ruby-lapack 1.4.1a → 1.5
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- data/Rakefile +1 -2
- data/ext/cbbcsd.c +34 -34
- data/ext/cbdsqr.c +20 -20
- data/ext/cgbbrd.c +12 -12
- data/ext/cgbcon.c +13 -13
- data/ext/cgbequ.c +3 -3
- data/ext/cgbequb.c +2 -2
- data/ext/cgbrfs.c +22 -22
- data/ext/cgbrfsx.c +43 -43
- data/ext/cgbsv.c +2 -2
- data/ext/cgbsvx.c +25 -25
- data/ext/cgbsvxx.c +36 -36
- data/ext/cgbtf2.c +3 -3
- data/ext/cgbtrf.c +3 -3
- data/ext/cgbtrs.c +11 -11
- data/ext/cgebak.c +11 -11
- data/ext/cgebal.c +1 -1
- data/ext/cgebd2.c +1 -1
- data/ext/cgebrd.c +1 -1
- data/ext/cgecon.c +1 -1
- data/ext/cgees.c +3 -3
- data/ext/cgeesx.c +4 -4
- data/ext/cgeev.c +4 -4
- data/ext/cgeevx.c +5 -5
- data/ext/cgegs.c +2 -2
- data/ext/cgegv.c +3 -3
- data/ext/cgehd2.c +1 -1
- data/ext/cgehrd.c +2 -2
- data/ext/cgelqf.c +6 -6
- data/ext/cgels.c +2 -2
- data/ext/cgelsd.c +9 -9
- data/ext/cgelss.c +2 -2
- data/ext/cgelsx.c +12 -12
- data/ext/cgelsy.c +12 -12
- data/ext/cgeql2.c +1 -1
- data/ext/cgeqlf.c +1 -1
- data/ext/cgeqp3.c +11 -11
- data/ext/cgeqpf.c +11 -11
- data/ext/cgeqr2.c +1 -1
- data/ext/cgeqr2p.c +1 -1
- data/ext/cgeqrf.c +1 -1
- data/ext/cgeqrfp.c +1 -1
- data/ext/cgerfs.c +31 -31
- data/ext/cgerfsx.c +25 -25
- data/ext/cgerqf.c +6 -6
- data/ext/cgesc2.c +13 -13
- data/ext/cgesdd.c +3 -3
- data/ext/cgesvd.c +4 -4
- data/ext/cgesvx.c +32 -32
- data/ext/cgesvxx.c +26 -26
- data/ext/cgetf2.c +1 -1
- data/ext/cgetrf.c +1 -1
- data/ext/cgetri.c +10 -10
- data/ext/cgetrs.c +10 -10
- data/ext/cggbak.c +11 -11
- data/ext/cggbal.c +11 -11
- data/ext/cgges.c +15 -15
- data/ext/cggesx.c +6 -6
- data/ext/cggev.c +3 -3
- data/ext/cggevx.c +5 -5
- data/ext/cgghrd.c +14 -14
- data/ext/cggqrf.c +9 -9
- data/ext/cggrqf.c +1 -1
- data/ext/cggsvd.c +3 -3
- data/ext/cggsvp.c +4 -4
- data/ext/cgtcon.c +20 -20
- data/ext/cgtrfs.c +48 -48
- data/ext/cgtsv.c +8 -8
- data/ext/cgtsvx.c +55 -55
- data/ext/cgttrs.c +19 -19
- data/ext/cgtts2.c +20 -20
- data/ext/chbev.c +3 -3
- data/ext/chbevd.c +9 -9
- data/ext/chbevx.c +7 -7
- data/ext/chbgst.c +15 -15
- data/ext/chbgv.c +15 -15
- data/ext/chbgvd.c +20 -20
- data/ext/chbgvx.c +9 -9
- data/ext/chbtrd.c +13 -13
- data/ext/checon.c +12 -12
- data/ext/cheequb.c +1 -1
- data/ext/cheev.c +2 -2
- data/ext/cheevd.c +7 -7
- data/ext/cheevr.c +12 -12
- data/ext/cheevx.c +7 -7
- data/ext/chegs2.c +2 -2
- data/ext/chegst.c +2 -2
- data/ext/chegv.c +13 -13
- data/ext/chegvd.c +18 -18
- data/ext/chegvx.c +19 -19
- data/ext/cherfs.c +31 -31
- data/ext/cherfsx.c +43 -43
- data/ext/chesv.c +10 -10
- data/ext/chesvx.c +15 -15
- data/ext/chesvxx.c +41 -41
- data/ext/chetd2.c +1 -1
- data/ext/chetf2.c +1 -1
- data/ext/chetrd.c +2 -2
- data/ext/chetrf.c +2 -2
- data/ext/chetri.c +1 -1
- data/ext/chetrs.c +10 -10
- data/ext/chetrs2.c +10 -10
- data/ext/chfrk.c +6 -6
- data/ext/chgeqz.c +27 -27
- data/ext/chpcon.c +1 -1
- data/ext/chpev.c +2 -2
- data/ext/chpevd.c +2 -2
- data/ext/chpevx.c +7 -7
- data/ext/chpgst.c +10 -10
- data/ext/chpgv.c +2 -2
- data/ext/chpgvd.c +11 -11
- data/ext/chpgvx.c +8 -8
- data/ext/chprfs.c +10 -10
- data/ext/chpsv.c +1 -1
- data/ext/chpsvx.c +20 -20
- data/ext/chptrd.c +1 -1
- data/ext/chptrf.c +1 -1
- data/ext/chptri.c +1 -1
- data/ext/chptrs.c +1 -1
- data/ext/chsein.c +21 -21
- data/ext/chseqr.c +4 -4
- data/ext/cla_gbamv.c +14 -14
- data/ext/cla_gbrcond_c.c +33 -33
- data/ext/cla_gbrcond_x.c +32 -32
- data/ext/cla_gbrfsx_extended.c +75 -75
- data/ext/cla_gbrpvgrw.c +13 -13
- data/ext/cla_geamv.c +6 -6
- data/ext/cla_gercond_c.c +31 -31
- data/ext/cla_gercond_x.c +30 -30
- data/ext/cla_gerfsx_extended.c +81 -81
- data/ext/cla_heamv.c +12 -12
- data/ext/cla_hercond_c.c +31 -31
- data/ext/cla_hercond_x.c +30 -30
- data/ext/cla_herfsx_extended.c +82 -82
- data/ext/cla_herpvgrw.c +14 -14
- data/ext/cla_lin_berr.c +14 -14
- data/ext/cla_porcond_c.c +23 -23
- data/ext/cla_porcond_x.c +22 -22
- data/ext/cla_porfsx_extended.c +74 -74
- data/ext/cla_porpvgrw.c +2 -2
- data/ext/cla_rpvgrw.c +12 -12
- data/ext/cla_syamv.c +13 -13
- data/ext/cla_syrcond_c.c +31 -31
- data/ext/cla_syrcond_x.c +30 -30
- data/ext/cla_syrfsx_extended.c +82 -82
- data/ext/cla_syrpvgrw.c +14 -14
- data/ext/cla_wwaddw.c +11 -11
- data/ext/clabrd.c +2 -2
- data/ext/clacn2.c +2 -2
- data/ext/clacp2.c +1 -1
- data/ext/clacpy.c +1 -1
- data/ext/clacrm.c +11 -11
- data/ext/clacrt.c +12 -12
- data/ext/claed7.c +42 -42
- data/ext/claed8.c +27 -27
- data/ext/claein.c +14 -14
- data/ext/clags2.c +5 -5
- data/ext/clagtm.c +21 -21
- data/ext/clahef.c +1 -1
- data/ext/clahqr.c +6 -6
- data/ext/clahr2.c +1 -1
- data/ext/clahrd.c +1 -1
- data/ext/claic1.c +12 -12
- data/ext/clals0.c +37 -37
- data/ext/clalsa.c +72 -72
- data/ext/clalsd.c +4 -4
- data/ext/clangb.c +3 -3
- data/ext/clange.c +1 -1
- data/ext/clangt.c +10 -10
- data/ext/clanhb.c +2 -2
- data/ext/clanhe.c +1 -1
- data/ext/clanhf.c +3 -3
- data/ext/clanhp.c +2 -2
- data/ext/clanhs.c +1 -1
- data/ext/clanht.c +1 -1
- data/ext/clansb.c +2 -2
- data/ext/clansp.c +2 -2
- data/ext/clansy.c +1 -1
- data/ext/clantb.c +3 -3
- data/ext/clantp.c +2 -2
- data/ext/clantr.c +3 -3
- data/ext/clapll.c +10 -10
- data/ext/clapmr.c +1 -1
- data/ext/clapmt.c +11 -11
- data/ext/claqgb.c +2 -2
- data/ext/claqge.c +10 -10
- data/ext/claqhb.c +2 -2
- data/ext/claqhe.c +12 -12
- data/ext/claqhp.c +2 -2
- data/ext/claqp2.c +10 -10
- data/ext/claqps.c +20 -20
- data/ext/claqr0.c +3 -3
- data/ext/claqr1.c +4 -4
- data/ext/claqr2.c +18 -18
- data/ext/claqr3.c +18 -18
- data/ext/claqr4.c +3 -3
- data/ext/claqr5.c +21 -21
- data/ext/claqsb.c +13 -13
- data/ext/claqsp.c +2 -2
- data/ext/claqsy.c +12 -12
- data/ext/clar1v.c +15 -15
- data/ext/clar2v.c +19 -19
- data/ext/clarf.c +2 -2
- data/ext/clarfb.c +16 -16
- data/ext/clarfg.c +1 -1
- data/ext/clarfgp.c +1 -1
- data/ext/clarft.c +2 -2
- data/ext/clarfx.c +3 -3
- data/ext/clargv.c +2 -2
- data/ext/clarnv.c +1 -1
- data/ext/clarrv.c +40 -40
- data/ext/clarscl2.c +8 -8
- data/ext/clartv.c +20 -20
- data/ext/clarz.c +11 -11
- data/ext/clarzb.c +14 -14
- data/ext/clarzt.c +2 -2
- data/ext/clascl.c +4 -4
- data/ext/clascl2.c +8 -8
- data/ext/claset.c +4 -4
- data/ext/clasr.c +2 -2
- data/ext/classq.c +2 -2
- data/ext/claswp.c +2 -2
- data/ext/clasyf.c +1 -1
- data/ext/clatbs.c +14 -14
- data/ext/clatdf.c +21 -21
- data/ext/clatps.c +12 -12
- data/ext/clatrd.c +1 -1
- data/ext/clatrs.c +15 -15
- data/ext/clatrz.c +1 -1
- data/ext/clatzm.c +3 -3
- data/ext/clauu2.c +1 -1
- data/ext/clauum.c +1 -1
- data/ext/cpbcon.c +3 -3
- data/ext/cpbequ.c +1 -1
- data/ext/cpbrfs.c +12 -12
- data/ext/cpbstf.c +1 -1
- data/ext/cpbsv.c +1 -1
- data/ext/cpbsvx.c +23 -23
- data/ext/cpbtf2.c +1 -1
- data/ext/cpbtrf.c +1 -1
- data/ext/cpbtrs.c +1 -1
- data/ext/cpftrf.c +2 -2
- data/ext/cpftri.c +2 -2
- data/ext/cpftrs.c +2 -2
- data/ext/cpocon.c +1 -1
- data/ext/cporfs.c +23 -23
- data/ext/cporfsx.c +22 -22
- data/ext/cposv.c +9 -9
- data/ext/cposvx.c +12 -12
- data/ext/cposvxx.c +20 -20
- data/ext/cpotf2.c +1 -1
- data/ext/cpotrf.c +1 -1
- data/ext/cpotri.c +1 -1
- data/ext/cpotrs.c +9 -9
- data/ext/cppcon.c +1 -1
- data/ext/cppequ.c +1 -1
- data/ext/cpprfs.c +20 -20
- data/ext/cppsv.c +1 -1
- data/ext/cppsvx.c +12 -12
- data/ext/cpptrf.c +1 -1
- data/ext/cpptri.c +1 -1
- data/ext/cpptrs.c +1 -1
- data/ext/cpstf2.c +2 -2
- data/ext/cpstrf.c +2 -2
- data/ext/cptcon.c +1 -1
- data/ext/cpteqr.c +10 -10
- data/ext/cptrfs.c +12 -12
- data/ext/cptsv.c +8 -8
- data/ext/cptsvx.c +19 -19
- data/ext/cpttrs.c +1 -1
- data/ext/cptts2.c +1 -1
- data/ext/crot.c +11 -11
- data/ext/cspcon.c +1 -1
- data/ext/cspmv.c +3 -3
- data/ext/cspr.c +11 -11
- data/ext/csprfs.c +10 -10
- data/ext/cspsv.c +1 -1
- data/ext/cspsvx.c +20 -20
- data/ext/csptrf.c +1 -1
- data/ext/csptri.c +1 -1
- data/ext/csptrs.c +1 -1
- data/ext/csrscl.c +2 -2
- data/ext/cstedc.c +10 -10
- data/ext/cstegr.c +18 -18
- data/ext/cstein.c +14 -14
- data/ext/cstemr.c +22 -22
- data/ext/csteqr.c +10 -10
- data/ext/csycon.c +12 -12
- data/ext/csyconv.c +12 -12
- data/ext/csyequb.c +1 -1
- data/ext/csymv.c +13 -13
- data/ext/csyr.c +4 -4
- data/ext/csyrfs.c +31 -31
- data/ext/csyrfsx.c +43 -43
- data/ext/csysv.c +10 -10
- data/ext/csysvx.c +15 -15
- data/ext/csysvxx.c +41 -41
- data/ext/csyswapr.c +2 -2
- data/ext/csytf2.c +1 -1
- data/ext/csytrf.c +2 -2
- data/ext/csytri.c +1 -1
- data/ext/csytri2.c +3 -3
- data/ext/csytri2x.c +2 -2
- data/ext/csytrs.c +10 -10
- data/ext/csytrs2.c +10 -10
- data/ext/ctbcon.c +3 -3
- data/ext/ctbrfs.c +14 -14
- data/ext/ctbtrs.c +2 -2
- data/ext/ctfsm.c +5 -5
- data/ext/ctftri.c +1 -1
- data/ext/ctfttp.c +1 -1
- data/ext/ctfttr.c +1 -1
- data/ext/ctgevc.c +32 -32
- data/ext/ctgex2.c +14 -14
- data/ext/ctgexc.c +25 -25
- data/ext/ctgsen.c +37 -37
- data/ext/ctgsja.c +26 -26
- data/ext/ctgsna.c +24 -24
- data/ext/ctgsy2.c +22 -22
- data/ext/ctgsyl.c +42 -42
- data/ext/ctpcon.c +2 -2
- data/ext/ctprfs.c +13 -13
- data/ext/ctptri.c +1 -1
- data/ext/ctptrs.c +3 -3
- data/ext/ctpttf.c +1 -1
- data/ext/ctpttr.c +1 -1
- data/ext/ctrcon.c +3 -3
- data/ext/ctrevc.c +12 -12
- data/ext/ctrexc.c +1 -1
- data/ext/ctrrfs.c +11 -11
- data/ext/ctrsen.c +13 -13
- data/ext/ctrsna.c +20 -20
- data/ext/ctrsyl.c +11 -11
- data/ext/ctrti2.c +1 -1
- data/ext/ctrtri.c +1 -1
- data/ext/ctrtrs.c +10 -10
- data/ext/ctrttf.c +1 -1
- data/ext/ctrttp.c +1 -1
- data/ext/cunbdb.c +15 -15
- data/ext/cuncsd.c +27 -27
- data/ext/cung2l.c +9 -9
- data/ext/cung2r.c +9 -9
- data/ext/cungbr.c +1 -1
- data/ext/cunghr.c +7 -7
- data/ext/cungl2.c +1 -1
- data/ext/cunglq.c +9 -9
- data/ext/cungql.c +9 -9
- data/ext/cungqr.c +9 -9
- data/ext/cungr2.c +1 -1
- data/ext/cungrq.c +9 -9
- data/ext/cungtr.c +6 -6
- data/ext/cunm2l.c +12 -12
- data/ext/cunm2r.c +12 -12
- data/ext/cunmbr.c +3 -3
- data/ext/cunmhr.c +12 -12
- data/ext/cunml2.c +1 -1
- data/ext/cunmlq.c +7 -7
- data/ext/cunmql.c +12 -12
- data/ext/cunmqr.c +12 -12
- data/ext/cunmr2.c +1 -1
- data/ext/cunmr3.c +10 -10
- data/ext/cunmrq.c +7 -7
- data/ext/cunmrz.c +10 -10
- data/ext/cunmtr.c +17 -17
- data/ext/cupgtr.c +8 -8
- data/ext/cupmtr.c +2 -2
- data/ext/dbbcsd.c +29 -29
- data/ext/dbdsdc.c +6 -6
- data/ext/dbdsqr.c +20 -20
- data/ext/ddisna.c +1 -1
- data/ext/dgbbrd.c +12 -12
- data/ext/dgbcon.c +13 -13
- data/ext/dgbequ.c +3 -3
- data/ext/dgbequb.c +2 -2
- data/ext/dgbrfs.c +22 -22
- data/ext/dgbrfsx.c +43 -43
- data/ext/dgbsv.c +2 -2
- data/ext/dgbsvx.c +25 -25
- data/ext/dgbsvxx.c +36 -36
- data/ext/dgbtf2.c +3 -3
- data/ext/dgbtrf.c +3 -3
- data/ext/dgbtrs.c +11 -11
- data/ext/dgebak.c +11 -11
- data/ext/dgebal.c +1 -1
- data/ext/dgebd2.c +1 -1
- data/ext/dgebrd.c +1 -1
- data/ext/dgecon.c +1 -1
- data/ext/dgees.c +3 -3
- data/ext/dgeesx.c +4 -4
- data/ext/dgeev.c +3 -3
- data/ext/dgeevx.c +5 -5
- data/ext/dgegs.c +2 -2
- data/ext/dgegv.c +3 -3
- data/ext/dgehd2.c +1 -1
- data/ext/dgehrd.c +2 -2
- data/ext/dgejsv.c +16 -16
- data/ext/dgelqf.c +6 -6
- data/ext/dgels.c +2 -2
- data/ext/dgelsd.c +7 -7
- data/ext/dgelss.c +2 -2
- data/ext/dgelsx.c +12 -12
- data/ext/dgelsy.c +12 -12
- data/ext/dgeql2.c +1 -1
- data/ext/dgeqlf.c +1 -1
- data/ext/dgeqp3.c +11 -11
- data/ext/dgeqpf.c +11 -11
- data/ext/dgeqr2.c +1 -1
- data/ext/dgeqr2p.c +1 -1
- data/ext/dgeqrf.c +1 -1
- data/ext/dgeqrfp.c +1 -1
- data/ext/dgerfs.c +31 -31
- data/ext/dgerfsx.c +25 -25
- data/ext/dgerqf.c +6 -6
- data/ext/dgesc2.c +13 -13
- data/ext/dgesdd.c +3 -3
- data/ext/dgesvd.c +4 -4
- data/ext/dgesvj.c +15 -15
- data/ext/dgesvx.c +32 -32
- data/ext/dgesvxx.c +26 -26
- data/ext/dgetf2.c +1 -1
- data/ext/dgetrf.c +1 -1
- data/ext/dgetri.c +10 -10
- data/ext/dgetrs.c +10 -10
- data/ext/dggbak.c +11 -11
- data/ext/dggbal.c +11 -11
- data/ext/dgges.c +15 -15
- data/ext/dggesx.c +6 -6
- data/ext/dggev.c +3 -3
- data/ext/dggevx.c +4 -4
- data/ext/dgghrd.c +14 -14
- data/ext/dggqrf.c +9 -9
- data/ext/dggrqf.c +1 -1
- data/ext/dggsvd.c +3 -3
- data/ext/dggsvp.c +4 -4
- data/ext/dgsvj0.c +20 -20
- data/ext/dgsvj1.c +26 -26
- data/ext/dgtcon.c +20 -20
- data/ext/dgtrfs.c +48 -48
- data/ext/dgtsv.c +8 -8
- data/ext/dgtsvx.c +55 -55
- data/ext/dgttrs.c +19 -19
- data/ext/dgtts2.c +20 -20
- data/ext/dhgeqz.c +27 -27
- data/ext/dhsein.c +42 -42
- data/ext/dhseqr.c +4 -4
- data/ext/dla_gbamv.c +16 -16
- data/ext/dla_gbrcond.c +25 -25
- data/ext/dla_gbrfsx_extended.c +56 -56
- data/ext/dla_gbrpvgrw.c +13 -13
- data/ext/dla_geamv.c +4 -4
- data/ext/dla_gercond.c +31 -31
- data/ext/dla_gerfsx_extended.c +70 -70
- data/ext/dla_lin_berr.c +14 -14
- data/ext/dla_porcond.c +15 -15
- data/ext/dla_porfsx_extended.c +74 -74
- data/ext/dla_porpvgrw.c +2 -2
- data/ext/dla_rpvgrw.c +12 -12
- data/ext/dla_syamv.c +12 -12
- data/ext/dla_syrcond.c +31 -31
- data/ext/dla_syrfsx_extended.c +82 -82
- data/ext/dla_syrpvgrw.c +14 -14
- data/ext/dla_wwaddw.c +11 -11
- data/ext/dlabad.c +1 -1
- data/ext/dlabrd.c +2 -2
- data/ext/dlacn2.c +2 -2
- data/ext/dlacpy.c +1 -1
- data/ext/dlaebz.c +43 -43
- data/ext/dlaed0.c +2 -2
- data/ext/dlaed1.c +20 -20
- data/ext/dlaed2.c +21 -21
- data/ext/dlaed3.c +30 -30
- data/ext/dlaed4.c +12 -12
- data/ext/dlaed5.c +11 -11
- data/ext/dlaed6.c +12 -12
- data/ext/dlaed7.c +35 -35
- data/ext/dlaed8.c +16 -16
- data/ext/dlaed9.c +14 -14
- data/ext/dlaeda.c +31 -31
- data/ext/dlaein.c +13 -13
- data/ext/dlaexc.c +14 -14
- data/ext/dlag2s.c +2 -2
- data/ext/dlags2.c +4 -4
- data/ext/dlagtf.c +10 -10
- data/ext/dlagtm.c +21 -21
- data/ext/dlagts.c +13 -13
- data/ext/dlahqr.c +6 -6
- data/ext/dlahr2.c +1 -1
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<TITLE>COMPLEX routines for symmetric or Hermitian positive definite tridiagonal matrix</TITLE>
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<H1>COMPLEX routines for symmetric or Hermitian positive definite tridiagonal matrix</H1>
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<UL>
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<LI><A HREF="#cptcon">cptcon</A></LI>
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<LI><A HREF="#cpteqr">cpteqr</A></LI>
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<LI><A HREF="#cptrfs">cptrfs</A></LI>
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<LI><A HREF="#cptsv">cptsv</A></LI>
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<LI><A HREF="#cptsvx">cptsvx</A></LI>
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<LI><A HREF="#cpttrf">cpttrf</A></LI>
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<LI><A HREF="#cpttrs">cpttrs</A></LI>
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<LI><A HREF="#cptts2">cptts2</A></LI>
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</UL>
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<A NAME="cptcon"></A>
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<H2>cptcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.cptcon( d, e, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CPTCON( N, D, E, ANORM, RCOND, RWORK, INFO )
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* Purpose
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* =======
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*
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* CPTCON computes the reciprocal of the condition number (in the
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* 1-norm) of a complex Hermitian positive definite tridiagonal matrix
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* using the factorization A = L*D*L**H or A = U**H*D*U computed by
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* CPTTRF.
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*
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* Norm(inv(A)) is computed by a direct method, and the reciprocal of
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* the condition number is computed as
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* RCOND = 1 / (ANORM * norm(inv(A))).
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*
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* Arguments
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* =========
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* D (input) REAL array, dimension (N)
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* The n diagonal elements of the diagonal matrix D from the
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* factorization of A, as computed by CPTTRF.
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*
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* E (input) COMPLEX array, dimension (N-1)
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* The (n-1) off-diagonal elements of the unit bidiagonal factor
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* U or L from the factorization of A, as computed by CPTTRF.
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*
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* ANORM (input) REAL
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* The 1-norm of the original matrix A.
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*
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* RCOND (output) REAL
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the
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* 1-norm of inv(A) computed in this routine.
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*
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* RWORK (workspace) REAL array, dimension (N)
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* Further Details
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* ===============
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*
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* The method used is described in Nicholas J. Higham, "Efficient
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* Algorithms for Computing the Condition Number of a Tridiagonal
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* Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
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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="cpteqr"></A>
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<H2>cpteqr</H2>
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<PRE>
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USAGE:
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info, d, e, z = NumRu::Lapack.cpteqr( compz, d, e, z, [:usage => usage, :help => help])
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SUBROUTINE CPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
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* Purpose
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* =======
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*
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* CPTEQR computes all eigenvalues and, optionally, eigenvectors of a
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* symmetric positive definite tridiagonal matrix by first factoring the
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* matrix using SPTTRF and then calling CBDSQR to compute the singular
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* values of the bidiagonal factor.
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*
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* This routine computes the eigenvalues of the positive definite
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* tridiagonal matrix to high relative accuracy. This means that if the
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* eigenvalues range over many orders of magnitude in size, then the
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* small eigenvalues and corresponding eigenvectors will be computed
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* more accurately than, for example, with the standard QR method.
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*
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* The eigenvectors of a full or band positive definite Hermitian matrix
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* can also be found if CHETRD, CHPTRD, or CHBTRD has been used to
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* reduce this matrix to tridiagonal form. (The reduction to
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* tridiagonal form, however, may preclude the possibility of obtaining
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* high relative accuracy in the small eigenvalues of the original
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* matrix, if these eigenvalues range over many orders of magnitude.)
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*
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* Arguments
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* =========
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*
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* COMPZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only.
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* = 'V': Compute eigenvectors of original Hermitian
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* matrix also. Array Z contains the unitary matrix
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* used to reduce the original matrix to tridiagonal
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* form.
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* = 'I': Compute eigenvectors of tridiagonal matrix also.
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* N (input) INTEGER
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* The order of the matrix. N >= 0.
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*
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* D (input/output) REAL array, dimension (N)
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* On entry, the n diagonal elements of the tridiagonal matrix.
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* On normal exit, D contains the eigenvalues, in descending
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* order.
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*
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* E (input/output) REAL array, dimension (N-1)
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* On entry, the (n-1) subdiagonal elements of the tridiagonal
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* matrix.
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* On exit, E has been destroyed.
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*
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* Z (input/output) COMPLEX array, dimension (LDZ, N)
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* On entry, if COMPZ = 'V', the unitary matrix used in the
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* reduction to tridiagonal form.
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* On exit, if COMPZ = 'V', the orthonormal eigenvectors of the
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* original Hermitian matrix;
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* if COMPZ = 'I', the orthonormal eigenvectors of the
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* tridiagonal matrix.
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* If INFO > 0 on exit, Z contains the eigenvectors associated
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* with only the stored eigenvalues.
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* If COMPZ = 'N', then Z is not referenced.
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* The leading dimension of the array Z. LDZ >= 1, and if
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* COMPZ = 'V' or 'I', LDZ >= max(1,N).
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* WORK (workspace) REAL array, dimension (4*N)
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* = 0: successful exit.
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* <= N the Cholesky factorization of the matrix could
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* not be performed because the i-th principal minor
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* > N the SVD algorithm failed to converge;
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* bidiagonal factor did not converge to zero.
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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="cptrfs"></A>
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<H2>cptrfs</H2>
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<PRE>
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USAGE:
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ferr, berr, info, x = NumRu::Lapack.cptrfs( uplo, d, e, df, ef, b, x, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE CPTRFS( UPLO, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
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* Purpose
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* =======
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*
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* CPTRFS improves the computed solution to a system of linear
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* equations when the coefficient matrix is Hermitian positive definite
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* and tridiagonal, and provides error bounds and backward error
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* estimates for the solution.
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*
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* Arguments
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* =========
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* UPLO (input) CHARACTER*1
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* Specifies whether the superdiagonal or the subdiagonal of the
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* tridiagonal matrix A is stored and the form of the
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* factorization:
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* = 'U': E is the superdiagonal of A, and A = U**H*D*U;
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* (The two forms are equivalent if A is real.)
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* The number of right hand sides, i.e., the number of columns
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* of the matrix B. NRHS >= 0.
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* D (input) REAL array, dimension (N)
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* The n real diagonal elements of the tridiagonal matrix A.
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* E (input) COMPLEX array, dimension (N-1)
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* The (n-1) off-diagonal elements of the tridiagonal matrix A
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* (see UPLO).
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*
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* DF (input) REAL array, dimension (N)
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* The n diagonal elements of the diagonal matrix D from
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* the factorization computed by CPTTRF.
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* EF (input) COMPLEX array, dimension (N-1)
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* The (n-1) off-diagonal elements of the unit bidiagonal
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* factor U or L from the factorization computed by CPTTRF
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* (see UPLO).
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* B (input) COMPLEX array, dimension (LDB,NRHS)
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* The right hand side matrix B.
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* LDB (input) INTEGER
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* The leading dimension of the array B. LDB >= max(1,N).
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*
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* X (input/output) COMPLEX array, dimension (LDX,NRHS)
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* On entry, the solution matrix X, as computed by CPTTRS.
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* On exit, the improved solution matrix X.
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* LDX (input) INTEGER
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* The leading dimension of the array X. LDX >= max(1,N).
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*
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* FERR (output) REAL array, dimension (NRHS)
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* The forward error bound for each solution vector
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* X(j) (the j-th column of the solution matrix X).
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* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
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* is an estimated upper bound for the magnitude of the largest
|
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* element in (X(j) - XTRUE) divided by the magnitude of the
|
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* largest element in X(j).
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*
|
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* BERR (output) REAL array, dimension (NRHS)
|
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* The componentwise relative backward error of each solution
|
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* vector X(j) (i.e., the smallest relative change in
|
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* any element of A or B that makes X(j) an exact solution).
|
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*
|
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* WORK (workspace) COMPLEX array, dimension (N)
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*
|
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* RWORK (workspace) REAL array, dimension (N)
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*
|
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* INFO (output) INTEGER
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* = 0: successful exit
|
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* < 0: if INFO = -i, the i-th argument had an illegal value
|
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*
|
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* Internal Parameters
|
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* ===================
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*
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* ITMAX is the maximum number of steps of iterative refinement.
|
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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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|
277
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<A NAME="cptsv"></A>
|
278
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<H2>cptsv</H2>
|
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<PRE>
|
280
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USAGE:
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|
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info, d, e, b = NumRu::Lapack.cptsv( d, e, b, [:usage => usage, :help => help])
|
282
|
-
|
283
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|
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FORTRAN MANUAL
|
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SUBROUTINE CPTSV( N, NRHS, D, E, B, LDB, INFO )
|
286
|
-
|
287
|
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* Purpose
|
288
|
-
* =======
|
289
|
-
*
|
290
|
-
* CPTSV computes the solution to a complex system of linear equations
|
291
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* A*X = B, where A is an N-by-N Hermitian positive definite tridiagonal
|
292
|
-
* matrix, and X and B are N-by-NRHS matrices.
|
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|
-
*
|
294
|
-
* A is factored as A = L*D*L**H, and the factored form of A is then
|
295
|
-
* used to solve the system of equations.
|
296
|
-
*
|
297
|
-
|
298
|
-
* Arguments
|
299
|
-
* =========
|
300
|
-
*
|
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|
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* N (input) INTEGER
|
302
|
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* The order of the matrix A. N >= 0.
|
303
|
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*
|
304
|
-
* NRHS (input) INTEGER
|
305
|
-
* The number of right hand sides, i.e., the number of columns
|
306
|
-
* of the matrix B. NRHS >= 0.
|
307
|
-
*
|
308
|
-
* D (input/output) REAL array, dimension (N)
|
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|
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* On entry, the n diagonal elements of the tridiagonal matrix
|
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|
-
* A. On exit, the n diagonal elements of the diagonal matrix
|
311
|
-
* D from the factorization A = L*D*L**H.
|
312
|
-
*
|
313
|
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* E (input/output) COMPLEX array, dimension (N-1)
|
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|
-
* On entry, the (n-1) subdiagonal elements of the tridiagonal
|
315
|
-
* matrix A. On exit, the (n-1) subdiagonal elements of the
|
316
|
-
* unit bidiagonal factor L from the L*D*L**H factorization of
|
317
|
-
* A. E can also be regarded as the superdiagonal of the unit
|
318
|
-
* bidiagonal factor U from the U**H*D*U factorization of A.
|
319
|
-
*
|
320
|
-
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
|
321
|
-
* On entry, the N-by-NRHS right hand side matrix B.
|
322
|
-
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
323
|
-
*
|
324
|
-
* LDB (input) INTEGER
|
325
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
326
|
-
*
|
327
|
-
* INFO (output) INTEGER
|
328
|
-
* = 0: successful exit
|
329
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
330
|
-
* > 0: if INFO = i, the leading minor of order i is not
|
331
|
-
* positive definite, and the solution has not been
|
332
|
-
* computed. The factorization has not been completed
|
333
|
-
* unless i = N.
|
334
|
-
*
|
335
|
-
|
336
|
-
* =====================================================================
|
337
|
-
*
|
338
|
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* .. External Subroutines ..
|
339
|
-
EXTERNAL CPTTRF, CPTTRS, XERBLA
|
340
|
-
* ..
|
341
|
-
* .. Intrinsic Functions ..
|
342
|
-
INTRINSIC MAX
|
343
|
-
* ..
|
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|
-
|
345
|
-
|
346
|
-
</PRE>
|
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|
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<A HREF="#top">go to the page top</A>
|
348
|
-
|
349
|
-
<A NAME="cptsvx"></A>
|
350
|
-
<H2>cptsvx</H2>
|
351
|
-
<PRE>
|
352
|
-
USAGE:
|
353
|
-
x, rcond, ferr, berr, info, df, ef = NumRu::Lapack.cptsvx( fact, d, e, df, ef, b, [:usage => usage, :help => help])
|
354
|
-
|
355
|
-
|
356
|
-
FORTRAN MANUAL
|
357
|
-
SUBROUTINE CPTSVX( FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
|
358
|
-
|
359
|
-
* Purpose
|
360
|
-
* =======
|
361
|
-
*
|
362
|
-
* CPTSVX uses the factorization A = L*D*L**H to compute the solution
|
363
|
-
* to a complex system of linear equations A*X = B, where A is an
|
364
|
-
* N-by-N Hermitian positive definite tridiagonal matrix and X and B
|
365
|
-
* are N-by-NRHS matrices.
|
366
|
-
*
|
367
|
-
* Error bounds on the solution and a condition estimate are also
|
368
|
-
* provided.
|
369
|
-
*
|
370
|
-
* Description
|
371
|
-
* ===========
|
372
|
-
*
|
373
|
-
* The following steps are performed:
|
374
|
-
*
|
375
|
-
* 1. If FACT = 'N', the matrix A is factored as A = L*D*L**H, where L
|
376
|
-
* is a unit lower bidiagonal matrix and D is diagonal. The
|
377
|
-
* factorization can also be regarded as having the form
|
378
|
-
* A = U**H*D*U.
|
379
|
-
*
|
380
|
-
* 2. If the leading i-by-i principal minor is not positive definite,
|
381
|
-
* then the routine returns with INFO = i. Otherwise, the factored
|
382
|
-
* form of A is used to estimate the condition number of the matrix
|
383
|
-
* A. If the reciprocal of the condition number is less than machine
|
384
|
-
* precision, INFO = N+1 is returned as a warning, but the routine
|
385
|
-
* still goes on to solve for X and compute error bounds as
|
386
|
-
* described below.
|
387
|
-
*
|
388
|
-
* 3. The system of equations is solved for X using the factored form
|
389
|
-
* of A.
|
390
|
-
*
|
391
|
-
* 4. Iterative refinement is applied to improve the computed solution
|
392
|
-
* matrix and calculate error bounds and backward error estimates
|
393
|
-
* for it.
|
394
|
-
*
|
395
|
-
|
396
|
-
* Arguments
|
397
|
-
* =========
|
398
|
-
*
|
399
|
-
* FACT (input) CHARACTER*1
|
400
|
-
* Specifies whether or not the factored form of the matrix
|
401
|
-
* A is supplied on entry.
|
402
|
-
* = 'F': On entry, DF and EF contain the factored form of A.
|
403
|
-
* D, E, DF, and EF will not be modified.
|
404
|
-
* = 'N': The matrix A will be copied to DF and EF and
|
405
|
-
* factored.
|
406
|
-
*
|
407
|
-
* N (input) INTEGER
|
408
|
-
* The order of the matrix A. N >= 0.
|
409
|
-
*
|
410
|
-
* NRHS (input) INTEGER
|
411
|
-
* The number of right hand sides, i.e., the number of columns
|
412
|
-
* of the matrices B and X. NRHS >= 0.
|
413
|
-
*
|
414
|
-
* D (input) REAL array, dimension (N)
|
415
|
-
* The n diagonal elements of the tridiagonal matrix A.
|
416
|
-
*
|
417
|
-
* E (input) COMPLEX array, dimension (N-1)
|
418
|
-
* The (n-1) subdiagonal elements of the tridiagonal matrix A.
|
419
|
-
*
|
420
|
-
* DF (input or output) REAL array, dimension (N)
|
421
|
-
* If FACT = 'F', then DF is an input argument and on entry
|
422
|
-
* contains the n diagonal elements of the diagonal matrix D
|
423
|
-
* from the L*D*L**H factorization of A.
|
424
|
-
* If FACT = 'N', then DF is an output argument and on exit
|
425
|
-
* contains the n diagonal elements of the diagonal matrix D
|
426
|
-
* from the L*D*L**H factorization of A.
|
427
|
-
*
|
428
|
-
* EF (input or output) COMPLEX array, dimension (N-1)
|
429
|
-
* If FACT = 'F', then EF is an input argument and on entry
|
430
|
-
* contains the (n-1) subdiagonal elements of the unit
|
431
|
-
* bidiagonal factor L from the L*D*L**H factorization of A.
|
432
|
-
* If FACT = 'N', then EF is an output argument and on exit
|
433
|
-
* contains the (n-1) subdiagonal elements of the unit
|
434
|
-
* bidiagonal factor L from the L*D*L**H factorization of A.
|
435
|
-
*
|
436
|
-
* B (input) COMPLEX array, dimension (LDB,NRHS)
|
437
|
-
* The N-by-NRHS right hand side matrix B.
|
438
|
-
*
|
439
|
-
* LDB (input) INTEGER
|
440
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
441
|
-
*
|
442
|
-
* X (output) COMPLEX array, dimension (LDX,NRHS)
|
443
|
-
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
|
444
|
-
*
|
445
|
-
* LDX (input) INTEGER
|
446
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
447
|
-
*
|
448
|
-
* RCOND (output) REAL
|
449
|
-
* The reciprocal condition number of the matrix A. If RCOND
|
450
|
-
* is less than the machine precision (in particular, if
|
451
|
-
* RCOND = 0), the matrix is singular to working precision.
|
452
|
-
* This condition is indicated by a return code of INFO > 0.
|
453
|
-
*
|
454
|
-
* FERR (output) REAL array, dimension (NRHS)
|
455
|
-
* The forward error bound for each solution vector
|
456
|
-
* X(j) (the j-th column of the solution matrix X).
|
457
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
458
|
-
* is an estimated upper bound for the magnitude of the largest
|
459
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
460
|
-
* largest element in X(j).
|
461
|
-
*
|
462
|
-
* BERR (output) REAL array, dimension (NRHS)
|
463
|
-
* The componentwise relative backward error of each solution
|
464
|
-
* vector X(j) (i.e., the smallest relative change in any
|
465
|
-
* element of A or B that makes X(j) an exact solution).
|
466
|
-
*
|
467
|
-
* WORK (workspace) COMPLEX array, dimension (N)
|
468
|
-
*
|
469
|
-
* RWORK (workspace) REAL array, dimension (N)
|
470
|
-
*
|
471
|
-
* INFO (output) INTEGER
|
472
|
-
* = 0: successful exit
|
473
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
474
|
-
* > 0: if INFO = i, and i is
|
475
|
-
* <= N: the leading minor of order i of A is
|
476
|
-
* not positive definite, so the factorization
|
477
|
-
* could not be completed, and the solution has not
|
478
|
-
* been computed. RCOND = 0 is returned.
|
479
|
-
* = N+1: U is nonsingular, but RCOND is less than machine
|
480
|
-
* precision, meaning that the matrix is singular
|
481
|
-
* to working precision. Nevertheless, the
|
482
|
-
* solution and error bounds are computed because
|
483
|
-
* there are a number of situations where the
|
484
|
-
* computed solution can be more accurate than the
|
485
|
-
* value of RCOND would suggest.
|
486
|
-
*
|
487
|
-
|
488
|
-
* =====================================================================
|
489
|
-
*
|
490
|
-
|
491
|
-
|
492
|
-
</PRE>
|
493
|
-
<A HREF="#top">go to the page top</A>
|
494
|
-
|
495
|
-
<A NAME="cpttrf"></A>
|
496
|
-
<H2>cpttrf</H2>
|
497
|
-
<PRE>
|
498
|
-
USAGE:
|
499
|
-
info, d, e = NumRu::Lapack.cpttrf( d, e, [:usage => usage, :help => help])
|
500
|
-
|
501
|
-
|
502
|
-
FORTRAN MANUAL
|
503
|
-
SUBROUTINE CPTTRF( N, D, E, INFO )
|
504
|
-
|
505
|
-
* Purpose
|
506
|
-
* =======
|
507
|
-
*
|
508
|
-
* CPTTRF computes the L*D*L' factorization of a complex Hermitian
|
509
|
-
* positive definite tridiagonal matrix A. The factorization may also
|
510
|
-
* be regarded as having the form A = U'*D*U.
|
511
|
-
*
|
512
|
-
|
513
|
-
* Arguments
|
514
|
-
* =========
|
515
|
-
*
|
516
|
-
* N (input) INTEGER
|
517
|
-
* The order of the matrix A. N >= 0.
|
518
|
-
*
|
519
|
-
* D (input/output) REAL array, dimension (N)
|
520
|
-
* On entry, the n diagonal elements of the tridiagonal matrix
|
521
|
-
* A. On exit, the n diagonal elements of the diagonal matrix
|
522
|
-
* D from the L*D*L' factorization of A.
|
523
|
-
*
|
524
|
-
* E (input/output) COMPLEX array, dimension (N-1)
|
525
|
-
* On entry, the (n-1) subdiagonal elements of the tridiagonal
|
526
|
-
* matrix A. On exit, the (n-1) subdiagonal elements of the
|
527
|
-
* unit bidiagonal factor L from the L*D*L' factorization of A.
|
528
|
-
* E can also be regarded as the superdiagonal of the unit
|
529
|
-
* bidiagonal factor U from the U'*D*U factorization of A.
|
530
|
-
*
|
531
|
-
* INFO (output) INTEGER
|
532
|
-
* = 0: successful exit
|
533
|
-
* < 0: if INFO = -k, the k-th argument had an illegal value
|
534
|
-
* > 0: if INFO = k, the leading minor of order k is not
|
535
|
-
* positive definite; if k < N, the factorization could not
|
536
|
-
* be completed, while if k = N, the factorization was
|
537
|
-
* completed, but D(N) <= 0.
|
538
|
-
*
|
539
|
-
|
540
|
-
* =====================================================================
|
541
|
-
*
|
542
|
-
|
543
|
-
|
544
|
-
</PRE>
|
545
|
-
<A HREF="#top">go to the page top</A>
|
546
|
-
|
547
|
-
<A NAME="cpttrs"></A>
|
548
|
-
<H2>cpttrs</H2>
|
549
|
-
<PRE>
|
550
|
-
USAGE:
|
551
|
-
info, b = NumRu::Lapack.cpttrs( uplo, d, e, b, [:usage => usage, :help => help])
|
552
|
-
|
553
|
-
|
554
|
-
FORTRAN MANUAL
|
555
|
-
SUBROUTINE CPTTRS( UPLO, N, NRHS, D, E, B, LDB, INFO )
|
556
|
-
|
557
|
-
* Purpose
|
558
|
-
* =======
|
559
|
-
*
|
560
|
-
* CPTTRS solves a tridiagonal system of the form
|
561
|
-
* A * X = B
|
562
|
-
* using the factorization A = U'*D*U or A = L*D*L' computed by CPTTRF.
|
563
|
-
* D is a diagonal matrix specified in the vector D, U (or L) is a unit
|
564
|
-
* bidiagonal matrix whose superdiagonal (subdiagonal) is specified in
|
565
|
-
* the vector E, and X and B are N by NRHS matrices.
|
566
|
-
*
|
567
|
-
|
568
|
-
* Arguments
|
569
|
-
* =========
|
570
|
-
*
|
571
|
-
* UPLO (input) CHARACTER*1
|
572
|
-
* Specifies the form of the factorization and whether the
|
573
|
-
* vector E is the superdiagonal of the upper bidiagonal factor
|
574
|
-
* U or the subdiagonal of the lower bidiagonal factor L.
|
575
|
-
* = 'U': A = U'*D*U, E is the superdiagonal of U
|
576
|
-
* = 'L': A = L*D*L', E is the subdiagonal of L
|
577
|
-
*
|
578
|
-
* N (input) INTEGER
|
579
|
-
* The order of the tridiagonal matrix A. N >= 0.
|
580
|
-
*
|
581
|
-
* NRHS (input) INTEGER
|
582
|
-
* The number of right hand sides, i.e., the number of columns
|
583
|
-
* of the matrix B. NRHS >= 0.
|
584
|
-
*
|
585
|
-
* D (input) REAL array, dimension (N)
|
586
|
-
* The n diagonal elements of the diagonal matrix D from the
|
587
|
-
* factorization A = U'*D*U or A = L*D*L'.
|
588
|
-
*
|
589
|
-
* E (input) COMPLEX array, dimension (N-1)
|
590
|
-
* If UPLO = 'U', the (n-1) superdiagonal elements of the unit
|
591
|
-
* bidiagonal factor U from the factorization A = U'*D*U.
|
592
|
-
* If UPLO = 'L', the (n-1) subdiagonal elements of the unit
|
593
|
-
* bidiagonal factor L from the factorization A = L*D*L'.
|
594
|
-
*
|
595
|
-
* B (input/output) REAL array, dimension (LDB,NRHS)
|
596
|
-
* On entry, the right hand side vectors B for the system of
|
597
|
-
* linear equations.
|
598
|
-
* On exit, the solution vectors, X.
|
599
|
-
*
|
600
|
-
* LDB (input) INTEGER
|
601
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
602
|
-
*
|
603
|
-
* INFO (output) INTEGER
|
604
|
-
* = 0: successful exit
|
605
|
-
* < 0: if INFO = -k, the k-th argument had an illegal value
|
606
|
-
*
|
607
|
-
|
608
|
-
* =====================================================================
|
609
|
-
*
|
610
|
-
* .. Local Scalars ..
|
611
|
-
LOGICAL UPPER
|
612
|
-
INTEGER IUPLO, J, JB, NB
|
613
|
-
* ..
|
614
|
-
* .. External Functions ..
|
615
|
-
INTEGER ILAENV
|
616
|
-
EXTERNAL ILAENV
|
617
|
-
* ..
|
618
|
-
* .. External Subroutines ..
|
619
|
-
EXTERNAL CPTTS2, XERBLA
|
620
|
-
* ..
|
621
|
-
* .. Intrinsic Functions ..
|
622
|
-
INTRINSIC MAX, MIN
|
623
|
-
* ..
|
624
|
-
|
625
|
-
|
626
|
-
</PRE>
|
627
|
-
<A HREF="#top">go to the page top</A>
|
628
|
-
|
629
|
-
<A NAME="cptts2"></A>
|
630
|
-
<H2>cptts2</H2>
|
631
|
-
<PRE>
|
632
|
-
USAGE:
|
633
|
-
b = NumRu::Lapack.cptts2( iuplo, d, e, b, [:usage => usage, :help => help])
|
634
|
-
|
635
|
-
|
636
|
-
FORTRAN MANUAL
|
637
|
-
SUBROUTINE CPTTS2( IUPLO, N, NRHS, D, E, B, LDB )
|
638
|
-
|
639
|
-
* Purpose
|
640
|
-
* =======
|
641
|
-
*
|
642
|
-
* CPTTS2 solves a tridiagonal system of the form
|
643
|
-
* A * X = B
|
644
|
-
* using the factorization A = U'*D*U or A = L*D*L' computed by CPTTRF.
|
645
|
-
* D is a diagonal matrix specified in the vector D, U (or L) is a unit
|
646
|
-
* bidiagonal matrix whose superdiagonal (subdiagonal) is specified in
|
647
|
-
* the vector E, and X and B are N by NRHS matrices.
|
648
|
-
*
|
649
|
-
|
650
|
-
* Arguments
|
651
|
-
* =========
|
652
|
-
*
|
653
|
-
* IUPLO (input) INTEGER
|
654
|
-
* Specifies the form of the factorization and whether the
|
655
|
-
* vector E is the superdiagonal of the upper bidiagonal factor
|
656
|
-
* U or the subdiagonal of the lower bidiagonal factor L.
|
657
|
-
* = 1: A = U'*D*U, E is the superdiagonal of U
|
658
|
-
* = 0: A = L*D*L', E is the subdiagonal of L
|
659
|
-
*
|
660
|
-
* N (input) INTEGER
|
661
|
-
* The order of the tridiagonal matrix A. N >= 0.
|
662
|
-
*
|
663
|
-
* NRHS (input) INTEGER
|
664
|
-
* The number of right hand sides, i.e., the number of columns
|
665
|
-
* of the matrix B. NRHS >= 0.
|
666
|
-
*
|
667
|
-
* D (input) REAL array, dimension (N)
|
668
|
-
* The n diagonal elements of the diagonal matrix D from the
|
669
|
-
* factorization A = U'*D*U or A = L*D*L'.
|
670
|
-
*
|
671
|
-
* E (input) COMPLEX array, dimension (N-1)
|
672
|
-
* If IUPLO = 1, the (n-1) superdiagonal elements of the unit
|
673
|
-
* bidiagonal factor U from the factorization A = U'*D*U.
|
674
|
-
* If IUPLO = 0, the (n-1) subdiagonal elements of the unit
|
675
|
-
* bidiagonal factor L from the factorization A = L*D*L'.
|
676
|
-
*
|
677
|
-
* B (input/output) REAL array, dimension (LDB,NRHS)
|
678
|
-
* On entry, the right hand side vectors B for the system of
|
679
|
-
* linear equations.
|
680
|
-
* On exit, the solution vectors, X.
|
681
|
-
*
|
682
|
-
* LDB (input) INTEGER
|
683
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
684
|
-
*
|
685
|
-
|
686
|
-
* =====================================================================
|
687
|
-
*
|
688
|
-
* .. Local Scalars ..
|
689
|
-
INTEGER I, J
|
690
|
-
* ..
|
691
|
-
* .. External Subroutines ..
|
692
|
-
EXTERNAL CSSCAL
|
693
|
-
* ..
|
694
|
-
* .. Intrinsic Functions ..
|
695
|
-
INTRINSIC CONJG
|
696
|
-
* ..
|
697
|
-
|
698
|
-
|
699
|
-
</PRE>
|
700
|
-
<A HREF="#top">go to the page top</A>
|
701
|
-
|
702
|
-
<HR />
|
703
|
-
<A HREF="c.html">back to matrix types</A><BR>
|
704
|
-
<A HREF="c.html">back to data types</A>
|
705
|
-
</BODY>
|
706
|
-
</HTML>
|