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ruby-lapack 1.4.1a → 1.5

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-    <H1>symmetric, packed storage routines</H1>
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-      <LI><A HREF="ssp.html">S: REAL</A></LI>
-      <LI><A HREF="dsp.html">D: DOUBLE PRECISION</A></LI>
-      <LI><A HREF="csp.html">C: COMPLEX</A></LI>
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-  <HEAD>
-    <TITLE>REAL routines for symmetric or Hermitian positive definite band matrix</TITLE>
-  </HEAD>
-  <BODY>
-    <A NAME="top"></A>
-    <H1>REAL routines for symmetric or Hermitian positive definite band matrix</H1>
-    <UL>
-      <LI><A HREF="#spbcon">spbcon</A></LI>
-      <LI><A HREF="#spbequ">spbequ</A></LI>
-      <LI><A HREF="#spbrfs">spbrfs</A></LI>
-      <LI><A HREF="#spbstf">spbstf</A></LI>
-      <LI><A HREF="#spbsv">spbsv</A></LI>
-      <LI><A HREF="#spbsvx">spbsvx</A></LI>
-      <LI><A HREF="#spbtf2">spbtf2</A></LI>
-      <LI><A HREF="#spbtrf">spbtrf</A></LI>
-      <LI><A HREF="#spbtrs">spbtrs</A></LI>
-    </UL>
-    <A NAME="spbcon"></A>
-    <H2>spbcon</H2>
-    <PRE>
-USAGE:
-  rcond, info = NumRu::Lapack.spbcon( uplo, kd, ab, anorm, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO )
-*  Purpose
-*  =======
-*
-*  SPBCON estimates the reciprocal of the condition number (in the
-*  1-norm) of a real symmetric positive definite band matrix using the
-*  Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF.
-*
-*  An estimate is obtained for norm(inv(A)), and the reciprocal of the
-*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangular factor stored in AB;
-*          = 'L':  Lower triangular factor stored in AB.
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  AB      (input) REAL array, dimension (LDAB,N)
-*          The triangular factor U or L from the Cholesky factorization
-*          A = U**T*U or A = L*L**T of the band matrix A, stored in the
-*          first KD+1 rows of the array.  The j-th column of U or L is
-*          stored in the j-th column of the array AB as follows:
-*          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
-*          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array AB.  LDAB >= KD+1.
-*
-*  ANORM   (input) REAL
-*          The 1-norm (or infinity-norm) of the symmetric band matrix A.
-*
-*  RCOND   (output) REAL
-*          The reciprocal of the condition number of the matrix A,
-*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
-*          estimate of the 1-norm of inv(A) computed in this routine.
-*
-*  WORK    (workspace) REAL array, dimension (3*N)
-*
-*  IWORK   (workspace) INTEGER array, dimension (N)
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbequ"></A>
-    <H2>spbequ</H2>
-    <PRE>
-USAGE:
-  s, scond, amax, info = NumRu::Lapack.spbequ( uplo, kd, ab, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
-*  Purpose
-*  =======
-*
-*  SPBEQU computes row and column scalings intended to equilibrate a
-*  symmetric positive definite band matrix A and reduce its condition
-*  number (with respect to the two-norm).  S contains the scale factors,
-*  S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
-*  elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal.  This
-*  choice of S puts the condition number of B within a factor N of the
-*  smallest possible condition number over all possible diagonal
-*  scalings.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangular of A is stored;
-*          = 'L':  Lower triangular of A is stored.
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  AB      (input) REAL array, dimension (LDAB,N)
-*          The upper or lower triangle of the symmetric band matrix A,
-*          stored in the first KD+1 rows of the array.  The j-th column
-*          of A is stored in the j-th column of the array AB as follows:
-*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
-*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
-*
-*  LDAB     (input) INTEGER
-*          The leading dimension of the array A.  LDAB >= KD+1.
-*
-*  S       (output) REAL array, dimension (N)
-*          If INFO = 0, S contains the scale factors for A.
-*
-*  SCOND   (output) REAL
-*          If INFO = 0, S contains the ratio of the smallest S(i) to
-*          the largest S(i).  If SCOND >= 0.1 and AMAX is neither too
-*          large nor too small, it is not worth scaling by S.
-*
-*  AMAX    (output) REAL
-*          Absolute value of largest matrix element.  If AMAX is very
-*          close to overflow or very close to underflow, the matrix
-*          should be scaled.
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value.
-*          > 0:  if INFO = i, the i-th diagonal element is nonpositive.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbrfs"></A>
-    <H2>spbrfs</H2>
-    <PRE>
-USAGE:
-  ferr, berr, info, x = NumRu::Lapack.spbrfs( uplo, kd, ab, afb, b, x, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
-*  Purpose
-*  =======
-*
-*  SPBRFS improves the computed solution to a system of linear
-*  equations when the coefficient matrix is symmetric positive definite
-*  and banded, and provides error bounds and backward error estimates
-*  for the solution.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangle of A is stored;
-*          = 'L':  Lower triangle of A is stored.
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrices B and X.  NRHS >= 0.
-*
-*  AB      (input) REAL array, dimension (LDAB,N)
-*          The upper or lower triangle of the symmetric band matrix A,
-*          stored in the first KD+1 rows of the array.  The j-th column
-*          of A is stored in the j-th column of the array AB as follows:
-*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
-*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array AB.  LDAB >= KD+1.
-*
-*  AFB     (input) REAL array, dimension (LDAFB,N)
-*          The triangular factor U or L from the Cholesky factorization
-*          A = U**T*U or A = L*L**T of the band matrix A as computed by
-*          SPBTRF, in the same storage format as A (see AB).
-*
-*  LDAFB   (input) INTEGER
-*          The leading dimension of the array AFB.  LDAFB >= KD+1.
-*
-*  B       (input) REAL array, dimension (LDB,NRHS)
-*          The right hand side matrix B.
-*
-*  LDB     (input) INTEGER
-*          The leading dimension of the array B.  LDB >= max(1,N).
-*
-*  X       (input/output) REAL array, dimension (LDX,NRHS)
-*          On entry, the solution matrix X, as computed by SPBTRS.
-*          On exit, the improved solution matrix X.
-*
-*  LDX     (input) INTEGER
-*          The leading dimension of the array X.  LDX >= max(1,N).
-*
-*  FERR    (output) REAL array, dimension (NRHS)
-*          The estimated forward error bound for each solution vector
-*          X(j) (the j-th column of the solution matrix X).
-*          If XTRUE is the true solution corresponding to X(j), FERR(j)
-*          is an estimated upper bound for the magnitude of the largest
-*          element in (X(j) - XTRUE) divided by the magnitude of the
-*          largest element in X(j).  The estimate is as reliable as
-*          the estimate for RCOND, and is almost always a slight
-*          overestimate of the true error.
-*
-*  BERR    (output) REAL array, dimension (NRHS)
-*          The componentwise relative backward error of each solution
-*          vector X(j) (i.e., the smallest relative change in
-*          any element of A or B that makes X(j) an exact solution).
-*
-*  WORK    (workspace) REAL array, dimension (3*N)
-*
-*  IWORK   (workspace) INTEGER array, dimension (N)
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*
-*  Internal Parameters
-*  ===================
-*
-*  ITMAX is the maximum number of steps of iterative refinement.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbstf"></A>
-    <H2>spbstf</H2>
-    <PRE>
-USAGE:
-  info, ab = NumRu::Lapack.spbstf( uplo, kd, ab, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBSTF( UPLO, N, KD, AB, LDAB, INFO )
-*  Purpose
-*  =======
-*
-*  SPBSTF computes a split Cholesky factorization of a real
-*  symmetric positive definite band matrix A.
-*
-*  This routine is designed to be used in conjunction with SSBGST.
-*
-*  The factorization has the form  A = S**T*S  where S is a band matrix
-*  of the same bandwidth as A and the following structure:
-*
-*    S = ( U    )
-*        ( M  L )
-*
-*  where U is upper triangular of order m = (n+kd)/2, and L is lower
-*  triangular of order n-m.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangle of A is stored;
-*          = 'L':  Lower triangle of A is stored.
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  AB      (input/output) REAL array, dimension (LDAB,N)
-*          On entry, the upper or lower triangle of the symmetric band
-*          matrix A, stored in the first kd+1 rows of the array.  The
-*          j-th column of A is stored in the j-th column of the array AB
-*          as follows:
-*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
-*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
-*
-*          On exit, if INFO = 0, the factor S from the split Cholesky
-*          factorization A = S**T*S. See Further Details.
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array AB.  LDAB >= KD+1.
-*
-*  INFO    (output) INTEGER
-*          = 0: successful exit
-*          < 0: if INFO = -i, the i-th argument had an illegal value
-*          > 0: if INFO = i, the factorization could not be completed,
-*               because the updated element a(i,i) was negative; the
-*               matrix A is not positive definite.
-*
-*  Further Details
-*  ===============
-*
-*  The band storage scheme is illustrated by the following example, when
-*  N = 7, KD = 2:
-*
-*  S = ( s11  s12  s13                     )
-*      (      s22  s23  s24                )
-*      (           s33  s34                )
-*      (                s44                )
-*      (           s53  s54  s55           )
-*      (                s64  s65  s66      )
-*      (                     s75  s76  s77 )
-*
-*  If UPLO = 'U', the array AB holds:
-*
-*  on entry:                          on exit:
-*
-*   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53  s64  s75
-*   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76
-*  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
-*
-*  If UPLO = 'L', the array AB holds:
-*
-*  on entry:                          on exit:
-*
-*  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
-*  a21  a32  a43  a54  a65  a76   *   s12  s23  s34  s54  s65  s76   *
-*  a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    *
-*
-*  Array elements marked * are not used by the routine.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbsv"></A>
-    <H2>spbsv</H2>
-    <PRE>
-USAGE:
-  info, ab, b = NumRu::Lapack.spbsv( uplo, kd, ab, b, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
-*  Purpose
-*  =======
-*
-*  SPBSV computes the solution to a real system of linear equations
-*     A * X = B,
-*  where A is an N-by-N symmetric positive definite band matrix and X
-*  and B are N-by-NRHS matrices.
-*
-*  The Cholesky decomposition is used to factor A as
-*     A = U**T * U,  if UPLO = 'U', or
-*     A = L * L**T,  if UPLO = 'L',
-*  where U is an upper triangular band matrix, and L is a lower
-*  triangular band matrix, with the same number of superdiagonals or
-*  subdiagonals as A.  The factored form of A is then used to solve the
-*  system of equations A * X = B.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangle of A is stored;
-*          = 'L':  Lower triangle of A is stored.
-*
-*  N       (input) INTEGER
-*          The number of linear equations, i.e., the order of the
-*          matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrix B.  NRHS >= 0.
-*
-*  AB      (input/output) REAL array, dimension (LDAB,N)
-*          On entry, the upper or lower triangle of the symmetric band
-*          matrix A, stored in the first KD+1 rows of the array.  The
-*          j-th column of A is stored in the j-th column of the array AB
-*          as follows:
-*          if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
-*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(N,j+KD).
-*          See below for further details.
-*
-*          On exit, if INFO = 0, the triangular factor U or L from the
-*          Cholesky factorization A = U**T*U or A = L*L**T of the band
-*          matrix A, in the same storage format as A.
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array AB.  LDAB >= KD+1.
-*
-*  B       (input/output) REAL array, dimension (LDB,NRHS)
-*          On entry, the N-by-NRHS right hand side matrix B.
-*          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
-*
-*  LDB     (input) INTEGER
-*          The leading dimension of the array B.  LDB >= max(1,N).
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*          > 0:  if INFO = i, the leading minor of order i of A is not
-*                positive definite, so the factorization could not be
-*                completed, and the solution has not been computed.
-*
-*  Further Details
-*  ===============
-*
-*  The band storage scheme is illustrated by the following example, when
-*  N = 6, KD = 2, and UPLO = 'U':
-*
-*  On entry:                       On exit:
-*
-*      *    *   a13  a24  a35  a46      *    *   u13  u24  u35  u46
-*      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
-*     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
-*
-*  Similarly, if UPLO = 'L' the format of A is as follows:
-*
-*  On entry:                       On exit:
-*
-*     a11  a22  a33  a44  a55  a66     l11  l22  l33  l44  l55  l66
-*     a21  a32  a43  a54  a65   *      l21  l32  l43  l54  l65   *
-*     a31  a42  a53  a64   *    *      l31  l42  l53  l64   *    *
-*
-*  Array elements marked * are not used by the routine.
-*
-*  =====================================================================
-*
-*     .. External Functions ..
-      LOGICAL            LSAME
-      EXTERNAL           LSAME
-*     ..
-*     .. External Subroutines ..
-      EXTERNAL           SPBTRF, SPBTRS, XERBLA
-*     ..
-*     .. Intrinsic Functions ..
-      INTRINSIC          MAX
-*     ..
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbsvx"></A>
-    <H2>spbsvx</H2>
-    <PRE>
-USAGE:
-  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])
-FORTRAN MANUAL
-      SUBROUTINE SPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )
-*  Purpose
-*  =======
-*
-*  SPBSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to
-*  compute the solution to a real system of linear equations
-*     A * X = B,
-*  where A is an N-by-N symmetric positive definite band matrix and X
-*  and B are N-by-NRHS matrices.
-*
-*  Error bounds on the solution and a condition estimate are also
-*  provided.
-*
-*  Description
-*  ===========
-*
-*  The following steps are performed:
-*
-*  1. If FACT = 'E', real scaling factors are computed to equilibrate
-*     the system:
-*        diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
-*     Whether or not the system will be equilibrated depends on the
-*     scaling of the matrix A, but if equilibration is used, A is
-*     overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
-*
-*  2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
-*     factor the matrix A (after equilibration if FACT = 'E') as
-*        A = U**T * U,  if UPLO = 'U', or
-*        A = L * L**T,  if UPLO = 'L',
-*     where U is an upper triangular band matrix, and L is a lower
-*     triangular band matrix.
-*
-*  3. If the leading i-by-i principal minor is not positive definite,
-*     then the routine returns with INFO = i. Otherwise, the factored
-*     form of A is used to estimate the condition number of the matrix
-*     A.  If the reciprocal of the condition number is less than machine
-*     precision, INFO = N+1 is returned as a warning, but the routine
-*     still goes on to solve for X and compute error bounds as
-*     described below.
-*
-*  4. The system of equations is solved for X using the factored form
-*     of A.
-*
-*  5. Iterative refinement is applied to improve the computed solution
-*     matrix and calculate error bounds and backward error estimates
-*     for it.
-*
-*  6. If equilibration was used, the matrix X is premultiplied by
-*     diag(S) so that it solves the original system before
-*     equilibration.
-*
-*  Arguments
-*  =========
-*
-*  FACT    (input) CHARACTER*1
-*          Specifies whether or not the factored form of the matrix A is
-*          supplied on entry, and if not, whether the matrix A should be
-*          equilibrated before it is factored.
-*          = 'F':  On entry, AFB contains the factored form of A.
-*                  If EQUED = 'Y', the matrix A has been equilibrated
-*                  with scaling factors given by S.  AB and AFB will not
-*                  be modified.
-*          = 'N':  The matrix A will be copied to AFB and factored.
-*          = 'E':  The matrix A will be equilibrated if necessary, then
-*                  copied to AFB and factored.
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangle of A is stored;
-*          = 'L':  Lower triangle of A is stored.
-*
-*  N       (input) INTEGER
-*          The number of linear equations, i.e., the order of the
-*          matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right-hand sides, i.e., the number of columns
-*          of the matrices B and X.  NRHS >= 0.
-*
-*  AB      (input/output) REAL array, dimension (LDAB,N)
-*          On entry, the upper or lower triangle of the symmetric band
-*          matrix A, stored in the first KD+1 rows of the array, except
-*          if FACT = 'F' and EQUED = 'Y', then A must contain the
-*          equilibrated matrix diag(S)*A*diag(S).  The j-th column of A
-*          is stored in the j-th column of the array AB as follows:
-*          if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j;
-*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(N,j+KD).
-*          See below for further details.
-*
-*          On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
-*          diag(S)*A*diag(S).
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array A.  LDAB >= KD+1.
-*
-*  AFB     (input or output) REAL array, dimension (LDAFB,N)
-*          If FACT = 'F', then AFB is an input argument and on entry
-*          contains the triangular factor U or L from the Cholesky
-*          factorization A = U**T*U or A = L*L**T of the band matrix
-*          A, in the same storage format as A (see AB).  If EQUED = 'Y',
-*          then AFB is the factored form of the equilibrated matrix A.
-*
-*          If FACT = 'N', then AFB is an output argument and on exit
-*          returns the triangular factor U or L from the Cholesky
-*          factorization A = U**T*U or A = L*L**T.
-*
-*          If FACT = 'E', then AFB is an output argument and on exit
-*          returns the triangular factor U or L from the Cholesky
-*          factorization A = U**T*U or A = L*L**T of the equilibrated
-*          matrix A (see the description of A for the form of the
-*          equilibrated matrix).
-*
-*  LDAFB   (input) INTEGER
-*          The leading dimension of the array AFB.  LDAFB >= KD+1.
-*
-*  EQUED   (input or output) CHARACTER*1
-*          Specifies the form of equilibration that was done.
-*          = 'N':  No equilibration (always true if FACT = 'N').
-*          = 'Y':  Equilibration was done, i.e., A has been replaced by
-*                  diag(S) * A * diag(S).
-*          EQUED is an input argument if FACT = 'F'; otherwise, it is an
-*          output argument.
-*
-*  S       (input or output) REAL array, dimension (N)
-*          The scale factors for A; not accessed if EQUED = 'N'.  S is
-*          an input argument if FACT = 'F'; otherwise, S is an output
-*          argument.  If FACT = 'F' and EQUED = 'Y', each element of S
-*          must be positive.
-*
-*  B       (input/output) REAL array, dimension (LDB,NRHS)
-*          On entry, the N-by-NRHS right hand side matrix B.
-*          On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
-*          B is overwritten by diag(S) * B.
-*
-*  LDB     (input) INTEGER
-*          The leading dimension of the array B.  LDB >= max(1,N).
-*
-*  X       (output) REAL array, dimension (LDX,NRHS)
-*          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
-*          the original system of equations.  Note that if EQUED = 'Y',
-*          A and B are modified on exit, and the solution to the
-*          equilibrated system is inv(diag(S))*X.
-*
-*  LDX     (input) INTEGER
-*          The leading dimension of the array X.  LDX >= max(1,N).
-*
-*  RCOND   (output) REAL
-*          The estimate of the reciprocal condition number of the matrix
-*          A after equilibration (if done).  If RCOND is less than the
-*          machine precision (in particular, if RCOND = 0), the matrix
-*          is singular to working precision.  This condition is
-*          indicated by a return code of INFO > 0.
-*
-*  FERR    (output) REAL array, dimension (NRHS)
-*          The estimated forward error bound for each solution vector
-*          X(j) (the j-th column of the solution matrix X).
-*          If XTRUE is the true solution corresponding to X(j), FERR(j)
-*          is an estimated upper bound for the magnitude of the largest
-*          element in (X(j) - XTRUE) divided by the magnitude of the
-*          largest element in X(j).  The estimate is as reliable as
-*          the estimate for RCOND, and is almost always a slight
-*          overestimate of the true error.
-*
-*  BERR    (output) REAL array, dimension (NRHS)
-*          The componentwise relative backward error of each solution
-*          vector X(j) (i.e., the smallest relative change in
-*          any element of A or B that makes X(j) an exact solution).
-*
-*  WORK    (workspace) REAL array, dimension (3*N)
-*
-*  IWORK   (workspace) INTEGER array, dimension (N)
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*          > 0:  if INFO = i, and i is
-*                <= N:  the leading minor of order i of A is
-*                       not positive definite, so the factorization
-*                       could not be completed, and the solution has not
-*                       been computed. RCOND = 0 is returned.
-*                = N+1: U is nonsingular, but RCOND is less than machine
-*                       precision, meaning that the matrix is singular
-*                       to working precision.  Nevertheless, the
-*                       solution and error bounds are computed because
-*                       there are a number of situations where the
-*                       computed solution can be more accurate than the
-*                       value of RCOND would suggest.
-*
-*  Further Details
-*  ===============
-*
-*  The band storage scheme is illustrated by the following example, when
-*  N = 6, KD = 2, and UPLO = 'U':
-*
-*  Two-dimensional storage of the symmetric matrix A:
-*
-*     a11  a12  a13
-*          a22  a23  a24
-*               a33  a34  a35
-*                    a44  a45  a46
-*                         a55  a56
-*     (aij=conjg(aji))         a66
-*
-*  Band storage of the upper triangle of A:
-*
-*      *    *   a13  a24  a35  a46
-*      *   a12  a23  a34  a45  a56
-*     a11  a22  a33  a44  a55  a66
-*
-*  Similarly, if UPLO = 'L' the format of A is as follows:
-*
-*     a11  a22  a33  a44  a55  a66
-*     a21  a32  a43  a54  a65   *
-*     a31  a42  a53  a64   *    *
-*
-*  Array elements marked * are not used by the routine.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbtf2"></A>
-    <H2>spbtf2</H2>
-    <PRE>
-USAGE:
-  info, ab = NumRu::Lapack.spbtf2( uplo, kd, ab, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBTF2( UPLO, N, KD, AB, LDAB, INFO )
-*  Purpose
-*  =======
-*
-*  SPBTF2 computes the Cholesky factorization of a real symmetric
-*  positive definite band matrix A.
-*
-*  The factorization has the form
-*     A = U' * U ,  if UPLO = 'U', or
-*     A = L  * L',  if UPLO = 'L',
-*  where U is an upper triangular matrix, U' is the transpose of U, and
-*  L is lower triangular.
-*
-*  This is the unblocked version of the algorithm, calling Level 2 BLAS.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          Specifies whether the upper or lower triangular part of the
-*          symmetric matrix A is stored:
-*          = 'U':  Upper triangular
-*          = 'L':  Lower triangular
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of super-diagonals of the matrix A if UPLO = 'U',
-*          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.
-*
-*  AB      (input/output) REAL array, dimension (LDAB,N)
-*          On entry, the upper or lower triangle of the symmetric band
-*          matrix A, stored in the first KD+1 rows of the array.  The
-*          j-th column of A is stored in the j-th column of the array AB
-*          as follows:
-*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
-*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
-*
-*          On exit, if INFO = 0, the triangular factor U or L from the
-*          Cholesky factorization A = U'*U or A = L*L' of the band
-*          matrix A, in the same storage format as A.
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array AB.  LDAB >= KD+1.
-*
-*  INFO    (output) INTEGER
-*          = 0: successful exit
-*          < 0: if INFO = -k, the k-th argument had an illegal value
-*          > 0: if INFO = k, the leading minor of order k is not
-*               positive definite, and the factorization could not be
-*               completed.
-*
-*  Further Details
-*  ===============
-*
-*  The band storage scheme is illustrated by the following example, when
-*  N = 6, KD = 2, and UPLO = 'U':
-*
-*  On entry:                       On exit:
-*
-*      *    *   a13  a24  a35  a46      *    *   u13  u24  u35  u46
-*      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
-*     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
-*
-*  Similarly, if UPLO = 'L' the format of A is as follows:
-*
-*  On entry:                       On exit:
-*
-*     a11  a22  a33  a44  a55  a66     l11  l22  l33  l44  l55  l66
-*     a21  a32  a43  a54  a65   *      l21  l32  l43  l54  l65   *
-*     a31  a42  a53  a64   *    *      l31  l42  l53  l64   *    *
-*
-*  Array elements marked * are not used by the routine.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbtrf"></A>
-    <H2>spbtrf</H2>
-    <PRE>
-USAGE:
-  info, ab = NumRu::Lapack.spbtrf( uplo, kd, ab, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBTRF( UPLO, N, KD, AB, LDAB, INFO )
-*  Purpose
-*  =======
-*
-*  SPBTRF computes the Cholesky factorization of a real symmetric
-*  positive definite band matrix A.
-*
-*  The factorization has the form
-*     A = U**T * U,  if UPLO = 'U', or
-*     A = L  * L**T,  if UPLO = 'L',
-*  where U is an upper triangular matrix and L is lower triangular.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangle of A is stored;
-*          = 'L':  Lower triangle of A is stored.
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  AB      (input/output) REAL array, dimension (LDAB,N)
-*          On entry, the upper or lower triangle of the symmetric band
-*          matrix A, stored in the first KD+1 rows of the array.  The
-*          j-th column of A is stored in the j-th column of the array AB
-*          as follows:
-*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
-*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
-*
-*          On exit, if INFO = 0, the triangular factor U or L from the
-*          Cholesky factorization A = U**T*U or A = L*L**T of the band
-*          matrix A, in the same storage format as A.
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array AB.  LDAB >= KD+1.
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*          > 0:  if INFO = i, the leading minor of order i is not
-*                positive definite, and the factorization could not be
-*                completed.
-*
-*  Further Details
-*  ===============
-*
-*  The band storage scheme is illustrated by the following example, when
-*  N = 6, KD = 2, and UPLO = 'U':
-*
-*  On entry:                       On exit:
-*
-*      *    *   a13  a24  a35  a46      *    *   u13  u24  u35  u46
-*      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
-*     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
-*
-*  Similarly, if UPLO = 'L' the format of A is as follows:
-*
-*  On entry:                       On exit:
-*
-*     a11  a22  a33  a44  a55  a66     l11  l22  l33  l44  l55  l66
-*     a21  a32  a43  a54  a65   *      l21  l32  l43  l54  l65   *
-*     a31  a42  a53  a64   *    *      l31  l42  l53  l64   *    *
-*
-*  Array elements marked * are not used by the routine.
-*
-*  Contributed by
-*  Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spbtrs"></A>
-    <H2>spbtrs</H2>
-    <PRE>
-USAGE:
-  info, b = NumRu::Lapack.spbtrs( uplo, kd, ab, b, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
-*  Purpose
-*  =======
-*
-*  SPBTRS solves a system of linear equations A*X = B with a symmetric
-*  positive definite band matrix A using the Cholesky factorization
-*  A = U**T*U or A = L*L**T computed by SPBTRF.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  Upper triangular factor stored in AB;
-*          = 'L':  Lower triangular factor stored in AB.
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  KD      (input) INTEGER
-*          The number of superdiagonals of the matrix A if UPLO = 'U',
-*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrix B.  NRHS >= 0.
-*
-*  AB      (input) REAL array, dimension (LDAB,N)
-*          The triangular factor U or L from the Cholesky factorization
-*          A = U**T*U or A = L*L**T of the band matrix A, stored in the
-*          first KD+1 rows of the array.  The j-th column of U or L is
-*          stored in the j-th column of the array AB as follows:
-*          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
-*          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
-*
-*  LDAB    (input) INTEGER
-*          The leading dimension of the array AB.  LDAB >= KD+1.
-*
-*  B       (input/output) REAL array, dimension (LDB,NRHS)
-*          On entry, the right hand side matrix B.
-*          On exit, the solution matrix X.
-*
-*  LDB     (input) INTEGER
-*          The leading dimension of the array B.  LDB >= max(1,N).
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*
-*  =====================================================================
-*
-*     .. Local Scalars ..
-      LOGICAL            UPPER
-      INTEGER            J
-*     ..
-*     .. External Functions ..
-      LOGICAL            LSAME
-      EXTERNAL           LSAME
-*     ..
-*     .. External Subroutines ..
-      EXTERNAL           STBSV, XERBLA
-*     ..
-*     .. Intrinsic Functions ..
-      INTRINSIC          MAX
-*     ..
-    </PRE>
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