ruby-lapack 1.4.1a → 1.5

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Files changed (1638) hide show
  1. data/Rakefile +1 -2
  2. data/ext/cbbcsd.c +34 -34
  3. data/ext/cbdsqr.c +20 -20
  4. data/ext/cgbbrd.c +12 -12
  5. data/ext/cgbcon.c +13 -13
  6. data/ext/cgbequ.c +3 -3
  7. data/ext/cgbequb.c +2 -2
  8. data/ext/cgbrfs.c +22 -22
  9. data/ext/cgbrfsx.c +43 -43
  10. data/ext/cgbsv.c +2 -2
  11. data/ext/cgbsvx.c +25 -25
  12. data/ext/cgbsvxx.c +36 -36
  13. data/ext/cgbtf2.c +3 -3
  14. data/ext/cgbtrf.c +3 -3
  15. data/ext/cgbtrs.c +11 -11
  16. data/ext/cgebak.c +11 -11
  17. data/ext/cgebal.c +1 -1
  18. data/ext/cgebd2.c +1 -1
  19. data/ext/cgebrd.c +1 -1
  20. data/ext/cgecon.c +1 -1
  21. data/ext/cgees.c +3 -3
  22. data/ext/cgeesx.c +4 -4
  23. data/ext/cgeev.c +4 -4
  24. data/ext/cgeevx.c +5 -5
  25. data/ext/cgegs.c +2 -2
  26. data/ext/cgegv.c +3 -3
  27. data/ext/cgehd2.c +1 -1
  28. data/ext/cgehrd.c +2 -2
  29. data/ext/cgelqf.c +6 -6
  30. data/ext/cgels.c +2 -2
  31. data/ext/cgelsd.c +9 -9
  32. data/ext/cgelss.c +2 -2
  33. data/ext/cgelsx.c +12 -12
  34. data/ext/cgelsy.c +12 -12
  35. data/ext/cgeql2.c +1 -1
  36. data/ext/cgeqlf.c +1 -1
  37. data/ext/cgeqp3.c +11 -11
  38. data/ext/cgeqpf.c +11 -11
  39. data/ext/cgeqr2.c +1 -1
  40. data/ext/cgeqr2p.c +1 -1
  41. data/ext/cgeqrf.c +1 -1
  42. data/ext/cgeqrfp.c +1 -1
  43. data/ext/cgerfs.c +31 -31
  44. data/ext/cgerfsx.c +25 -25
  45. data/ext/cgerqf.c +6 -6
  46. data/ext/cgesc2.c +13 -13
  47. data/ext/cgesdd.c +3 -3
  48. data/ext/cgesvd.c +4 -4
  49. data/ext/cgesvx.c +32 -32
  50. data/ext/cgesvxx.c +26 -26
  51. data/ext/cgetf2.c +1 -1
  52. data/ext/cgetrf.c +1 -1
  53. data/ext/cgetri.c +10 -10
  54. data/ext/cgetrs.c +10 -10
  55. data/ext/cggbak.c +11 -11
  56. data/ext/cggbal.c +11 -11
  57. data/ext/cgges.c +15 -15
  58. data/ext/cggesx.c +6 -6
  59. data/ext/cggev.c +3 -3
  60. data/ext/cggevx.c +5 -5
  61. data/ext/cgghrd.c +14 -14
  62. data/ext/cggqrf.c +9 -9
  63. data/ext/cggrqf.c +1 -1
  64. data/ext/cggsvd.c +3 -3
  65. data/ext/cggsvp.c +4 -4
  66. data/ext/cgtcon.c +20 -20
  67. data/ext/cgtrfs.c +48 -48
  68. data/ext/cgtsv.c +8 -8
  69. data/ext/cgtsvx.c +55 -55
  70. data/ext/cgttrs.c +19 -19
  71. data/ext/cgtts2.c +20 -20
  72. data/ext/chbev.c +3 -3
  73. data/ext/chbevd.c +9 -9
  74. data/ext/chbevx.c +7 -7
  75. data/ext/chbgst.c +15 -15
  76. data/ext/chbgv.c +15 -15
  77. data/ext/chbgvd.c +20 -20
  78. data/ext/chbgvx.c +9 -9
  79. data/ext/chbtrd.c +13 -13
  80. data/ext/checon.c +12 -12
  81. data/ext/cheequb.c +1 -1
  82. data/ext/cheev.c +2 -2
  83. data/ext/cheevd.c +7 -7
  84. data/ext/cheevr.c +12 -12
  85. data/ext/cheevx.c +7 -7
  86. data/ext/chegs2.c +2 -2
  87. data/ext/chegst.c +2 -2
  88. data/ext/chegv.c +13 -13
  89. data/ext/chegvd.c +18 -18
  90. data/ext/chegvx.c +19 -19
  91. data/ext/cherfs.c +31 -31
  92. data/ext/cherfsx.c +43 -43
  93. data/ext/chesv.c +10 -10
  94. data/ext/chesvx.c +15 -15
  95. data/ext/chesvxx.c +41 -41
  96. data/ext/chetd2.c +1 -1
  97. data/ext/chetf2.c +1 -1
  98. data/ext/chetrd.c +2 -2
  99. data/ext/chetrf.c +2 -2
  100. data/ext/chetri.c +1 -1
  101. data/ext/chetrs.c +10 -10
  102. data/ext/chetrs2.c +10 -10
  103. data/ext/chfrk.c +6 -6
  104. data/ext/chgeqz.c +27 -27
  105. data/ext/chpcon.c +1 -1
  106. data/ext/chpev.c +2 -2
  107. data/ext/chpevd.c +2 -2
  108. data/ext/chpevx.c +7 -7
  109. data/ext/chpgst.c +10 -10
  110. data/ext/chpgv.c +2 -2
  111. data/ext/chpgvd.c +11 -11
  112. data/ext/chpgvx.c +8 -8
  113. data/ext/chprfs.c +10 -10
  114. data/ext/chpsv.c +1 -1
  115. data/ext/chpsvx.c +20 -20
  116. data/ext/chptrd.c +1 -1
  117. data/ext/chptrf.c +1 -1
  118. data/ext/chptri.c +1 -1
  119. data/ext/chptrs.c +1 -1
  120. data/ext/chsein.c +21 -21
  121. data/ext/chseqr.c +4 -4
  122. data/ext/cla_gbamv.c +14 -14
  123. data/ext/cla_gbrcond_c.c +33 -33
  124. data/ext/cla_gbrcond_x.c +32 -32
  125. data/ext/cla_gbrfsx_extended.c +75 -75
  126. data/ext/cla_gbrpvgrw.c +13 -13
  127. data/ext/cla_geamv.c +6 -6
  128. data/ext/cla_gercond_c.c +31 -31
  129. data/ext/cla_gercond_x.c +30 -30
  130. data/ext/cla_gerfsx_extended.c +81 -81
  131. data/ext/cla_heamv.c +12 -12
  132. data/ext/cla_hercond_c.c +31 -31
  133. data/ext/cla_hercond_x.c +30 -30
  134. data/ext/cla_herfsx_extended.c +82 -82
  135. data/ext/cla_herpvgrw.c +14 -14
  136. data/ext/cla_lin_berr.c +14 -14
  137. data/ext/cla_porcond_c.c +23 -23
  138. data/ext/cla_porcond_x.c +22 -22
  139. data/ext/cla_porfsx_extended.c +74 -74
  140. data/ext/cla_porpvgrw.c +2 -2
  141. data/ext/cla_rpvgrw.c +12 -12
  142. data/ext/cla_syamv.c +13 -13
  143. data/ext/cla_syrcond_c.c +31 -31
  144. data/ext/cla_syrcond_x.c +30 -30
  145. data/ext/cla_syrfsx_extended.c +82 -82
  146. data/ext/cla_syrpvgrw.c +14 -14
  147. data/ext/cla_wwaddw.c +11 -11
  148. data/ext/clabrd.c +2 -2
  149. data/ext/clacn2.c +2 -2
  150. data/ext/clacp2.c +1 -1
  151. data/ext/clacpy.c +1 -1
  152. data/ext/clacrm.c +11 -11
  153. data/ext/clacrt.c +12 -12
  154. data/ext/claed7.c +42 -42
  155. data/ext/claed8.c +27 -27
  156. data/ext/claein.c +14 -14
  157. data/ext/clags2.c +5 -5
  158. data/ext/clagtm.c +21 -21
  159. data/ext/clahef.c +1 -1
  160. data/ext/clahqr.c +6 -6
  161. data/ext/clahr2.c +1 -1
  162. data/ext/clahrd.c +1 -1
  163. data/ext/claic1.c +12 -12
  164. data/ext/clals0.c +37 -37
  165. data/ext/clalsa.c +72 -72
  166. data/ext/clalsd.c +4 -4
  167. data/ext/clangb.c +3 -3
  168. data/ext/clange.c +1 -1
  169. data/ext/clangt.c +10 -10
  170. data/ext/clanhb.c +2 -2
  171. data/ext/clanhe.c +1 -1
  172. data/ext/clanhf.c +3 -3
  173. data/ext/clanhp.c +2 -2
  174. data/ext/clanhs.c +1 -1
  175. data/ext/clanht.c +1 -1
  176. data/ext/clansb.c +2 -2
  177. data/ext/clansp.c +2 -2
  178. data/ext/clansy.c +1 -1
  179. data/ext/clantb.c +3 -3
  180. data/ext/clantp.c +2 -2
  181. data/ext/clantr.c +3 -3
  182. data/ext/clapll.c +10 -10
  183. data/ext/clapmr.c +1 -1
  184. data/ext/clapmt.c +11 -11
  185. data/ext/claqgb.c +2 -2
  186. data/ext/claqge.c +10 -10
  187. data/ext/claqhb.c +2 -2
  188. data/ext/claqhe.c +12 -12
  189. data/ext/claqhp.c +2 -2
  190. data/ext/claqp2.c +10 -10
  191. data/ext/claqps.c +20 -20
  192. data/ext/claqr0.c +3 -3
  193. data/ext/claqr1.c +4 -4
  194. data/ext/claqr2.c +18 -18
  195. data/ext/claqr3.c +18 -18
  196. data/ext/claqr4.c +3 -3
  197. data/ext/claqr5.c +21 -21
  198. data/ext/claqsb.c +13 -13
  199. data/ext/claqsp.c +2 -2
  200. data/ext/claqsy.c +12 -12
  201. data/ext/clar1v.c +15 -15
  202. data/ext/clar2v.c +19 -19
  203. data/ext/clarf.c +2 -2
  204. data/ext/clarfb.c +16 -16
  205. data/ext/clarfg.c +1 -1
  206. data/ext/clarfgp.c +1 -1
  207. data/ext/clarft.c +2 -2
  208. data/ext/clarfx.c +3 -3
  209. data/ext/clargv.c +2 -2
  210. data/ext/clarnv.c +1 -1
  211. data/ext/clarrv.c +40 -40
  212. data/ext/clarscl2.c +8 -8
  213. data/ext/clartv.c +20 -20
  214. data/ext/clarz.c +11 -11
  215. data/ext/clarzb.c +14 -14
  216. data/ext/clarzt.c +2 -2
  217. data/ext/clascl.c +4 -4
  218. data/ext/clascl2.c +8 -8
  219. data/ext/claset.c +4 -4
  220. data/ext/clasr.c +2 -2
  221. data/ext/classq.c +2 -2
  222. data/ext/claswp.c +2 -2
  223. data/ext/clasyf.c +1 -1
  224. data/ext/clatbs.c +14 -14
  225. data/ext/clatdf.c +21 -21
  226. data/ext/clatps.c +12 -12
  227. data/ext/clatrd.c +1 -1
  228. data/ext/clatrs.c +15 -15
  229. data/ext/clatrz.c +1 -1
  230. data/ext/clatzm.c +3 -3
  231. data/ext/clauu2.c +1 -1
  232. data/ext/clauum.c +1 -1
  233. data/ext/cpbcon.c +3 -3
  234. data/ext/cpbequ.c +1 -1
  235. data/ext/cpbrfs.c +12 -12
  236. data/ext/cpbstf.c +1 -1
  237. data/ext/cpbsv.c +1 -1
  238. data/ext/cpbsvx.c +23 -23
  239. data/ext/cpbtf2.c +1 -1
  240. data/ext/cpbtrf.c +1 -1
  241. data/ext/cpbtrs.c +1 -1
  242. data/ext/cpftrf.c +2 -2
  243. data/ext/cpftri.c +2 -2
  244. data/ext/cpftrs.c +2 -2
  245. data/ext/cpocon.c +1 -1
  246. data/ext/cporfs.c +23 -23
  247. data/ext/cporfsx.c +22 -22
  248. data/ext/cposv.c +9 -9
  249. data/ext/cposvx.c +12 -12
  250. data/ext/cposvxx.c +20 -20
  251. data/ext/cpotf2.c +1 -1
  252. data/ext/cpotrf.c +1 -1
  253. data/ext/cpotri.c +1 -1
  254. data/ext/cpotrs.c +9 -9
  255. data/ext/cppcon.c +1 -1
  256. data/ext/cppequ.c +1 -1
  257. data/ext/cpprfs.c +20 -20
  258. data/ext/cppsv.c +1 -1
  259. data/ext/cppsvx.c +12 -12
  260. data/ext/cpptrf.c +1 -1
  261. data/ext/cpptri.c +1 -1
  262. data/ext/cpptrs.c +1 -1
  263. data/ext/cpstf2.c +2 -2
  264. data/ext/cpstrf.c +2 -2
  265. data/ext/cptcon.c +1 -1
  266. data/ext/cpteqr.c +10 -10
  267. data/ext/cptrfs.c +12 -12
  268. data/ext/cptsv.c +8 -8
  269. data/ext/cptsvx.c +19 -19
  270. data/ext/cpttrs.c +1 -1
  271. data/ext/cptts2.c +1 -1
  272. data/ext/crot.c +11 -11
  273. data/ext/cspcon.c +1 -1
  274. data/ext/cspmv.c +3 -3
  275. data/ext/cspr.c +11 -11
  276. data/ext/csprfs.c +10 -10
  277. data/ext/cspsv.c +1 -1
  278. data/ext/cspsvx.c +20 -20
  279. data/ext/csptrf.c +1 -1
  280. data/ext/csptri.c +1 -1
  281. data/ext/csptrs.c +1 -1
  282. data/ext/csrscl.c +2 -2
  283. data/ext/cstedc.c +10 -10
  284. data/ext/cstegr.c +18 -18
  285. data/ext/cstein.c +14 -14
  286. data/ext/cstemr.c +22 -22
  287. data/ext/csteqr.c +10 -10
  288. data/ext/csycon.c +12 -12
  289. data/ext/csyconv.c +12 -12
  290. data/ext/csyequb.c +1 -1
  291. data/ext/csymv.c +13 -13
  292. data/ext/csyr.c +4 -4
  293. data/ext/csyrfs.c +31 -31
  294. data/ext/csyrfsx.c +43 -43
  295. data/ext/csysv.c +10 -10
  296. data/ext/csysvx.c +15 -15
  297. data/ext/csysvxx.c +41 -41
  298. data/ext/csyswapr.c +2 -2
  299. data/ext/csytf2.c +1 -1
  300. data/ext/csytrf.c +2 -2
  301. data/ext/csytri.c +1 -1
  302. data/ext/csytri2.c +3 -3
  303. data/ext/csytri2x.c +2 -2
  304. data/ext/csytrs.c +10 -10
  305. data/ext/csytrs2.c +10 -10
  306. data/ext/ctbcon.c +3 -3
  307. data/ext/ctbrfs.c +14 -14
  308. data/ext/ctbtrs.c +2 -2
  309. data/ext/ctfsm.c +5 -5
  310. data/ext/ctftri.c +1 -1
  311. data/ext/ctfttp.c +1 -1
  312. data/ext/ctfttr.c +1 -1
  313. data/ext/ctgevc.c +32 -32
  314. data/ext/ctgex2.c +14 -14
  315. data/ext/ctgexc.c +25 -25
  316. data/ext/ctgsen.c +37 -37
  317. data/ext/ctgsja.c +26 -26
  318. data/ext/ctgsna.c +24 -24
  319. data/ext/ctgsy2.c +22 -22
  320. data/ext/ctgsyl.c +42 -42
  321. data/ext/ctpcon.c +2 -2
  322. data/ext/ctprfs.c +13 -13
  323. data/ext/ctptri.c +1 -1
  324. data/ext/ctptrs.c +3 -3
  325. data/ext/ctpttf.c +1 -1
  326. data/ext/ctpttr.c +1 -1
  327. data/ext/ctrcon.c +3 -3
  328. data/ext/ctrevc.c +12 -12
  329. data/ext/ctrexc.c +1 -1
  330. data/ext/ctrrfs.c +11 -11
  331. data/ext/ctrsen.c +13 -13
  332. data/ext/ctrsna.c +20 -20
  333. data/ext/ctrsyl.c +11 -11
  334. data/ext/ctrti2.c +1 -1
  335. data/ext/ctrtri.c +1 -1
  336. data/ext/ctrtrs.c +10 -10
  337. data/ext/ctrttf.c +1 -1
  338. data/ext/ctrttp.c +1 -1
  339. data/ext/cunbdb.c +15 -15
  340. data/ext/cuncsd.c +27 -27
  341. data/ext/cung2l.c +9 -9
  342. data/ext/cung2r.c +9 -9
  343. data/ext/cungbr.c +1 -1
  344. data/ext/cunghr.c +7 -7
  345. data/ext/cungl2.c +1 -1
  346. data/ext/cunglq.c +9 -9
  347. data/ext/cungql.c +9 -9
  348. data/ext/cungqr.c +9 -9
  349. data/ext/cungr2.c +1 -1
  350. data/ext/cungrq.c +9 -9
  351. data/ext/cungtr.c +6 -6
  352. data/ext/cunm2l.c +12 -12
  353. data/ext/cunm2r.c +12 -12
  354. data/ext/cunmbr.c +3 -3
  355. data/ext/cunmhr.c +12 -12
  356. data/ext/cunml2.c +1 -1
  357. data/ext/cunmlq.c +7 -7
  358. data/ext/cunmql.c +12 -12
  359. data/ext/cunmqr.c +12 -12
  360. data/ext/cunmr2.c +1 -1
  361. data/ext/cunmr3.c +10 -10
  362. data/ext/cunmrq.c +7 -7
  363. data/ext/cunmrz.c +10 -10
  364. data/ext/cunmtr.c +17 -17
  365. data/ext/cupgtr.c +8 -8
  366. data/ext/cupmtr.c +2 -2
  367. data/ext/dbbcsd.c +29 -29
  368. data/ext/dbdsdc.c +6 -6
  369. data/ext/dbdsqr.c +20 -20
  370. data/ext/ddisna.c +1 -1
  371. data/ext/dgbbrd.c +12 -12
  372. data/ext/dgbcon.c +13 -13
  373. data/ext/dgbequ.c +3 -3
  374. data/ext/dgbequb.c +2 -2
  375. data/ext/dgbrfs.c +22 -22
  376. data/ext/dgbrfsx.c +43 -43
  377. data/ext/dgbsv.c +2 -2
  378. data/ext/dgbsvx.c +25 -25
  379. data/ext/dgbsvxx.c +36 -36
  380. data/ext/dgbtf2.c +3 -3
  381. data/ext/dgbtrf.c +3 -3
  382. data/ext/dgbtrs.c +11 -11
  383. data/ext/dgebak.c +11 -11
  384. data/ext/dgebal.c +1 -1
  385. data/ext/dgebd2.c +1 -1
  386. data/ext/dgebrd.c +1 -1
  387. data/ext/dgecon.c +1 -1
  388. data/ext/dgees.c +3 -3
  389. data/ext/dgeesx.c +4 -4
  390. data/ext/dgeev.c +3 -3
  391. data/ext/dgeevx.c +5 -5
  392. data/ext/dgegs.c +2 -2
  393. data/ext/dgegv.c +3 -3
  394. data/ext/dgehd2.c +1 -1
  395. data/ext/dgehrd.c +2 -2
  396. data/ext/dgejsv.c +16 -16
  397. data/ext/dgelqf.c +6 -6
  398. data/ext/dgels.c +2 -2
  399. data/ext/dgelsd.c +7 -7
  400. data/ext/dgelss.c +2 -2
  401. data/ext/dgelsx.c +12 -12
  402. data/ext/dgelsy.c +12 -12
  403. data/ext/dgeql2.c +1 -1
  404. data/ext/dgeqlf.c +1 -1
  405. data/ext/dgeqp3.c +11 -11
  406. data/ext/dgeqpf.c +11 -11
  407. data/ext/dgeqr2.c +1 -1
  408. data/ext/dgeqr2p.c +1 -1
  409. data/ext/dgeqrf.c +1 -1
  410. data/ext/dgeqrfp.c +1 -1
  411. data/ext/dgerfs.c +31 -31
  412. data/ext/dgerfsx.c +25 -25
  413. data/ext/dgerqf.c +6 -6
  414. data/ext/dgesc2.c +13 -13
  415. data/ext/dgesdd.c +3 -3
  416. data/ext/dgesvd.c +4 -4
  417. data/ext/dgesvj.c +15 -15
  418. data/ext/dgesvx.c +32 -32
  419. data/ext/dgesvxx.c +26 -26
  420. data/ext/dgetf2.c +1 -1
  421. data/ext/dgetrf.c +1 -1
  422. data/ext/dgetri.c +10 -10
  423. data/ext/dgetrs.c +10 -10
  424. data/ext/dggbak.c +11 -11
  425. data/ext/dggbal.c +11 -11
  426. data/ext/dgges.c +15 -15
  427. data/ext/dggesx.c +6 -6
  428. data/ext/dggev.c +3 -3
  429. data/ext/dggevx.c +4 -4
  430. data/ext/dgghrd.c +14 -14
  431. data/ext/dggqrf.c +9 -9
  432. data/ext/dggrqf.c +1 -1
  433. data/ext/dggsvd.c +3 -3
  434. data/ext/dggsvp.c +4 -4
  435. data/ext/dgsvj0.c +20 -20
  436. data/ext/dgsvj1.c +26 -26
  437. data/ext/dgtcon.c +20 -20
  438. data/ext/dgtrfs.c +48 -48
  439. data/ext/dgtsv.c +8 -8
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- <HTML>
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- <HEAD>
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- <TITLE>DOUBLE PRECISION routines for (real) symmetric band matrix</TITLE>
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- </HEAD>
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- <BODY>
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- <A NAME="top"></A>
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- <H1>DOUBLE PRECISION routines for (real) symmetric band matrix</H1>
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- <UL>
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- <LI><A HREF="#dsbev">dsbev</A></LI>
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- <LI><A HREF="#dsbevd">dsbevd</A></LI>
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- <LI><A HREF="#dsbevx">dsbevx</A></LI>
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- <LI><A HREF="#dsbgst">dsbgst</A></LI>
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- <LI><A HREF="#dsbgv">dsbgv</A></LI>
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- <LI><A HREF="#dsbgvd">dsbgvd</A></LI>
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- <LI><A HREF="#dsbgvx">dsbgvx</A></LI>
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- <LI><A HREF="#dsbtrd">dsbtrd</A></LI>
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- </UL>
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-
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- <A NAME="dsbev"></A>
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- <H2>dsbev</H2>
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- <PRE>
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- USAGE:
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- w, z, info, ab = NumRu::Lapack.dsbev( jobz, uplo, kd, ab, [:usage => usage, :help => help])
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-
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-
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- FORTRAN MANUAL
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- SUBROUTINE DSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, INFO )
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-
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- * Purpose
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- * =======
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- *
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- * DSBEV computes all the eigenvalues and, optionally, eigenvectors of
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- * a real symmetric band matrix 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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- * JOBZ (input) CHARACTER*1
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- * = 'N': Compute eigenvalues only;
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- * = 'V': Compute eigenvalues and eigenvectors.
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- *
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- * UPLO (input) CHARACTER*1
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- * = 'U': Upper triangle of A is stored;
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- * = 'L': Lower triangle of A is stored.
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- *
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- * N (input) INTEGER
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- * The order of the matrix A. N >= 0.
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- *
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- * KD (input) INTEGER
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- * The number of superdiagonals of the matrix A if UPLO = 'U',
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- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
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- *
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- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
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- * On entry, the upper or lower triangle of the symmetric band
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- * matrix A, stored in the first KD+1 rows of the array. The
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- * j-th column of A is stored in the j-th column of the array AB
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- * as follows:
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- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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- *
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- * On exit, AB is overwritten by values generated during the
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- * reduction to tridiagonal form. If UPLO = 'U', the first
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- * superdiagonal and the diagonal of the tridiagonal matrix T
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- * are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
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- * the diagonal and first subdiagonal of T are returned in the
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- * first two rows of AB.
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- *
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- * LDAB (input) INTEGER
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- * The leading dimension of the array AB. LDAB >= KD + 1.
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- *
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- * W (output) DOUBLE PRECISION array, dimension (N)
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- * If INFO = 0, the eigenvalues in ascending order.
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- *
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- * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
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- * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
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- * eigenvectors of the matrix A, with the i-th column of Z
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- * holding the eigenvector associated with W(i).
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- * If JOBZ = 'N', then Z is not referenced.
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- *
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- * LDZ (input) INTEGER
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- * The leading dimension of the array Z. LDZ >= 1, and if
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- * JOBZ = 'V', LDZ >= max(1,N).
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- *
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- * WORK (workspace) DOUBLE PRECISION array, dimension (max(1,3*N-2))
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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, the algorithm failed to converge; i
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- * off-diagonal elements of an intermediate tridiagonal
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- * form did not converge to zero.
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- *
94
-
95
- * =====================================================================
96
- *
97
-
98
-
99
- </PRE>
100
- <A HREF="#top">go to the page top</A>
101
-
102
- <A NAME="dsbevd"></A>
103
- <H2>dsbevd</H2>
104
- <PRE>
105
- USAGE:
106
- w, z, work, iwork, info, ab = NumRu::Lapack.dsbevd( jobz, uplo, kd, ab, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
107
-
108
-
109
- FORTRAN MANUAL
110
- SUBROUTINE DSBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
111
-
112
- * Purpose
113
- * =======
114
- *
115
- * DSBEVD computes all the eigenvalues and, optionally, eigenvectors of
116
- * a real symmetric band matrix A. If eigenvectors are desired, it uses
117
- * a divide and conquer algorithm.
118
- *
119
- * The divide and conquer algorithm makes very mild assumptions about
120
- * floating point arithmetic. It will work on machines with a guard
121
- * digit in add/subtract, or on those binary machines without guard
122
- * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
123
- * Cray-2. It could conceivably fail on hexadecimal or decimal machines
124
- * without guard digits, but we know of none.
125
- *
126
-
127
- * Arguments
128
- * =========
129
- *
130
- * JOBZ (input) CHARACTER*1
131
- * = 'N': Compute eigenvalues only;
132
- * = 'V': Compute eigenvalues and eigenvectors.
133
- *
134
- * UPLO (input) CHARACTER*1
135
- * = 'U': Upper triangle of A is stored;
136
- * = 'L': Lower triangle of A is stored.
137
- *
138
- * N (input) INTEGER
139
- * The order of the matrix A. N >= 0.
140
- *
141
- * KD (input) INTEGER
142
- * The number of superdiagonals of the matrix A if UPLO = 'U',
143
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
144
- *
145
- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
146
- * On entry, the upper or lower triangle of the symmetric band
147
- * matrix A, stored in the first KD+1 rows of the array. The
148
- * j-th column of A is stored in the j-th column of the array AB
149
- * as follows:
150
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
151
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
152
- *
153
- * On exit, AB is overwritten by values generated during the
154
- * reduction to tridiagonal form. If UPLO = 'U', the first
155
- * superdiagonal and the diagonal of the tridiagonal matrix T
156
- * are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
157
- * the diagonal and first subdiagonal of T are returned in the
158
- * first two rows of AB.
159
- *
160
- * LDAB (input) INTEGER
161
- * The leading dimension of the array AB. LDAB >= KD + 1.
162
- *
163
- * W (output) DOUBLE PRECISION array, dimension (N)
164
- * If INFO = 0, the eigenvalues in ascending order.
165
- *
166
- * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
167
- * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
168
- * eigenvectors of the matrix A, with the i-th column of Z
169
- * holding the eigenvector associated with W(i).
170
- * If JOBZ = 'N', then Z is not referenced.
171
- *
172
- * LDZ (input) INTEGER
173
- * The leading dimension of the array Z. LDZ >= 1, and if
174
- * JOBZ = 'V', LDZ >= max(1,N).
175
- *
176
- * WORK (workspace/output) DOUBLE PRECISION array,
177
- * dimension (LWORK)
178
- * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
179
- *
180
- * LWORK (input) INTEGER
181
- * The dimension of the array WORK.
182
- * IF N <= 1, LWORK must be at least 1.
183
- * If JOBZ = 'N' and N > 2, LWORK must be at least 2*N.
184
- * If JOBZ = 'V' and N > 2, LWORK must be at least
185
- * ( 1 + 5*N + 2*N**2 ).
186
- *
187
- * If LWORK = -1, then a workspace query is assumed; the routine
188
- * only calculates the optimal sizes of the WORK and IWORK
189
- * arrays, returns these values as the first entries of the WORK
190
- * and IWORK arrays, and no error message related to LWORK or
191
- * LIWORK is issued by XERBLA.
192
- *
193
- * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
194
- * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
195
- *
196
- * LIWORK (input) INTEGER
197
- * The dimension of the array LIWORK.
198
- * If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
199
- * If JOBZ = 'V' and N > 2, LIWORK must be at least 3 + 5*N.
200
- *
201
- * If LIWORK = -1, then a workspace query is assumed; the
202
- * routine only calculates the optimal sizes of the WORK and
203
- * IWORK arrays, returns these values as the first entries of
204
- * the WORK and IWORK arrays, and no error message related to
205
- * LWORK or LIWORK is issued by XERBLA.
206
- *
207
- * INFO (output) INTEGER
208
- * = 0: successful exit
209
- * < 0: if INFO = -i, the i-th argument had an illegal value
210
- * > 0: if INFO = i, the algorithm failed to converge; i
211
- * off-diagonal elements of an intermediate tridiagonal
212
- * form did not converge to zero.
213
- *
214
-
215
- * =====================================================================
216
- *
217
-
218
-
219
- </PRE>
220
- <A HREF="#top">go to the page top</A>
221
-
222
- <A NAME="dsbevx"></A>
223
- <H2>dsbevx</H2>
224
- <PRE>
225
- USAGE:
226
- q, m, w, z, ifail, info, ab = NumRu::Lapack.dsbevx( jobz, range, uplo, kd, ab, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
227
-
228
-
229
- FORTRAN MANUAL
230
- SUBROUTINE DSBEVX( JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
231
-
232
- * Purpose
233
- * =======
234
- *
235
- * DSBEVX computes selected eigenvalues and, optionally, eigenvectors
236
- * of a real symmetric band matrix A. Eigenvalues and eigenvectors can
237
- * be selected by specifying either a range of values or a range of
238
- * indices for the desired eigenvalues.
239
- *
240
-
241
- * Arguments
242
- * =========
243
- *
244
- * JOBZ (input) CHARACTER*1
245
- * = 'N': Compute eigenvalues only;
246
- * = 'V': Compute eigenvalues and eigenvectors.
247
- *
248
- * RANGE (input) CHARACTER*1
249
- * = 'A': all eigenvalues will be found;
250
- * = 'V': all eigenvalues in the half-open interval (VL,VU]
251
- * will be found;
252
- * = 'I': the IL-th through IU-th eigenvalues will be found.
253
- *
254
- * UPLO (input) CHARACTER*1
255
- * = 'U': Upper triangle of A is stored;
256
- * = 'L': Lower triangle of A is stored.
257
- *
258
- * N (input) INTEGER
259
- * The order of the matrix A. N >= 0.
260
- *
261
- * KD (input) INTEGER
262
- * The number of superdiagonals of the matrix A if UPLO = 'U',
263
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
264
- *
265
- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
266
- * On entry, the upper or lower triangle of the symmetric band
267
- * matrix A, stored in the first KD+1 rows of the array. The
268
- * j-th column of A is stored in the j-th column of the array AB
269
- * as follows:
270
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
271
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
272
- *
273
- * On exit, AB is overwritten by values generated during the
274
- * reduction to tridiagonal form. If UPLO = 'U', the first
275
- * superdiagonal and the diagonal of the tridiagonal matrix T
276
- * are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
277
- * the diagonal and first subdiagonal of T are returned in the
278
- * first two rows of AB.
279
- *
280
- * LDAB (input) INTEGER
281
- * The leading dimension of the array AB. LDAB >= KD + 1.
282
- *
283
- * Q (output) DOUBLE PRECISION array, dimension (LDQ, N)
284
- * If JOBZ = 'V', the N-by-N orthogonal matrix used in the
285
- * reduction to tridiagonal form.
286
- * If JOBZ = 'N', the array Q is not referenced.
287
- *
288
- * LDQ (input) INTEGER
289
- * The leading dimension of the array Q. If JOBZ = 'V', then
290
- * LDQ >= max(1,N).
291
- *
292
- * VL (input) DOUBLE PRECISION
293
- * VU (input) DOUBLE PRECISION
294
- * If RANGE='V', the lower and upper bounds of the interval to
295
- * be searched for eigenvalues. VL < VU.
296
- * Not referenced if RANGE = 'A' or 'I'.
297
- *
298
- * IL (input) INTEGER
299
- * IU (input) INTEGER
300
- * If RANGE='I', the indices (in ascending order) of the
301
- * smallest and largest eigenvalues to be returned.
302
- * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
303
- * Not referenced if RANGE = 'A' or 'V'.
304
- *
305
- * ABSTOL (input) DOUBLE PRECISION
306
- * The absolute error tolerance for the eigenvalues.
307
- * An approximate eigenvalue is accepted as converged
308
- * when it is determined to lie in an interval [a,b]
309
- * of width less than or equal to
310
- *
311
- * ABSTOL + EPS * max( |a|,|b| ) ,
312
- *
313
- * where EPS is the machine precision. If ABSTOL is less than
314
- * or equal to zero, then EPS*|T| will be used in its place,
315
- * where |T| is the 1-norm of the tridiagonal matrix obtained
316
- * by reducing AB to tridiagonal form.
317
- *
318
- * Eigenvalues will be computed most accurately when ABSTOL is
319
- * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
320
- * If this routine returns with INFO>0, indicating that some
321
- * eigenvectors did not converge, try setting ABSTOL to
322
- * 2*DLAMCH('S').
323
- *
324
- * See "Computing Small Singular Values of Bidiagonal Matrices
325
- * with Guaranteed High Relative Accuracy," by Demmel and
326
- * Kahan, LAPACK Working Note #3.
327
- *
328
- * M (output) INTEGER
329
- * The total number of eigenvalues found. 0 <= M <= N.
330
- * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
331
- *
332
- * W (output) DOUBLE PRECISION array, dimension (N)
333
- * The first M elements contain the selected eigenvalues in
334
- * ascending order.
335
- *
336
- * Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
337
- * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
338
- * contain the orthonormal eigenvectors of the matrix A
339
- * corresponding to the selected eigenvalues, with the i-th
340
- * column of Z holding the eigenvector associated with W(i).
341
- * If an eigenvector fails to converge, then that column of Z
342
- * contains the latest approximation to the eigenvector, and the
343
- * index of the eigenvector is returned in IFAIL.
344
- * If JOBZ = 'N', then Z is not referenced.
345
- * Note: the user must ensure that at least max(1,M) columns are
346
- * supplied in the array Z; if RANGE = 'V', the exact value of M
347
- * is not known in advance and an upper bound must be used.
348
- *
349
- * LDZ (input) INTEGER
350
- * The leading dimension of the array Z. LDZ >= 1, and if
351
- * JOBZ = 'V', LDZ >= max(1,N).
352
- *
353
- * WORK (workspace) DOUBLE PRECISION array, dimension (7*N)
354
- *
355
- * IWORK (workspace) INTEGER array, dimension (5*N)
356
- *
357
- * IFAIL (output) INTEGER array, dimension (N)
358
- * If JOBZ = 'V', then if INFO = 0, the first M elements of
359
- * IFAIL are zero. If INFO > 0, then IFAIL contains the
360
- * indices of the eigenvectors that failed to converge.
361
- * If JOBZ = 'N', then IFAIL is not referenced.
362
- *
363
- * INFO (output) INTEGER
364
- * = 0: successful exit.
365
- * < 0: if INFO = -i, the i-th argument had an illegal value.
366
- * > 0: if INFO = i, then i eigenvectors failed to converge.
367
- * Their indices are stored in array IFAIL.
368
- *
369
-
370
- * =====================================================================
371
- *
372
-
373
-
374
- </PRE>
375
- <A HREF="#top">go to the page top</A>
376
-
377
- <A NAME="dsbgst"></A>
378
- <H2>dsbgst</H2>
379
- <PRE>
380
- USAGE:
381
- x, info, ab = NumRu::Lapack.dsbgst( vect, uplo, ka, kb, ab, bb, [:usage => usage, :help => help])
382
-
383
-
384
- FORTRAN MANUAL
385
- SUBROUTINE DSBGST( VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX, WORK, INFO )
386
-
387
- * Purpose
388
- * =======
389
- *
390
- * DSBGST reduces a real symmetric-definite banded generalized
391
- * eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y,
392
- * such that C has the same bandwidth as A.
393
- *
394
- * B must have been previously factorized as S**T*S by DPBSTF, using a
395
- * split Cholesky factorization. A is overwritten by C = X**T*A*X, where
396
- * X = S**(-1)*Q and Q is an orthogonal matrix chosen to preserve the
397
- * bandwidth of A.
398
- *
399
-
400
- * Arguments
401
- * =========
402
- *
403
- * VECT (input) CHARACTER*1
404
- * = 'N': do not form the transformation matrix X;
405
- * = 'V': form X.
406
- *
407
- * UPLO (input) CHARACTER*1
408
- * = 'U': Upper triangle of A is stored;
409
- * = 'L': Lower triangle of A is stored.
410
- *
411
- * N (input) INTEGER
412
- * The order of the matrices A and B. N >= 0.
413
- *
414
- * KA (input) INTEGER
415
- * The number of superdiagonals of the matrix A if UPLO = 'U',
416
- * or the number of subdiagonals if UPLO = 'L'. KA >= 0.
417
- *
418
- * KB (input) INTEGER
419
- * The number of superdiagonals of the matrix B if UPLO = 'U',
420
- * or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
421
- *
422
- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
423
- * On entry, the upper or lower triangle of the symmetric band
424
- * matrix A, stored in the first ka+1 rows of the array. The
425
- * j-th column of A is stored in the j-th column of the array AB
426
- * as follows:
427
- * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
428
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
429
- *
430
- * On exit, the transformed matrix X**T*A*X, stored in the same
431
- * format as A.
432
- *
433
- * LDAB (input) INTEGER
434
- * The leading dimension of the array AB. LDAB >= KA+1.
435
- *
436
- * BB (input) DOUBLE PRECISION array, dimension (LDBB,N)
437
- * The banded factor S from the split Cholesky factorization of
438
- * B, as returned by DPBSTF, stored in the first KB+1 rows of
439
- * the array.
440
- *
441
- * LDBB (input) INTEGER
442
- * The leading dimension of the array BB. LDBB >= KB+1.
443
- *
444
- * X (output) DOUBLE PRECISION array, dimension (LDX,N)
445
- * If VECT = 'V', the n-by-n matrix X.
446
- * If VECT = 'N', the array X is not referenced.
447
- *
448
- * LDX (input) INTEGER
449
- * The leading dimension of the array X.
450
- * LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
451
- *
452
- * WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
453
- *
454
- * INFO (output) INTEGER
455
- * = 0: successful exit
456
- * < 0: if INFO = -i, the i-th argument had an illegal value.
457
- *
458
-
459
- * =====================================================================
460
- *
461
-
462
-
463
- </PRE>
464
- <A HREF="#top">go to the page top</A>
465
-
466
- <A NAME="dsbgv"></A>
467
- <H2>dsbgv</H2>
468
- <PRE>
469
- USAGE:
470
- w, z, info, ab, bb = NumRu::Lapack.dsbgv( jobz, uplo, ka, kb, ab, bb, [:usage => usage, :help => help])
471
-
472
-
473
- FORTRAN MANUAL
474
- SUBROUTINE DSBGV( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, INFO )
475
-
476
- * Purpose
477
- * =======
478
- *
479
- * DSBGV computes all the eigenvalues, and optionally, the eigenvectors
480
- * of a real generalized symmetric-definite banded eigenproblem, of
481
- * the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric
482
- * and banded, and B is also positive definite.
483
- *
484
-
485
- * Arguments
486
- * =========
487
- *
488
- * JOBZ (input) CHARACTER*1
489
- * = 'N': Compute eigenvalues only;
490
- * = 'V': Compute eigenvalues and eigenvectors.
491
- *
492
- * UPLO (input) CHARACTER*1
493
- * = 'U': Upper triangles of A and B are stored;
494
- * = 'L': Lower triangles of A and B are stored.
495
- *
496
- * N (input) INTEGER
497
- * The order of the matrices A and B. N >= 0.
498
- *
499
- * KA (input) INTEGER
500
- * The number of superdiagonals of the matrix A if UPLO = 'U',
501
- * or the number of subdiagonals if UPLO = 'L'. KA >= 0.
502
- *
503
- * KB (input) INTEGER
504
- * The number of superdiagonals of the matrix B if UPLO = 'U',
505
- * or the number of subdiagonals if UPLO = 'L'. KB >= 0.
506
- *
507
- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
508
- * On entry, the upper or lower triangle of the symmetric band
509
- * matrix A, stored in the first ka+1 rows of the array. The
510
- * j-th column of A is stored in the j-th column of the array AB
511
- * as follows:
512
- * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
513
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
514
- *
515
- * On exit, the contents of AB are destroyed.
516
- *
517
- * LDAB (input) INTEGER
518
- * The leading dimension of the array AB. LDAB >= KA+1.
519
- *
520
- * BB (input/output) DOUBLE PRECISION array, dimension (LDBB, N)
521
- * On entry, the upper or lower triangle of the symmetric band
522
- * matrix B, stored in the first kb+1 rows of the array. The
523
- * j-th column of B is stored in the j-th column of the array BB
524
- * as follows:
525
- * if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
526
- * if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
527
- *
528
- * On exit, the factor S from the split Cholesky factorization
529
- * B = S**T*S, as returned by DPBSTF.
530
- *
531
- * LDBB (input) INTEGER
532
- * The leading dimension of the array BB. LDBB >= KB+1.
533
- *
534
- * W (output) DOUBLE PRECISION array, dimension (N)
535
- * If INFO = 0, the eigenvalues in ascending order.
536
- *
537
- * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
538
- * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
539
- * eigenvectors, with the i-th column of Z holding the
540
- * eigenvector associated with W(i). The eigenvectors are
541
- * normalized so that Z**T*B*Z = I.
542
- * If JOBZ = 'N', then Z is not referenced.
543
- *
544
- * LDZ (input) INTEGER
545
- * The leading dimension of the array Z. LDZ >= 1, and if
546
- * JOBZ = 'V', LDZ >= N.
547
- *
548
- * WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
549
- *
550
- * INFO (output) INTEGER
551
- * = 0: successful exit
552
- * < 0: if INFO = -i, the i-th argument had an illegal value
553
- * > 0: if INFO = i, and i is:
554
- * <= N: the algorithm failed to converge:
555
- * i off-diagonal elements of an intermediate
556
- * tridiagonal form did not converge to zero;
557
- * > N: if INFO = N + i, for 1 <= i <= N, then DPBSTF
558
- * returned INFO = i: B is not positive definite.
559
- * The factorization of B could not be completed and
560
- * no eigenvalues or eigenvectors were computed.
561
- *
562
-
563
- * =====================================================================
564
- *
565
- * .. Local Scalars ..
566
- LOGICAL UPPER, WANTZ
567
- CHARACTER VECT
568
- INTEGER IINFO, INDE, INDWRK
569
- * ..
570
- * .. External Functions ..
571
- LOGICAL LSAME
572
- EXTERNAL LSAME
573
- * ..
574
- * .. External Subroutines ..
575
- EXTERNAL DPBSTF, DSBGST, DSBTRD, DSTEQR, DSTERF, XERBLA
576
- * ..
577
-
578
-
579
- </PRE>
580
- <A HREF="#top">go to the page top</A>
581
-
582
- <A NAME="dsbgvd"></A>
583
- <H2>dsbgvd</H2>
584
- <PRE>
585
- USAGE:
586
- w, z, work, iwork, info, ab, bb = NumRu::Lapack.dsbgvd( jobz, uplo, ka, kb, ab, bb, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])
587
-
588
-
589
- FORTRAN MANUAL
590
- SUBROUTINE DSBGVD( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
591
-
592
- * Purpose
593
- * =======
594
- *
595
- * DSBGVD computes all the eigenvalues, and optionally, the eigenvectors
596
- * of a real generalized symmetric-definite banded eigenproblem, of the
597
- * form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric and
598
- * banded, and B is also positive definite. If eigenvectors are
599
- * desired, it uses a divide and conquer algorithm.
600
- *
601
- * The divide and conquer algorithm makes very mild assumptions about
602
- * floating point arithmetic. It will work on machines with a guard
603
- * digit in add/subtract, or on those binary machines without guard
604
- * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
605
- * Cray-2. It could conceivably fail on hexadecimal or decimal machines
606
- * without guard digits, but we know of none.
607
- *
608
-
609
- * Arguments
610
- * =========
611
- *
612
- * JOBZ (input) CHARACTER*1
613
- * = 'N': Compute eigenvalues only;
614
- * = 'V': Compute eigenvalues and eigenvectors.
615
- *
616
- * UPLO (input) CHARACTER*1
617
- * = 'U': Upper triangles of A and B are stored;
618
- * = 'L': Lower triangles of A and B are stored.
619
- *
620
- * N (input) INTEGER
621
- * The order of the matrices A and B. N >= 0.
622
- *
623
- * KA (input) INTEGER
624
- * The number of superdiagonals of the matrix A if UPLO = 'U',
625
- * or the number of subdiagonals if UPLO = 'L'. KA >= 0.
626
- *
627
- * KB (input) INTEGER
628
- * The number of superdiagonals of the matrix B if UPLO = 'U',
629
- * or the number of subdiagonals if UPLO = 'L'. KB >= 0.
630
- *
631
- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
632
- * On entry, the upper or lower triangle of the symmetric band
633
- * matrix A, stored in the first ka+1 rows of the array. The
634
- * j-th column of A is stored in the j-th column of the array AB
635
- * as follows:
636
- * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
637
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
638
- *
639
- * On exit, the contents of AB are destroyed.
640
- *
641
- * LDAB (input) INTEGER
642
- * The leading dimension of the array AB. LDAB >= KA+1.
643
- *
644
- * BB (input/output) DOUBLE PRECISION array, dimension (LDBB, N)
645
- * On entry, the upper or lower triangle of the symmetric band
646
- * matrix B, stored in the first kb+1 rows of the array. The
647
- * j-th column of B is stored in the j-th column of the array BB
648
- * as follows:
649
- * if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
650
- * if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
651
- *
652
- * On exit, the factor S from the split Cholesky factorization
653
- * B = S**T*S, as returned by DPBSTF.
654
- *
655
- * LDBB (input) INTEGER
656
- * The leading dimension of the array BB. LDBB >= KB+1.
657
- *
658
- * W (output) DOUBLE PRECISION array, dimension (N)
659
- * If INFO = 0, the eigenvalues in ascending order.
660
- *
661
- * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
662
- * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
663
- * eigenvectors, with the i-th column of Z holding the
664
- * eigenvector associated with W(i). The eigenvectors are
665
- * normalized so Z**T*B*Z = I.
666
- * If JOBZ = 'N', then Z is not referenced.
667
- *
668
- * LDZ (input) INTEGER
669
- * The leading dimension of the array Z. LDZ >= 1, and if
670
- * JOBZ = 'V', LDZ >= max(1,N).
671
- *
672
- * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
673
- * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
674
- *
675
- * LWORK (input) INTEGER
676
- * The dimension of the array WORK.
677
- * If N <= 1, LWORK >= 1.
678
- * If JOBZ = 'N' and N > 1, LWORK >= 3*N.
679
- * If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2.
680
- *
681
- * If LWORK = -1, then a workspace query is assumed; the routine
682
- * only calculates the optimal sizes of the WORK and IWORK
683
- * arrays, returns these values as the first entries of the WORK
684
- * and IWORK arrays, and no error message related to LWORK or
685
- * LIWORK is issued by XERBLA.
686
- *
687
- * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
688
- * On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK.
689
- *
690
- * LIWORK (input) INTEGER
691
- * The dimension of the array IWORK.
692
- * If JOBZ = 'N' or N <= 1, LIWORK >= 1.
693
- * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
694
- *
695
- * If LIWORK = -1, then a workspace query is assumed; the
696
- * routine only calculates the optimal sizes of the WORK and
697
- * IWORK arrays, returns these values as the first entries of
698
- * the WORK and IWORK arrays, and no error message related to
699
- * LWORK or LIWORK is issued by XERBLA.
700
- *
701
- * INFO (output) INTEGER
702
- * = 0: successful exit
703
- * < 0: if INFO = -i, the i-th argument had an illegal value
704
- * > 0: if INFO = i, and i is:
705
- * <= N: the algorithm failed to converge:
706
- * i off-diagonal elements of an intermediate
707
- * tridiagonal form did not converge to zero;
708
- * > N: if INFO = N + i, for 1 <= i <= N, then DPBSTF
709
- * returned INFO = i: B is not positive definite.
710
- * The factorization of B could not be completed and
711
- * no eigenvalues or eigenvectors were computed.
712
- *
713
-
714
- * Further Details
715
- * ===============
716
- *
717
- * Based on contributions by
718
- * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
719
- *
720
- * =====================================================================
721
- *
722
-
723
-
724
- </PRE>
725
- <A HREF="#top">go to the page top</A>
726
-
727
- <A NAME="dsbgvx"></A>
728
- <H2>dsbgvx</H2>
729
- <PRE>
730
- USAGE:
731
- q, m, w, z, work, iwork, ifail, info, ab, bb = NumRu::Lapack.dsbgvx( jobz, range, uplo, ka, kb, ab, bb, vl, vu, il, iu, abstol, [:usage => usage, :help => help])
732
-
733
-
734
- FORTRAN MANUAL
735
- SUBROUTINE DSBGVX( JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
736
-
737
- * Purpose
738
- * =======
739
- *
740
- * DSBGVX computes selected eigenvalues, and optionally, eigenvectors
741
- * of a real generalized symmetric-definite banded eigenproblem, of
742
- * the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric
743
- * and banded, and B is also positive definite. Eigenvalues and
744
- * eigenvectors can be selected by specifying either all eigenvalues,
745
- * a range of values or a range of indices for the desired eigenvalues.
746
- *
747
-
748
- * Arguments
749
- * =========
750
- *
751
- * JOBZ (input) CHARACTER*1
752
- * = 'N': Compute eigenvalues only;
753
- * = 'V': Compute eigenvalues and eigenvectors.
754
- *
755
- * RANGE (input) CHARACTER*1
756
- * = 'A': all eigenvalues will be found.
757
- * = 'V': all eigenvalues in the half-open interval (VL,VU]
758
- * will be found.
759
- * = 'I': the IL-th through IU-th eigenvalues will be found.
760
- *
761
- * UPLO (input) CHARACTER*1
762
- * = 'U': Upper triangles of A and B are stored;
763
- * = 'L': Lower triangles of A and B are stored.
764
- *
765
- * N (input) INTEGER
766
- * The order of the matrices A and B. N >= 0.
767
- *
768
- * KA (input) INTEGER
769
- * The number of superdiagonals of the matrix A if UPLO = 'U',
770
- * or the number of subdiagonals if UPLO = 'L'. KA >= 0.
771
- *
772
- * KB (input) INTEGER
773
- * The number of superdiagonals of the matrix B if UPLO = 'U',
774
- * or the number of subdiagonals if UPLO = 'L'. KB >= 0.
775
- *
776
- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
777
- * On entry, the upper or lower triangle of the symmetric band
778
- * matrix A, stored in the first ka+1 rows of the array. The
779
- * j-th column of A is stored in the j-th column of the array AB
780
- * as follows:
781
- * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
782
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
783
- *
784
- * On exit, the contents of AB are destroyed.
785
- *
786
- * LDAB (input) INTEGER
787
- * The leading dimension of the array AB. LDAB >= KA+1.
788
- *
789
- * BB (input/output) DOUBLE PRECISION array, dimension (LDBB, N)
790
- * On entry, the upper or lower triangle of the symmetric band
791
- * matrix B, stored in the first kb+1 rows of the array. The
792
- * j-th column of B is stored in the j-th column of the array BB
793
- * as follows:
794
- * if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
795
- * if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
796
- *
797
- * On exit, the factor S from the split Cholesky factorization
798
- * B = S**T*S, as returned by DPBSTF.
799
- *
800
- * LDBB (input) INTEGER
801
- * The leading dimension of the array BB. LDBB >= KB+1.
802
- *
803
- * Q (output) DOUBLE PRECISION array, dimension (LDQ, N)
804
- * If JOBZ = 'V', the n-by-n matrix used in the reduction of
805
- * A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
806
- * and consequently C to tridiagonal form.
807
- * If JOBZ = 'N', the array Q is not referenced.
808
- *
809
- * LDQ (input) INTEGER
810
- * The leading dimension of the array Q. If JOBZ = 'N',
811
- * LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
812
- *
813
- * VL (input) DOUBLE PRECISION
814
- * VU (input) DOUBLE PRECISION
815
- * If RANGE='V', the lower and upper bounds of the interval to
816
- * be searched for eigenvalues. VL < VU.
817
- * Not referenced if RANGE = 'A' or 'I'.
818
- *
819
- * IL (input) INTEGER
820
- * IU (input) INTEGER
821
- * If RANGE='I', the indices (in ascending order) of the
822
- * smallest and largest eigenvalues to be returned.
823
- * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
824
- * Not referenced if RANGE = 'A' or 'V'.
825
- *
826
- * ABSTOL (input) DOUBLE PRECISION
827
- * The absolute error tolerance for the eigenvalues.
828
- * An approximate eigenvalue is accepted as converged
829
- * when it is determined to lie in an interval [a,b]
830
- * of width less than or equal to
831
- *
832
- * ABSTOL + EPS * max( |a|,|b| ) ,
833
- *
834
- * where EPS is the machine precision. If ABSTOL is less than
835
- * or equal to zero, then EPS*|T| will be used in its place,
836
- * where |T| is the 1-norm of the tridiagonal matrix obtained
837
- * by reducing A to tridiagonal form.
838
- *
839
- * Eigenvalues will be computed most accurately when ABSTOL is
840
- * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
841
- * If this routine returns with INFO>0, indicating that some
842
- * eigenvectors did not converge, try setting ABSTOL to
843
- * 2*DLAMCH('S').
844
- *
845
- * M (output) INTEGER
846
- * The total number of eigenvalues found. 0 <= M <= N.
847
- * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
848
- *
849
- * W (output) DOUBLE PRECISION array, dimension (N)
850
- * If INFO = 0, the eigenvalues in ascending order.
851
- *
852
- * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
853
- * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
854
- * eigenvectors, with the i-th column of Z holding the
855
- * eigenvector associated with W(i). The eigenvectors are
856
- * normalized so Z**T*B*Z = I.
857
- * If JOBZ = 'N', then Z is not referenced.
858
- *
859
- * LDZ (input) INTEGER
860
- * The leading dimension of the array Z. LDZ >= 1, and if
861
- * JOBZ = 'V', LDZ >= max(1,N).
862
- *
863
- * WORK (workspace/output) DOUBLE PRECISION array, dimension (7*N)
864
- *
865
- * IWORK (workspace/output) INTEGER array, dimension (5*N)
866
- *
867
- * IFAIL (output) INTEGER array, dimension (M)
868
- * If JOBZ = 'V', then if INFO = 0, the first M elements of
869
- * IFAIL are zero. If INFO > 0, then IFAIL contains the
870
- * indices of the eigenvalues that failed to converge.
871
- * If JOBZ = 'N', then IFAIL is not referenced.
872
- *
873
- * INFO (output) INTEGER
874
- * = 0 : successful exit
875
- * < 0 : if INFO = -i, the i-th argument had an illegal value
876
- * <= N: if INFO = i, then i eigenvectors failed to converge.
877
- * Their indices are stored in IFAIL.
878
- * > N : DPBSTF returned an error code; i.e.,
879
- * if INFO = N + i, for 1 <= i <= N, then the leading
880
- * minor of order i of B is not positive definite.
881
- * The factorization of B could not be completed and
882
- * no eigenvalues or eigenvectors were computed.
883
- *
884
-
885
- * Further Details
886
- * ===============
887
- *
888
- * Based on contributions by
889
- * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
890
- *
891
- * =====================================================================
892
- *
893
-
894
-
895
- </PRE>
896
- <A HREF="#top">go to the page top</A>
897
-
898
- <A NAME="dsbtrd"></A>
899
- <H2>dsbtrd</H2>
900
- <PRE>
901
- USAGE:
902
- d, e, info, ab, q = NumRu::Lapack.dsbtrd( vect, uplo, kd, ab, q, [:usage => usage, :help => help])
903
-
904
-
905
- FORTRAN MANUAL
906
- SUBROUTINE DSBTRD( VECT, UPLO, N, KD, AB, LDAB, D, E, Q, LDQ, WORK, INFO )
907
-
908
- * Purpose
909
- * =======
910
- *
911
- * DSBTRD reduces a real symmetric band matrix A to symmetric
912
- * tridiagonal form T by an orthogonal similarity transformation:
913
- * Q**T * A * Q = T.
914
- *
915
-
916
- * Arguments
917
- * =========
918
- *
919
- * VECT (input) CHARACTER*1
920
- * = 'N': do not form Q;
921
- * = 'V': form Q;
922
- * = 'U': update a matrix X, by forming X*Q.
923
- *
924
- * UPLO (input) CHARACTER*1
925
- * = 'U': Upper triangle of A is stored;
926
- * = 'L': Lower triangle of A is stored.
927
- *
928
- * N (input) INTEGER
929
- * The order of the matrix A. N >= 0.
930
- *
931
- * KD (input) INTEGER
932
- * The number of superdiagonals of the matrix A if UPLO = 'U',
933
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
934
- *
935
- * AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
936
- * On entry, the upper or lower triangle of the symmetric band
937
- * matrix A, stored in the first KD+1 rows of the array. The
938
- * j-th column of A is stored in the j-th column of the array AB
939
- * as follows:
940
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
941
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
942
- * On exit, the diagonal elements of AB are overwritten by the
943
- * diagonal elements of the tridiagonal matrix T; if KD > 0, the
944
- * elements on the first superdiagonal (if UPLO = 'U') or the
945
- * first subdiagonal (if UPLO = 'L') are overwritten by the
946
- * off-diagonal elements of T; the rest of AB is overwritten by
947
- * values generated during the reduction.
948
- *
949
- * LDAB (input) INTEGER
950
- * The leading dimension of the array AB. LDAB >= KD+1.
951
- *
952
- * D (output) DOUBLE PRECISION array, dimension (N)
953
- * The diagonal elements of the tridiagonal matrix T.
954
- *
955
- * E (output) DOUBLE PRECISION array, dimension (N-1)
956
- * The off-diagonal elements of the tridiagonal matrix T:
957
- * E(i) = T(i,i+1) if UPLO = 'U'; E(i) = T(i+1,i) if UPLO = 'L'.
958
- *
959
- * Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
960
- * On entry, if VECT = 'U', then Q must contain an N-by-N
961
- * matrix X; if VECT = 'N' or 'V', then Q need not be set.
962
- *
963
- * On exit:
964
- * if VECT = 'V', Q contains the N-by-N orthogonal matrix Q;
965
- * if VECT = 'U', Q contains the product X*Q;
966
- * if VECT = 'N', the array Q is not referenced.
967
- *
968
- * LDQ (input) INTEGER
969
- * The leading dimension of the array Q.
970
- * LDQ >= 1, and LDQ >= N if VECT = 'V' or 'U'.
971
- *
972
- * WORK (workspace) DOUBLE PRECISION array, dimension (N)
973
- *
974
- * INFO (output) INTEGER
975
- * = 0: successful exit
976
- * < 0: if INFO = -i, the i-th argument had an illegal value
977
- *
978
-
979
- * Further Details
980
- * ===============
981
- *
982
- * Modified by Linda Kaufman, Bell Labs.
983
- *
984
- * =====================================================================
985
- *
986
-
987
-
988
- </PRE>
989
- <A HREF="#top">go to the page top</A>
990
-
991
- <HR />
992
- <A HREF="d.html">back to matrix types</A><BR>
993
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994
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995
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