ruby-lapack 1.4.1a → 1.5

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Files changed (1638) hide show
  1. data/Rakefile +1 -2
  2. data/ext/cbbcsd.c +34 -34
  3. data/ext/cbdsqr.c +20 -20
  4. data/ext/cgbbrd.c +12 -12
  5. data/ext/cgbcon.c +13 -13
  6. data/ext/cgbequ.c +3 -3
  7. data/ext/cgbequb.c +2 -2
  8. data/ext/cgbrfs.c +22 -22
  9. data/ext/cgbrfsx.c +43 -43
  10. data/ext/cgbsv.c +2 -2
  11. data/ext/cgbsvx.c +25 -25
  12. data/ext/cgbsvxx.c +36 -36
  13. data/ext/cgbtf2.c +3 -3
  14. data/ext/cgbtrf.c +3 -3
  15. data/ext/cgbtrs.c +11 -11
  16. data/ext/cgebak.c +11 -11
  17. data/ext/cgebal.c +1 -1
  18. data/ext/cgebd2.c +1 -1
  19. data/ext/cgebrd.c +1 -1
  20. data/ext/cgecon.c +1 -1
  21. data/ext/cgees.c +3 -3
  22. data/ext/cgeesx.c +4 -4
  23. data/ext/cgeev.c +4 -4
  24. data/ext/cgeevx.c +5 -5
  25. data/ext/cgegs.c +2 -2
  26. data/ext/cgegv.c +3 -3
  27. data/ext/cgehd2.c +1 -1
  28. data/ext/cgehrd.c +2 -2
  29. data/ext/cgelqf.c +6 -6
  30. data/ext/cgels.c +2 -2
  31. data/ext/cgelsd.c +9 -9
  32. data/ext/cgelss.c +2 -2
  33. data/ext/cgelsx.c +12 -12
  34. data/ext/cgelsy.c +12 -12
  35. data/ext/cgeql2.c +1 -1
  36. data/ext/cgeqlf.c +1 -1
  37. data/ext/cgeqp3.c +11 -11
  38. data/ext/cgeqpf.c +11 -11
  39. data/ext/cgeqr2.c +1 -1
  40. data/ext/cgeqr2p.c +1 -1
  41. data/ext/cgeqrf.c +1 -1
  42. data/ext/cgeqrfp.c +1 -1
  43. data/ext/cgerfs.c +31 -31
  44. data/ext/cgerfsx.c +25 -25
  45. data/ext/cgerqf.c +6 -6
  46. data/ext/cgesc2.c +13 -13
  47. data/ext/cgesdd.c +3 -3
  48. data/ext/cgesvd.c +4 -4
  49. data/ext/cgesvx.c +32 -32
  50. data/ext/cgesvxx.c +26 -26
  51. data/ext/cgetf2.c +1 -1
  52. data/ext/cgetrf.c +1 -1
  53. data/ext/cgetri.c +10 -10
  54. data/ext/cgetrs.c +10 -10
  55. data/ext/cggbak.c +11 -11
  56. data/ext/cggbal.c +11 -11
  57. data/ext/cgges.c +15 -15
  58. data/ext/cggesx.c +6 -6
  59. data/ext/cggev.c +3 -3
  60. data/ext/cggevx.c +5 -5
  61. data/ext/cgghrd.c +14 -14
  62. data/ext/cggqrf.c +9 -9
  63. data/ext/cggrqf.c +1 -1
  64. data/ext/cggsvd.c +3 -3
  65. data/ext/cggsvp.c +4 -4
  66. data/ext/cgtcon.c +20 -20
  67. data/ext/cgtrfs.c +48 -48
  68. data/ext/cgtsv.c +8 -8
  69. data/ext/cgtsvx.c +55 -55
  70. data/ext/cgttrs.c +19 -19
  71. data/ext/cgtts2.c +20 -20
  72. data/ext/chbev.c +3 -3
  73. data/ext/chbevd.c +9 -9
  74. data/ext/chbevx.c +7 -7
  75. data/ext/chbgst.c +15 -15
  76. data/ext/chbgv.c +15 -15
  77. data/ext/chbgvd.c +20 -20
  78. data/ext/chbgvx.c +9 -9
  79. data/ext/chbtrd.c +13 -13
  80. data/ext/checon.c +12 -12
  81. data/ext/cheequb.c +1 -1
  82. data/ext/cheev.c +2 -2
  83. data/ext/cheevd.c +7 -7
  84. data/ext/cheevr.c +12 -12
  85. data/ext/cheevx.c +7 -7
  86. data/ext/chegs2.c +2 -2
  87. data/ext/chegst.c +2 -2
  88. data/ext/chegv.c +13 -13
  89. data/ext/chegvd.c +18 -18
  90. data/ext/chegvx.c +19 -19
  91. data/ext/cherfs.c +31 -31
  92. data/ext/cherfsx.c +43 -43
  93. data/ext/chesv.c +10 -10
  94. data/ext/chesvx.c +15 -15
  95. data/ext/chesvxx.c +41 -41
  96. data/ext/chetd2.c +1 -1
  97. data/ext/chetf2.c +1 -1
  98. data/ext/chetrd.c +2 -2
  99. data/ext/chetrf.c +2 -2
  100. data/ext/chetri.c +1 -1
  101. data/ext/chetrs.c +10 -10
  102. data/ext/chetrs2.c +10 -10
  103. data/ext/chfrk.c +6 -6
  104. data/ext/chgeqz.c +27 -27
  105. data/ext/chpcon.c +1 -1
  106. data/ext/chpev.c +2 -2
  107. data/ext/chpevd.c +2 -2
  108. data/ext/chpevx.c +7 -7
  109. data/ext/chpgst.c +10 -10
  110. data/ext/chpgv.c +2 -2
  111. data/ext/chpgvd.c +11 -11
  112. data/ext/chpgvx.c +8 -8
  113. data/ext/chprfs.c +10 -10
  114. data/ext/chpsv.c +1 -1
  115. data/ext/chpsvx.c +20 -20
  116. data/ext/chptrd.c +1 -1
  117. data/ext/chptrf.c +1 -1
  118. data/ext/chptri.c +1 -1
  119. data/ext/chptrs.c +1 -1
  120. data/ext/chsein.c +21 -21
  121. data/ext/chseqr.c +4 -4
  122. data/ext/cla_gbamv.c +14 -14
  123. data/ext/cla_gbrcond_c.c +33 -33
  124. data/ext/cla_gbrcond_x.c +32 -32
  125. data/ext/cla_gbrfsx_extended.c +75 -75
  126. data/ext/cla_gbrpvgrw.c +13 -13
  127. data/ext/cla_geamv.c +6 -6
  128. data/ext/cla_gercond_c.c +31 -31
  129. data/ext/cla_gercond_x.c +30 -30
  130. data/ext/cla_gerfsx_extended.c +81 -81
  131. data/ext/cla_heamv.c +12 -12
  132. data/ext/cla_hercond_c.c +31 -31
  133. data/ext/cla_hercond_x.c +30 -30
  134. data/ext/cla_herfsx_extended.c +82 -82
  135. data/ext/cla_herpvgrw.c +14 -14
  136. data/ext/cla_lin_berr.c +14 -14
  137. data/ext/cla_porcond_c.c +23 -23
  138. data/ext/cla_porcond_x.c +22 -22
  139. data/ext/cla_porfsx_extended.c +74 -74
  140. data/ext/cla_porpvgrw.c +2 -2
  141. data/ext/cla_rpvgrw.c +12 -12
  142. data/ext/cla_syamv.c +13 -13
  143. data/ext/cla_syrcond_c.c +31 -31
  144. data/ext/cla_syrcond_x.c +30 -30
  145. data/ext/cla_syrfsx_extended.c +82 -82
  146. data/ext/cla_syrpvgrw.c +14 -14
  147. data/ext/cla_wwaddw.c +11 -11
  148. data/ext/clabrd.c +2 -2
  149. data/ext/clacn2.c +2 -2
  150. data/ext/clacp2.c +1 -1
  151. data/ext/clacpy.c +1 -1
  152. data/ext/clacrm.c +11 -11
  153. data/ext/clacrt.c +12 -12
  154. data/ext/claed7.c +42 -42
  155. data/ext/claed8.c +27 -27
  156. data/ext/claein.c +14 -14
  157. data/ext/clags2.c +5 -5
  158. data/ext/clagtm.c +21 -21
  159. data/ext/clahef.c +1 -1
  160. data/ext/clahqr.c +6 -6
  161. data/ext/clahr2.c +1 -1
  162. data/ext/clahrd.c +1 -1
  163. data/ext/claic1.c +12 -12
  164. data/ext/clals0.c +37 -37
  165. data/ext/clalsa.c +72 -72
  166. data/ext/clalsd.c +4 -4
  167. data/ext/clangb.c +3 -3
  168. data/ext/clange.c +1 -1
  169. data/ext/clangt.c +10 -10
  170. data/ext/clanhb.c +2 -2
  171. data/ext/clanhe.c +1 -1
  172. data/ext/clanhf.c +3 -3
  173. data/ext/clanhp.c +2 -2
  174. data/ext/clanhs.c +1 -1
  175. data/ext/clanht.c +1 -1
  176. data/ext/clansb.c +2 -2
  177. data/ext/clansp.c +2 -2
  178. data/ext/clansy.c +1 -1
  179. data/ext/clantb.c +3 -3
  180. data/ext/clantp.c +2 -2
  181. data/ext/clantr.c +3 -3
  182. data/ext/clapll.c +10 -10
  183. data/ext/clapmr.c +1 -1
  184. data/ext/clapmt.c +11 -11
  185. data/ext/claqgb.c +2 -2
  186. data/ext/claqge.c +10 -10
  187. data/ext/claqhb.c +2 -2
  188. data/ext/claqhe.c +12 -12
  189. data/ext/claqhp.c +2 -2
  190. data/ext/claqp2.c +10 -10
  191. data/ext/claqps.c +20 -20
  192. data/ext/claqr0.c +3 -3
  193. data/ext/claqr1.c +4 -4
  194. data/ext/claqr2.c +18 -18
  195. data/ext/claqr3.c +18 -18
  196. data/ext/claqr4.c +3 -3
  197. data/ext/claqr5.c +21 -21
  198. data/ext/claqsb.c +13 -13
  199. data/ext/claqsp.c +2 -2
  200. data/ext/claqsy.c +12 -12
  201. data/ext/clar1v.c +15 -15
  202. data/ext/clar2v.c +19 -19
  203. data/ext/clarf.c +2 -2
  204. data/ext/clarfb.c +16 -16
  205. data/ext/clarfg.c +1 -1
  206. data/ext/clarfgp.c +1 -1
  207. data/ext/clarft.c +2 -2
  208. data/ext/clarfx.c +3 -3
  209. data/ext/clargv.c +2 -2
  210. data/ext/clarnv.c +1 -1
  211. data/ext/clarrv.c +40 -40
  212. data/ext/clarscl2.c +8 -8
  213. data/ext/clartv.c +20 -20
  214. data/ext/clarz.c +11 -11
  215. data/ext/clarzb.c +14 -14
  216. data/ext/clarzt.c +2 -2
  217. data/ext/clascl.c +4 -4
  218. data/ext/clascl2.c +8 -8
  219. data/ext/claset.c +4 -4
  220. data/ext/clasr.c +2 -2
  221. data/ext/classq.c +2 -2
  222. data/ext/claswp.c +2 -2
  223. data/ext/clasyf.c +1 -1
  224. data/ext/clatbs.c +14 -14
  225. data/ext/clatdf.c +21 -21
  226. data/ext/clatps.c +12 -12
  227. data/ext/clatrd.c +1 -1
  228. data/ext/clatrs.c +15 -15
  229. data/ext/clatrz.c +1 -1
  230. data/ext/clatzm.c +3 -3
  231. data/ext/clauu2.c +1 -1
  232. data/ext/clauum.c +1 -1
  233. data/ext/cpbcon.c +3 -3
  234. data/ext/cpbequ.c +1 -1
  235. data/ext/cpbrfs.c +12 -12
  236. data/ext/cpbstf.c +1 -1
  237. data/ext/cpbsv.c +1 -1
  238. data/ext/cpbsvx.c +23 -23
  239. data/ext/cpbtf2.c +1 -1
  240. data/ext/cpbtrf.c +1 -1
  241. data/ext/cpbtrs.c +1 -1
  242. data/ext/cpftrf.c +2 -2
  243. data/ext/cpftri.c +2 -2
  244. data/ext/cpftrs.c +2 -2
  245. data/ext/cpocon.c +1 -1
  246. data/ext/cporfs.c +23 -23
  247. data/ext/cporfsx.c +22 -22
  248. data/ext/cposv.c +9 -9
  249. data/ext/cposvx.c +12 -12
  250. data/ext/cposvxx.c +20 -20
  251. data/ext/cpotf2.c +1 -1
  252. data/ext/cpotrf.c +1 -1
  253. data/ext/cpotri.c +1 -1
  254. data/ext/cpotrs.c +9 -9
  255. data/ext/cppcon.c +1 -1
  256. data/ext/cppequ.c +1 -1
  257. data/ext/cpprfs.c +20 -20
  258. data/ext/cppsv.c +1 -1
  259. data/ext/cppsvx.c +12 -12
  260. data/ext/cpptrf.c +1 -1
  261. data/ext/cpptri.c +1 -1
  262. data/ext/cpptrs.c +1 -1
  263. data/ext/cpstf2.c +2 -2
  264. data/ext/cpstrf.c +2 -2
  265. data/ext/cptcon.c +1 -1
  266. data/ext/cpteqr.c +10 -10
  267. data/ext/cptrfs.c +12 -12
  268. data/ext/cptsv.c +8 -8
  269. data/ext/cptsvx.c +19 -19
  270. data/ext/cpttrs.c +1 -1
  271. data/ext/cptts2.c +1 -1
  272. data/ext/crot.c +11 -11
  273. data/ext/cspcon.c +1 -1
  274. data/ext/cspmv.c +3 -3
  275. data/ext/cspr.c +11 -11
  276. data/ext/csprfs.c +10 -10
  277. data/ext/cspsv.c +1 -1
  278. data/ext/cspsvx.c +20 -20
  279. data/ext/csptrf.c +1 -1
  280. data/ext/csptri.c +1 -1
  281. data/ext/csptrs.c +1 -1
  282. data/ext/csrscl.c +2 -2
  283. data/ext/cstedc.c +10 -10
  284. data/ext/cstegr.c +18 -18
  285. data/ext/cstein.c +14 -14
  286. data/ext/cstemr.c +22 -22
  287. data/ext/csteqr.c +10 -10
  288. data/ext/csycon.c +12 -12
  289. data/ext/csyconv.c +12 -12
  290. data/ext/csyequb.c +1 -1
  291. data/ext/csymv.c +13 -13
  292. data/ext/csyr.c +4 -4
  293. data/ext/csyrfs.c +31 -31
  294. data/ext/csyrfsx.c +43 -43
  295. data/ext/csysv.c +10 -10
  296. data/ext/csysvx.c +15 -15
  297. data/ext/csysvxx.c +41 -41
  298. data/ext/csyswapr.c +2 -2
  299. data/ext/csytf2.c +1 -1
  300. data/ext/csytrf.c +2 -2
  301. data/ext/csytri.c +1 -1
  302. data/ext/csytri2.c +3 -3
  303. data/ext/csytri2x.c +2 -2
  304. data/ext/csytrs.c +10 -10
  305. data/ext/csytrs2.c +10 -10
  306. data/ext/ctbcon.c +3 -3
  307. data/ext/ctbrfs.c +14 -14
  308. data/ext/ctbtrs.c +2 -2
  309. data/ext/ctfsm.c +5 -5
  310. data/ext/ctftri.c +1 -1
  311. data/ext/ctfttp.c +1 -1
  312. data/ext/ctfttr.c +1 -1
  313. data/ext/ctgevc.c +32 -32
  314. data/ext/ctgex2.c +14 -14
  315. data/ext/ctgexc.c +25 -25
  316. data/ext/ctgsen.c +37 -37
  317. data/ext/ctgsja.c +26 -26
  318. data/ext/ctgsna.c +24 -24
  319. data/ext/ctgsy2.c +22 -22
  320. data/ext/ctgsyl.c +42 -42
  321. data/ext/ctpcon.c +2 -2
  322. data/ext/ctprfs.c +13 -13
  323. data/ext/ctptri.c +1 -1
  324. data/ext/ctptrs.c +3 -3
  325. data/ext/ctpttf.c +1 -1
  326. data/ext/ctpttr.c +1 -1
  327. data/ext/ctrcon.c +3 -3
  328. data/ext/ctrevc.c +12 -12
  329. data/ext/ctrexc.c +1 -1
  330. data/ext/ctrrfs.c +11 -11
  331. data/ext/ctrsen.c +13 -13
  332. data/ext/ctrsna.c +20 -20
  333. data/ext/ctrsyl.c +11 -11
  334. data/ext/ctrti2.c +1 -1
  335. data/ext/ctrtri.c +1 -1
  336. data/ext/ctrtrs.c +10 -10
  337. data/ext/ctrttf.c +1 -1
  338. data/ext/ctrttp.c +1 -1
  339. data/ext/cunbdb.c +15 -15
  340. data/ext/cuncsd.c +27 -27
  341. data/ext/cung2l.c +9 -9
  342. data/ext/cung2r.c +9 -9
  343. data/ext/cungbr.c +1 -1
  344. data/ext/cunghr.c +7 -7
  345. data/ext/cungl2.c +1 -1
  346. data/ext/cunglq.c +9 -9
  347. data/ext/cungql.c +9 -9
  348. data/ext/cungqr.c +9 -9
  349. data/ext/cungr2.c +1 -1
  350. data/ext/cungrq.c +9 -9
  351. data/ext/cungtr.c +6 -6
  352. data/ext/cunm2l.c +12 -12
  353. data/ext/cunm2r.c +12 -12
  354. data/ext/cunmbr.c +3 -3
  355. data/ext/cunmhr.c +12 -12
  356. data/ext/cunml2.c +1 -1
  357. data/ext/cunmlq.c +7 -7
  358. data/ext/cunmql.c +12 -12
  359. data/ext/cunmqr.c +12 -12
  360. data/ext/cunmr2.c +1 -1
  361. data/ext/cunmr3.c +10 -10
  362. data/ext/cunmrq.c +7 -7
  363. data/ext/cunmrz.c +10 -10
  364. data/ext/cunmtr.c +17 -17
  365. data/ext/cupgtr.c +8 -8
  366. data/ext/cupmtr.c +2 -2
  367. data/ext/dbbcsd.c +29 -29
  368. data/ext/dbdsdc.c +6 -6
  369. data/ext/dbdsqr.c +20 -20
  370. data/ext/ddisna.c +1 -1
  371. data/ext/dgbbrd.c +12 -12
  372. data/ext/dgbcon.c +13 -13
  373. data/ext/dgbequ.c +3 -3
  374. data/ext/dgbequb.c +2 -2
  375. data/ext/dgbrfs.c +22 -22
  376. data/ext/dgbrfsx.c +43 -43
  377. data/ext/dgbsv.c +2 -2
  378. data/ext/dgbsvx.c +25 -25
  379. data/ext/dgbsvxx.c +36 -36
  380. data/ext/dgbtf2.c +3 -3
  381. data/ext/dgbtrf.c +3 -3
  382. data/ext/dgbtrs.c +11 -11
  383. data/ext/dgebak.c +11 -11
  384. data/ext/dgebal.c +1 -1
  385. data/ext/dgebd2.c +1 -1
  386. data/ext/dgebrd.c +1 -1
  387. data/ext/dgecon.c +1 -1
  388. data/ext/dgees.c +3 -3
  389. data/ext/dgeesx.c +4 -4
  390. data/ext/dgeev.c +3 -3
  391. data/ext/dgeevx.c +5 -5
  392. data/ext/dgegs.c +2 -2
  393. data/ext/dgegv.c +3 -3
  394. data/ext/dgehd2.c +1 -1
  395. data/ext/dgehrd.c +2 -2
  396. data/ext/dgejsv.c +16 -16
  397. data/ext/dgelqf.c +6 -6
  398. data/ext/dgels.c +2 -2
  399. data/ext/dgelsd.c +7 -7
  400. data/ext/dgelss.c +2 -2
  401. data/ext/dgelsx.c +12 -12
  402. data/ext/dgelsy.c +12 -12
  403. data/ext/dgeql2.c +1 -1
  404. data/ext/dgeqlf.c +1 -1
  405. data/ext/dgeqp3.c +11 -11
  406. data/ext/dgeqpf.c +11 -11
  407. data/ext/dgeqr2.c +1 -1
  408. data/ext/dgeqr2p.c +1 -1
  409. data/ext/dgeqrf.c +1 -1
  410. data/ext/dgeqrfp.c +1 -1
  411. data/ext/dgerfs.c +31 -31
  412. data/ext/dgerfsx.c +25 -25
  413. data/ext/dgerqf.c +6 -6
  414. data/ext/dgesc2.c +13 -13
  415. data/ext/dgesdd.c +3 -3
  416. data/ext/dgesvd.c +4 -4
  417. data/ext/dgesvj.c +15 -15
  418. data/ext/dgesvx.c +32 -32
  419. data/ext/dgesvxx.c +26 -26
  420. data/ext/dgetf2.c +1 -1
  421. data/ext/dgetrf.c +1 -1
  422. data/ext/dgetri.c +10 -10
  423. data/ext/dgetrs.c +10 -10
  424. data/ext/dggbak.c +11 -11
  425. data/ext/dggbal.c +11 -11
  426. data/ext/dgges.c +15 -15
  427. data/ext/dggesx.c +6 -6
  428. data/ext/dggev.c +3 -3
  429. data/ext/dggevx.c +4 -4
  430. data/ext/dgghrd.c +14 -14
  431. data/ext/dggqrf.c +9 -9
  432. data/ext/dggrqf.c +1 -1
  433. data/ext/dggsvd.c +3 -3
  434. data/ext/dggsvp.c +4 -4
  435. data/ext/dgsvj0.c +20 -20
  436. data/ext/dgsvj1.c +26 -26
  437. data/ext/dgtcon.c +20 -20
  438. data/ext/dgtrfs.c +48 -48
  439. data/ext/dgtsv.c +8 -8
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- <HTML>
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- <HEAD>
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- <TITLE>REAL routines for general band matrix</TITLE>
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- </HEAD>
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- <BODY>
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- <A NAME="top"></A>
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- <H1>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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-
23
- <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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-
29
-
30
- FORTRAN MANUAL
31
- SUBROUTINE SGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, INFO )
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-
33
- * Purpose
34
- * =======
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- *
36
- * 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
40
- * Q'*C for a given matrix C.
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- *
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-
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- * Arguments
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- * =========
45
- *
46
- * VECT (input) CHARACTER*1
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- * Specifies whether or not the matrices Q and P' are to be
48
- * formed.
49
- * = 'N': do not form Q or P';
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- * = 'Q': form Q only;
51
- * = 'P': form P' only;
52
- * = 'B': form both.
53
- *
54
- * M (input) INTEGER
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- * The number of rows of the matrix A. M >= 0.
56
- *
57
- * N (input) INTEGER
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- * The number of columns of the matrix A. N >= 0.
59
- *
60
- * NCC (input) INTEGER
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- * The number of columns of the matrix C. NCC >= 0.
62
- *
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- * KL (input) INTEGER
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- * The number of subdiagonals of the matrix A. KL >= 0.
65
- *
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- * KU (input) INTEGER
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- * The number of superdiagonals of the matrix A. KU >= 0.
68
- *
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- * AB (input/output) REAL array, dimension (LDAB,N)
70
- * On entry, the m-by-n band matrix A, stored in rows 1 to
71
- * KL+KU+1. The j-th column of A is stored in the j-th column of
72
- * the array AB as follows:
73
- * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
74
- * On exit, A is overwritten by values generated during the
75
- * reduction.
76
- *
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- * LDAB (input) INTEGER
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- * The leading dimension of the array A. LDAB >= KL+KU+1.
79
- *
80
- * D (output) REAL array, dimension (min(M,N))
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- * The diagonal elements of the bidiagonal matrix B.
82
- *
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- * E (output) REAL array, dimension (min(M,N)-1)
84
- * The superdiagonal elements of the bidiagonal matrix B.
85
- *
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- * Q (output) REAL array, dimension (LDQ,M)
87
- * If VECT = 'Q' or 'B', the m-by-m orthogonal matrix Q.
88
- * If VECT = 'N' or 'P', the array Q is not referenced.
89
- *
90
- * LDQ (input) INTEGER
91
- * The leading dimension of the array Q.
92
- * LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
93
- *
94
- * PT (output) REAL array, dimension (LDPT,N)
95
- * If VECT = 'P' or 'B', the n-by-n orthogonal matrix P'.
96
- * If VECT = 'N' or 'Q', the array PT is not referenced.
97
- *
98
- * LDPT (input) INTEGER
99
- * The leading dimension of the array PT.
100
- * LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
101
- *
102
- * C (input/output) REAL array, dimension (LDC,NCC)
103
- * On entry, an m-by-ncc matrix C.
104
- * On exit, C is overwritten by Q'*C.
105
- * C is not referenced if NCC = 0.
106
- *
107
- * LDC (input) INTEGER
108
- * The leading dimension of the array C.
109
- * LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
110
- *
111
- * WORK (workspace) REAL array, dimension (2*max(M,N))
112
- *
113
- * INFO (output) INTEGER
114
- * = 0: successful exit.
115
- * < 0: if INFO = -i, the i-th argument had an illegal value.
116
- *
117
-
118
- * =====================================================================
119
- *
120
-
121
-
122
- </PRE>
123
- <A HREF="#top">go to the page top</A>
124
-
125
- <A NAME="sgbcon"></A>
126
- <H2>sgbcon</H2>
127
- <PRE>
128
- USAGE:
129
- rcond, info = NumRu::Lapack.sgbcon( norm, kl, ku, ab, ipiv, anorm, [:usage => usage, :help => help])
130
-
131
-
132
- FORTRAN MANUAL
133
- SUBROUTINE SGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, IWORK, INFO )
134
-
135
- * Purpose
136
- * =======
137
- *
138
- * SGBCON estimates the reciprocal of the condition number of a real
139
- * general band matrix A, in either the 1-norm or the infinity-norm,
140
- * using the LU factorization computed by SGBTRF.
141
- *
142
- * An estimate is obtained for norm(inv(A)), and the reciprocal of the
143
- * condition number is computed as
144
- * RCOND = 1 / ( norm(A) * norm(inv(A)) ).
145
- *
146
-
147
- * Arguments
148
- * =========
149
- *
150
- * NORM (input) CHARACTER*1
151
- * Specifies whether the 1-norm condition number or the
152
- * infinity-norm condition number is required:
153
- * = '1' or 'O': 1-norm;
154
- * = 'I': Infinity-norm.
155
- *
156
- * N (input) INTEGER
157
- * The order of the matrix A. N >= 0.
158
- *
159
- * KL (input) INTEGER
160
- * The number of subdiagonals within the band of A. KL >= 0.
161
- *
162
- * KU (input) INTEGER
163
- * The number of superdiagonals within the band of A. KU >= 0.
164
- *
165
- * AB (input) REAL array, dimension (LDAB,N)
166
- * Details of the LU factorization of the band matrix A, as
167
- * computed by SGBTRF. U is stored as an upper triangular band
168
- * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
169
- * the multipliers used during the factorization are stored in
170
- * rows KL+KU+2 to 2*KL+KU+1.
171
- *
172
- * LDAB (input) INTEGER
173
- * The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
174
- *
175
- * IPIV (input) INTEGER array, dimension (N)
176
- * The pivot indices; for 1 <= i <= N, row i of the matrix was
177
- * interchanged with row IPIV(i).
178
- *
179
- * ANORM (input) REAL
180
- * If NORM = '1' or 'O', the 1-norm of the original matrix A.
181
- * If NORM = 'I', the infinity-norm of the original matrix A.
182
- *
183
- * RCOND (output) REAL
184
- * The reciprocal of the condition number of the matrix A,
185
- * computed as RCOND = 1/(norm(A) * norm(inv(A))).
186
- *
187
- * WORK (workspace) REAL array, dimension (3*N)
188
- *
189
- * IWORK (workspace) INTEGER array, dimension (N)
190
- *
191
- * INFO (output) INTEGER
192
- * = 0: successful exit
193
- * < 0: if INFO = -i, the i-th argument had an illegal value
194
- *
195
-
196
- * =====================================================================
197
- *
198
-
199
-
200
- </PRE>
201
- <A HREF="#top">go to the page top</A>
202
-
203
- <A NAME="sgbequ"></A>
204
- <H2>sgbequ</H2>
205
- <PRE>
206
- USAGE:
207
- r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.sgbequ( m, kl, ku, ab, [:usage => usage, :help => help])
208
-
209
-
210
- FORTRAN MANUAL
211
- SUBROUTINE SGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO )
212
-
213
- * Purpose
214
- * =======
215
- *
216
- * SGBEQU computes row and column scalings intended to equilibrate an
217
- * M-by-N band matrix A and reduce its condition number. R returns the
218
- * row scale factors and C the column scale factors, chosen to try to
219
- * make the largest element in each row and column of the matrix B with
220
- * elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
221
- *
222
- * R(i) and C(j) are restricted to be between SMLNUM = smallest safe
223
- * number and BIGNUM = largest safe number. Use of these scaling
224
- * factors is not guaranteed to reduce the condition number of A but
225
- * works well in practice.
226
- *
227
-
228
- * Arguments
229
- * =========
230
- *
231
- * M (input) INTEGER
232
- * The number of rows of the matrix A. M >= 0.
233
- *
234
- * N (input) INTEGER
235
- * The number of columns of the matrix A. N >= 0.
236
- *
237
- * KL (input) INTEGER
238
- * The number of subdiagonals within the band of A. KL >= 0.
239
- *
240
- * 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
- * > 0: if INFO = i, and i is
279
- * <= M: the i-th row of A is exactly zero
280
- * > M: the (i-M)-th column of A is exactly zero
281
- *
282
-
283
- * =====================================================================
284
- *
285
-
286
-
287
- </PRE>
288
- <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
- <A HREF="s.html">back to data types</A>
1862
- </BODY>
1863
- </HTML>