeqp3.c +11 -11
- data/ext/dgeqpf.c +11 -11
- data/ext/dgeqr2.c +1 -1
- data/ext/dgeqr2p.c +1 -1
- data/ext/dgeqrf.c +1 -1
- data/ext/dgeqrfp.c +1 -1
- data/ext/dgerfs.c +31 -31
- data/ext/dgerfsx.c +25 -25
- data/ext/dgerqf.c +6 -6
- data/ext/dgesc2.c +13 -13
- data/ext/dgesdd.c +3 -3
- data/ext/dgesvd.c +4 -4
- data/ext/dgesvj.c +15 -15
- data/ext/dgesvx.c +32 -32
- data/ext/dgesvxx.c +26 -26
- data/ext/dgetf2.c +1 -1
- data/ext/dgetrf.c +1 -1
- data/ext/dgetri.c +10 -10
- data/ext/dgetrs.c +10 -10
- data/ext/dggbak.c +11 -11
- data/ext/dggbal.c +11 -11
- data/ext/dgges.c +15 -15
- data/ext/dggesx.c +6 -6
- data/ext/dggev.c +3 -3
- data/ext/dggevx.c +4 -4
- data/ext/dgghrd.c +14 -14
- data/ext/dggqrf.c +9 -9
- data/ext/dggrqf.c +1 -1
- data/ext/dggsvd.c +3 -3
- data/ext/dggsvp.c +4 -4
- data/ext/dgsvj0.c +20 -20
- data/ext/dgsvj1.c +26 -26
- data/ext/dgtcon.c +20 -20
- data/ext/dgtrfs.c +48 -48
- data/ext/dgtsv.c +8 -8
- data/ext/dgtsvx.c +55 -55
- data/ext/dgttrs.c +19 -19
- data/ext/dgtts2.c +20 -20
- data/ext/dhgeqz.c +27 -27
- data/ext/dhsein.c +42 -42
- data/ext/dhseqr.c +4 -4
- data/ext/dla_gbamv.c +16 -16
- data/ext/dla_gbrcond.c +25 -25
- data/ext/dla_gbrfsx_extended.c +56 -56
- data/ext/dla_gbrpvgrw.c +13 -13
- data/ext/dla_geamv.c +4 -4
- data/ext/dla_gercond.c +31 -31
- data/ext/dla_gerfsx_extended.c +70 -70
- data/ext/dla_lin_berr.c +14 -14
- data/ext/dla_porcond.c +15 -15
- data/ext/dla_porfsx_extended.c +74 -74
- data/ext/dla_porpvgrw.c +2 -2
- data/ext/dla_rpvgrw.c +12 -12
- data/ext/dla_syamv.c +12 -12
- data/ext/dla_syrcond.c +31 -31
- data/ext/dla_syrfsx_extended.c +82 -82
- data/ext/dla_syrpvgrw.c +14 -14
- data/ext/dla_wwaddw.c +11 -11
- data/ext/dlabad.c +1 -1
- data/ext/dlabrd.c +2 -2
- data/ext/dlacn2.c +2 -2
- data/ext/dlacpy.c +1 -1
- data/ext/dlaebz.c +43 -43
- data/ext/dlaed0.c +2 -2
- data/ext/dlaed1.c +20 -20
- data/ext/dlaed2.c +21 -21
- data/ext/dlaed3.c +30 -30
- data/ext/dlaed4.c +12 -12
- data/ext/dlaed5.c +11 -11
- data/ext/dlaed6.c +12 -12
- data/ext/dlaed7.c +35 -35
- data/ext/dlaed8.c +16 -16
- data/ext/dlaed9.c +14 -14
- data/ext/dlaeda.c +31 -31
- data/ext/dlaein.c +13 -13
- data/ext/dlaexc.c +14 -14
- data/ext/dlag2s.c +2 -2
- data/ext/dlags2.c +4 -4
- data/ext/dlagtf.c +10 -10
- data/ext/dlagtm.c +21 -21
- data/ext/dlagts.c +13 -13
- data/ext/dlahqr.c +6 -6
- data/ext/dlahr2.c +1 -1
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<HTML>
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<HEAD>
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<TITLE>COMPLEX routines for upper Hessenberg matrix</TITLE>
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<A NAME="top"></A>
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<H1>COMPLEX routines for upper Hessenberg matrix</H1>
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<UL>
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<LI><A HREF="#chsein">chsein</A></LI>
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<LI><A HREF="#chseqr">chseqr</A></LI>
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</UL>
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<A NAME="chsein"></A>
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<H2>chsein</H2>
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<PRE>
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USAGE:
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m, ifaill, ifailr, info, w, vl, vr = NumRu::Lapack.chsein( side, eigsrc, initv, select, h, w, vl, vr, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL, IFAILR, INFO )
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* Purpose
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* =======
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*
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* CHSEIN uses inverse iteration to find specified right and/or left
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* eigenvectors of a complex upper Hessenberg matrix H.
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*
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* The right eigenvector x and the left eigenvector y of the matrix H
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* corresponding to an eigenvalue w are defined by:
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*
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* H * x = w * x, y**h * H = w * y**h
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*
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* where y**h denotes the conjugate transpose of the vector y.
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*
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* Arguments
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* =========
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*
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* SIDE (input) CHARACTER*1
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* = 'R': compute right eigenvectors only;
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* = 'L': compute left eigenvectors only;
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* = 'B': compute both right and left eigenvectors.
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*
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* EIGSRC (input) CHARACTER*1
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* Specifies the source of eigenvalues supplied in W:
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* = 'Q': the eigenvalues were found using CHSEQR; thus, if
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* H has zero subdiagonal elements, and so is
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* block-triangular, then the j-th eigenvalue can be
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* assumed to be an eigenvalue of the block containing
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* the j-th row/column. This property allows CHSEIN to
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* perform inverse iteration on just one diagonal block.
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* = 'N': no assumptions are made on the correspondence
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* between eigenvalues and diagonal blocks. In this
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* case, CHSEIN must always perform inverse iteration
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* using the whole matrix H.
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*
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* INITV (input) CHARACTER*1
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* = 'N': no initial vectors are supplied;
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* = 'U': user-supplied initial vectors are stored in the arrays
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* VL and/or VR.
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*
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* SELECT (input) LOGICAL array, dimension (N)
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* Specifies the eigenvectors to be computed. To select the
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* eigenvector corresponding to the eigenvalue W(j),
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* SELECT(j) must be set to .TRUE..
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*
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* N (input) INTEGER
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* The order of the matrix H. N >= 0.
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*
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* H (input) COMPLEX array, dimension (LDH,N)
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* The upper Hessenberg matrix H.
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*
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* LDH (input) INTEGER
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* The leading dimension of the array H. LDH >= max(1,N).
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*
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* W (input/output) COMPLEX array, dimension (N)
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* On entry, the eigenvalues of H.
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* On exit, the real parts of W may have been altered since
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* close eigenvalues are perturbed slightly in searching for
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* independent eigenvectors.
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*
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* VL (input/output) COMPLEX array, dimension (LDVL,MM)
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* On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
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* contain starting vectors for the inverse iteration for the
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* left eigenvectors; the starting vector for each eigenvector
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* must be in the same column in which the eigenvector will be
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* stored.
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* On exit, if SIDE = 'L' or 'B', the left eigenvectors
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* specified by SELECT will be stored consecutively in the
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* columns of VL, in the same order as their eigenvalues.
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* If SIDE = 'R', VL is not referenced.
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*
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* LDVL (input) INTEGER
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* The leading dimension of the array VL.
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* LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
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*
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* VR (input/output) COMPLEX array, dimension (LDVR,MM)
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* On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
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* contain starting vectors for the inverse iteration for the
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* right eigenvectors; the starting vector for each eigenvector
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* must be in the same column in which the eigenvector will be
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* stored.
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* On exit, if SIDE = 'R' or 'B', the right eigenvectors
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* specified by SELECT will be stored consecutively in the
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* columns of VR, in the same order as their eigenvalues.
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* If SIDE = 'L', VR is not referenced.
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*
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* LDVR (input) INTEGER
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* The leading dimension of the array VR.
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* LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
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*
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* MM (input) INTEGER
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* The number of columns in the arrays VL and/or VR. MM >= M.
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*
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* M (output) INTEGER
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* The number of columns in the arrays VL and/or VR required to
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* store the eigenvectors (= the number of .TRUE. elements in
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* SELECT).
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*
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* WORK (workspace) COMPLEX array, dimension (N*N)
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*
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* RWORK (workspace) REAL array, dimension (N)
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*
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* IFAILL (output) INTEGER array, dimension (MM)
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* If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
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* eigenvector in the i-th column of VL (corresponding to the
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* eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
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* eigenvector converged satisfactorily.
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* If SIDE = 'R', IFAILL is not referenced.
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*
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* IFAILR (output) INTEGER array, dimension (MM)
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* If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
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* eigenvector in the i-th column of VR (corresponding to the
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* eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
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* eigenvector converged satisfactorily.
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* If SIDE = 'L', IFAILR is not referenced.
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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* > 0: if INFO = i, i is the number of eigenvectors which
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* failed to converge; see IFAILL and IFAILR for further
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* details.
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*
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* Further Details
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* ===============
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*
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* Each eigenvector is normalized so that the element of largest
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* magnitude has magnitude 1; here the magnitude of a complex number
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* (x,y) is taken to be |x|+|y|.
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="chseqr"></A>
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<H2>chseqr</H2>
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<PRE>
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USAGE:
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w, work, info, h, z = NumRu::Lapack.chseqr( job, compz, ilo, ihi, h, z, ldz, [:lwork => lwork, :usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO )
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* Purpose
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* =======
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*
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* CHSEQR computes the eigenvalues of a Hessenberg matrix H
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* and, optionally, the matrices T and Z from the Schur decomposition
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* H = Z T Z**H, where T is an upper triangular matrix (the
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* Schur form), and Z is the unitary matrix of Schur vectors.
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*
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* Optionally Z may be postmultiplied into an input unitary
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* matrix Q so that this routine can give the Schur factorization
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* of a matrix A which has been reduced to the Hessenberg form H
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* by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
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*
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* Arguments
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* =========
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*
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* JOB (input) CHARACTER*1
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* = 'E': compute eigenvalues only;
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* = 'S': compute eigenvalues and the Schur form T.
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*
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* COMPZ (input) CHARACTER*1
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* = 'N': no Schur vectors are computed;
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* = 'I': Z is initialized to the unit matrix and the matrix Z
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* of Schur vectors of H is returned;
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* = 'V': Z must contain an unitary matrix Q on entry, and
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* the product Q*Z is returned.
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*
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* N (input) INTEGER
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* The order of the matrix H. N .GE. 0.
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*
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* ILO (input) INTEGER
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* IHI (input) INTEGER
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* It is assumed that H is already upper triangular in rows
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* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
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* set by a previous call to CGEBAL, and then passed to CGEHRD
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* when the matrix output by CGEBAL is reduced to Hessenberg
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* form. Otherwise ILO and IHI should be set to 1 and N
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* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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* If N = 0, then ILO = 1 and IHI = 0.
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*
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* H (input/output) COMPLEX array, dimension (LDH,N)
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* On entry, the upper Hessenberg matrix H.
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* On exit, if INFO = 0 and JOB = 'S', H contains the upper
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* triangular matrix T from the Schur decomposition (the
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* Schur form). If INFO = 0 and JOB = 'E', the contents of
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* H are unspecified on exit. (The output value of H when
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* INFO.GT.0 is given under the description of INFO below.)
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*
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* Unlike earlier versions of CHSEQR, this subroutine may
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* explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
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* or j = IHI+1, IHI+2, ... N.
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*
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* LDH (input) INTEGER
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* The leading dimension of the array H. LDH .GE. max(1,N).
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*
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* W (output) COMPLEX array, dimension (N)
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* The computed eigenvalues. If JOB = 'S', the eigenvalues are
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* stored in the same order as on the diagonal of the Schur
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* form returned in H, with W(i) = H(i,i).
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*
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* Z (input/output) COMPLEX array, dimension (LDZ,N)
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* If COMPZ = 'N', Z is not referenced.
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* If COMPZ = 'I', on entry Z need not be set and on exit,
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* if INFO = 0, Z contains the unitary matrix Z of the Schur
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* vectors of H. If COMPZ = 'V', on entry Z must contain an
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* N-by-N matrix Q, which is assumed to be equal to the unit
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* matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
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* if INFO = 0, Z contains Q*Z.
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* Normally Q is the unitary matrix generated by CUNGHR
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* after the call to CGEHRD which formed the Hessenberg matrix
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* H. (The output value of Z when INFO.GT.0 is given under
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* the description of INFO below.)
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*
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* LDZ (input) INTEGER
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* The leading dimension of the array Z. if COMPZ = 'I' or
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* COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
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*
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* WORK (workspace/output) COMPLEX array, dimension (LWORK)
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* On exit, if INFO = 0, WORK(1) returns an estimate of
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* the optimal value for LWORK.
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*
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* LWORK (input) INTEGER
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* The dimension of the array WORK. LWORK .GE. max(1,N)
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* is sufficient and delivers very good and sometimes
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* optimal performance. However, LWORK as large as 11*N
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* may be required for optimal performance. A workspace
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* query is recommended to determine the optimal workspace
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* size.
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*
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* If LWORK = -1, then CHSEQR does a workspace query.
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* In this case, CHSEQR checks the input parameters and
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* estimates the optimal workspace size for the given
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* values of N, ILO and IHI. The estimate is returned
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* in WORK(1). No error message related to LWORK is
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* issued by XERBLA. Neither H nor Z are accessed.
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*
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* .LT. 0: if INFO = -i, the i-th argument had an illegal
|
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* value
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* .GT. 0: if INFO = i, CHSEQR failed to compute all of
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* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
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* and WI contain those eigenvalues which have been
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* successfully computed. (Failures are rare.)
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*
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* If INFO .GT. 0 and JOB = 'E', then on exit, the
|
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* remaining unconverged eigenvalues are the eigen-
|
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* values of the upper Hessenberg matrix rows and
|
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* columns ILO through INFO of the final, output
|
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* value of H.
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*
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* If INFO .GT. 0 and JOB = 'S', then on exit
|
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*
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* (*) (initial value of H)*U = U*(final value of H)
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*
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* where U is a unitary matrix. The final
|
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* value of H is upper Hessenberg and triangular in
|
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* rows and columns INFO+1 through IHI.
|
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*
|
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* If INFO .GT. 0 and COMPZ = 'V', then on exit
|
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|
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*
|
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|
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* (final value of Z) = (initial value of Z)*U
|
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|
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*
|
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* where U is the unitary matrix in (*) (regard-
|
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|
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* less of the value of JOB.)
|
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*
|
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* If INFO .GT. 0 and COMPZ = 'I', then on exit
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|
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* (final value of Z) = U
|
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|
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* where U is the unitary matrix in (*) (regard-
|
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|
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* less of the value of JOB.)
|
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|
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*
|
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|
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* If INFO .GT. 0 and COMPZ = 'N', then Z is not
|
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|
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* accessed.
|
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|
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*
|
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|
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|
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* ================================================================
|
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|
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* Default values supplied by
|
310
|
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* ILAENV(ISPEC,'CHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
|
311
|
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* It is suggested that these defaults be adjusted in order
|
312
|
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* to attain best performance in each particular
|
313
|
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* computational environment.
|
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|
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*
|
315
|
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* ISPEC=12: The CLAHQR vs CLAQR0 crossover point.
|
316
|
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* Default: 75. (Must be at least 11.)
|
317
|
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*
|
318
|
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* ISPEC=13: Recommended deflation window size.
|
319
|
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* This depends on ILO, IHI and NS. NS is the
|
320
|
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* number of simultaneous shifts returned
|
321
|
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* by ILAENV(ISPEC=15). (See ISPEC=15 below.)
|
322
|
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* The default for (IHI-ILO+1).LE.500 is NS.
|
323
|
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* The default for (IHI-ILO+1).GT.500 is 3*NS/2.
|
324
|
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*
|
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|
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* ISPEC=14: Nibble crossover point. (See IPARMQ for
|
326
|
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* details.) Default: 14% of deflation window
|
327
|
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* size.
|
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|
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*
|
329
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* ISPEC=15: Number of simultaneous shifts in a multishift
|
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|
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* QR iteration.
|
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|
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*
|
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|
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* If IHI-ILO+1 is ...
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*
|
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|
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* greater than ...but less ... the
|
335
|
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* or equal to ... than default is
|
336
|
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*
|
337
|
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* 1 30 NS = 2(+)
|
338
|
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* 30 60 NS = 4(+)
|
339
|
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* 60 150 NS = 10(+)
|
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|
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* 150 590 NS = **
|
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|
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* 590 3000 NS = 64
|
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|
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* 3000 6000 NS = 128
|
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|
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* 6000 infinity NS = 256
|
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|
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*
|
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|
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* (+) By default some or all matrices of this order
|
346
|
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* are passed to the implicit double shift routine
|
347
|
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* CLAHQR and this parameter is ignored. See
|
348
|
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* ISPEC=12 above and comments in IPARMQ for
|
349
|
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* details.
|
350
|
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*
|
351
|
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* (**) The asterisks (**) indicate an ad-hoc
|
352
|
-
* function of N increasing from 10 to 64.
|
353
|
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*
|
354
|
-
* ISPEC=16: Select structured matrix multiply.
|
355
|
-
* If the number of simultaneous shifts (specified
|
356
|
-
* by ISPEC=15) is less than 14, then the default
|
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|
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* for ISPEC=16 is 0. Otherwise the default for
|
358
|
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* ISPEC=16 is 2.
|
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*
|
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* ================================================================
|
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|
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* Based on contributions by
|
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* Karen Braman and Ralph Byers, Department of Mathematics,
|
363
|
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* University of Kansas, USA
|
364
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*
|
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|
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* ================================================================
|
366
|
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* References:
|
367
|
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* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
|
368
|
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* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
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|
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* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
|
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|
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* 929--947, 2002.
|
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|
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*
|
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|
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* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
|
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|
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* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
|
374
|
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* of Matrix Analysis, volume 23, pages 948--973, 2002.
|
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*
|
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* ================================================================
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<H1>COMPLEX routines for symmetric or Hermitian positive definite band matrix</H1>
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<UL>
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<LI><A HREF="#cpbcon">cpbcon</A></LI>
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<LI><A HREF="#cpbequ">cpbequ</A></LI>
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<LI><A HREF="#cpbrfs">cpbrfs</A></LI>
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<LI><A HREF="#cpbstf">cpbstf</A></LI>
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<LI><A HREF="#cpbsv">cpbsv</A></LI>
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<LI><A HREF="#cpbsvx">cpbsvx</A></LI>
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<LI><A HREF="#cpbtf2">cpbtf2</A></LI>
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<LI><A HREF="#cpbtrf">cpbtrf</A></LI>
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<LI><A HREF="#cpbtrs">cpbtrs</A></LI>
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<A NAME="cpbcon"></A>
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<H2>cpbcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.cpbcon( uplo, kd, ab, anorm, [:usage => usage, :help => help])
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-
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FORTRAN MANUAL
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SUBROUTINE CPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, RWORK, INFO )
|
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-
|
30
|
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* Purpose
|
31
|
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* =======
|
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|
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*
|
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|
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* CPBCON estimates the reciprocal of the condition number (in the
|
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|
-
* 1-norm) of a complex Hermitian positive definite band matrix using
|
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|
-
* the Cholesky factorization A = U**H*U or A = L*L**H computed by
|
36
|
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* CPBTRF.
|
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*
|
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|
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
|
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|
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
|
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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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|
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* UPLO (input) CHARACTER*1
|
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|
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* = 'U': Upper triangular factor stored in AB;
|
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|
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* = 'L': Lower triangular factor stored in AB.
|
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|
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*
|
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* N (input) INTEGER
|
50
|
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* The order of the matrix A. N >= 0.
|
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|
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*
|
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|
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* KD (input) INTEGER
|
53
|
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* The number of superdiagonals of the matrix A if UPLO = 'U',
|
54
|
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* or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
|
55
|
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*
|
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|
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* AB (input) COMPLEX array, dimension (LDAB,N)
|
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|
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* The triangular factor U or L from the Cholesky factorization
|
58
|
-
* A = U**H*U or A = L*L**H of the band matrix A, stored in the
|
59
|
-
* first KD+1 rows of the array. The j-th column of U or L is
|
60
|
-
* stored in the j-th column of the array AB as follows:
|
61
|
-
* if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
|
62
|
-
* if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
|
63
|
-
*
|
64
|
-
* LDAB (input) INTEGER
|
65
|
-
* The leading dimension of the array AB. LDAB >= KD+1.
|
66
|
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*
|
67
|
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* ANORM (input) REAL
|
68
|
-
* The 1-norm (or infinity-norm) of the Hermitian band matrix A.
|
69
|
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*
|
70
|
-
* RCOND (output) REAL
|
71
|
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* The reciprocal of the condition number of the matrix A,
|
72
|
-
* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
|
73
|
-
* estimate of the 1-norm of inv(A) computed in this routine.
|
74
|
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*
|
75
|
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* WORK (workspace) COMPLEX array, dimension (2*N)
|
76
|
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*
|
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* RWORK (workspace) REAL array, dimension (N)
|
78
|
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*
|
79
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* INFO (output) INTEGER
|
80
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* = 0: successful exit
|
81
|
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* < 0: if INFO = -i, the i-th argument had an illegal value
|
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*
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* =====================================================================
|
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="cpbequ"></A>
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<H2>cpbequ</H2>
|
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<PRE>
|
94
|
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USAGE:
|
95
|
-
s, scond, amax, info = NumRu::Lapack.cpbequ( uplo, kd, ab, [:usage => usage, :help => help])
|
96
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|
97
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|
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FORTRAN MANUAL
|
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SUBROUTINE CPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
|
100
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|
101
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* Purpose
|
102
|
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* =======
|
103
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*
|
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* CPBEQU computes row and column scalings intended to equilibrate a
|
105
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* Hermitian positive definite band matrix A and reduce its condition
|
106
|
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* number (with respect to the two-norm). S contains the scale factors,
|
107
|
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* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
|
108
|
-
* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
|
109
|
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* choice of S puts the condition number of B within a factor N of the
|
110
|
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* smallest possible condition number over all possible diagonal
|
111
|
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* scalings.
|
112
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*
|
113
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|
114
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* Arguments
|
115
|
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* =========
|
116
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*
|
117
|
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* UPLO (input) CHARACTER*1
|
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|
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* = 'U': Upper triangular of A is stored;
|
119
|
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* = 'L': Lower triangular of A is stored.
|
120
|
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*
|
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* N (input) INTEGER
|
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|
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* The order of the matrix A. N >= 0.
|
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|
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*
|
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|
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* KD (input) INTEGER
|
125
|
-
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
126
|
-
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
127
|
-
*
|
128
|
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* AB (input) COMPLEX array, dimension (LDAB,N)
|
129
|
-
* The upper or lower triangle of the Hermitian band matrix A,
|
130
|
-
* stored in the first KD+1 rows of the array. The j-th column
|
131
|
-
* of A is stored in the j-th column of the array AB as follows:
|
132
|
-
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
133
|
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
134
|
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*
|
135
|
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* LDAB (input) INTEGER
|
136
|
-
* The leading dimension of the array A. LDAB >= KD+1.
|
137
|
-
*
|
138
|
-
* S (output) REAL array, dimension (N)
|
139
|
-
* If INFO = 0, S contains the scale factors for A.
|
140
|
-
*
|
141
|
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* SCOND (output) REAL
|
142
|
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* If INFO = 0, S contains the ratio of the smallest S(i) to
|
143
|
-
* the largest S(i). If SCOND >= 0.1 and AMAX is neither too
|
144
|
-
* large nor too small, it is not worth scaling by S.
|
145
|
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*
|
146
|
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* AMAX (output) REAL
|
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|
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* Absolute value of largest matrix element. If AMAX is very
|
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|
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* close to overflow or very close to underflow, the matrix
|
149
|
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* should be scaled.
|
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|
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*
|
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|
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* INFO (output) INTEGER
|
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* = 0: successful exit
|
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|
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* < 0: if INFO = -i, the i-th argument had an illegal value.
|
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|
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* > 0: if INFO = i, the i-th diagonal element is nonpositive.
|
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*
|
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|
-
|
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|
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* =====================================================================
|
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*
|
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</PRE>
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<A HREF="#top">go to the page top</A>
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|
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<A NAME="cpbrfs"></A>
|
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|
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<H2>cpbrfs</H2>
|
166
|
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<PRE>
|
167
|
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USAGE:
|
168
|
-
ferr, berr, info, x = NumRu::Lapack.cpbrfs( uplo, kd, ab, afb, b, x, [:usage => usage, :help => help])
|
169
|
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|
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|
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FORTRAN MANUAL
|
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|
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SUBROUTINE CPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
|
173
|
-
|
174
|
-
* Purpose
|
175
|
-
* =======
|
176
|
-
*
|
177
|
-
* CPBRFS improves the computed solution to a system of linear
|
178
|
-
* equations when the coefficient matrix is Hermitian positive definite
|
179
|
-
* and banded, and provides error bounds and backward error estimates
|
180
|
-
* for the solution.
|
181
|
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*
|
182
|
-
|
183
|
-
* Arguments
|
184
|
-
* =========
|
185
|
-
*
|
186
|
-
* UPLO (input) CHARACTER*1
|
187
|
-
* = 'U': Upper triangle of A is stored;
|
188
|
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* = 'L': Lower triangle of A is stored.
|
189
|
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*
|
190
|
-
* N (input) INTEGER
|
191
|
-
* The order of the matrix A. N >= 0.
|
192
|
-
*
|
193
|
-
* KD (input) INTEGER
|
194
|
-
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
195
|
-
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
196
|
-
*
|
197
|
-
* NRHS (input) INTEGER
|
198
|
-
* The number of right hand sides, i.e., the number of columns
|
199
|
-
* of the matrices B and X. NRHS >= 0.
|
200
|
-
*
|
201
|
-
* AB (input) COMPLEX array, dimension (LDAB,N)
|
202
|
-
* The upper or lower triangle of the Hermitian band matrix A,
|
203
|
-
* stored in the first KD+1 rows of the array. The j-th column
|
204
|
-
* of A is stored in the j-th column of the array AB as follows:
|
205
|
-
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
206
|
-
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
207
|
-
*
|
208
|
-
* LDAB (input) INTEGER
|
209
|
-
* The leading dimension of the array AB. LDAB >= KD+1.
|
210
|
-
*
|
211
|
-
* AFB (input) COMPLEX array, dimension (LDAFB,N)
|
212
|
-
* The triangular factor U or L from the Cholesky factorization
|
213
|
-
* A = U**H*U or A = L*L**H of the band matrix A as computed by
|
214
|
-
* CPBTRF, in the same storage format as A (see AB).
|
215
|
-
*
|
216
|
-
* LDAFB (input) INTEGER
|
217
|
-
* The leading dimension of the array AFB. LDAFB >= KD+1.
|
218
|
-
*
|
219
|
-
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
220
|
-
* The right hand side matrix B.
|
221
|
-
*
|
222
|
-
* LDB (input) INTEGER
|
223
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
224
|
-
*
|
225
|
-
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
|
226
|
-
* On entry, the solution matrix X, as computed by CPBTRS.
|
227
|
-
* On exit, the improved solution matrix X.
|
228
|
-
*
|
229
|
-
* LDX (input) INTEGER
|
230
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
231
|
-
*
|
232
|
-
* FERR (output) REAL array, dimension (NRHS)
|
233
|
-
* The estimated forward error bound for each solution vector
|
234
|
-
* X(j) (the j-th column of the solution matrix X).
|
235
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
236
|
-
* is an estimated upper bound for the magnitude of the largest
|
237
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
238
|
-
* largest element in X(j). The estimate is as reliable as
|
239
|
-
* the estimate for RCOND, and is almost always a slight
|
240
|
-
* overestimate of the true error.
|
241
|
-
*
|
242
|
-
* BERR (output) REAL array, dimension (NRHS)
|
243
|
-
* The componentwise relative backward error of each solution
|
244
|
-
* vector X(j) (i.e., the smallest relative change in
|
245
|
-
* any element of A or B that makes X(j) an exact solution).
|
246
|
-
*
|
247
|
-
* WORK (workspace) COMPLEX array, dimension (2*N)
|
248
|
-
*
|
249
|
-
* RWORK (workspace) REAL array, dimension (N)
|
250
|
-
*
|
251
|
-
* INFO (output) INTEGER
|
252
|
-
* = 0: successful exit
|
253
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
254
|
-
*
|
255
|
-
* Internal Parameters
|
256
|
-
* ===================
|
257
|
-
*
|
258
|
-
* ITMAX is the maximum number of steps of iterative refinement.
|
259
|
-
*
|
260
|
-
|
261
|
-
* =====================================================================
|
262
|
-
*
|
263
|
-
|
264
|
-
|
265
|
-
</PRE>
|
266
|
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<A HREF="#top">go to the page top</A>
|
267
|
-
|
268
|
-
<A NAME="cpbstf"></A>
|
269
|
-
<H2>cpbstf</H2>
|
270
|
-
<PRE>
|
271
|
-
USAGE:
|
272
|
-
info, ab = NumRu::Lapack.cpbstf( uplo, kd, ab, [:usage => usage, :help => help])
|
273
|
-
|
274
|
-
|
275
|
-
FORTRAN MANUAL
|
276
|
-
SUBROUTINE CPBSTF( UPLO, N, KD, AB, LDAB, INFO )
|
277
|
-
|
278
|
-
* Purpose
|
279
|
-
* =======
|
280
|
-
*
|
281
|
-
* CPBSTF computes a split Cholesky factorization of a complex
|
282
|
-
* Hermitian positive definite band matrix A.
|
283
|
-
*
|
284
|
-
* This routine is designed to be used in conjunction with CHBGST.
|
285
|
-
*
|
286
|
-
* The factorization has the form A = S**H*S where S is a band matrix
|
287
|
-
* of the same bandwidth as A and the following structure:
|
288
|
-
*
|
289
|
-
* S = ( U )
|
290
|
-
* ( M L )
|
291
|
-
*
|
292
|
-
* where U is upper triangular of order m = (n+kd)/2, and L is lower
|
293
|
-
* triangular of order n-m.
|
294
|
-
*
|
295
|
-
|
296
|
-
* Arguments
|
297
|
-
* =========
|
298
|
-
*
|
299
|
-
* UPLO (input) CHARACTER*1
|
300
|
-
* = 'U': Upper triangle of A is stored;
|
301
|
-
* = 'L': Lower triangle of A is stored.
|
302
|
-
*
|
303
|
-
* N (input) INTEGER
|
304
|
-
* The order of the matrix A. N >= 0.
|
305
|
-
*
|
306
|
-
* KD (input) INTEGER
|
307
|
-
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
308
|
-
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
309
|
-
*
|
310
|
-
* AB (input/output) COMPLEX array, dimension (LDAB,N)
|
311
|
-
* On entry, the upper or lower triangle of the Hermitian band
|
312
|
-
* matrix A, stored in the first kd+1 rows of the array. The
|
313
|
-
* j-th column of A is stored in the j-th column of the array AB
|
314
|
-
* as follows:
|
315
|
-
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
316
|
-
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
317
|
-
*
|
318
|
-
* On exit, if INFO = 0, the factor S from the split Cholesky
|
319
|
-
* factorization A = S**H*S. See Further Details.
|
320
|
-
*
|
321
|
-
* LDAB (input) INTEGER
|
322
|
-
* The leading dimension of the array AB. LDAB >= KD+1.
|
323
|
-
*
|
324
|
-
* INFO (output) INTEGER
|
325
|
-
* = 0: successful exit
|
326
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
327
|
-
* > 0: if INFO = i, the factorization could not be completed,
|
328
|
-
* because the updated element a(i,i) was negative; the
|
329
|
-
* matrix A is not positive definite.
|
330
|
-
*
|
331
|
-
|
332
|
-
* Further Details
|
333
|
-
* ===============
|
334
|
-
*
|
335
|
-
* The band storage scheme is illustrated by the following example, when
|
336
|
-
* N = 7, KD = 2:
|
337
|
-
*
|
338
|
-
* S = ( s11 s12 s13 )
|
339
|
-
* ( s22 s23 s24 )
|
340
|
-
* ( s33 s34 )
|
341
|
-
* ( s44 )
|
342
|
-
* ( s53 s54 s55 )
|
343
|
-
* ( s64 s65 s66 )
|
344
|
-
* ( s75 s76 s77 )
|
345
|
-
*
|
346
|
-
* If UPLO = 'U', the array AB holds:
|
347
|
-
*
|
348
|
-
* on entry: on exit:
|
349
|
-
*
|
350
|
-
* * * a13 a24 a35 a46 a57 * * s13 s24 s53' s64' s75'
|
351
|
-
* * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54' s65' s76'
|
352
|
-
* a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
|
353
|
-
*
|
354
|
-
* If UPLO = 'L', the array AB holds:
|
355
|
-
*
|
356
|
-
* on entry: on exit:
|
357
|
-
*
|
358
|
-
* a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
|
359
|
-
* a21 a32 a43 a54 a65 a76 * s12' s23' s34' s54 s65 s76 *
|
360
|
-
* a31 a42 a53 a64 a64 * * s13' s24' s53 s64 s75 * *
|
361
|
-
*
|
362
|
-
* Array elements marked * are not used by the routine; s12' denotes
|
363
|
-
* conjg(s12); the diagonal elements of S are real.
|
364
|
-
*
|
365
|
-
* =====================================================================
|
366
|
-
*
|
367
|
-
|
368
|
-
|
369
|
-
</PRE>
|
370
|
-
<A HREF="#top">go to the page top</A>
|
371
|
-
|
372
|
-
<A NAME="cpbsv"></A>
|
373
|
-
<H2>cpbsv</H2>
|
374
|
-
<PRE>
|
375
|
-
USAGE:
|
376
|
-
info, ab, b = NumRu::Lapack.cpbsv( uplo, kd, ab, b, [:usage => usage, :help => help])
|
377
|
-
|
378
|
-
|
379
|
-
FORTRAN MANUAL
|
380
|
-
SUBROUTINE CPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
|
381
|
-
|
382
|
-
* Purpose
|
383
|
-
* =======
|
384
|
-
*
|
385
|
-
* CPBSV computes the solution to a complex system of linear equations
|
386
|
-
* A * X = B,
|
387
|
-
* where A is an N-by-N Hermitian positive definite band matrix and X
|
388
|
-
* and B are N-by-NRHS matrices.
|
389
|
-
*
|
390
|
-
* The Cholesky decomposition is used to factor A as
|
391
|
-
* A = U**H * U, if UPLO = 'U', or
|
392
|
-
* A = L * L**H, if UPLO = 'L',
|
393
|
-
* where U is an upper triangular band matrix, and L is a lower
|
394
|
-
* triangular band matrix, with the same number of superdiagonals or
|
395
|
-
* subdiagonals as A. The factored form of A is then used to solve the
|
396
|
-
* system of equations A * X = B.
|
397
|
-
*
|
398
|
-
|
399
|
-
* Arguments
|
400
|
-
* =========
|
401
|
-
*
|
402
|
-
* UPLO (input) CHARACTER*1
|
403
|
-
* = 'U': Upper triangle of A is stored;
|
404
|
-
* = 'L': Lower triangle of A is stored.
|
405
|
-
*
|
406
|
-
* N (input) INTEGER
|
407
|
-
* The number of linear equations, i.e., the order of the
|
408
|
-
* matrix A. N >= 0.
|
409
|
-
*
|
410
|
-
* KD (input) INTEGER
|
411
|
-
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
412
|
-
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
413
|
-
*
|
414
|
-
* NRHS (input) INTEGER
|
415
|
-
* The number of right hand sides, i.e., the number of columns
|
416
|
-
* of the matrix B. NRHS >= 0.
|
417
|
-
*
|
418
|
-
* AB (input/output) COMPLEX array, dimension (LDAB,N)
|
419
|
-
* On entry, the upper or lower triangle of the Hermitian band
|
420
|
-
* matrix A, stored in the first KD+1 rows of the array. The
|
421
|
-
* j-th column of A is stored in the j-th column of the array AB
|
422
|
-
* as follows:
|
423
|
-
* if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
|
424
|
-
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
|
425
|
-
* See below for further details.
|
426
|
-
*
|
427
|
-
* On exit, if INFO = 0, the triangular factor U or L from the
|
428
|
-
* Cholesky factorization A = U**H*U or A = L*L**H of the band
|
429
|
-
* matrix A, in the same storage format as A.
|
430
|
-
*
|
431
|
-
* LDAB (input) INTEGER
|
432
|
-
* The leading dimension of the array AB. LDAB >= KD+1.
|
433
|
-
*
|
434
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
435
|
-
* On entry, the N-by-NRHS right hand side matrix B.
|
436
|
-
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
437
|
-
*
|
438
|
-
* LDB (input) INTEGER
|
439
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
440
|
-
*
|
441
|
-
* INFO (output) INTEGER
|
442
|
-
* = 0: successful exit
|
443
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
444
|
-
* > 0: if INFO = i, the leading minor of order i of A is not
|
445
|
-
* positive definite, so the factorization could not be
|
446
|
-
* completed, and the solution has not been computed.
|
447
|
-
*
|
448
|
-
|
449
|
-
* Further Details
|
450
|
-
* ===============
|
451
|
-
*
|
452
|
-
* The band storage scheme is illustrated by the following example, when
|
453
|
-
* N = 6, KD = 2, and UPLO = 'U':
|
454
|
-
*
|
455
|
-
* On entry: On exit:
|
456
|
-
*
|
457
|
-
* * * a13 a24 a35 a46 * * u13 u24 u35 u46
|
458
|
-
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
459
|
-
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
460
|
-
*
|
461
|
-
* Similarly, if UPLO = 'L' the format of A is as follows:
|
462
|
-
*
|
463
|
-
* On entry: On exit:
|
464
|
-
*
|
465
|
-
* a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
|
466
|
-
* a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
|
467
|
-
* a31 a42 a53 a64 * * l31 l42 l53 l64 * *
|
468
|
-
*
|
469
|
-
* Array elements marked * are not used by the routine.
|
470
|
-
*
|
471
|
-
* =====================================================================
|
472
|
-
*
|
473
|
-
* .. External Functions ..
|
474
|
-
LOGICAL LSAME
|
475
|
-
EXTERNAL LSAME
|
476
|
-
* ..
|
477
|
-
* .. External Subroutines ..
|
478
|
-
EXTERNAL CPBTRF, CPBTRS, XERBLA
|
479
|
-
* ..
|
480
|
-
* .. Intrinsic Functions ..
|
481
|
-
INTRINSIC MAX
|
482
|
-
* ..
|
483
|
-
|
484
|
-
|
485
|
-
</PRE>
|
486
|
-
<A HREF="#top">go to the page top</A>
|
487
|
-
|
488
|
-
<A NAME="cpbsvx"></A>
|
489
|
-
<H2>cpbsvx</H2>
|
490
|
-
<PRE>
|
491
|
-
USAGE:
|
492
|
-
x, rcond, ferr, berr, info, ab, afb, equed, s, b = NumRu::Lapack.cpbsvx( fact, uplo, kd, ab, afb, equed, s, b, [:usage => usage, :help => help])
|
493
|
-
|
494
|
-
|
495
|
-
FORTRAN MANUAL
|
496
|
-
SUBROUTINE CPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
|
497
|
-
|
498
|
-
* Purpose
|
499
|
-
* =======
|
500
|
-
*
|
501
|
-
* CPBSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to
|
502
|
-
* compute the solution to a complex system of linear equations
|
503
|
-
* A * X = B,
|
504
|
-
* where A is an N-by-N Hermitian positive definite band matrix and X
|
505
|
-
* and B are N-by-NRHS matrices.
|
506
|
-
*
|
507
|
-
* Error bounds on the solution and a condition estimate are also
|
508
|
-
* provided.
|
509
|
-
*
|
510
|
-
* Description
|
511
|
-
* ===========
|
512
|
-
*
|
513
|
-
* The following steps are performed:
|
514
|
-
*
|
515
|
-
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
516
|
-
* the system:
|
517
|
-
* diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
|
518
|
-
* Whether or not the system will be equilibrated depends on the
|
519
|
-
* scaling of the matrix A, but if equilibration is used, A is
|
520
|
-
* overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
|
521
|
-
*
|
522
|
-
* 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
|
523
|
-
* factor the matrix A (after equilibration if FACT = 'E') as
|
524
|
-
* A = U**H * U, if UPLO = 'U', or
|
525
|
-
* A = L * L**H, if UPLO = 'L',
|
526
|
-
* where U is an upper triangular band matrix, and L is a lower
|
527
|
-
* triangular band matrix.
|
528
|
-
*
|
529
|
-
* 3. If the leading i-by-i principal minor is not positive definite,
|
530
|
-
* then the routine returns with INFO = i. Otherwise, the factored
|
531
|
-
* form of A is used to estimate the condition number of the matrix
|
532
|
-
* A. If the reciprocal of the condition number is less than machine
|
533
|
-
* precision, INFO = N+1 is returned as a warning, but the routine
|
534
|
-
* still goes on to solve for X and compute error bounds as
|
535
|
-
* described below.
|
536
|
-
*
|
537
|
-
* 4. The system of equations is solved for X using the factored form
|
538
|
-
* of A.
|
539
|
-
*
|
540
|
-
* 5. Iterative refinement is applied to improve the computed solution
|
541
|
-
* matrix and calculate error bounds and backward error estimates
|
542
|
-
* for it.
|
543
|
-
*
|
544
|
-
* 6. If equilibration was used, the matrix X is premultiplied by
|
545
|
-
* diag(S) so that it solves the original system before
|
546
|
-
* equilibration.
|
547
|
-
*
|
548
|
-
|
549
|
-
* Arguments
|
550
|
-
* =========
|
551
|
-
*
|
552
|
-
* FACT (input) CHARACTER*1
|
553
|
-
* Specifies whether or not the factored form of the matrix A is
|
554
|
-
* supplied on entry, and if not, whether the matrix A should be
|
555
|
-
* equilibrated before it is factored.
|
556
|
-
* = 'F': On entry, AFB contains the factored form of A.
|
557
|
-
* If EQUED = 'Y', the matrix A has been equilibrated
|
558
|
-
* with scaling factors given by S. AB and AFB will not
|
559
|
-
* be modified.
|
560
|
-
* = 'N': The matrix A will be copied to AFB and factored.
|
561
|
-
* = 'E': The matrix A will be equilibrated if necessary, then
|
562
|
-
* copied to AFB and factored.
|
563
|
-
*
|
564
|
-
* UPLO (input) CHARACTER*1
|
565
|
-
* = 'U': Upper triangle of A is stored;
|
566
|
-
* = 'L': Lower triangle of A is stored.
|
567
|
-
*
|
568
|
-
* N (input) INTEGER
|
569
|
-
* The number of linear equations, i.e., the order of the
|
570
|
-
* matrix A. N >= 0.
|
571
|
-
*
|
572
|
-
* KD (input) INTEGER
|
573
|
-
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
574
|
-
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
575
|
-
*
|
576
|
-
* NRHS (input) INTEGER
|
577
|
-
* The number of right-hand sides, i.e., the number of columns
|
578
|
-
* of the matrices B and X. NRHS >= 0.
|
579
|
-
*
|
580
|
-
* AB (input/output) COMPLEX array, dimension (LDAB,N)
|
581
|
-
* On entry, the upper or lower triangle of the Hermitian band
|
582
|
-
* matrix A, stored in the first KD+1 rows of the array, except
|
583
|
-
* if FACT = 'F' and EQUED = 'Y', then A must contain the
|
584
|
-
* equilibrated matrix diag(S)*A*diag(S). The j-th column of A
|
585
|
-
* is stored in the j-th column of the array AB as follows:
|
586
|
-
* if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
|
587
|
-
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
|
588
|
-
* See below for further details.
|
589
|
-
*
|
590
|
-
* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
|
591
|
-
* diag(S)*A*diag(S).
|
592
|
-
*
|
593
|
-
* LDAB (input) INTEGER
|
594
|
-
* The leading dimension of the array A. LDAB >= KD+1.
|
595
|
-
*
|
596
|
-
* AFB (input or output) COMPLEX array, dimension (LDAFB,N)
|
597
|
-
* If FACT = 'F', then AFB is an input argument and on entry
|
598
|
-
* contains the triangular factor U or L from the Cholesky
|
599
|
-
* factorization A = U**H*U or A = L*L**H of the band matrix
|
600
|
-
* A, in the same storage format as A (see AB). If EQUED = 'Y',
|
601
|
-
* then AFB is the factored form of the equilibrated matrix A.
|
602
|
-
*
|
603
|
-
* If FACT = 'N', then AFB is an output argument and on exit
|
604
|
-
* returns the triangular factor U or L from the Cholesky
|
605
|
-
* factorization A = U**H*U or A = L*L**H.
|
606
|
-
*
|
607
|
-
* If FACT = 'E', then AFB is an output argument and on exit
|
608
|
-
* returns the triangular factor U or L from the Cholesky
|
609
|
-
* factorization A = U**H*U or A = L*L**H of the equilibrated
|
610
|
-
* matrix A (see the description of A for the form of the
|
611
|
-
* equilibrated matrix).
|
612
|
-
*
|
613
|
-
* LDAFB (input) INTEGER
|
614
|
-
* The leading dimension of the array AFB. LDAFB >= KD+1.
|
615
|
-
*
|
616
|
-
* EQUED (input or output) CHARACTER*1
|
617
|
-
* Specifies the form of equilibration that was done.
|
618
|
-
* = 'N': No equilibration (always true if FACT = 'N').
|
619
|
-
* = 'Y': Equilibration was done, i.e., A has been replaced by
|
620
|
-
* diag(S) * A * diag(S).
|
621
|
-
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
622
|
-
* output argument.
|
623
|
-
*
|
624
|
-
* S (input or output) REAL array, dimension (N)
|
625
|
-
* The scale factors for A; not accessed if EQUED = 'N'. S is
|
626
|
-
* an input argument if FACT = 'F'; otherwise, S is an output
|
627
|
-
* argument. If FACT = 'F' and EQUED = 'Y', each element of S
|
628
|
-
* must be positive.
|
629
|
-
*
|
630
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
631
|
-
* On entry, the N-by-NRHS right hand side matrix B.
|
632
|
-
* On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
|
633
|
-
* B is overwritten by diag(S) * B.
|
634
|
-
*
|
635
|
-
* LDB (input) INTEGER
|
636
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
637
|
-
*
|
638
|
-
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
639
|
-
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
|
640
|
-
* the original system of equations. Note that if EQUED = 'Y',
|
641
|
-
* A and B are modified on exit, and the solution to the
|
642
|
-
* equilibrated system is inv(diag(S))*X.
|
643
|
-
*
|
644
|
-
* LDX (input) INTEGER
|
645
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
646
|
-
*
|
647
|
-
* RCOND (output) REAL
|
648
|
-
* The estimate of the reciprocal condition number of the matrix
|
649
|
-
* A after equilibration (if done). If RCOND is less than the
|
650
|
-
* machine precision (in particular, if RCOND = 0), the matrix
|
651
|
-
* is singular to working precision. This condition is
|
652
|
-
* indicated by a return code of INFO > 0.
|
653
|
-
*
|
654
|
-
* FERR (output) REAL array, dimension (NRHS)
|
655
|
-
* The estimated forward error bound for each solution vector
|
656
|
-
* X(j) (the j-th column of the solution matrix X).
|
657
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
658
|
-
* is an estimated upper bound for the magnitude of the largest
|
659
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
660
|
-
* largest element in X(j). The estimate is as reliable as
|
661
|
-
* the estimate for RCOND, and is almost always a slight
|
662
|
-
* overestimate of the true error.
|
663
|
-
*
|
664
|
-
* BERR (output) REAL array, dimension (NRHS)
|
665
|
-
* The componentwise relative backward error of each solution
|
666
|
-
* vector X(j) (i.e., the smallest relative change in
|
667
|
-
* any element of A or B that makes X(j) an exact solution).
|
668
|
-
*
|
669
|
-
* WORK (workspace) COMPLEX array, dimension (2*N)
|
670
|
-
*
|
671
|
-
* RWORK (workspace) REAL array, dimension (N)
|
672
|
-
*
|
673
|
-
* INFO (output) INTEGER
|
674
|
-
* = 0: successful exit
|
675
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
676
|
-
* > 0: if INFO = i, and i is
|
677
|
-
* <= N: the leading minor of order i of A is
|
678
|
-
* not positive definite, so the factorization
|
679
|
-
* could not be completed, and the solution has not
|
680
|
-
* been computed. RCOND = 0 is returned.
|
681
|
-
* = N+1: U is nonsingular, but RCOND is less than machine
|
682
|
-
* precision, meaning that the matrix is singular
|
683
|
-
* to working precision. Nevertheless, the
|
684
|
-
* solution and error bounds are computed because
|
685
|
-
* there are a number of situations where the
|
686
|
-
* computed solution can be more accurate than the
|
687
|
-
* value of RCOND would suggest.
|
688
|
-
*
|
689
|
-
|
690
|
-
* Further Details
|
691
|
-
* ===============
|
692
|
-
*
|
693
|
-
* The band storage scheme is illustrated by the following example, when
|
694
|
-
* N = 6, KD = 2, and UPLO = 'U':
|
695
|
-
*
|
696
|
-
* Two-dimensional storage of the Hermitian matrix A:
|
697
|
-
*
|
698
|
-
* a11 a12 a13
|
699
|
-
* a22 a23 a24
|
700
|
-
* a33 a34 a35
|
701
|
-
* a44 a45 a46
|
702
|
-
* a55 a56
|
703
|
-
* (aij=conjg(aji)) a66
|
704
|
-
*
|
705
|
-
* Band storage of the upper triangle of A:
|
706
|
-
*
|
707
|
-
* * * a13 a24 a35 a46
|
708
|
-
* * a12 a23 a34 a45 a56
|
709
|
-
* a11 a22 a33 a44 a55 a66
|
710
|
-
*
|
711
|
-
* Similarly, if UPLO = 'L' the format of A is as follows:
|
712
|
-
*
|
713
|
-
* a11 a22 a33 a44 a55 a66
|
714
|
-
* a21 a32 a43 a54 a65 *
|
715
|
-
* a31 a42 a53 a64 * *
|
716
|
-
*
|
717
|
-
* Array elements marked * are not used by the routine.
|
718
|
-
*
|
719
|
-
* =====================================================================
|
720
|
-
*
|
721
|
-
|
722
|
-
|
723
|
-
</PRE>
|
724
|
-
<A HREF="#top">go to the page top</A>
|
725
|
-
|
726
|
-
<A NAME="cpbtf2"></A>
|
727
|
-
<H2>cpbtf2</H2>
|
728
|
-
<PRE>
|
729
|
-
USAGE:
|
730
|
-
info, ab = NumRu::Lapack.cpbtf2( uplo, kd, ab, [:usage => usage, :help => help])
|
731
|
-
|
732
|
-
|
733
|
-
FORTRAN MANUAL
|
734
|
-
SUBROUTINE CPBTF2( UPLO, N, KD, AB, LDAB, INFO )
|
735
|
-
|
736
|
-
* Purpose
|
737
|
-
* =======
|
738
|
-
*
|
739
|
-
* CPBTF2 computes the Cholesky factorization of a complex Hermitian
|
740
|
-
* positive definite band matrix A.
|
741
|
-
*
|
742
|
-
* The factorization has the form
|
743
|
-
* A = U' * U , if UPLO = 'U', or
|
744
|
-
* A = L * L', if UPLO = 'L',
|
745
|
-
* where U is an upper triangular matrix, U' is the conjugate transpose
|
746
|
-
* of U, and L is lower triangular.
|
747
|
-
*
|
748
|
-
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
749
|
-
*
|
750
|
-
|
751
|
-
* Arguments
|
752
|
-
* =========
|
753
|
-
*
|
754
|
-
* UPLO (input) CHARACTER*1
|
755
|
-
* Specifies whether the upper or lower triangular part of the
|
756
|
-
* Hermitian matrix A is stored:
|
757
|
-
* = 'U': Upper triangular
|
758
|
-
* = 'L': Lower triangular
|
759
|
-
*
|
760
|
-
* N (input) INTEGER
|
761
|
-
* The order of the matrix A. N >= 0.
|
762
|
-
*
|
763
|
-
* KD (input) INTEGER
|
764
|
-
* The number of super-diagonals of the matrix A if UPLO = 'U',
|
765
|
-
* or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
|
766
|
-
*
|
767
|
-
* AB (input/output) COMPLEX array, dimension (LDAB,N)
|
768
|
-
* On entry, the upper or lower triangle of the Hermitian band
|
769
|
-
* matrix A, stored in the first KD+1 rows of the array. The
|
770
|
-
* j-th column of A is stored in the j-th column of the array AB
|
771
|
-
* as follows:
|
772
|
-
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
773
|
-
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
774
|
-
*
|
775
|
-
* On exit, if INFO = 0, the triangular factor U or L from the
|
776
|
-
* Cholesky factorization A = U'*U or A = L*L' of the band
|
777
|
-
* matrix A, in the same storage format as A.
|
778
|
-
*
|
779
|
-
* LDAB (input) INTEGER
|
780
|
-
* The leading dimension of the array AB. LDAB >= KD+1.
|
781
|
-
*
|
782
|
-
* INFO (output) INTEGER
|
783
|
-
* = 0: successful exit
|
784
|
-
* < 0: if INFO = -k, the k-th argument had an illegal value
|
785
|
-
* > 0: if INFO = k, the leading minor of order k is not
|
786
|
-
* positive definite, and the factorization could not be
|
787
|
-
* completed.
|
788
|
-
*
|
789
|
-
|
790
|
-
* Further Details
|
791
|
-
* ===============
|
792
|
-
*
|
793
|
-
* The band storage scheme is illustrated by the following example, when
|
794
|
-
* N = 6, KD = 2, and UPLO = 'U':
|
795
|
-
*
|
796
|
-
* On entry: On exit:
|
797
|
-
*
|
798
|
-
* * * a13 a24 a35 a46 * * u13 u24 u35 u46
|
799
|
-
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
800
|
-
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
801
|
-
*
|
802
|
-
* Similarly, if UPLO = 'L' the format of A is as follows:
|
803
|
-
*
|
804
|
-
* On entry: On exit:
|
805
|
-
*
|
806
|
-
* a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
|
807
|
-
* a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
|
808
|
-
* a31 a42 a53 a64 * * l31 l42 l53 l64 * *
|
809
|
-
*
|
810
|
-
* Array elements marked * are not used by the routine.
|
811
|
-
*
|
812
|
-
* =====================================================================
|
813
|
-
*
|
814
|
-
|
815
|
-
|
816
|
-
</PRE>
|
817
|
-
<A HREF="#top">go to the page top</A>
|
818
|
-
|
819
|
-
<A NAME="cpbtrf"></A>
|
820
|
-
<H2>cpbtrf</H2>
|
821
|
-
<PRE>
|
822
|
-
USAGE:
|
823
|
-
info, ab = NumRu::Lapack.cpbtrf( uplo, kd, ab, [:usage => usage, :help => help])
|
824
|
-
|
825
|
-
|
826
|
-
FORTRAN MANUAL
|
827
|
-
SUBROUTINE CPBTRF( UPLO, N, KD, AB, LDAB, INFO )
|
828
|
-
|
829
|
-
* Purpose
|
830
|
-
* =======
|
831
|
-
*
|
832
|
-
* CPBTRF computes the Cholesky factorization of a complex Hermitian
|
833
|
-
* positive definite band matrix A.
|
834
|
-
*
|
835
|
-
* The factorization has the form
|
836
|
-
* A = U**H * U, if UPLO = 'U', or
|
837
|
-
* A = L * L**H, if UPLO = 'L',
|
838
|
-
* where U is an upper triangular matrix and L is lower triangular.
|
839
|
-
*
|
840
|
-
|
841
|
-
* Arguments
|
842
|
-
* =========
|
843
|
-
*
|
844
|
-
* UPLO (input) CHARACTER*1
|
845
|
-
* = 'U': Upper triangle of A is stored;
|
846
|
-
* = 'L': Lower triangle of A is stored.
|
847
|
-
*
|
848
|
-
* N (input) INTEGER
|
849
|
-
* The order of the matrix A. N >= 0.
|
850
|
-
*
|
851
|
-
* KD (input) INTEGER
|
852
|
-
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
853
|
-
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
854
|
-
*
|
855
|
-
* AB (input/output) COMPLEX array, dimension (LDAB,N)
|
856
|
-
* On entry, the upper or lower triangle of the Hermitian band
|
857
|
-
* matrix A, stored in the first KD+1 rows of the array. The
|
858
|
-
* j-th column of A is stored in the j-th column of the array AB
|
859
|
-
* as follows:
|
860
|
-
* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
|
861
|
-
* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
|
862
|
-
*
|
863
|
-
* On exit, if INFO = 0, the triangular factor U or L from the
|
864
|
-
* Cholesky factorization A = U**H*U or A = L*L**H of the band
|
865
|
-
* matrix A, in the same storage format as A.
|
866
|
-
*
|
867
|
-
* LDAB (input) INTEGER
|
868
|
-
* The leading dimension of the array AB. LDAB >= KD+1.
|
869
|
-
*
|
870
|
-
* INFO (output) INTEGER
|
871
|
-
* = 0: successful exit
|
872
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
873
|
-
* > 0: if INFO = i, the leading minor of order i is not
|
874
|
-
* positive definite, and the factorization could not be
|
875
|
-
* completed.
|
876
|
-
*
|
877
|
-
|
878
|
-
* Further Details
|
879
|
-
* ===============
|
880
|
-
*
|
881
|
-
* The band storage scheme is illustrated by the following example, when
|
882
|
-
* N = 6, KD = 2, and UPLO = 'U':
|
883
|
-
*
|
884
|
-
* On entry: On exit:
|
885
|
-
*
|
886
|
-
* * * a13 a24 a35 a46 * * u13 u24 u35 u46
|
887
|
-
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
888
|
-
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
889
|
-
*
|
890
|
-
* Similarly, if UPLO = 'L' the format of A is as follows:
|
891
|
-
*
|
892
|
-
* On entry: On exit:
|
893
|
-
*
|
894
|
-
* a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
|
895
|
-
* a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
|
896
|
-
* a31 a42 a53 a64 * * l31 l42 l53 l64 * *
|
897
|
-
*
|
898
|
-
* Array elements marked * are not used by the routine.
|
899
|
-
*
|
900
|
-
* Contributed by
|
901
|
-
* Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
|
902
|
-
*
|
903
|
-
* =====================================================================
|
904
|
-
*
|
905
|
-
|
906
|
-
|
907
|
-
</PRE>
|
908
|
-
<A HREF="#top">go to the page top</A>
|
909
|
-
|
910
|
-
<A NAME="cpbtrs"></A>
|
911
|
-
<H2>cpbtrs</H2>
|
912
|
-
<PRE>
|
913
|
-
USAGE:
|
914
|
-
info, b = NumRu::Lapack.cpbtrs( uplo, kd, ab, b, [:usage => usage, :help => help])
|
915
|
-
|
916
|
-
|
917
|
-
FORTRAN MANUAL
|
918
|
-
SUBROUTINE CPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
|
919
|
-
|
920
|
-
* Purpose
|
921
|
-
* =======
|
922
|
-
*
|
923
|
-
* CPBTRS solves a system of linear equations A*X = B with a Hermitian
|
924
|
-
* positive definite band matrix A using the Cholesky factorization
|
925
|
-
* A = U**H*U or A = L*L**H computed by CPBTRF.
|
926
|
-
*
|
927
|
-
|
928
|
-
* Arguments
|
929
|
-
* =========
|
930
|
-
*
|
931
|
-
* UPLO (input) CHARACTER*1
|
932
|
-
* = 'U': Upper triangular factor stored in AB;
|
933
|
-
* = 'L': Lower triangular factor stored in AB.
|
934
|
-
*
|
935
|
-
* N (input) INTEGER
|
936
|
-
* The order of the matrix A. N >= 0.
|
937
|
-
*
|
938
|
-
* KD (input) INTEGER
|
939
|
-
* The number of superdiagonals of the matrix A if UPLO = 'U',
|
940
|
-
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
|
941
|
-
*
|
942
|
-
* NRHS (input) INTEGER
|
943
|
-
* The number of right hand sides, i.e., the number of columns
|
944
|
-
* of the matrix B. NRHS >= 0.
|
945
|
-
*
|
946
|
-
* AB (input) COMPLEX array, dimension (LDAB,N)
|
947
|
-
* The triangular factor U or L from the Cholesky factorization
|
948
|
-
* A = U**H*U or A = L*L**H of the band matrix A, stored in the
|
949
|
-
* first KD+1 rows of the array. The j-th column of U or L is
|
950
|
-
* stored in the j-th column of the array AB as follows:
|
951
|
-
* if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
|
952
|
-
* if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
|
953
|
-
*
|
954
|
-
* LDAB (input) INTEGER
|
955
|
-
* The leading dimension of the array AB. LDAB >= KD+1.
|
956
|
-
*
|
957
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
958
|
-
* On entry, the right hand side matrix B.
|
959
|
-
* On exit, the solution matrix X.
|
960
|
-
*
|
961
|
-
* LDB (input) INTEGER
|
962
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
963
|
-
*
|
964
|
-
* INFO (output) INTEGER
|
965
|
-
* = 0: successful exit
|
966
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
967
|
-
*
|
968
|
-
|
969
|
-
* =====================================================================
|
970
|
-
*
|
971
|
-
* .. Local Scalars ..
|
972
|
-
LOGICAL UPPER
|
973
|
-
INTEGER J
|
974
|
-
* ..
|
975
|
-
* .. External Functions ..
|
976
|
-
LOGICAL LSAME
|
977
|
-
EXTERNAL LSAME
|
978
|
-
* ..
|
979
|
-
* .. External Subroutines ..
|
980
|
-
EXTERNAL CTBSV, XERBLA
|
981
|
-
* ..
|
982
|
-
* .. Intrinsic Functions ..
|
983
|
-
INTRINSIC MAX
|
984
|
-
* ..
|
985
|
-
|
986
|
-
|
987
|
-
</PRE>
|
988
|
-
<A HREF="#top">go to the page top</A>
|
989
|
-
|
990
|
-
<HR />
|
991
|
-
<A HREF="c.html">back to matrix types</A><BR>
|
992
|
-
<A HREF="c.html">back to data types</A>
|
993
|
-
</BODY>
|
994
|
-
</HTML>
|