ruby-lapack 1.4.1a → 1.5

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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
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- <TITLE>symmetric, packed storage routines</TITLE>
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- <H1>symmetric, packed storage routines</H1>
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- <UL>
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- <LI><A HREF="ssp.html">S: REAL</A></LI>
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- <LI><A HREF="dsp.html">D: DOUBLE PRECISION</A></LI>
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- <LI><A HREF="csp.html">C: COMPLEX</A></LI>
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- <LI><A HREF="zsp.html">Z: COMPLEX*16 or DOUBLE COMPLEX</A></LI>
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- </UL>
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- <A HREF="index.html">back to index.html</A>
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- <TITLE>REAL routines for symmetric or Hermitian positive definite band matrix</TITLE>
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- <A NAME="top"></A>
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- <H1>REAL routines for symmetric or Hermitian positive definite band matrix</H1>
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- <UL>
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- <LI><A HREF="#spbcon">spbcon</A></LI>
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- <LI><A HREF="#spbequ">spbequ</A></LI>
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- <LI><A HREF="#spbrfs">spbrfs</A></LI>
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- <LI><A HREF="#spbstf">spbstf</A></LI>
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- <LI><A HREF="#spbsv">spbsv</A></LI>
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- <LI><A HREF="#spbsvx">spbsvx</A></LI>
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- <LI><A HREF="#spbtf2">spbtf2</A></LI>
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- <LI><A HREF="#spbtrf">spbtrf</A></LI>
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- <LI><A HREF="#spbtrs">spbtrs</A></LI>
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- </UL>
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-
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- <A NAME="spbcon"></A>
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- <H2>spbcon</H2>
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- <PRE>
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- USAGE:
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- rcond, info = NumRu::Lapack.spbcon( uplo, kd, ab, anorm, [:usage => usage, :help => help])
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-
26
-
27
- FORTRAN MANUAL
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- SUBROUTINE SPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO )
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-
30
- * Purpose
31
- * =======
32
- *
33
- * SPBCON estimates the reciprocal of the condition number (in the
34
- * 1-norm) of a real symmetric positive definite band matrix using the
35
- * Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF.
36
- *
37
- * An estimate is obtained for norm(inv(A)), and the reciprocal of the
38
- * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
39
- *
40
-
41
- * Arguments
42
- * =========
43
- *
44
- * UPLO (input) CHARACTER*1
45
- * = 'U': Upper triangular factor stored in AB;
46
- * = 'L': Lower triangular factor stored in AB.
47
- *
48
- * N (input) INTEGER
49
- * The order of the matrix A. N >= 0.
50
- *
51
- * KD (input) INTEGER
52
- * The number of superdiagonals of the matrix A if UPLO = 'U',
53
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
54
- *
55
- * AB (input) REAL array, dimension (LDAB,N)
56
- * The triangular factor U or L from the Cholesky factorization
57
- * A = U**T*U or A = L*L**T of the band matrix A, stored in the
58
- * first KD+1 rows of the array. The j-th column of U or L is
59
- * stored in the j-th column of the array AB as follows:
60
- * if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
61
- * if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
62
- *
63
- * LDAB (input) INTEGER
64
- * The leading dimension of the array AB. LDAB >= KD+1.
65
- *
66
- * ANORM (input) REAL
67
- * The 1-norm (or infinity-norm) of the symmetric band matrix A.
68
- *
69
- * RCOND (output) REAL
70
- * The reciprocal of the condition number of the matrix A,
71
- * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
72
- * estimate of the 1-norm of inv(A) computed in this routine.
73
- *
74
- * WORK (workspace) REAL array, dimension (3*N)
75
- *
76
- * IWORK (workspace) INTEGER array, dimension (N)
77
- *
78
- * INFO (output) INTEGER
79
- * = 0: successful exit
80
- * < 0: if INFO = -i, the i-th argument had an illegal value
81
- *
82
-
83
- * =====================================================================
84
- *
85
-
86
-
87
- </PRE>
88
- <A HREF="#top">go to the page top</A>
89
-
90
- <A NAME="spbequ"></A>
91
- <H2>spbequ</H2>
92
- <PRE>
93
- USAGE:
94
- s, scond, amax, info = NumRu::Lapack.spbequ( uplo, kd, ab, [:usage => usage, :help => help])
95
-
96
-
97
- FORTRAN MANUAL
98
- SUBROUTINE SPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
99
-
100
- * Purpose
101
- * =======
102
- *
103
- * SPBEQU computes row and column scalings intended to equilibrate a
104
- * symmetric positive definite band matrix A and reduce its condition
105
- * number (with respect to the two-norm). S contains the scale factors,
106
- * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
107
- * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
108
- * choice of S puts the condition number of B within a factor N of the
109
- * smallest possible condition number over all possible diagonal
110
- * scalings.
111
- *
112
-
113
- * Arguments
114
- * =========
115
- *
116
- * UPLO (input) CHARACTER*1
117
- * = 'U': Upper triangular of A is stored;
118
- * = 'L': Lower triangular of A is stored.
119
- *
120
- * N (input) INTEGER
121
- * The order of the matrix A. N >= 0.
122
- *
123
- * KD (input) INTEGER
124
- * The number of superdiagonals of the matrix A if UPLO = 'U',
125
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
126
- *
127
- * AB (input) REAL array, dimension (LDAB,N)
128
- * The upper or lower triangle of the symmetric band matrix A,
129
- * stored in the first KD+1 rows of the array. The j-th column
130
- * of A is stored in the j-th column of the array AB as follows:
131
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
132
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
133
- *
134
- * LDAB (input) INTEGER
135
- * The leading dimension of the array A. LDAB >= KD+1.
136
- *
137
- * S (output) REAL array, dimension (N)
138
- * If INFO = 0, S contains the scale factors for A.
139
- *
140
- * SCOND (output) REAL
141
- * If INFO = 0, S contains the ratio of the smallest S(i) to
142
- * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
143
- * large nor too small, it is not worth scaling by S.
144
- *
145
- * AMAX (output) REAL
146
- * Absolute value of largest matrix element. If AMAX is very
147
- * close to overflow or very close to underflow, the matrix
148
- * should be scaled.
149
- *
150
- * INFO (output) INTEGER
151
- * = 0: successful exit
152
- * < 0: if INFO = -i, the i-th argument had an illegal value.
153
- * > 0: if INFO = i, the i-th diagonal element is nonpositive.
154
- *
155
-
156
- * =====================================================================
157
- *
158
-
159
-
160
- </PRE>
161
- <A HREF="#top">go to the page top</A>
162
-
163
- <A NAME="spbrfs"></A>
164
- <H2>spbrfs</H2>
165
- <PRE>
166
- USAGE:
167
- ferr, berr, info, x = NumRu::Lapack.spbrfs( uplo, kd, ab, afb, b, x, [:usage => usage, :help => help])
168
-
169
-
170
- FORTRAN MANUAL
171
- SUBROUTINE SPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
172
-
173
- * Purpose
174
- * =======
175
- *
176
- * SPBRFS improves the computed solution to a system of linear
177
- * equations when the coefficient matrix is symmetric positive definite
178
- * and banded, and provides error bounds and backward error estimates
179
- * for the solution.
180
- *
181
-
182
- * Arguments
183
- * =========
184
- *
185
- * UPLO (input) CHARACTER*1
186
- * = 'U': Upper triangle of A is stored;
187
- * = 'L': Lower triangle of A is stored.
188
- *
189
- * N (input) INTEGER
190
- * The order of the matrix A. N >= 0.
191
- *
192
- * KD (input) INTEGER
193
- * The number of superdiagonals of the matrix A if UPLO = 'U',
194
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
195
- *
196
- * NRHS (input) INTEGER
197
- * The number of right hand sides, i.e., the number of columns
198
- * of the matrices B and X. NRHS >= 0.
199
- *
200
- * AB (input) REAL array, dimension (LDAB,N)
201
- * The upper or lower triangle of the symmetric band matrix A,
202
- * stored in the first KD+1 rows of the array. The j-th column
203
- * of A is stored in the j-th column of the array AB as follows:
204
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
205
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
206
- *
207
- * LDAB (input) INTEGER
208
- * The leading dimension of the array AB. LDAB >= KD+1.
209
- *
210
- * AFB (input) REAL array, dimension (LDAFB,N)
211
- * The triangular factor U or L from the Cholesky factorization
212
- * A = U**T*U or A = L*L**T of the band matrix A as computed by
213
- * SPBTRF, in the same storage format as A (see AB).
214
- *
215
- * LDAFB (input) INTEGER
216
- * The leading dimension of the array AFB. LDAFB >= KD+1.
217
- *
218
- * B (input) REAL array, dimension (LDB,NRHS)
219
- * The right hand side matrix B.
220
- *
221
- * LDB (input) INTEGER
222
- * The leading dimension of the array B. LDB >= max(1,N).
223
- *
224
- * X (input/output) REAL array, dimension (LDX,NRHS)
225
- * On entry, the solution matrix X, as computed by SPBTRS.
226
- * On exit, the improved solution matrix X.
227
- *
228
- * LDX (input) INTEGER
229
- * The leading dimension of the array X. LDX >= max(1,N).
230
- *
231
- * FERR (output) REAL array, dimension (NRHS)
232
- * The estimated forward error bound for each solution vector
233
- * X(j) (the j-th column of the solution matrix X).
234
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
235
- * is an estimated upper bound for the magnitude of the largest
236
- * element in (X(j) - XTRUE) divided by the magnitude of the
237
- * largest element in X(j). The estimate is as reliable as
238
- * the estimate for RCOND, and is almost always a slight
239
- * overestimate of the true error.
240
- *
241
- * BERR (output) REAL array, dimension (NRHS)
242
- * The componentwise relative backward error of each solution
243
- * vector X(j) (i.e., the smallest relative change in
244
- * any element of A or B that makes X(j) an exact solution).
245
- *
246
- * WORK (workspace) REAL array, dimension (3*N)
247
- *
248
- * IWORK (workspace) INTEGER array, dimension (N)
249
- *
250
- * INFO (output) INTEGER
251
- * = 0: successful exit
252
- * < 0: if INFO = -i, the i-th argument had an illegal value
253
- *
254
- * Internal Parameters
255
- * ===================
256
- *
257
- * ITMAX is the maximum number of steps of iterative refinement.
258
- *
259
-
260
- * =====================================================================
261
- *
262
-
263
-
264
- </PRE>
265
- <A HREF="#top">go to the page top</A>
266
-
267
- <A NAME="spbstf"></A>
268
- <H2>spbstf</H2>
269
- <PRE>
270
- USAGE:
271
- info, ab = NumRu::Lapack.spbstf( uplo, kd, ab, [:usage => usage, :help => help])
272
-
273
-
274
- FORTRAN MANUAL
275
- SUBROUTINE SPBSTF( UPLO, N, KD, AB, LDAB, INFO )
276
-
277
- * Purpose
278
- * =======
279
- *
280
- * SPBSTF computes a split Cholesky factorization of a real
281
- * symmetric positive definite band matrix A.
282
- *
283
- * This routine is designed to be used in conjunction with SSBGST.
284
- *
285
- * The factorization has the form A = S**T*S where S is a band matrix
286
- * of the same bandwidth as A and the following structure:
287
- *
288
- * S = ( U )
289
- * ( M L )
290
- *
291
- * where U is upper triangular of order m = (n+kd)/2, and L is lower
292
- * triangular of order n-m.
293
- *
294
-
295
- * Arguments
296
- * =========
297
- *
298
- * UPLO (input) CHARACTER*1
299
- * = 'U': Upper triangle of A is stored;
300
- * = 'L': Lower triangle of A is stored.
301
- *
302
- * N (input) INTEGER
303
- * The order of the matrix A. N >= 0.
304
- *
305
- * KD (input) INTEGER
306
- * The number of superdiagonals of the matrix A if UPLO = 'U',
307
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
308
- *
309
- * AB (input/output) REAL array, dimension (LDAB,N)
310
- * On entry, the upper or lower triangle of the symmetric band
311
- * matrix A, stored in the first kd+1 rows of the array. The
312
- * j-th column of A is stored in the j-th column of the array AB
313
- * as follows:
314
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
315
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
316
- *
317
- * On exit, if INFO = 0, the factor S from the split Cholesky
318
- * factorization A = S**T*S. See Further Details.
319
- *
320
- * LDAB (input) INTEGER
321
- * The leading dimension of the array AB. LDAB >= KD+1.
322
- *
323
- * INFO (output) INTEGER
324
- * = 0: successful exit
325
- * < 0: if INFO = -i, the i-th argument had an illegal value
326
- * > 0: if INFO = i, the factorization could not be completed,
327
- * because the updated element a(i,i) was negative; the
328
- * matrix A is not positive definite.
329
- *
330
-
331
- * Further Details
332
- * ===============
333
- *
334
- * The band storage scheme is illustrated by the following example, when
335
- * N = 7, KD = 2:
336
- *
337
- * S = ( s11 s12 s13 )
338
- * ( s22 s23 s24 )
339
- * ( s33 s34 )
340
- * ( s44 )
341
- * ( s53 s54 s55 )
342
- * ( s64 s65 s66 )
343
- * ( s75 s76 s77 )
344
- *
345
- * If UPLO = 'U', the array AB holds:
346
- *
347
- * on entry: on exit:
348
- *
349
- * * * a13 a24 a35 a46 a57 * * s13 s24 s53 s64 s75
350
- * * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54 s65 s76
351
- * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
352
- *
353
- * If UPLO = 'L', the array AB holds:
354
- *
355
- * on entry: on exit:
356
- *
357
- * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
358
- * a21 a32 a43 a54 a65 a76 * s12 s23 s34 s54 s65 s76 *
359
- * a31 a42 a53 a64 a64 * * s13 s24 s53 s64 s75 * *
360
- *
361
- * Array elements marked * are not used by the routine.
362
- *
363
- * =====================================================================
364
- *
365
-
366
-
367
- </PRE>
368
- <A HREF="#top">go to the page top</A>
369
-
370
- <A NAME="spbsv"></A>
371
- <H2>spbsv</H2>
372
- <PRE>
373
- USAGE:
374
- info, ab, b = NumRu::Lapack.spbsv( uplo, kd, ab, b, [:usage => usage, :help => help])
375
-
376
-
377
- FORTRAN MANUAL
378
- SUBROUTINE SPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
379
-
380
- * Purpose
381
- * =======
382
- *
383
- * SPBSV computes the solution to a real system of linear equations
384
- * A * X = B,
385
- * where A is an N-by-N symmetric positive definite band matrix and X
386
- * and B are N-by-NRHS matrices.
387
- *
388
- * The Cholesky decomposition is used to factor A as
389
- * A = U**T * U, if UPLO = 'U', or
390
- * A = L * L**T, if UPLO = 'L',
391
- * where U is an upper triangular band matrix, and L is a lower
392
- * triangular band matrix, with the same number of superdiagonals or
393
- * subdiagonals as A. The factored form of A is then used to solve the
394
- * system of equations A * X = B.
395
- *
396
-
397
- * Arguments
398
- * =========
399
- *
400
- * UPLO (input) CHARACTER*1
401
- * = 'U': Upper triangle of A is stored;
402
- * = 'L': Lower triangle of A is stored.
403
- *
404
- * N (input) INTEGER
405
- * The number of linear equations, i.e., the order of the
406
- * matrix A. N >= 0.
407
- *
408
- * KD (input) INTEGER
409
- * The number of superdiagonals of the matrix A if UPLO = 'U',
410
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
411
- *
412
- * NRHS (input) INTEGER
413
- * The number of right hand sides, i.e., the number of columns
414
- * of the matrix B. NRHS >= 0.
415
- *
416
- * AB (input/output) REAL array, dimension (LDAB,N)
417
- * On entry, the upper or lower triangle of the symmetric band
418
- * matrix A, stored in the first KD+1 rows of the array. The
419
- * j-th column of A is stored in the j-th column of the array AB
420
- * as follows:
421
- * if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
422
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
423
- * See below for further details.
424
- *
425
- * On exit, if INFO = 0, the triangular factor U or L from the
426
- * Cholesky factorization A = U**T*U or A = L*L**T of the band
427
- * matrix A, in the same storage format as A.
428
- *
429
- * LDAB (input) INTEGER
430
- * The leading dimension of the array AB. LDAB >= KD+1.
431
- *
432
- * B (input/output) REAL array, dimension (LDB,NRHS)
433
- * On entry, the N-by-NRHS right hand side matrix B.
434
- * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
435
- *
436
- * LDB (input) INTEGER
437
- * The leading dimension of the array B. LDB >= max(1,N).
438
- *
439
- * INFO (output) INTEGER
440
- * = 0: successful exit
441
- * < 0: if INFO = -i, the i-th argument had an illegal value
442
- * > 0: if INFO = i, the leading minor of order i of A is not
443
- * positive definite, so the factorization could not be
444
- * completed, and the solution has not been computed.
445
- *
446
-
447
- * Further Details
448
- * ===============
449
- *
450
- * The band storage scheme is illustrated by the following example, when
451
- * N = 6, KD = 2, and UPLO = 'U':
452
- *
453
- * On entry: On exit:
454
- *
455
- * * * a13 a24 a35 a46 * * u13 u24 u35 u46
456
- * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
457
- * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
458
- *
459
- * Similarly, if UPLO = 'L' the format of A is as follows:
460
- *
461
- * On entry: On exit:
462
- *
463
- * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
464
- * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
465
- * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
466
- *
467
- * Array elements marked * are not used by the routine.
468
- *
469
- * =====================================================================
470
- *
471
- * .. External Functions ..
472
- LOGICAL LSAME
473
- EXTERNAL LSAME
474
- * ..
475
- * .. External Subroutines ..
476
- EXTERNAL SPBTRF, SPBTRS, XERBLA
477
- * ..
478
- * .. Intrinsic Functions ..
479
- INTRINSIC MAX
480
- * ..
481
-
482
-
483
- </PRE>
484
- <A HREF="#top">go to the page top</A>
485
-
486
- <A NAME="spbsvx"></A>
487
- <H2>spbsvx</H2>
488
- <PRE>
489
- USAGE:
490
- x, rcond, ferr, berr, info, ab, afb, equed, s, b = NumRu::Lapack.spbsvx( fact, uplo, kd, ab, afb, equed, s, b, [:usage => usage, :help => help])
491
-
492
-
493
- FORTRAN MANUAL
494
- SUBROUTINE SPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
495
-
496
- * Purpose
497
- * =======
498
- *
499
- * SPBSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to
500
- * compute the solution to a real system of linear equations
501
- * A * X = B,
502
- * where A is an N-by-N symmetric positive definite band matrix and X
503
- * and B are N-by-NRHS matrices.
504
- *
505
- * Error bounds on the solution and a condition estimate are also
506
- * provided.
507
- *
508
- * Description
509
- * ===========
510
- *
511
- * The following steps are performed:
512
- *
513
- * 1. If FACT = 'E', real scaling factors are computed to equilibrate
514
- * the system:
515
- * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
516
- * Whether or not the system will be equilibrated depends on the
517
- * scaling of the matrix A, but if equilibration is used, A is
518
- * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
519
- *
520
- * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
521
- * factor the matrix A (after equilibration if FACT = 'E') as
522
- * A = U**T * U, if UPLO = 'U', or
523
- * A = L * L**T, if UPLO = 'L',
524
- * where U is an upper triangular band matrix, and L is a lower
525
- * triangular band matrix.
526
- *
527
- * 3. If the leading i-by-i principal minor is not positive definite,
528
- * then the routine returns with INFO = i. Otherwise, the factored
529
- * form of A is used to estimate the condition number of the matrix
530
- * A. If the reciprocal of the condition number is less than machine
531
- * precision, INFO = N+1 is returned as a warning, but the routine
532
- * still goes on to solve for X and compute error bounds as
533
- * described below.
534
- *
535
- * 4. The system of equations is solved for X using the factored form
536
- * of A.
537
- *
538
- * 5. Iterative refinement is applied to improve the computed solution
539
- * matrix and calculate error bounds and backward error estimates
540
- * for it.
541
- *
542
- * 6. If equilibration was used, the matrix X is premultiplied by
543
- * diag(S) so that it solves the original system before
544
- * equilibration.
545
- *
546
-
547
- * Arguments
548
- * =========
549
- *
550
- * FACT (input) CHARACTER*1
551
- * Specifies whether or not the factored form of the matrix A is
552
- * supplied on entry, and if not, whether the matrix A should be
553
- * equilibrated before it is factored.
554
- * = 'F': On entry, AFB contains the factored form of A.
555
- * If EQUED = 'Y', the matrix A has been equilibrated
556
- * with scaling factors given by S. AB and AFB will not
557
- * be modified.
558
- * = 'N': The matrix A will be copied to AFB and factored.
559
- * = 'E': The matrix A will be equilibrated if necessary, then
560
- * copied to AFB and factored.
561
- *
562
- * UPLO (input) CHARACTER*1
563
- * = 'U': Upper triangle of A is stored;
564
- * = 'L': Lower triangle of A is stored.
565
- *
566
- * N (input) INTEGER
567
- * The number of linear equations, i.e., the order of the
568
- * matrix A. N >= 0.
569
- *
570
- * KD (input) INTEGER
571
- * The number of superdiagonals of the matrix A if UPLO = 'U',
572
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
573
- *
574
- * NRHS (input) INTEGER
575
- * The number of right-hand sides, i.e., the number of columns
576
- * of the matrices B and X. NRHS >= 0.
577
- *
578
- * AB (input/output) REAL array, dimension (LDAB,N)
579
- * On entry, the upper or lower triangle of the symmetric band
580
- * matrix A, stored in the first KD+1 rows of the array, except
581
- * if FACT = 'F' and EQUED = 'Y', then A must contain the
582
- * equilibrated matrix diag(S)*A*diag(S). The j-th column of A
583
- * is stored in the j-th column of the array AB as follows:
584
- * if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
585
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD).
586
- * See below for further details.
587
- *
588
- * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
589
- * diag(S)*A*diag(S).
590
- *
591
- * LDAB (input) INTEGER
592
- * The leading dimension of the array A. LDAB >= KD+1.
593
- *
594
- * AFB (input or output) REAL array, dimension (LDAFB,N)
595
- * If FACT = 'F', then AFB is an input argument and on entry
596
- * contains the triangular factor U or L from the Cholesky
597
- * factorization A = U**T*U or A = L*L**T of the band matrix
598
- * A, in the same storage format as A (see AB). If EQUED = 'Y',
599
- * then AFB is the factored form of the equilibrated matrix A.
600
- *
601
- * If FACT = 'N', then AFB is an output argument and on exit
602
- * returns the triangular factor U or L from the Cholesky
603
- * factorization A = U**T*U or A = L*L**T.
604
- *
605
- * If FACT = 'E', then AFB is an output argument and on exit
606
- * returns the triangular factor U or L from the Cholesky
607
- * factorization A = U**T*U or A = L*L**T of the equilibrated
608
- * matrix A (see the description of A for the form of the
609
- * equilibrated matrix).
610
- *
611
- * LDAFB (input) INTEGER
612
- * The leading dimension of the array AFB. LDAFB >= KD+1.
613
- *
614
- * EQUED (input or output) CHARACTER*1
615
- * Specifies the form of equilibration that was done.
616
- * = 'N': No equilibration (always true if FACT = 'N').
617
- * = 'Y': Equilibration was done, i.e., A has been replaced by
618
- * diag(S) * A * diag(S).
619
- * EQUED is an input argument if FACT = 'F'; otherwise, it is an
620
- * output argument.
621
- *
622
- * S (input or output) REAL array, dimension (N)
623
- * The scale factors for A; not accessed if EQUED = 'N'. S is
624
- * an input argument if FACT = 'F'; otherwise, S is an output
625
- * argument. If FACT = 'F' and EQUED = 'Y', each element of S
626
- * must be positive.
627
- *
628
- * B (input/output) REAL array, dimension (LDB,NRHS)
629
- * On entry, the N-by-NRHS right hand side matrix B.
630
- * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
631
- * B is overwritten by diag(S) * B.
632
- *
633
- * LDB (input) INTEGER
634
- * The leading dimension of the array B. LDB >= max(1,N).
635
- *
636
- * X (output) REAL array, dimension (LDX,NRHS)
637
- * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
638
- * the original system of equations. Note that if EQUED = 'Y',
639
- * A and B are modified on exit, and the solution to the
640
- * equilibrated system is inv(diag(S))*X.
641
- *
642
- * LDX (input) INTEGER
643
- * The leading dimension of the array X. LDX >= max(1,N).
644
- *
645
- * RCOND (output) REAL
646
- * The estimate of the reciprocal condition number of the matrix
647
- * A after equilibration (if done). If RCOND is less than the
648
- * machine precision (in particular, if RCOND = 0), the matrix
649
- * is singular to working precision. This condition is
650
- * indicated by a return code of INFO > 0.
651
- *
652
- * FERR (output) REAL array, dimension (NRHS)
653
- * The estimated forward error bound for each solution vector
654
- * X(j) (the j-th column of the solution matrix X).
655
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
656
- * is an estimated upper bound for the magnitude of the largest
657
- * element in (X(j) - XTRUE) divided by the magnitude of the
658
- * largest element in X(j). The estimate is as reliable as
659
- * the estimate for RCOND, and is almost always a slight
660
- * overestimate of the true error.
661
- *
662
- * BERR (output) REAL array, dimension (NRHS)
663
- * The componentwise relative backward error of each solution
664
- * vector X(j) (i.e., the smallest relative change in
665
- * any element of A or B that makes X(j) an exact solution).
666
- *
667
- * WORK (workspace) REAL array, dimension (3*N)
668
- *
669
- * IWORK (workspace) INTEGER array, dimension (N)
670
- *
671
- * INFO (output) INTEGER
672
- * = 0: successful exit
673
- * < 0: if INFO = -i, the i-th argument had an illegal value
674
- * > 0: if INFO = i, and i is
675
- * <= N: the leading minor of order i of A is
676
- * not positive definite, so the factorization
677
- * could not be completed, and the solution has not
678
- * been computed. RCOND = 0 is returned.
679
- * = N+1: U is nonsingular, but RCOND is less than machine
680
- * precision, meaning that the matrix is singular
681
- * to working precision. Nevertheless, the
682
- * solution and error bounds are computed because
683
- * there are a number of situations where the
684
- * computed solution can be more accurate than the
685
- * value of RCOND would suggest.
686
- *
687
-
688
- * Further Details
689
- * ===============
690
- *
691
- * The band storage scheme is illustrated by the following example, when
692
- * N = 6, KD = 2, and UPLO = 'U':
693
- *
694
- * Two-dimensional storage of the symmetric matrix A:
695
- *
696
- * a11 a12 a13
697
- * a22 a23 a24
698
- * a33 a34 a35
699
- * a44 a45 a46
700
- * a55 a56
701
- * (aij=conjg(aji)) a66
702
- *
703
- * Band storage of the upper triangle of A:
704
- *
705
- * * * a13 a24 a35 a46
706
- * * a12 a23 a34 a45 a56
707
- * a11 a22 a33 a44 a55 a66
708
- *
709
- * Similarly, if UPLO = 'L' the format of A is as follows:
710
- *
711
- * a11 a22 a33 a44 a55 a66
712
- * a21 a32 a43 a54 a65 *
713
- * a31 a42 a53 a64 * *
714
- *
715
- * Array elements marked * are not used by the routine.
716
- *
717
- * =====================================================================
718
- *
719
-
720
-
721
- </PRE>
722
- <A HREF="#top">go to the page top</A>
723
-
724
- <A NAME="spbtf2"></A>
725
- <H2>spbtf2</H2>
726
- <PRE>
727
- USAGE:
728
- info, ab = NumRu::Lapack.spbtf2( uplo, kd, ab, [:usage => usage, :help => help])
729
-
730
-
731
- FORTRAN MANUAL
732
- SUBROUTINE SPBTF2( UPLO, N, KD, AB, LDAB, INFO )
733
-
734
- * Purpose
735
- * =======
736
- *
737
- * SPBTF2 computes the Cholesky factorization of a real symmetric
738
- * positive definite band matrix A.
739
- *
740
- * The factorization has the form
741
- * A = U' * U , if UPLO = 'U', or
742
- * A = L * L', if UPLO = 'L',
743
- * where U is an upper triangular matrix, U' is the transpose of U, and
744
- * L is lower triangular.
745
- *
746
- * This is the unblocked version of the algorithm, calling Level 2 BLAS.
747
- *
748
-
749
- * Arguments
750
- * =========
751
- *
752
- * UPLO (input) CHARACTER*1
753
- * Specifies whether the upper or lower triangular part of the
754
- * symmetric matrix A is stored:
755
- * = 'U': Upper triangular
756
- * = 'L': Lower triangular
757
- *
758
- * N (input) INTEGER
759
- * The order of the matrix A. N >= 0.
760
- *
761
- * KD (input) INTEGER
762
- * The number of super-diagonals of the matrix A if UPLO = 'U',
763
- * or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
764
- *
765
- * AB (input/output) REAL array, dimension (LDAB,N)
766
- * On entry, the upper or lower triangle of the symmetric band
767
- * matrix A, stored in the first KD+1 rows of the array. The
768
- * j-th column of A is stored in the j-th column of the array AB
769
- * as follows:
770
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
771
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
772
- *
773
- * On exit, if INFO = 0, the triangular factor U or L from the
774
- * Cholesky factorization A = U'*U or A = L*L' of the band
775
- * matrix A, in the same storage format as A.
776
- *
777
- * LDAB (input) INTEGER
778
- * The leading dimension of the array AB. LDAB >= KD+1.
779
- *
780
- * INFO (output) INTEGER
781
- * = 0: successful exit
782
- * < 0: if INFO = -k, the k-th argument had an illegal value
783
- * > 0: if INFO = k, the leading minor of order k is not
784
- * positive definite, and the factorization could not be
785
- * completed.
786
- *
787
-
788
- * Further Details
789
- * ===============
790
- *
791
- * The band storage scheme is illustrated by the following example, when
792
- * N = 6, KD = 2, and UPLO = 'U':
793
- *
794
- * On entry: On exit:
795
- *
796
- * * * a13 a24 a35 a46 * * u13 u24 u35 u46
797
- * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
798
- * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
799
- *
800
- * Similarly, if UPLO = 'L' the format of A is as follows:
801
- *
802
- * On entry: On exit:
803
- *
804
- * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
805
- * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
806
- * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
807
- *
808
- * Array elements marked * are not used by the routine.
809
- *
810
- * =====================================================================
811
- *
812
-
813
-
814
- </PRE>
815
- <A HREF="#top">go to the page top</A>
816
-
817
- <A NAME="spbtrf"></A>
818
- <H2>spbtrf</H2>
819
- <PRE>
820
- USAGE:
821
- info, ab = NumRu::Lapack.spbtrf( uplo, kd, ab, [:usage => usage, :help => help])
822
-
823
-
824
- FORTRAN MANUAL
825
- SUBROUTINE SPBTRF( UPLO, N, KD, AB, LDAB, INFO )
826
-
827
- * Purpose
828
- * =======
829
- *
830
- * SPBTRF computes the Cholesky factorization of a real symmetric
831
- * positive definite band matrix A.
832
- *
833
- * The factorization has the form
834
- * A = U**T * U, if UPLO = 'U', or
835
- * A = L * L**T, if UPLO = 'L',
836
- * where U is an upper triangular matrix and L is lower triangular.
837
- *
838
-
839
- * Arguments
840
- * =========
841
- *
842
- * UPLO (input) CHARACTER*1
843
- * = 'U': Upper triangle of A is stored;
844
- * = 'L': Lower triangle of A is stored.
845
- *
846
- * N (input) INTEGER
847
- * The order of the matrix A. N >= 0.
848
- *
849
- * KD (input) INTEGER
850
- * The number of superdiagonals of the matrix A if UPLO = 'U',
851
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
852
- *
853
- * AB (input/output) REAL array, dimension (LDAB,N)
854
- * On entry, the upper or lower triangle of the symmetric band
855
- * matrix A, stored in the first KD+1 rows of the array. The
856
- * j-th column of A is stored in the j-th column of the array AB
857
- * as follows:
858
- * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
859
- * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
860
- *
861
- * On exit, if INFO = 0, the triangular factor U or L from the
862
- * Cholesky factorization A = U**T*U or A = L*L**T of the band
863
- * matrix A, in the same storage format as A.
864
- *
865
- * LDAB (input) INTEGER
866
- * The leading dimension of the array AB. LDAB >= KD+1.
867
- *
868
- * INFO (output) INTEGER
869
- * = 0: successful exit
870
- * < 0: if INFO = -i, the i-th argument had an illegal value
871
- * > 0: if INFO = i, the leading minor of order i is not
872
- * positive definite, and the factorization could not be
873
- * completed.
874
- *
875
-
876
- * Further Details
877
- * ===============
878
- *
879
- * The band storage scheme is illustrated by the following example, when
880
- * N = 6, KD = 2, and UPLO = 'U':
881
- *
882
- * On entry: On exit:
883
- *
884
- * * * a13 a24 a35 a46 * * u13 u24 u35 u46
885
- * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
886
- * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
887
- *
888
- * Similarly, if UPLO = 'L' the format of A is as follows:
889
- *
890
- * On entry: On exit:
891
- *
892
- * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
893
- * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
894
- * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
895
- *
896
- * Array elements marked * are not used by the routine.
897
- *
898
- * Contributed by
899
- * Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
900
- *
901
- * =====================================================================
902
- *
903
-
904
-
905
- </PRE>
906
- <A HREF="#top">go to the page top</A>
907
-
908
- <A NAME="spbtrs"></A>
909
- <H2>spbtrs</H2>
910
- <PRE>
911
- USAGE:
912
- info, b = NumRu::Lapack.spbtrs( uplo, kd, ab, b, [:usage => usage, :help => help])
913
-
914
-
915
- FORTRAN MANUAL
916
- SUBROUTINE SPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
917
-
918
- * Purpose
919
- * =======
920
- *
921
- * SPBTRS solves a system of linear equations A*X = B with a symmetric
922
- * positive definite band matrix A using the Cholesky factorization
923
- * A = U**T*U or A = L*L**T computed by SPBTRF.
924
- *
925
-
926
- * Arguments
927
- * =========
928
- *
929
- * UPLO (input) CHARACTER*1
930
- * = 'U': Upper triangular factor stored in AB;
931
- * = 'L': Lower triangular factor stored in AB.
932
- *
933
- * N (input) INTEGER
934
- * The order of the matrix A. N >= 0.
935
- *
936
- * KD (input) INTEGER
937
- * The number of superdiagonals of the matrix A if UPLO = 'U',
938
- * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
939
- *
940
- * NRHS (input) INTEGER
941
- * The number of right hand sides, i.e., the number of columns
942
- * of the matrix B. NRHS >= 0.
943
- *
944
- * AB (input) REAL array, dimension (LDAB,N)
945
- * The triangular factor U or L from the Cholesky factorization
946
- * A = U**T*U or A = L*L**T of the band matrix A, stored in the
947
- * first KD+1 rows of the array. The j-th column of U or L is
948
- * stored in the j-th column of the array AB as follows:
949
- * if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
950
- * if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
951
- *
952
- * LDAB (input) INTEGER
953
- * The leading dimension of the array AB. LDAB >= KD+1.
954
- *
955
- * B (input/output) REAL array, dimension (LDB,NRHS)
956
- * On entry, the right hand side matrix B.
957
- * On exit, the solution matrix X.
958
- *
959
- * LDB (input) INTEGER
960
- * The leading dimension of the array B. LDB >= max(1,N).
961
- *
962
- * INFO (output) INTEGER
963
- * = 0: successful exit
964
- * < 0: if INFO = -i, the i-th argument had an illegal value
965
- *
966
-
967
- * =====================================================================
968
- *
969
- * .. Local Scalars ..
970
- LOGICAL UPPER
971
- INTEGER J
972
- * ..
973
- * .. External Functions ..
974
- LOGICAL LSAME
975
- EXTERNAL LSAME
976
- * ..
977
- * .. External Subroutines ..
978
- EXTERNAL STBSV, XERBLA
979
- * ..
980
- * .. Intrinsic Functions ..
981
- INTRINSIC MAX
982
- * ..
983
-
984
-
985
- </PRE>
986
- <A HREF="#top">go to the page top</A>
987
-
988
- <HR />
989
- <A HREF="s.html">back to matrix types</A><BR>
990
- <A HREF="s.html">back to data types</A>
991
- </BODY>
992
- </HTML>