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>REAL routines for general band matrix</TITLE>
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<A NAME="top"></A>
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<H1>REAL routines for general band matrix</H1>
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<UL>
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<LI><A HREF="#sgbbrd">sgbbrd</A></LI>
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<LI><A HREF="#sgbcon">sgbcon</A></LI>
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<LI><A HREF="#sgbequ">sgbequ</A></LI>
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<LI><A HREF="#sgbequb">sgbequb</A></LI>
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<LI><A HREF="#sgbrfs">sgbrfs</A></LI>
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<LI><A HREF="#sgbrfsx">sgbrfsx</A></LI>
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<LI><A HREF="#sgbsv">sgbsv</A></LI>
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<LI><A HREF="#sgbsvx">sgbsvx</A></LI>
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<LI><A HREF="#sgbsvxx">sgbsvxx</A></LI>
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<LI><A HREF="#sgbtf2">sgbtf2</A></LI>
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<LI><A HREF="#sgbtrf">sgbtrf</A></LI>
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<LI><A HREF="#sgbtrs">sgbtrs</A></LI>
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</UL>
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<A NAME="sgbbrd"></A>
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<H2>sgbbrd</H2>
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<PRE>
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USAGE:
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d, e, q, pt, info, ab, c = NumRu::Lapack.sgbbrd( vect, kl, ku, ab, c, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE SGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, INFO )
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* Purpose
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* =======
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*
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* SGBBRD reduces a real general m-by-n band matrix A to upper
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* bidiagonal form B by an orthogonal transformation: Q' * A * P = B.
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*
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* The routine computes B, and optionally forms Q or P', or computes
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* Q'*C for a given matrix C.
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*
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* Arguments
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* =========
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*
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* VECT (input) CHARACTER*1
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* Specifies whether or not the matrices Q and P' are to be
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* formed.
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* = 'N': do not form Q or P';
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* = 'Q': form Q only;
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* = 'P': form P' only;
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* = 'B': form both.
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*
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* M (input) INTEGER
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* The number of rows of the matrix A. M >= 0.
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*
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* N (input) INTEGER
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* The number of columns of the matrix A. N >= 0.
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*
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* NCC (input) INTEGER
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* The number of columns of the matrix C. NCC >= 0.
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*
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* KL (input) INTEGER
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* The number of subdiagonals of the matrix A. KL >= 0.
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*
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* KU (input) INTEGER
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* The number of superdiagonals of the matrix A. KU >= 0.
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*
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* AB (input/output) REAL array, dimension (LDAB,N)
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* On entry, the m-by-n band matrix A, stored in rows 1 to
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* KL+KU+1. The j-th column of A is stored in the j-th column of
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* the array AB as follows:
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* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
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* On exit, A is overwritten by values generated during the
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* reduction.
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array A. LDAB >= KL+KU+1.
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*
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* D (output) REAL array, dimension (min(M,N))
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* The diagonal elements of the bidiagonal matrix B.
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*
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* E (output) REAL array, dimension (min(M,N)-1)
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* The superdiagonal elements of the bidiagonal matrix B.
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*
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* Q (output) REAL array, dimension (LDQ,M)
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* If VECT = 'Q' or 'B', the m-by-m orthogonal matrix Q.
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* If VECT = 'N' or 'P', the array Q is not referenced.
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*
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* LDQ (input) INTEGER
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* The leading dimension of the array Q.
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* LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
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*
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* PT (output) REAL array, dimension (LDPT,N)
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* If VECT = 'P' or 'B', the n-by-n orthogonal matrix P'.
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* If VECT = 'N' or 'Q', the array PT is not referenced.
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*
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* The leading dimension of the array PT.
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* LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
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*
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* C (input/output) REAL array, dimension (LDC,NCC)
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* On entry, an m-by-ncc matrix C.
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* On exit, C is overwritten by Q'*C.
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* C is not referenced if NCC = 0.
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* LDC (input) INTEGER
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* The leading dimension of the array C.
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* LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
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* WORK (workspace) REAL array, dimension (2*max(M,N))
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* INFO (output) INTEGER
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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="sgbcon"></A>
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<H2>sgbcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.sgbcon( norm, kl, ku, ab, ipiv, anorm, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE SGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* SGBCON estimates the reciprocal of the condition number of a real
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* general band matrix A, in either the 1-norm or the infinity-norm,
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* using the LU factorization computed by SGBTRF.
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*
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
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* condition number is computed as
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* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
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*
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* Arguments
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* =========
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*
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* NORM (input) CHARACTER*1
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* Specifies whether the 1-norm condition number or the
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* infinity-norm condition number is required:
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* = '1' or 'O': 1-norm;
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* = 'I': Infinity-norm.
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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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* KL (input) INTEGER
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* The number of subdiagonals within the band of A. KL >= 0.
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*
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* KU (input) INTEGER
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* The number of superdiagonals within the band of A. KU >= 0.
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*
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* AB (input) REAL array, dimension (LDAB,N)
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* Details of the LU factorization of the band matrix A, as
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* computed by SGBTRF. U is stored as an upper triangular band
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* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
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* the multipliers used during the factorization are stored in
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* rows KL+KU+2 to 2*KL+KU+1.
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
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*
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* IPIV (input) INTEGER array, dimension (N)
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* The pivot indices; for 1 <= i <= N, row i of the matrix was
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* interchanged with row IPIV(i).
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*
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* ANORM (input) REAL
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* If NORM = '1' or 'O', the 1-norm of the original matrix A.
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* If NORM = 'I', the infinity-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/(norm(A) * norm(inv(A))).
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* WORK (workspace) REAL array, dimension (3*N)
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* IWORK (workspace) INTEGER array, dimension (N)
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* INFO (output) INTEGER
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* = 0: successful exit
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="sgbequ"></A>
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<H2>sgbequ</H2>
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<PRE>
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USAGE:
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r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.sgbequ( m, kl, ku, ab, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE SGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO )
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* Purpose
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* =======
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*
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* SGBEQU computes row and column scalings intended to equilibrate an
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* M-by-N band matrix A and reduce its condition number. R returns the
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* row scale factors and C the column scale factors, chosen to try to
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* make the largest element in each row and column of the matrix B with
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* elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
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*
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* R(i) and C(j) are restricted to be between SMLNUM = smallest safe
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* number and BIGNUM = largest safe number. Use of these scaling
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* factors is not guaranteed to reduce the condition number of A but
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* works well in practice.
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*
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* Arguments
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* =========
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*
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* M (input) INTEGER
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* The number of rows of the matrix A. M >= 0.
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*
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* N (input) INTEGER
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* The number of columns of the matrix A. N >= 0.
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*
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* KL (input) INTEGER
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* The number of subdiagonals within the band of A. KL >= 0.
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|
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*
|
240
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* KU (input) INTEGER
|
241
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
242
|
-
*
|
243
|
-
* AB (input) REAL array, dimension (LDAB,N)
|
244
|
-
* The band matrix A, stored in rows 1 to KL+KU+1. The j-th
|
245
|
-
* column of A is stored in the j-th column of the array AB as
|
246
|
-
* follows:
|
247
|
-
* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
|
248
|
-
*
|
249
|
-
* LDAB (input) INTEGER
|
250
|
-
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
251
|
-
*
|
252
|
-
* R (output) REAL array, dimension (M)
|
253
|
-
* If INFO = 0, or INFO > M, R contains the row scale factors
|
254
|
-
* for A.
|
255
|
-
*
|
256
|
-
* C (output) REAL array, dimension (N)
|
257
|
-
* If INFO = 0, C contains the column scale factors for A.
|
258
|
-
*
|
259
|
-
* ROWCND (output) REAL
|
260
|
-
* If INFO = 0 or INFO > M, ROWCND contains the ratio of the
|
261
|
-
* smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
|
262
|
-
* AMAX is neither too large nor too small, it is not worth
|
263
|
-
* scaling by R.
|
264
|
-
*
|
265
|
-
* COLCND (output) REAL
|
266
|
-
* If INFO = 0, COLCND contains the ratio of the smallest
|
267
|
-
* C(i) to the largest C(i). If COLCND >= 0.1, it is not
|
268
|
-
* worth scaling by C.
|
269
|
-
*
|
270
|
-
* AMAX (output) REAL
|
271
|
-
* Absolute value of largest matrix element. If AMAX is very
|
272
|
-
* close to overflow or very close to underflow, the matrix
|
273
|
-
* should be scaled.
|
274
|
-
*
|
275
|
-
* INFO (output) INTEGER
|
276
|
-
* = 0: successful exit
|
277
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
278
|
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* > 0: if INFO = i, and i is
|
279
|
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* <= M: the i-th row of A is exactly zero
|
280
|
-
* > M: the (i-M)-th column of A is exactly zero
|
281
|
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*
|
282
|
-
|
283
|
-
* =====================================================================
|
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|
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*
|
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|
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|
286
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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>
|
289
|
-
|
290
|
-
<A NAME="sgbequb"></A>
|
291
|
-
<H2>sgbequb</H2>
|
292
|
-
<PRE>
|
293
|
-
USAGE:
|
294
|
-
r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.sgbequb( kl, ku, ab, [:usage => usage, :help => help])
|
295
|
-
|
296
|
-
|
297
|
-
FORTRAN MANUAL
|
298
|
-
SUBROUTINE SGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO )
|
299
|
-
|
300
|
-
* Purpose
|
301
|
-
* =======
|
302
|
-
*
|
303
|
-
* SGBEQUB computes row and column scalings intended to equilibrate an
|
304
|
-
* M-by-N matrix A and reduce its condition number. R returns the row
|
305
|
-
* scale factors and C the column scale factors, chosen to try to make
|
306
|
-
* the largest element in each row and column of the matrix B with
|
307
|
-
* elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
|
308
|
-
* the radix.
|
309
|
-
*
|
310
|
-
* R(i) and C(j) are restricted to be a power of the radix between
|
311
|
-
* SMLNUM = smallest safe number and BIGNUM = largest safe number. Use
|
312
|
-
* of these scaling factors is not guaranteed to reduce the condition
|
313
|
-
* number of A but works well in practice.
|
314
|
-
*
|
315
|
-
* This routine differs from SGEEQU by restricting the scaling factors
|
316
|
-
* to a power of the radix. Baring over- and underflow, scaling by
|
317
|
-
* these factors introduces no additional rounding errors. However, the
|
318
|
-
* scaled entries' magnitured are no longer approximately 1 but lie
|
319
|
-
* between sqrt(radix) and 1/sqrt(radix).
|
320
|
-
*
|
321
|
-
|
322
|
-
* Arguments
|
323
|
-
* =========
|
324
|
-
*
|
325
|
-
* M (input) INTEGER
|
326
|
-
* The number of rows of the matrix A. M >= 0.
|
327
|
-
*
|
328
|
-
* N (input) INTEGER
|
329
|
-
* The number of columns of the matrix A. N >= 0.
|
330
|
-
*
|
331
|
-
* KL (input) INTEGER
|
332
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
333
|
-
*
|
334
|
-
* KU (input) INTEGER
|
335
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
336
|
-
*
|
337
|
-
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
338
|
-
* On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
|
339
|
-
* The j-th column of A is stored in the j-th column of the
|
340
|
-
* array AB as follows:
|
341
|
-
* AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
|
342
|
-
*
|
343
|
-
* LDAB (input) INTEGER
|
344
|
-
* The leading dimension of the array A. LDAB >= max(1,M).
|
345
|
-
*
|
346
|
-
* R (output) REAL array, dimension (M)
|
347
|
-
* If INFO = 0 or INFO > M, R contains the row scale factors
|
348
|
-
* for A.
|
349
|
-
*
|
350
|
-
* C (output) REAL array, dimension (N)
|
351
|
-
* If INFO = 0, C contains the column scale factors for A.
|
352
|
-
*
|
353
|
-
* ROWCND (output) REAL
|
354
|
-
* If INFO = 0 or INFO > M, ROWCND contains the ratio of the
|
355
|
-
* smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
|
356
|
-
* AMAX is neither too large nor too small, it is not worth
|
357
|
-
* scaling by R.
|
358
|
-
*
|
359
|
-
* COLCND (output) REAL
|
360
|
-
* If INFO = 0, COLCND contains the ratio of the smallest
|
361
|
-
* C(i) to the largest C(i). If COLCND >= 0.1, it is not
|
362
|
-
* worth scaling by C.
|
363
|
-
*
|
364
|
-
* AMAX (output) REAL
|
365
|
-
* Absolute value of largest matrix element. If AMAX is very
|
366
|
-
* close to overflow or very close to underflow, the matrix
|
367
|
-
* should be scaled.
|
368
|
-
*
|
369
|
-
* INFO (output) INTEGER
|
370
|
-
* = 0: successful exit
|
371
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
372
|
-
* > 0: if INFO = i, and i is
|
373
|
-
* <= M: the i-th row of A is exactly zero
|
374
|
-
* > M: the (i-M)-th column of A is exactly zero
|
375
|
-
*
|
376
|
-
|
377
|
-
* =====================================================================
|
378
|
-
*
|
379
|
-
|
380
|
-
|
381
|
-
</PRE>
|
382
|
-
<A HREF="#top">go to the page top</A>
|
383
|
-
|
384
|
-
<A NAME="sgbrfs"></A>
|
385
|
-
<H2>sgbrfs</H2>
|
386
|
-
<PRE>
|
387
|
-
USAGE:
|
388
|
-
ferr, berr, info, x = NumRu::Lapack.sgbrfs( trans, kl, ku, ab, afb, ipiv, b, x, [:usage => usage, :help => help])
|
389
|
-
|
390
|
-
|
391
|
-
FORTRAN MANUAL
|
392
|
-
SUBROUTINE SGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
|
393
|
-
|
394
|
-
* Purpose
|
395
|
-
* =======
|
396
|
-
*
|
397
|
-
* SGBRFS improves the computed solution to a system of linear
|
398
|
-
* equations when the coefficient matrix is banded, and provides
|
399
|
-
* error bounds and backward error estimates for the solution.
|
400
|
-
*
|
401
|
-
|
402
|
-
* Arguments
|
403
|
-
* =========
|
404
|
-
*
|
405
|
-
* TRANS (input) CHARACTER*1
|
406
|
-
* Specifies the form of the system of equations:
|
407
|
-
* = 'N': A * X = B (No transpose)
|
408
|
-
* = 'T': A**T * X = B (Transpose)
|
409
|
-
* = 'C': A**H * X = B (Conjugate transpose = Transpose)
|
410
|
-
*
|
411
|
-
* N (input) INTEGER
|
412
|
-
* The order of the matrix A. N >= 0.
|
413
|
-
*
|
414
|
-
* KL (input) INTEGER
|
415
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
416
|
-
*
|
417
|
-
* KU (input) INTEGER
|
418
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
419
|
-
*
|
420
|
-
* NRHS (input) INTEGER
|
421
|
-
* The number of right hand sides, i.e., the number of columns
|
422
|
-
* of the matrices B and X. NRHS >= 0.
|
423
|
-
*
|
424
|
-
* AB (input) REAL array, dimension (LDAB,N)
|
425
|
-
* The original band matrix A, stored in rows 1 to KL+KU+1.
|
426
|
-
* The j-th column of A is stored in the j-th column of the
|
427
|
-
* array AB as follows:
|
428
|
-
* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
|
429
|
-
*
|
430
|
-
* LDAB (input) INTEGER
|
431
|
-
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
432
|
-
*
|
433
|
-
* AFB (input) REAL array, dimension (LDAFB,N)
|
434
|
-
* Details of the LU factorization of the band matrix A, as
|
435
|
-
* computed by SGBTRF. U is stored as an upper triangular band
|
436
|
-
* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
|
437
|
-
* the multipliers used during the factorization are stored in
|
438
|
-
* rows KL+KU+2 to 2*KL+KU+1.
|
439
|
-
*
|
440
|
-
* LDAFB (input) INTEGER
|
441
|
-
* The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
|
442
|
-
*
|
443
|
-
* IPIV (input) INTEGER array, dimension (N)
|
444
|
-
* The pivot indices from SGBTRF; for 1<=i<=N, row i of the
|
445
|
-
* matrix was interchanged with row IPIV(i).
|
446
|
-
*
|
447
|
-
* B (input) REAL array, dimension (LDB,NRHS)
|
448
|
-
* The right hand side matrix B.
|
449
|
-
*
|
450
|
-
* LDB (input) INTEGER
|
451
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
452
|
-
*
|
453
|
-
* X (input/output) REAL array, dimension (LDX,NRHS)
|
454
|
-
* On entry, the solution matrix X, as computed by SGBTRS.
|
455
|
-
* On exit, the improved solution matrix X.
|
456
|
-
*
|
457
|
-
* LDX (input) INTEGER
|
458
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
459
|
-
*
|
460
|
-
* FERR (output) REAL array, dimension (NRHS)
|
461
|
-
* The estimated forward error bound for each solution vector
|
462
|
-
* X(j) (the j-th column of the solution matrix X).
|
463
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
464
|
-
* is an estimated upper bound for the magnitude of the largest
|
465
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
466
|
-
* largest element in X(j). The estimate is as reliable as
|
467
|
-
* the estimate for RCOND, and is almost always a slight
|
468
|
-
* overestimate of the true error.
|
469
|
-
*
|
470
|
-
* BERR (output) REAL array, dimension (NRHS)
|
471
|
-
* The componentwise relative backward error of each solution
|
472
|
-
* vector X(j) (i.e., the smallest relative change in
|
473
|
-
* any element of A or B that makes X(j) an exact solution).
|
474
|
-
*
|
475
|
-
* WORK (workspace) REAL array, dimension (3*N)
|
476
|
-
*
|
477
|
-
* IWORK (workspace) INTEGER array, dimension (N)
|
478
|
-
*
|
479
|
-
* INFO (output) INTEGER
|
480
|
-
* = 0: successful exit
|
481
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
482
|
-
*
|
483
|
-
* Internal Parameters
|
484
|
-
* ===================
|
485
|
-
*
|
486
|
-
* ITMAX is the maximum number of steps of iterative refinement.
|
487
|
-
*
|
488
|
-
|
489
|
-
* =====================================================================
|
490
|
-
*
|
491
|
-
|
492
|
-
|
493
|
-
</PRE>
|
494
|
-
<A HREF="#top">go to the page top</A>
|
495
|
-
|
496
|
-
<A NAME="sgbrfsx"></A>
|
497
|
-
<H2>sgbrfsx</H2>
|
498
|
-
<PRE>
|
499
|
-
USAGE:
|
500
|
-
rcond, berr, err_bnds_norm, err_bnds_comp, info, r, c, x, params = NumRu::Lapack.sgbrfsx( trans, equed, kl, ku, ab, afb, ipiv, r, c, b, x, params, [:usage => usage, :help => help])
|
501
|
-
|
502
|
-
|
503
|
-
FORTRAN MANUAL
|
504
|
-
SUBROUTINE SGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
|
505
|
-
|
506
|
-
* Purpose
|
507
|
-
* =======
|
508
|
-
*
|
509
|
-
* SGBRFSX improves the computed solution to a system of linear
|
510
|
-
* equations and provides error bounds and backward error estimates
|
511
|
-
* for the solution. In addition to normwise error bound, the code
|
512
|
-
* provides maximum componentwise error bound if possible. See
|
513
|
-
* comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
|
514
|
-
* error bounds.
|
515
|
-
*
|
516
|
-
* The original system of linear equations may have been equilibrated
|
517
|
-
* before calling this routine, as described by arguments EQUED, R
|
518
|
-
* and C below. In this case, the solution and error bounds returned
|
519
|
-
* are for the original unequilibrated system.
|
520
|
-
*
|
521
|
-
|
522
|
-
* Arguments
|
523
|
-
* =========
|
524
|
-
*
|
525
|
-
* Some optional parameters are bundled in the PARAMS array. These
|
526
|
-
* settings determine how refinement is performed, but often the
|
527
|
-
* defaults are acceptable. If the defaults are acceptable, users
|
528
|
-
* can pass NPARAMS = 0 which prevents the source code from accessing
|
529
|
-
* the PARAMS argument.
|
530
|
-
*
|
531
|
-
* TRANS (input) CHARACTER*1
|
532
|
-
* Specifies the form of the system of equations:
|
533
|
-
* = 'N': A * X = B (No transpose)
|
534
|
-
* = 'T': A**T * X = B (Transpose)
|
535
|
-
* = 'C': A**H * X = B (Conjugate transpose = Transpose)
|
536
|
-
*
|
537
|
-
* EQUED (input) CHARACTER*1
|
538
|
-
* Specifies the form of equilibration that was done to A
|
539
|
-
* before calling this routine. This is needed to compute
|
540
|
-
* the solution and error bounds correctly.
|
541
|
-
* = 'N': No equilibration
|
542
|
-
* = 'R': Row equilibration, i.e., A has been premultiplied by
|
543
|
-
* diag(R).
|
544
|
-
* = 'C': Column equilibration, i.e., A has been postmultiplied
|
545
|
-
* by diag(C).
|
546
|
-
* = 'B': Both row and column equilibration, i.e., A has been
|
547
|
-
* replaced by diag(R) * A * diag(C).
|
548
|
-
* The right hand side B has been changed accordingly.
|
549
|
-
*
|
550
|
-
* N (input) INTEGER
|
551
|
-
* The order of the matrix A. N >= 0.
|
552
|
-
*
|
553
|
-
* KL (input) INTEGER
|
554
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
555
|
-
*
|
556
|
-
* KU (input) INTEGER
|
557
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
558
|
-
*
|
559
|
-
* NRHS (input) INTEGER
|
560
|
-
* The number of right hand sides, i.e., the number of columns
|
561
|
-
* of the matrices B and X. NRHS >= 0.
|
562
|
-
*
|
563
|
-
* AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
|
564
|
-
* The original band matrix A, stored in rows 1 to KL+KU+1.
|
565
|
-
* The j-th column of A is stored in the j-th column of the
|
566
|
-
* array AB as follows:
|
567
|
-
* AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
|
568
|
-
*
|
569
|
-
* LDAB (input) INTEGER
|
570
|
-
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
571
|
-
*
|
572
|
-
* AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N)
|
573
|
-
* Details of the LU factorization of the band matrix A, as
|
574
|
-
* computed by DGBTRF. U is stored as an upper triangular band
|
575
|
-
* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
|
576
|
-
* the multipliers used during the factorization are stored in
|
577
|
-
* rows KL+KU+2 to 2*KL+KU+1.
|
578
|
-
*
|
579
|
-
* LDAFB (input) INTEGER
|
580
|
-
* The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
|
581
|
-
*
|
582
|
-
* IPIV (input) INTEGER array, dimension (N)
|
583
|
-
* The pivot indices from SGETRF; for 1<=i<=N, row i of the
|
584
|
-
* matrix was interchanged with row IPIV(i).
|
585
|
-
*
|
586
|
-
* R (input or output) REAL array, dimension (N)
|
587
|
-
* The row scale factors for A. If EQUED = 'R' or 'B', A is
|
588
|
-
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
|
589
|
-
* is not accessed. R is an input argument if FACT = 'F';
|
590
|
-
* otherwise, R is an output argument. If FACT = 'F' and
|
591
|
-
* EQUED = 'R' or 'B', each element of R must be positive.
|
592
|
-
* If R is output, each element of R is a power of the radix.
|
593
|
-
* If R is input, each element of R should be a power of the radix
|
594
|
-
* to ensure a reliable solution and error estimates. Scaling by
|
595
|
-
* powers of the radix does not cause rounding errors unless the
|
596
|
-
* result underflows or overflows. Rounding errors during scaling
|
597
|
-
* lead to refining with a matrix that is not equivalent to the
|
598
|
-
* input matrix, producing error estimates that may not be
|
599
|
-
* reliable.
|
600
|
-
*
|
601
|
-
* C (input or output) REAL array, dimension (N)
|
602
|
-
* The column scale factors for A. If EQUED = 'C' or 'B', A is
|
603
|
-
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
|
604
|
-
* is not accessed. C is an input argument if FACT = 'F';
|
605
|
-
* otherwise, C is an output argument. If FACT = 'F' and
|
606
|
-
* EQUED = 'C' or 'B', each element of C must be positive.
|
607
|
-
* If C is output, each element of C is a power of the radix.
|
608
|
-
* If C is input, each element of C should be a power of the radix
|
609
|
-
* to ensure a reliable solution and error estimates. Scaling by
|
610
|
-
* powers of the radix does not cause rounding errors unless the
|
611
|
-
* result underflows or overflows. Rounding errors during scaling
|
612
|
-
* lead to refining with a matrix that is not equivalent to the
|
613
|
-
* input matrix, producing error estimates that may not be
|
614
|
-
* reliable.
|
615
|
-
*
|
616
|
-
* B (input) REAL array, dimension (LDB,NRHS)
|
617
|
-
* The right hand side matrix B.
|
618
|
-
*
|
619
|
-
* LDB (input) INTEGER
|
620
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
621
|
-
*
|
622
|
-
* X (input/output) REAL array, dimension (LDX,NRHS)
|
623
|
-
* On entry, the solution matrix X, as computed by SGETRS.
|
624
|
-
* On exit, the improved solution matrix X.
|
625
|
-
*
|
626
|
-
* LDX (input) INTEGER
|
627
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
628
|
-
*
|
629
|
-
* RCOND (output) REAL
|
630
|
-
* Reciprocal scaled condition number. This is an estimate of the
|
631
|
-
* reciprocal Skeel condition number of the matrix A after
|
632
|
-
* equilibration (if done). If this is less than the machine
|
633
|
-
* precision (in particular, if it is zero), the matrix is singular
|
634
|
-
* to working precision. Note that the error may still be small even
|
635
|
-
* if this number is very small and the matrix appears ill-
|
636
|
-
* conditioned.
|
637
|
-
*
|
638
|
-
* BERR (output) REAL array, dimension (NRHS)
|
639
|
-
* Componentwise relative backward error. This is the
|
640
|
-
* componentwise relative backward error of each solution vector X(j)
|
641
|
-
* (i.e., the smallest relative change in any element of A or B that
|
642
|
-
* makes X(j) an exact solution).
|
643
|
-
*
|
644
|
-
* N_ERR_BNDS (input) INTEGER
|
645
|
-
* Number of error bounds to return for each right hand side
|
646
|
-
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
647
|
-
* ERR_BNDS_COMP below.
|
648
|
-
*
|
649
|
-
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
650
|
-
* For each right-hand side, this array contains information about
|
651
|
-
* various error bounds and condition numbers corresponding to the
|
652
|
-
* normwise relative error, which is defined as follows:
|
653
|
-
*
|
654
|
-
* Normwise relative error in the ith solution vector:
|
655
|
-
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
656
|
-
* ------------------------------
|
657
|
-
* max_j abs(X(j,i))
|
658
|
-
*
|
659
|
-
* The array is indexed by the type of error information as described
|
660
|
-
* below. There currently are up to three pieces of information
|
661
|
-
* returned.
|
662
|
-
*
|
663
|
-
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
664
|
-
* right-hand side.
|
665
|
-
*
|
666
|
-
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
667
|
-
* three fields:
|
668
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
669
|
-
* reciprocal condition number is less than the threshold
|
670
|
-
* sqrt(n) * slamch('Epsilon').
|
671
|
-
*
|
672
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
673
|
-
* almost certainly within a factor of 10 of the true error
|
674
|
-
* so long as the next entry is greater than the threshold
|
675
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
676
|
-
* be trusted if the previous boolean is true.
|
677
|
-
*
|
678
|
-
* err = 3 Reciprocal condition number: Estimated normwise
|
679
|
-
* reciprocal condition number. Compared with the threshold
|
680
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
681
|
-
* estimate is "guaranteed". These reciprocal condition
|
682
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
683
|
-
* appropriately scaled matrix Z.
|
684
|
-
* Let Z = S*A, where S scales each row by a power of the
|
685
|
-
* radix so all absolute row sums of Z are approximately 1.
|
686
|
-
*
|
687
|
-
* See Lapack Working Note 165 for further details and extra
|
688
|
-
* cautions.
|
689
|
-
*
|
690
|
-
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
691
|
-
* For each right-hand side, this array contains information about
|
692
|
-
* various error bounds and condition numbers corresponding to the
|
693
|
-
* componentwise relative error, which is defined as follows:
|
694
|
-
*
|
695
|
-
* Componentwise relative error in the ith solution vector:
|
696
|
-
* abs(XTRUE(j,i) - X(j,i))
|
697
|
-
* max_j ----------------------
|
698
|
-
* abs(X(j,i))
|
699
|
-
*
|
700
|
-
* The array is indexed by the right-hand side i (on which the
|
701
|
-
* componentwise relative error depends), and the type of error
|
702
|
-
* information as described below. There currently are up to three
|
703
|
-
* pieces of information returned for each right-hand side. If
|
704
|
-
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
705
|
-
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
706
|
-
* the first (:,N_ERR_BNDS) entries are returned.
|
707
|
-
*
|
708
|
-
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
709
|
-
* right-hand side.
|
710
|
-
*
|
711
|
-
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
712
|
-
* three fields:
|
713
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
714
|
-
* reciprocal condition number is less than the threshold
|
715
|
-
* sqrt(n) * slamch('Epsilon').
|
716
|
-
*
|
717
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
718
|
-
* almost certainly within a factor of 10 of the true error
|
719
|
-
* so long as the next entry is greater than the threshold
|
720
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
721
|
-
* be trusted if the previous boolean is true.
|
722
|
-
*
|
723
|
-
* err = 3 Reciprocal condition number: Estimated componentwise
|
724
|
-
* reciprocal condition number. Compared with the threshold
|
725
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
726
|
-
* estimate is "guaranteed". These reciprocal condition
|
727
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
728
|
-
* appropriately scaled matrix Z.
|
729
|
-
* Let Z = S*(A*diag(x)), where x is the solution for the
|
730
|
-
* current right-hand side and S scales each row of
|
731
|
-
* A*diag(x) by a power of the radix so all absolute row
|
732
|
-
* sums of Z are approximately 1.
|
733
|
-
*
|
734
|
-
* See Lapack Working Note 165 for further details and extra
|
735
|
-
* cautions.
|
736
|
-
*
|
737
|
-
* NPARAMS (input) INTEGER
|
738
|
-
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
739
|
-
* PARAMS array is never referenced and default values are used.
|
740
|
-
*
|
741
|
-
* PARAMS (input / output) REAL array, dimension NPARAMS
|
742
|
-
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
743
|
-
* that entry will be filled with default value used for that
|
744
|
-
* parameter. Only positions up to NPARAMS are accessed; defaults
|
745
|
-
* are used for higher-numbered parameters.
|
746
|
-
*
|
747
|
-
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
748
|
-
* refinement or not.
|
749
|
-
* Default: 1.0
|
750
|
-
* = 0.0 : No refinement is performed, and no error bounds are
|
751
|
-
* computed.
|
752
|
-
* = 1.0 : Use the double-precision refinement algorithm,
|
753
|
-
* possibly with doubled-single computations if the
|
754
|
-
* compilation environment does not support DOUBLE
|
755
|
-
* PRECISION.
|
756
|
-
* (other values are reserved for future use)
|
757
|
-
*
|
758
|
-
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
759
|
-
* computations allowed for refinement.
|
760
|
-
* Default: 10
|
761
|
-
* Aggressive: Set to 100 to permit convergence using approximate
|
762
|
-
* factorizations or factorizations other than LU. If
|
763
|
-
* the factorization uses a technique other than
|
764
|
-
* Gaussian elimination, the guarantees in
|
765
|
-
* err_bnds_norm and err_bnds_comp may no longer be
|
766
|
-
* trustworthy.
|
767
|
-
*
|
768
|
-
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
769
|
-
* will attempt to find a solution with small componentwise
|
770
|
-
* relative error in the double-precision algorithm. Positive
|
771
|
-
* is true, 0.0 is false.
|
772
|
-
* Default: 1.0 (attempt componentwise convergence)
|
773
|
-
*
|
774
|
-
* WORK (workspace) REAL array, dimension (4*N)
|
775
|
-
*
|
776
|
-
* IWORK (workspace) INTEGER array, dimension (N)
|
777
|
-
*
|
778
|
-
* INFO (output) INTEGER
|
779
|
-
* = 0: Successful exit. The solution to every right-hand side is
|
780
|
-
* guaranteed.
|
781
|
-
* < 0: If INFO = -i, the i-th argument had an illegal value
|
782
|
-
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
783
|
-
* has been completed, but the factor U is exactly singular, so
|
784
|
-
* the solution and error bounds could not be computed. RCOND = 0
|
785
|
-
* is returned.
|
786
|
-
* = N+J: The solution corresponding to the Jth right-hand side is
|
787
|
-
* not guaranteed. The solutions corresponding to other right-
|
788
|
-
* hand sides K with K > J may not be guaranteed as well, but
|
789
|
-
* only the first such right-hand side is reported. If a small
|
790
|
-
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
791
|
-
* the Jth right-hand side is the first with a normwise error
|
792
|
-
* bound that is not guaranteed (the smallest J such
|
793
|
-
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
794
|
-
* the Jth right-hand side is the first with either a normwise or
|
795
|
-
* componentwise error bound that is not guaranteed (the smallest
|
796
|
-
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
797
|
-
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
798
|
-
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
799
|
-
* about all of the right-hand sides check ERR_BNDS_NORM or
|
800
|
-
* ERR_BNDS_COMP.
|
801
|
-
*
|
802
|
-
|
803
|
-
* ==================================================================
|
804
|
-
*
|
805
|
-
|
806
|
-
|
807
|
-
</PRE>
|
808
|
-
<A HREF="#top">go to the page top</A>
|
809
|
-
|
810
|
-
<A NAME="sgbsv"></A>
|
811
|
-
<H2>sgbsv</H2>
|
812
|
-
<PRE>
|
813
|
-
USAGE:
|
814
|
-
ipiv, info, ab, b = NumRu::Lapack.sgbsv( kl, ku, ab, b, [:usage => usage, :help => help])
|
815
|
-
|
816
|
-
|
817
|
-
FORTRAN MANUAL
|
818
|
-
SUBROUTINE SGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
|
819
|
-
|
820
|
-
* Purpose
|
821
|
-
* =======
|
822
|
-
*
|
823
|
-
* SGBSV computes the solution to a real system of linear equations
|
824
|
-
* A * X = B, where A is a band matrix of order N with KL subdiagonals
|
825
|
-
* and KU superdiagonals, and X and B are N-by-NRHS matrices.
|
826
|
-
*
|
827
|
-
* The LU decomposition with partial pivoting and row interchanges is
|
828
|
-
* used to factor A as A = L * U, where L is a product of permutation
|
829
|
-
* and unit lower triangular matrices with KL subdiagonals, and U is
|
830
|
-
* upper triangular with KL+KU superdiagonals. The factored form of A
|
831
|
-
* is then used to solve the system of equations A * X = B.
|
832
|
-
*
|
833
|
-
|
834
|
-
* Arguments
|
835
|
-
* =========
|
836
|
-
*
|
837
|
-
* N (input) INTEGER
|
838
|
-
* The number of linear equations, i.e., the order of the
|
839
|
-
* matrix A. N >= 0.
|
840
|
-
*
|
841
|
-
* KL (input) INTEGER
|
842
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
843
|
-
*
|
844
|
-
* KU (input) INTEGER
|
845
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
846
|
-
*
|
847
|
-
* NRHS (input) INTEGER
|
848
|
-
* The number of right hand sides, i.e., the number of columns
|
849
|
-
* of the matrix B. NRHS >= 0.
|
850
|
-
*
|
851
|
-
* AB (input/output) REAL array, dimension (LDAB,N)
|
852
|
-
* On entry, the matrix A in band storage, in rows KL+1 to
|
853
|
-
* 2*KL+KU+1; rows 1 to KL of the array need not be set.
|
854
|
-
* The j-th column of A is stored in the j-th column of the
|
855
|
-
* array AB as follows:
|
856
|
-
* AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL)
|
857
|
-
* On exit, details of the factorization: U is stored as an
|
858
|
-
* upper triangular band matrix with KL+KU superdiagonals in
|
859
|
-
* rows 1 to KL+KU+1, and the multipliers used during the
|
860
|
-
* factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
|
861
|
-
* See below for further details.
|
862
|
-
*
|
863
|
-
* LDAB (input) INTEGER
|
864
|
-
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
865
|
-
*
|
866
|
-
* IPIV (output) INTEGER array, dimension (N)
|
867
|
-
* The pivot indices that define the permutation matrix P;
|
868
|
-
* row i of the matrix was interchanged with row IPIV(i).
|
869
|
-
*
|
870
|
-
* B (input/output) REAL array, dimension (LDB,NRHS)
|
871
|
-
* On entry, the N-by-NRHS right hand side matrix B.
|
872
|
-
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
|
873
|
-
*
|
874
|
-
* LDB (input) INTEGER
|
875
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
876
|
-
*
|
877
|
-
* INFO (output) INTEGER
|
878
|
-
* = 0: successful exit
|
879
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
880
|
-
* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
|
881
|
-
* has been completed, but the factor U is exactly
|
882
|
-
* singular, and the solution has not been computed.
|
883
|
-
*
|
884
|
-
|
885
|
-
* Further Details
|
886
|
-
* ===============
|
887
|
-
*
|
888
|
-
* The band storage scheme is illustrated by the following example, when
|
889
|
-
* M = N = 6, KL = 2, KU = 1:
|
890
|
-
*
|
891
|
-
* On entry: On exit:
|
892
|
-
*
|
893
|
-
* * * * + + + * * * u14 u25 u36
|
894
|
-
* * * + + + + * * u13 u24 u35 u46
|
895
|
-
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
896
|
-
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
897
|
-
* a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
|
898
|
-
* a31 a42 a53 a64 * * m31 m42 m53 m64 * *
|
899
|
-
*
|
900
|
-
* Array elements marked * are not used by the routine; elements marked
|
901
|
-
* + need not be set on entry, but are required by the routine to store
|
902
|
-
* elements of U because of fill-in resulting from the row interchanges.
|
903
|
-
*
|
904
|
-
* =====================================================================
|
905
|
-
*
|
906
|
-
* .. External Subroutines ..
|
907
|
-
EXTERNAL SGBTRF, SGBTRS, XERBLA
|
908
|
-
* ..
|
909
|
-
* .. Intrinsic Functions ..
|
910
|
-
INTRINSIC MAX
|
911
|
-
* ..
|
912
|
-
|
913
|
-
|
914
|
-
</PRE>
|
915
|
-
<A HREF="#top">go to the page top</A>
|
916
|
-
|
917
|
-
<A NAME="sgbsvx"></A>
|
918
|
-
<H2>sgbsvx</H2>
|
919
|
-
<PRE>
|
920
|
-
USAGE:
|
921
|
-
x, rcond, ferr, berr, work, info, ab, afb, ipiv, equed, r, c, b = NumRu::Lapack.sgbsvx( fact, trans, kl, ku, ab, b, [:afb => afb, :ipiv => ipiv, :equed => equed, :r => r, :c => c, :usage => usage, :help => help])
|
922
|
-
|
923
|
-
|
924
|
-
FORTRAN MANUAL
|
925
|
-
SUBROUTINE SGBSVX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
|
926
|
-
|
927
|
-
* Purpose
|
928
|
-
* =======
|
929
|
-
*
|
930
|
-
* SGBSVX uses the LU factorization to compute the solution to a real
|
931
|
-
* system of linear equations A * X = B, A**T * X = B, or A**H * X = B,
|
932
|
-
* where A is a band matrix of order N with KL subdiagonals and KU
|
933
|
-
* superdiagonals, and X and B are N-by-NRHS matrices.
|
934
|
-
*
|
935
|
-
* Error bounds on the solution and a condition estimate are also
|
936
|
-
* provided.
|
937
|
-
*
|
938
|
-
* Description
|
939
|
-
* ===========
|
940
|
-
*
|
941
|
-
* The following steps are performed by this subroutine:
|
942
|
-
*
|
943
|
-
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
944
|
-
* the system:
|
945
|
-
* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
|
946
|
-
* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
|
947
|
-
* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
|
948
|
-
* Whether or not the system will be equilibrated depends on the
|
949
|
-
* scaling of the matrix A, but if equilibration is used, A is
|
950
|
-
* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
|
951
|
-
* or diag(C)*B (if TRANS = 'T' or 'C').
|
952
|
-
*
|
953
|
-
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the
|
954
|
-
* matrix A (after equilibration if FACT = 'E') as
|
955
|
-
* A = L * U,
|
956
|
-
* where L is a product of permutation and unit lower triangular
|
957
|
-
* matrices with KL subdiagonals, and U is upper triangular with
|
958
|
-
* KL+KU superdiagonals.
|
959
|
-
*
|
960
|
-
* 3. If some U(i,i)=0, so that U is exactly singular, then the routine
|
961
|
-
* returns with INFO = i. Otherwise, the factored form of A is used
|
962
|
-
* to estimate the condition number of the matrix A. If the
|
963
|
-
* reciprocal of the condition number is less than machine precision,
|
964
|
-
* INFO = N+1 is returned as a warning, but the routine still goes on
|
965
|
-
* to solve for X and compute error bounds as described below.
|
966
|
-
*
|
967
|
-
* 4. The system of equations is solved for X using the factored form
|
968
|
-
* of A.
|
969
|
-
*
|
970
|
-
* 5. Iterative refinement is applied to improve the computed solution
|
971
|
-
* matrix and calculate error bounds and backward error estimates
|
972
|
-
* for it.
|
973
|
-
*
|
974
|
-
* 6. If equilibration was used, the matrix X is premultiplied by
|
975
|
-
* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
|
976
|
-
* that it solves the original system before equilibration.
|
977
|
-
*
|
978
|
-
|
979
|
-
* Arguments
|
980
|
-
* =========
|
981
|
-
*
|
982
|
-
* FACT (input) CHARACTER*1
|
983
|
-
* Specifies whether or not the factored form of the matrix A is
|
984
|
-
* supplied on entry, and if not, whether the matrix A should be
|
985
|
-
* equilibrated before it is factored.
|
986
|
-
* = 'F': On entry, AFB and IPIV contain the factored form of
|
987
|
-
* A. If EQUED is not 'N', the matrix A has been
|
988
|
-
* equilibrated with scaling factors given by R and C.
|
989
|
-
* AB, AFB, and IPIV are not modified.
|
990
|
-
* = 'N': The matrix A will be copied to AFB and factored.
|
991
|
-
* = 'E': The matrix A will be equilibrated if necessary, then
|
992
|
-
* copied to AFB and factored.
|
993
|
-
*
|
994
|
-
* TRANS (input) CHARACTER*1
|
995
|
-
* Specifies the form of the system of equations.
|
996
|
-
* = 'N': A * X = B (No transpose)
|
997
|
-
* = 'T': A**T * X = B (Transpose)
|
998
|
-
* = 'C': A**H * X = B (Transpose)
|
999
|
-
*
|
1000
|
-
* N (input) INTEGER
|
1001
|
-
* The number of linear equations, i.e., the order of the
|
1002
|
-
* matrix A. N >= 0.
|
1003
|
-
*
|
1004
|
-
* KL (input) INTEGER
|
1005
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
1006
|
-
*
|
1007
|
-
* KU (input) INTEGER
|
1008
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
1009
|
-
*
|
1010
|
-
* NRHS (input) INTEGER
|
1011
|
-
* The number of right hand sides, i.e., the number of columns
|
1012
|
-
* of the matrices B and X. NRHS >= 0.
|
1013
|
-
*
|
1014
|
-
* AB (input/output) REAL array, dimension (LDAB,N)
|
1015
|
-
* On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
|
1016
|
-
* The j-th column of A is stored in the j-th column of the
|
1017
|
-
* array AB as follows:
|
1018
|
-
* AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
|
1019
|
-
*
|
1020
|
-
* If FACT = 'F' and EQUED is not 'N', then A must have been
|
1021
|
-
* equilibrated by the scaling factors in R and/or C. AB is not
|
1022
|
-
* modified if FACT = 'F' or 'N', or if FACT = 'E' and
|
1023
|
-
* EQUED = 'N' on exit.
|
1024
|
-
*
|
1025
|
-
* On exit, if EQUED .ne. 'N', A is scaled as follows:
|
1026
|
-
* EQUED = 'R': A := diag(R) * A
|
1027
|
-
* EQUED = 'C': A := A * diag(C)
|
1028
|
-
* EQUED = 'B': A := diag(R) * A * diag(C).
|
1029
|
-
*
|
1030
|
-
* LDAB (input) INTEGER
|
1031
|
-
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
1032
|
-
*
|
1033
|
-
* AFB (input or output) REAL array, dimension (LDAFB,N)
|
1034
|
-
* If FACT = 'F', then AFB is an input argument and on entry
|
1035
|
-
* contains details of the LU factorization of the band matrix
|
1036
|
-
* A, as computed by SGBTRF. U is stored as an upper triangular
|
1037
|
-
* band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
|
1038
|
-
* and the multipliers used during the factorization are stored
|
1039
|
-
* in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
|
1040
|
-
* the factored form of the equilibrated matrix A.
|
1041
|
-
*
|
1042
|
-
* If FACT = 'N', then AFB is an output argument and on exit
|
1043
|
-
* returns details of the LU factorization of A.
|
1044
|
-
*
|
1045
|
-
* If FACT = 'E', then AFB is an output argument and on exit
|
1046
|
-
* returns details of the LU factorization of the equilibrated
|
1047
|
-
* matrix A (see the description of AB for the form of the
|
1048
|
-
* equilibrated matrix).
|
1049
|
-
*
|
1050
|
-
* LDAFB (input) INTEGER
|
1051
|
-
* The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
|
1052
|
-
*
|
1053
|
-
* IPIV (input or output) INTEGER array, dimension (N)
|
1054
|
-
* If FACT = 'F', then IPIV is an input argument and on entry
|
1055
|
-
* contains the pivot indices from the factorization A = L*U
|
1056
|
-
* as computed by SGBTRF; row i of the matrix was interchanged
|
1057
|
-
* with row IPIV(i).
|
1058
|
-
*
|
1059
|
-
* If FACT = 'N', then IPIV is an output argument and on exit
|
1060
|
-
* contains the pivot indices from the factorization A = L*U
|
1061
|
-
* of the original matrix A.
|
1062
|
-
*
|
1063
|
-
* If FACT = 'E', then IPIV is an output argument and on exit
|
1064
|
-
* contains the pivot indices from the factorization A = L*U
|
1065
|
-
* of the equilibrated matrix A.
|
1066
|
-
*
|
1067
|
-
* EQUED (input or output) CHARACTER*1
|
1068
|
-
* Specifies the form of equilibration that was done.
|
1069
|
-
* = 'N': No equilibration (always true if FACT = 'N').
|
1070
|
-
* = 'R': Row equilibration, i.e., A has been premultiplied by
|
1071
|
-
* diag(R).
|
1072
|
-
* = 'C': Column equilibration, i.e., A has been postmultiplied
|
1073
|
-
* by diag(C).
|
1074
|
-
* = 'B': Both row and column equilibration, i.e., A has been
|
1075
|
-
* replaced by diag(R) * A * diag(C).
|
1076
|
-
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
1077
|
-
* output argument.
|
1078
|
-
*
|
1079
|
-
* R (input or output) REAL array, dimension (N)
|
1080
|
-
* The row scale factors for A. If EQUED = 'R' or 'B', A is
|
1081
|
-
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
|
1082
|
-
* is not accessed. R is an input argument if FACT = 'F';
|
1083
|
-
* otherwise, R is an output argument. If FACT = 'F' and
|
1084
|
-
* EQUED = 'R' or 'B', each element of R must be positive.
|
1085
|
-
*
|
1086
|
-
* C (input or output) REAL array, dimension (N)
|
1087
|
-
* The column scale factors for A. If EQUED = 'C' or 'B', A is
|
1088
|
-
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
|
1089
|
-
* is not accessed. C is an input argument if FACT = 'F';
|
1090
|
-
* otherwise, C is an output argument. If FACT = 'F' and
|
1091
|
-
* EQUED = 'C' or 'B', each element of C must be positive.
|
1092
|
-
*
|
1093
|
-
* B (input/output) REAL array, dimension (LDB,NRHS)
|
1094
|
-
* On entry, the right hand side matrix B.
|
1095
|
-
* On exit,
|
1096
|
-
* if EQUED = 'N', B is not modified;
|
1097
|
-
* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
|
1098
|
-
* diag(R)*B;
|
1099
|
-
* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
|
1100
|
-
* overwritten by diag(C)*B.
|
1101
|
-
*
|
1102
|
-
* LDB (input) INTEGER
|
1103
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1104
|
-
*
|
1105
|
-
* X (output) REAL array, dimension (LDX,NRHS)
|
1106
|
-
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
|
1107
|
-
* to the original system of equations. Note that A and B are
|
1108
|
-
* modified on exit if EQUED .ne. 'N', and the solution to the
|
1109
|
-
* equilibrated system is inv(diag(C))*X if TRANS = 'N' and
|
1110
|
-
* EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C'
|
1111
|
-
* and EQUED = 'R' or 'B'.
|
1112
|
-
*
|
1113
|
-
* LDX (input) INTEGER
|
1114
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
1115
|
-
*
|
1116
|
-
* RCOND (output) REAL
|
1117
|
-
* The estimate of the reciprocal condition number of the matrix
|
1118
|
-
* A after equilibration (if done). If RCOND is less than the
|
1119
|
-
* machine precision (in particular, if RCOND = 0), the matrix
|
1120
|
-
* is singular to working precision. This condition is
|
1121
|
-
* indicated by a return code of INFO > 0.
|
1122
|
-
*
|
1123
|
-
* FERR (output) REAL array, dimension (NRHS)
|
1124
|
-
* The estimated forward error bound for each solution vector
|
1125
|
-
* X(j) (the j-th column of the solution matrix X).
|
1126
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
1127
|
-
* is an estimated upper bound for the magnitude of the largest
|
1128
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
1129
|
-
* largest element in X(j). The estimate is as reliable as
|
1130
|
-
* the estimate for RCOND, and is almost always a slight
|
1131
|
-
* overestimate of the true error.
|
1132
|
-
*
|
1133
|
-
* BERR (output) REAL array, dimension (NRHS)
|
1134
|
-
* The componentwise relative backward error of each solution
|
1135
|
-
* vector X(j) (i.e., the smallest relative change in
|
1136
|
-
* any element of A or B that makes X(j) an exact solution).
|
1137
|
-
*
|
1138
|
-
* WORK (workspace/output) REAL array, dimension (3*N)
|
1139
|
-
* On exit, WORK(1) contains the reciprocal pivot growth
|
1140
|
-
* factor norm(A)/norm(U). The "max absolute element" norm is
|
1141
|
-
* used. If WORK(1) is much less than 1, then the stability
|
1142
|
-
* of the LU factorization of the (equilibrated) matrix A
|
1143
|
-
* could be poor. This also means that the solution X, condition
|
1144
|
-
* estimator RCOND, and forward error bound FERR could be
|
1145
|
-
* unreliable. If factorization fails with 0<INFO<=N, then
|
1146
|
-
* WORK(1) contains the reciprocal pivot growth factor for the
|
1147
|
-
* leading INFO columns of A.
|
1148
|
-
*
|
1149
|
-
* IWORK (workspace) INTEGER array, dimension (N)
|
1150
|
-
*
|
1151
|
-
* INFO (output) INTEGER
|
1152
|
-
* = 0: successful exit
|
1153
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1154
|
-
* > 0: if INFO = i, and i is
|
1155
|
-
* <= N: U(i,i) is exactly zero. The factorization
|
1156
|
-
* has been completed, but the factor U is exactly
|
1157
|
-
* singular, so the solution and error bounds
|
1158
|
-
* could not be computed. RCOND = 0 is returned.
|
1159
|
-
* = N+1: U is nonsingular, but RCOND is less than machine
|
1160
|
-
* precision, meaning that the matrix is singular
|
1161
|
-
* to working precision. Nevertheless, the
|
1162
|
-
* solution and error bounds are computed because
|
1163
|
-
* there are a number of situations where the
|
1164
|
-
* computed solution can be more accurate than the
|
1165
|
-
*
|
1166
|
-
* value of RCOND would suggest.
|
1167
|
-
|
1168
|
-
* =====================================================================
|
1169
|
-
* Moved setting of INFO = N+1 so INFO does not subsequently get
|
1170
|
-
* overwritten. Sven, 17 Mar 05.
|
1171
|
-
* =====================================================================
|
1172
|
-
*
|
1173
|
-
|
1174
|
-
|
1175
|
-
</PRE>
|
1176
|
-
<A HREF="#top">go to the page top</A>
|
1177
|
-
|
1178
|
-
<A NAME="sgbsvxx"></A>
|
1179
|
-
<H2>sgbsvxx</H2>
|
1180
|
-
<PRE>
|
1181
|
-
USAGE:
|
1182
|
-
x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, ab, afb, ipiv, equed, r, c, b, params = NumRu::Lapack.sgbsvxx( fact, trans, kl, ku, ab, afb, ipiv, equed, r, c, b, params, [:usage => usage, :help => help])
|
1183
|
-
|
1184
|
-
|
1185
|
-
FORTRAN MANUAL
|
1186
|
-
SUBROUTINE SGBSVXX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO )
|
1187
|
-
|
1188
|
-
* Purpose
|
1189
|
-
* =======
|
1190
|
-
*
|
1191
|
-
* SGBSVXX uses the LU factorization to compute the solution to a
|
1192
|
-
* real system of linear equations A * X = B, where A is an
|
1193
|
-
* N-by-N matrix and X and B are N-by-NRHS matrices.
|
1194
|
-
*
|
1195
|
-
* If requested, both normwise and maximum componentwise error bounds
|
1196
|
-
* are returned. SGBSVXX will return a solution with a tiny
|
1197
|
-
* guaranteed error (O(eps) where eps is the working machine
|
1198
|
-
* precision) unless the matrix is very ill-conditioned, in which
|
1199
|
-
* case a warning is returned. Relevant condition numbers also are
|
1200
|
-
* calculated and returned.
|
1201
|
-
*
|
1202
|
-
* SGBSVXX accepts user-provided factorizations and equilibration
|
1203
|
-
* factors; see the definitions of the FACT and EQUED options.
|
1204
|
-
* Solving with refinement and using a factorization from a previous
|
1205
|
-
* SGBSVXX call will also produce a solution with either O(eps)
|
1206
|
-
* errors or warnings, but we cannot make that claim for general
|
1207
|
-
* user-provided factorizations and equilibration factors if they
|
1208
|
-
* differ from what SGBSVXX would itself produce.
|
1209
|
-
*
|
1210
|
-
* Description
|
1211
|
-
* ===========
|
1212
|
-
*
|
1213
|
-
* The following steps are performed:
|
1214
|
-
*
|
1215
|
-
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
|
1216
|
-
* the system:
|
1217
|
-
*
|
1218
|
-
* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
|
1219
|
-
* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
|
1220
|
-
* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
|
1221
|
-
*
|
1222
|
-
* Whether or not the system will be equilibrated depends on the
|
1223
|
-
* scaling of the matrix A, but if equilibration is used, A is
|
1224
|
-
* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
|
1225
|
-
* or diag(C)*B (if TRANS = 'T' or 'C').
|
1226
|
-
*
|
1227
|
-
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
|
1228
|
-
* the matrix A (after equilibration if FACT = 'E') as
|
1229
|
-
*
|
1230
|
-
* A = P * L * U,
|
1231
|
-
*
|
1232
|
-
* where P is a permutation matrix, L is a unit lower triangular
|
1233
|
-
* matrix, and U is upper triangular.
|
1234
|
-
*
|
1235
|
-
* 3. If some U(i,i)=0, so that U is exactly singular, then the
|
1236
|
-
* routine returns with INFO = i. Otherwise, the factored form of A
|
1237
|
-
* is used to estimate the condition number of the matrix A (see
|
1238
|
-
* argument RCOND). If the reciprocal of the condition number is less
|
1239
|
-
* than machine precision, the routine still goes on to solve for X
|
1240
|
-
* and compute error bounds as described below.
|
1241
|
-
*
|
1242
|
-
* 4. The system of equations is solved for X using the factored form
|
1243
|
-
* of A.
|
1244
|
-
*
|
1245
|
-
* 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
|
1246
|
-
* the routine will use iterative refinement to try to get a small
|
1247
|
-
* error and error bounds. Refinement calculates the residual to at
|
1248
|
-
* least twice the working precision.
|
1249
|
-
*
|
1250
|
-
* 6. If equilibration was used, the matrix X is premultiplied by
|
1251
|
-
* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
|
1252
|
-
* that it solves the original system before equilibration.
|
1253
|
-
*
|
1254
|
-
|
1255
|
-
* Arguments
|
1256
|
-
* =========
|
1257
|
-
*
|
1258
|
-
* Some optional parameters are bundled in the PARAMS array. These
|
1259
|
-
* settings determine how refinement is performed, but often the
|
1260
|
-
* defaults are acceptable. If the defaults are acceptable, users
|
1261
|
-
* can pass NPARAMS = 0 which prevents the source code from accessing
|
1262
|
-
* the PARAMS argument.
|
1263
|
-
*
|
1264
|
-
* FACT (input) CHARACTER*1
|
1265
|
-
* Specifies whether or not the factored form of the matrix A is
|
1266
|
-
* supplied on entry, and if not, whether the matrix A should be
|
1267
|
-
* equilibrated before it is factored.
|
1268
|
-
* = 'F': On entry, AF and IPIV contain the factored form of A.
|
1269
|
-
* If EQUED is not 'N', the matrix A has been
|
1270
|
-
* equilibrated with scaling factors given by R and C.
|
1271
|
-
* A, AF, and IPIV are not modified.
|
1272
|
-
* = 'N': The matrix A will be copied to AF and factored.
|
1273
|
-
* = 'E': The matrix A will be equilibrated if necessary, then
|
1274
|
-
* copied to AF and factored.
|
1275
|
-
*
|
1276
|
-
* TRANS (input) CHARACTER*1
|
1277
|
-
* Specifies the form of the system of equations:
|
1278
|
-
* = 'N': A * X = B (No transpose)
|
1279
|
-
* = 'T': A**T * X = B (Transpose)
|
1280
|
-
* = 'C': A**H * X = B (Conjugate Transpose = Transpose)
|
1281
|
-
*
|
1282
|
-
* N (input) INTEGER
|
1283
|
-
* The number of linear equations, i.e., the order of the
|
1284
|
-
* matrix A. N >= 0.
|
1285
|
-
*
|
1286
|
-
* KL (input) INTEGER
|
1287
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
1288
|
-
*
|
1289
|
-
* KU (input) INTEGER
|
1290
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
1291
|
-
*
|
1292
|
-
* NRHS (input) INTEGER
|
1293
|
-
* The number of right hand sides, i.e., the number of columns
|
1294
|
-
* of the matrices B and X. NRHS >= 0.
|
1295
|
-
*
|
1296
|
-
* AB (input/output) REAL array, dimension (LDAB,N)
|
1297
|
-
* On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
|
1298
|
-
* The j-th column of A is stored in the j-th column of the
|
1299
|
-
* array AB as follows:
|
1300
|
-
* AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
|
1301
|
-
*
|
1302
|
-
* If FACT = 'F' and EQUED is not 'N', then AB must have been
|
1303
|
-
* equilibrated by the scaling factors in R and/or C. AB is not
|
1304
|
-
* modified if FACT = 'F' or 'N', or if FACT = 'E' and
|
1305
|
-
* EQUED = 'N' on exit.
|
1306
|
-
*
|
1307
|
-
* On exit, if EQUED .ne. 'N', A is scaled as follows:
|
1308
|
-
* EQUED = 'R': A := diag(R) * A
|
1309
|
-
* EQUED = 'C': A := A * diag(C)
|
1310
|
-
* EQUED = 'B': A := diag(R) * A * diag(C).
|
1311
|
-
*
|
1312
|
-
* LDAB (input) INTEGER
|
1313
|
-
* The leading dimension of the array AB. LDAB >= KL+KU+1.
|
1314
|
-
*
|
1315
|
-
* AFB (input or output) REAL array, dimension (LDAFB,N)
|
1316
|
-
* If FACT = 'F', then AFB is an input argument and on entry
|
1317
|
-
* contains details of the LU factorization of the band matrix
|
1318
|
-
* A, as computed by SGBTRF. U is stored as an upper triangular
|
1319
|
-
* band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
|
1320
|
-
* and the multipliers used during the factorization are stored
|
1321
|
-
* in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is
|
1322
|
-
* the factored form of the equilibrated matrix A.
|
1323
|
-
*
|
1324
|
-
* If FACT = 'N', then AF is an output argument and on exit
|
1325
|
-
* returns the factors L and U from the factorization A = P*L*U
|
1326
|
-
* of the original matrix A.
|
1327
|
-
*
|
1328
|
-
* If FACT = 'E', then AF is an output argument and on exit
|
1329
|
-
* returns the factors L and U from the factorization A = P*L*U
|
1330
|
-
* of the equilibrated matrix A (see the description of A for
|
1331
|
-
* the form of the equilibrated matrix).
|
1332
|
-
*
|
1333
|
-
* LDAFB (input) INTEGER
|
1334
|
-
* The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
|
1335
|
-
*
|
1336
|
-
* IPIV (input or output) INTEGER array, dimension (N)
|
1337
|
-
* If FACT = 'F', then IPIV is an input argument and on entry
|
1338
|
-
* contains the pivot indices from the factorization A = P*L*U
|
1339
|
-
* as computed by SGETRF; row i of the matrix was interchanged
|
1340
|
-
* with row IPIV(i).
|
1341
|
-
*
|
1342
|
-
* If FACT = 'N', then IPIV is an output argument and on exit
|
1343
|
-
* contains the pivot indices from the factorization A = P*L*U
|
1344
|
-
* of the original matrix A.
|
1345
|
-
*
|
1346
|
-
* If FACT = 'E', then IPIV is an output argument and on exit
|
1347
|
-
* contains the pivot indices from the factorization A = P*L*U
|
1348
|
-
* of the equilibrated matrix A.
|
1349
|
-
*
|
1350
|
-
* EQUED (input or output) CHARACTER*1
|
1351
|
-
* Specifies the form of equilibration that was done.
|
1352
|
-
* = 'N': No equilibration (always true if FACT = 'N').
|
1353
|
-
* = 'R': Row equilibration, i.e., A has been premultiplied by
|
1354
|
-
* diag(R).
|
1355
|
-
* = 'C': Column equilibration, i.e., A has been postmultiplied
|
1356
|
-
* by diag(C).
|
1357
|
-
* = 'B': Both row and column equilibration, i.e., A has been
|
1358
|
-
* replaced by diag(R) * A * diag(C).
|
1359
|
-
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
|
1360
|
-
* output argument.
|
1361
|
-
*
|
1362
|
-
* R (input or output) REAL array, dimension (N)
|
1363
|
-
* The row scale factors for A. If EQUED = 'R' or 'B', A is
|
1364
|
-
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
|
1365
|
-
* is not accessed. R is an input argument if FACT = 'F';
|
1366
|
-
* otherwise, R is an output argument. If FACT = 'F' and
|
1367
|
-
* EQUED = 'R' or 'B', each element of R must be positive.
|
1368
|
-
* If R is output, each element of R is a power of the radix.
|
1369
|
-
* If R is input, each element of R should be a power of the radix
|
1370
|
-
* to ensure a reliable solution and error estimates. Scaling by
|
1371
|
-
* powers of the radix does not cause rounding errors unless the
|
1372
|
-
* result underflows or overflows. Rounding errors during scaling
|
1373
|
-
* lead to refining with a matrix that is not equivalent to the
|
1374
|
-
* input matrix, producing error estimates that may not be
|
1375
|
-
* reliable.
|
1376
|
-
*
|
1377
|
-
* C (input or output) REAL array, dimension (N)
|
1378
|
-
* The column scale factors for A. If EQUED = 'C' or 'B', A is
|
1379
|
-
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
|
1380
|
-
* is not accessed. C is an input argument if FACT = 'F';
|
1381
|
-
* otherwise, C is an output argument. If FACT = 'F' and
|
1382
|
-
* EQUED = 'C' or 'B', each element of C must be positive.
|
1383
|
-
* If C is output, each element of C is a power of the radix.
|
1384
|
-
* If C is input, each element of C should be a power of the radix
|
1385
|
-
* to ensure a reliable solution and error estimates. Scaling by
|
1386
|
-
* powers of the radix does not cause rounding errors unless the
|
1387
|
-
* result underflows or overflows. Rounding errors during scaling
|
1388
|
-
* lead to refining with a matrix that is not equivalent to the
|
1389
|
-
* input matrix, producing error estimates that may not be
|
1390
|
-
* reliable.
|
1391
|
-
*
|
1392
|
-
* B (input/output) REAL array, dimension (LDB,NRHS)
|
1393
|
-
* On entry, the N-by-NRHS right hand side matrix B.
|
1394
|
-
* On exit,
|
1395
|
-
* if EQUED = 'N', B is not modified;
|
1396
|
-
* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
|
1397
|
-
* diag(R)*B;
|
1398
|
-
* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
|
1399
|
-
* overwritten by diag(C)*B.
|
1400
|
-
*
|
1401
|
-
* LDB (input) INTEGER
|
1402
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1403
|
-
*
|
1404
|
-
* X (output) REAL array, dimension (LDX,NRHS)
|
1405
|
-
* If INFO = 0, the N-by-NRHS solution matrix X to the original
|
1406
|
-
* system of equations. Note that A and B are modified on exit
|
1407
|
-
* if EQUED .ne. 'N', and the solution to the equilibrated system is
|
1408
|
-
* inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or
|
1409
|
-
* inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'.
|
1410
|
-
*
|
1411
|
-
* LDX (input) INTEGER
|
1412
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
1413
|
-
*
|
1414
|
-
* RCOND (output) REAL
|
1415
|
-
* Reciprocal scaled condition number. This is an estimate of the
|
1416
|
-
* reciprocal Skeel condition number of the matrix A after
|
1417
|
-
* equilibration (if done). If this is less than the machine
|
1418
|
-
* precision (in particular, if it is zero), the matrix is singular
|
1419
|
-
* to working precision. Note that the error may still be small even
|
1420
|
-
* if this number is very small and the matrix appears ill-
|
1421
|
-
* conditioned.
|
1422
|
-
*
|
1423
|
-
* RPVGRW (output) REAL
|
1424
|
-
* Reciprocal pivot growth. On exit, this contains the reciprocal
|
1425
|
-
* pivot growth factor norm(A)/norm(U). The "max absolute element"
|
1426
|
-
* norm is used. If this is much less than 1, then the stability of
|
1427
|
-
* the LU factorization of the (equilibrated) matrix A could be poor.
|
1428
|
-
* This also means that the solution X, estimated condition numbers,
|
1429
|
-
* and error bounds could be unreliable. If factorization fails with
|
1430
|
-
* 0<INFO<=N, then this contains the reciprocal pivot growth factor
|
1431
|
-
* for the leading INFO columns of A. In SGESVX, this quantity is
|
1432
|
-
* returned in WORK(1).
|
1433
|
-
*
|
1434
|
-
* BERR (output) REAL array, dimension (NRHS)
|
1435
|
-
* Componentwise relative backward error. This is the
|
1436
|
-
* componentwise relative backward error of each solution vector X(j)
|
1437
|
-
* (i.e., the smallest relative change in any element of A or B that
|
1438
|
-
* makes X(j) an exact solution).
|
1439
|
-
*
|
1440
|
-
* N_ERR_BNDS (input) INTEGER
|
1441
|
-
* Number of error bounds to return for each right hand side
|
1442
|
-
* and each type (normwise or componentwise). See ERR_BNDS_NORM and
|
1443
|
-
* ERR_BNDS_COMP below.
|
1444
|
-
*
|
1445
|
-
* ERR_BNDS_NORM (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
1446
|
-
* For each right-hand side, this array contains information about
|
1447
|
-
* various error bounds and condition numbers corresponding to the
|
1448
|
-
* normwise relative error, which is defined as follows:
|
1449
|
-
*
|
1450
|
-
* Normwise relative error in the ith solution vector:
|
1451
|
-
* max_j (abs(XTRUE(j,i) - X(j,i)))
|
1452
|
-
* ------------------------------
|
1453
|
-
* max_j abs(X(j,i))
|
1454
|
-
*
|
1455
|
-
* The array is indexed by the type of error information as described
|
1456
|
-
* below. There currently are up to three pieces of information
|
1457
|
-
* returned.
|
1458
|
-
*
|
1459
|
-
* The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
|
1460
|
-
* right-hand side.
|
1461
|
-
*
|
1462
|
-
* The second index in ERR_BNDS_NORM(:,err) contains the following
|
1463
|
-
* three fields:
|
1464
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
1465
|
-
* reciprocal condition number is less than the threshold
|
1466
|
-
* sqrt(n) * slamch('Epsilon').
|
1467
|
-
*
|
1468
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
1469
|
-
* almost certainly within a factor of 10 of the true error
|
1470
|
-
* so long as the next entry is greater than the threshold
|
1471
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
1472
|
-
* be trusted if the previous boolean is true.
|
1473
|
-
*
|
1474
|
-
* err = 3 Reciprocal condition number: Estimated normwise
|
1475
|
-
* reciprocal condition number. Compared with the threshold
|
1476
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
1477
|
-
* estimate is "guaranteed". These reciprocal condition
|
1478
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
1479
|
-
* appropriately scaled matrix Z.
|
1480
|
-
* Let Z = S*A, where S scales each row by a power of the
|
1481
|
-
* radix so all absolute row sums of Z are approximately 1.
|
1482
|
-
*
|
1483
|
-
* See Lapack Working Note 165 for further details and extra
|
1484
|
-
* cautions.
|
1485
|
-
*
|
1486
|
-
* ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS)
|
1487
|
-
* For each right-hand side, this array contains information about
|
1488
|
-
* various error bounds and condition numbers corresponding to the
|
1489
|
-
* componentwise relative error, which is defined as follows:
|
1490
|
-
*
|
1491
|
-
* Componentwise relative error in the ith solution vector:
|
1492
|
-
* abs(XTRUE(j,i) - X(j,i))
|
1493
|
-
* max_j ----------------------
|
1494
|
-
* abs(X(j,i))
|
1495
|
-
*
|
1496
|
-
* The array is indexed by the right-hand side i (on which the
|
1497
|
-
* componentwise relative error depends), and the type of error
|
1498
|
-
* information as described below. There currently are up to three
|
1499
|
-
* pieces of information returned for each right-hand side. If
|
1500
|
-
* componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
1501
|
-
* ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
1502
|
-
* the first (:,N_ERR_BNDS) entries are returned.
|
1503
|
-
*
|
1504
|
-
* The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
1505
|
-
* right-hand side.
|
1506
|
-
*
|
1507
|
-
* The second index in ERR_BNDS_COMP(:,err) contains the following
|
1508
|
-
* three fields:
|
1509
|
-
* err = 1 "Trust/don't trust" boolean. Trust the answer if the
|
1510
|
-
* reciprocal condition number is less than the threshold
|
1511
|
-
* sqrt(n) * slamch('Epsilon').
|
1512
|
-
*
|
1513
|
-
* err = 2 "Guaranteed" error bound: The estimated forward error,
|
1514
|
-
* almost certainly within a factor of 10 of the true error
|
1515
|
-
* so long as the next entry is greater than the threshold
|
1516
|
-
* sqrt(n) * slamch('Epsilon'). This error bound should only
|
1517
|
-
* be trusted if the previous boolean is true.
|
1518
|
-
*
|
1519
|
-
* err = 3 Reciprocal condition number: Estimated componentwise
|
1520
|
-
* reciprocal condition number. Compared with the threshold
|
1521
|
-
* sqrt(n) * slamch('Epsilon') to determine if the error
|
1522
|
-
* estimate is "guaranteed". These reciprocal condition
|
1523
|
-
* numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
|
1524
|
-
* appropriately scaled matrix Z.
|
1525
|
-
* Let Z = S*(A*diag(x)), where x is the solution for the
|
1526
|
-
* current right-hand side and S scales each row of
|
1527
|
-
* A*diag(x) by a power of the radix so all absolute row
|
1528
|
-
* sums of Z are approximately 1.
|
1529
|
-
*
|
1530
|
-
* See Lapack Working Note 165 for further details and extra
|
1531
|
-
* cautions.
|
1532
|
-
*
|
1533
|
-
* NPARAMS (input) INTEGER
|
1534
|
-
* Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
1535
|
-
* PARAMS array is never referenced and default values are used.
|
1536
|
-
*
|
1537
|
-
* PARAMS (input / output) REAL array, dimension NPARAMS
|
1538
|
-
* Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
1539
|
-
* that entry will be filled with default value used for that
|
1540
|
-
* parameter. Only positions up to NPARAMS are accessed; defaults
|
1541
|
-
* are used for higher-numbered parameters.
|
1542
|
-
*
|
1543
|
-
* PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
1544
|
-
* refinement or not.
|
1545
|
-
* Default: 1.0
|
1546
|
-
* = 0.0 : No refinement is performed, and no error bounds are
|
1547
|
-
* computed.
|
1548
|
-
* = 1.0 : Use the double-precision refinement algorithm,
|
1549
|
-
* possibly with doubled-single computations if the
|
1550
|
-
* compilation environment does not support DOUBLE
|
1551
|
-
* PRECISION.
|
1552
|
-
* (other values are reserved for future use)
|
1553
|
-
*
|
1554
|
-
* PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
|
1555
|
-
* computations allowed for refinement.
|
1556
|
-
* Default: 10
|
1557
|
-
* Aggressive: Set to 100 to permit convergence using approximate
|
1558
|
-
* factorizations or factorizations other than LU. If
|
1559
|
-
* the factorization uses a technique other than
|
1560
|
-
* Gaussian elimination, the guarantees in
|
1561
|
-
* err_bnds_norm and err_bnds_comp may no longer be
|
1562
|
-
* trustworthy.
|
1563
|
-
*
|
1564
|
-
* PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
|
1565
|
-
* will attempt to find a solution with small componentwise
|
1566
|
-
* relative error in the double-precision algorithm. Positive
|
1567
|
-
* is true, 0.0 is false.
|
1568
|
-
* Default: 1.0 (attempt componentwise convergence)
|
1569
|
-
*
|
1570
|
-
* WORK (workspace) REAL array, dimension (4*N)
|
1571
|
-
*
|
1572
|
-
* IWORK (workspace) INTEGER array, dimension (N)
|
1573
|
-
*
|
1574
|
-
* INFO (output) INTEGER
|
1575
|
-
* = 0: Successful exit. The solution to every right-hand side is
|
1576
|
-
* guaranteed.
|
1577
|
-
* < 0: If INFO = -i, the i-th argument had an illegal value
|
1578
|
-
* > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
|
1579
|
-
* has been completed, but the factor U is exactly singular, so
|
1580
|
-
* the solution and error bounds could not be computed. RCOND = 0
|
1581
|
-
* is returned.
|
1582
|
-
* = N+J: The solution corresponding to the Jth right-hand side is
|
1583
|
-
* not guaranteed. The solutions corresponding to other right-
|
1584
|
-
* hand sides K with K > J may not be guaranteed as well, but
|
1585
|
-
* only the first such right-hand side is reported. If a small
|
1586
|
-
* componentwise error is not requested (PARAMS(3) = 0.0) then
|
1587
|
-
* the Jth right-hand side is the first with a normwise error
|
1588
|
-
* bound that is not guaranteed (the smallest J such
|
1589
|
-
* that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
|
1590
|
-
* the Jth right-hand side is the first with either a normwise or
|
1591
|
-
* componentwise error bound that is not guaranteed (the smallest
|
1592
|
-
* J such that either ERR_BNDS_NORM(J,1) = 0.0 or
|
1593
|
-
* ERR_BNDS_COMP(J,1) = 0.0). See the definition of
|
1594
|
-
* ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
|
1595
|
-
* about all of the right-hand sides check ERR_BNDS_NORM or
|
1596
|
-
* ERR_BNDS_COMP.
|
1597
|
-
*
|
1598
|
-
|
1599
|
-
* ==================================================================
|
1600
|
-
*
|
1601
|
-
|
1602
|
-
|
1603
|
-
</PRE>
|
1604
|
-
<A HREF="#top">go to the page top</A>
|
1605
|
-
|
1606
|
-
<A NAME="sgbtf2"></A>
|
1607
|
-
<H2>sgbtf2</H2>
|
1608
|
-
<PRE>
|
1609
|
-
USAGE:
|
1610
|
-
ipiv, info, ab = NumRu::Lapack.sgbtf2( m, kl, ku, ab, [:usage => usage, :help => help])
|
1611
|
-
|
1612
|
-
|
1613
|
-
FORTRAN MANUAL
|
1614
|
-
SUBROUTINE SGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO )
|
1615
|
-
|
1616
|
-
* Purpose
|
1617
|
-
* =======
|
1618
|
-
*
|
1619
|
-
* SGBTF2 computes an LU factorization of a real m-by-n band matrix A
|
1620
|
-
* using partial pivoting with row interchanges.
|
1621
|
-
*
|
1622
|
-
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
1623
|
-
*
|
1624
|
-
|
1625
|
-
* Arguments
|
1626
|
-
* =========
|
1627
|
-
*
|
1628
|
-
* M (input) INTEGER
|
1629
|
-
* The number of rows of the matrix A. M >= 0.
|
1630
|
-
*
|
1631
|
-
* N (input) INTEGER
|
1632
|
-
* The number of columns of the matrix A. N >= 0.
|
1633
|
-
*
|
1634
|
-
* KL (input) INTEGER
|
1635
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
1636
|
-
*
|
1637
|
-
* KU (input) INTEGER
|
1638
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
1639
|
-
*
|
1640
|
-
* AB (input/output) REAL array, dimension (LDAB,N)
|
1641
|
-
* On entry, the matrix A in band storage, in rows KL+1 to
|
1642
|
-
* 2*KL+KU+1; rows 1 to KL of the array need not be set.
|
1643
|
-
* The j-th column of A is stored in the j-th column of the
|
1644
|
-
* array AB as follows:
|
1645
|
-
* AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
|
1646
|
-
*
|
1647
|
-
* On exit, details of the factorization: U is stored as an
|
1648
|
-
* upper triangular band matrix with KL+KU superdiagonals in
|
1649
|
-
* rows 1 to KL+KU+1, and the multipliers used during the
|
1650
|
-
* factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
|
1651
|
-
* See below for further details.
|
1652
|
-
*
|
1653
|
-
* LDAB (input) INTEGER
|
1654
|
-
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
1655
|
-
*
|
1656
|
-
* IPIV (output) INTEGER array, dimension (min(M,N))
|
1657
|
-
* The pivot indices; for 1 <= i <= min(M,N), row i of the
|
1658
|
-
* matrix was interchanged with row IPIV(i).
|
1659
|
-
*
|
1660
|
-
* INFO (output) INTEGER
|
1661
|
-
* = 0: successful exit
|
1662
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1663
|
-
* > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
|
1664
|
-
* has been completed, but the factor U is exactly
|
1665
|
-
* singular, and division by zero will occur if it is used
|
1666
|
-
* to solve a system of equations.
|
1667
|
-
*
|
1668
|
-
|
1669
|
-
* Further Details
|
1670
|
-
* ===============
|
1671
|
-
*
|
1672
|
-
* The band storage scheme is illustrated by the following example, when
|
1673
|
-
* M = N = 6, KL = 2, KU = 1:
|
1674
|
-
*
|
1675
|
-
* On entry: On exit:
|
1676
|
-
*
|
1677
|
-
* * * * + + + * * * u14 u25 u36
|
1678
|
-
* * * + + + + * * u13 u24 u35 u46
|
1679
|
-
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
1680
|
-
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
1681
|
-
* a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
|
1682
|
-
* a31 a42 a53 a64 * * m31 m42 m53 m64 * *
|
1683
|
-
*
|
1684
|
-
* Array elements marked * are not used by the routine; elements marked
|
1685
|
-
* + need not be set on entry, but are required by the routine to store
|
1686
|
-
* elements of U, because of fill-in resulting from the row
|
1687
|
-
* interchanges.
|
1688
|
-
*
|
1689
|
-
* =====================================================================
|
1690
|
-
*
|
1691
|
-
|
1692
|
-
|
1693
|
-
</PRE>
|
1694
|
-
<A HREF="#top">go to the page top</A>
|
1695
|
-
|
1696
|
-
<A NAME="sgbtrf"></A>
|
1697
|
-
<H2>sgbtrf</H2>
|
1698
|
-
<PRE>
|
1699
|
-
USAGE:
|
1700
|
-
ipiv, info, ab = NumRu::Lapack.sgbtrf( m, kl, ku, ab, [:usage => usage, :help => help])
|
1701
|
-
|
1702
|
-
|
1703
|
-
FORTRAN MANUAL
|
1704
|
-
SUBROUTINE SGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO )
|
1705
|
-
|
1706
|
-
* Purpose
|
1707
|
-
* =======
|
1708
|
-
*
|
1709
|
-
* SGBTRF computes an LU factorization of a real m-by-n band matrix A
|
1710
|
-
* using partial pivoting with row interchanges.
|
1711
|
-
*
|
1712
|
-
* This is the blocked version of the algorithm, calling Level 3 BLAS.
|
1713
|
-
*
|
1714
|
-
|
1715
|
-
* Arguments
|
1716
|
-
* =========
|
1717
|
-
*
|
1718
|
-
* M (input) INTEGER
|
1719
|
-
* The number of rows of the matrix A. M >= 0.
|
1720
|
-
*
|
1721
|
-
* N (input) INTEGER
|
1722
|
-
* The number of columns of the matrix A. N >= 0.
|
1723
|
-
*
|
1724
|
-
* KL (input) INTEGER
|
1725
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
1726
|
-
*
|
1727
|
-
* KU (input) INTEGER
|
1728
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
1729
|
-
*
|
1730
|
-
* AB (input/output) REAL array, dimension (LDAB,N)
|
1731
|
-
* On entry, the matrix A in band storage, in rows KL+1 to
|
1732
|
-
* 2*KL+KU+1; rows 1 to KL of the array need not be set.
|
1733
|
-
* The j-th column of A is stored in the j-th column of the
|
1734
|
-
* array AB as follows:
|
1735
|
-
* AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
|
1736
|
-
*
|
1737
|
-
* On exit, details of the factorization: U is stored as an
|
1738
|
-
* upper triangular band matrix with KL+KU superdiagonals in
|
1739
|
-
* rows 1 to KL+KU+1, and the multipliers used during the
|
1740
|
-
* factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
|
1741
|
-
* See below for further details.
|
1742
|
-
*
|
1743
|
-
* LDAB (input) INTEGER
|
1744
|
-
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
1745
|
-
*
|
1746
|
-
* IPIV (output) INTEGER array, dimension (min(M,N))
|
1747
|
-
* The pivot indices; for 1 <= i <= min(M,N), row i of the
|
1748
|
-
* matrix was interchanged with row IPIV(i).
|
1749
|
-
*
|
1750
|
-
* INFO (output) INTEGER
|
1751
|
-
* = 0: successful exit
|
1752
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1753
|
-
* > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
|
1754
|
-
* has been completed, but the factor U is exactly
|
1755
|
-
* singular, and division by zero will occur if it is used
|
1756
|
-
* to solve a system of equations.
|
1757
|
-
*
|
1758
|
-
|
1759
|
-
* Further Details
|
1760
|
-
* ===============
|
1761
|
-
*
|
1762
|
-
* The band storage scheme is illustrated by the following example, when
|
1763
|
-
* M = N = 6, KL = 2, KU = 1:
|
1764
|
-
*
|
1765
|
-
* On entry: On exit:
|
1766
|
-
*
|
1767
|
-
* * * * + + + * * * u14 u25 u36
|
1768
|
-
* * * + + + + * * u13 u24 u35 u46
|
1769
|
-
* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
|
1770
|
-
* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
|
1771
|
-
* a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
|
1772
|
-
* a31 a42 a53 a64 * * m31 m42 m53 m64 * *
|
1773
|
-
*
|
1774
|
-
* Array elements marked * are not used by the routine; elements marked
|
1775
|
-
* + need not be set on entry, but are required by the routine to store
|
1776
|
-
* elements of U because of fill-in resulting from the row interchanges.
|
1777
|
-
*
|
1778
|
-
* =====================================================================
|
1779
|
-
*
|
1780
|
-
|
1781
|
-
|
1782
|
-
</PRE>
|
1783
|
-
<A HREF="#top">go to the page top</A>
|
1784
|
-
|
1785
|
-
<A NAME="sgbtrs"></A>
|
1786
|
-
<H2>sgbtrs</H2>
|
1787
|
-
<PRE>
|
1788
|
-
USAGE:
|
1789
|
-
info, b = NumRu::Lapack.sgbtrs( trans, kl, ku, ab, ipiv, b, [:usage => usage, :help => help])
|
1790
|
-
|
1791
|
-
|
1792
|
-
FORTRAN MANUAL
|
1793
|
-
SUBROUTINE SGBTRS( TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
|
1794
|
-
|
1795
|
-
* Purpose
|
1796
|
-
* =======
|
1797
|
-
*
|
1798
|
-
* SGBTRS solves a system of linear equations
|
1799
|
-
* A * X = B or A' * X = B
|
1800
|
-
* with a general band matrix A using the LU factorization computed
|
1801
|
-
* by SGBTRF.
|
1802
|
-
*
|
1803
|
-
|
1804
|
-
* Arguments
|
1805
|
-
* =========
|
1806
|
-
*
|
1807
|
-
* TRANS (input) CHARACTER*1
|
1808
|
-
* Specifies the form of the system of equations.
|
1809
|
-
* = 'N': A * X = B (No transpose)
|
1810
|
-
* = 'T': A'* X = B (Transpose)
|
1811
|
-
* = 'C': A'* X = B (Conjugate transpose = Transpose)
|
1812
|
-
*
|
1813
|
-
* N (input) INTEGER
|
1814
|
-
* The order of the matrix A. N >= 0.
|
1815
|
-
*
|
1816
|
-
* KL (input) INTEGER
|
1817
|
-
* The number of subdiagonals within the band of A. KL >= 0.
|
1818
|
-
*
|
1819
|
-
* KU (input) INTEGER
|
1820
|
-
* The number of superdiagonals within the band of A. KU >= 0.
|
1821
|
-
*
|
1822
|
-
* NRHS (input) INTEGER
|
1823
|
-
* The number of right hand sides, i.e., the number of columns
|
1824
|
-
* of the matrix B. NRHS >= 0.
|
1825
|
-
*
|
1826
|
-
* AB (input) REAL array, dimension (LDAB,N)
|
1827
|
-
* Details of the LU factorization of the band matrix A, as
|
1828
|
-
* computed by SGBTRF. U is stored as an upper triangular band
|
1829
|
-
* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
|
1830
|
-
* the multipliers used during the factorization are stored in
|
1831
|
-
* rows KL+KU+2 to 2*KL+KU+1.
|
1832
|
-
*
|
1833
|
-
* LDAB (input) INTEGER
|
1834
|
-
* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
|
1835
|
-
*
|
1836
|
-
* IPIV (input) INTEGER array, dimension (N)
|
1837
|
-
* The pivot indices; for 1 <= i <= N, row i of the matrix was
|
1838
|
-
* interchanged with row IPIV(i).
|
1839
|
-
*
|
1840
|
-
* B (input/output) REAL array, dimension (LDB,NRHS)
|
1841
|
-
* On entry, the right hand side matrix B.
|
1842
|
-
* On exit, the solution matrix X.
|
1843
|
-
*
|
1844
|
-
* LDB (input) INTEGER
|
1845
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1846
|
-
*
|
1847
|
-
* INFO (output) INTEGER
|
1848
|
-
* = 0: successful exit
|
1849
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1850
|
-
*
|
1851
|
-
|
1852
|
-
* =====================================================================
|
1853
|
-
*
|
1854
|
-
|
1855
|
-
|
1856
|
-
</PRE>
|
1857
|
-
<A HREF="#top">go to the page top</A>
|
1858
|
-
|
1859
|
-
<HR />
|
1860
|
-
<A HREF="s.html">back to matrix types</A><BR>
|
1861
|
-
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|
1862
|
-
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|
1863
|
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