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.
- data/Rakefile +1 -2
- data/ext/cbbcsd.c +34 -34
- data/ext/cbdsqr.c +20 -20
- data/ext/cgbbrd.c +12 -12
- data/ext/cgbcon.c +13 -13
- data/ext/cgbequ.c +3 -3
- data/ext/cgbequb.c +2 -2
- data/ext/cgbrfs.c +22 -22
- data/ext/cgbrfsx.c +43 -43
- data/ext/cgbsv.c +2 -2
- data/ext/cgbsvx.c +25 -25
- data/ext/cgbsvxx.c +36 -36
- data/ext/cgbtf2.c +3 -3
- data/ext/cgbtrf.c +3 -3
- data/ext/cgbtrs.c +11 -11
- data/ext/cgebak.c +11 -11
- data/ext/cgebal.c +1 -1
- data/ext/cgebd2.c +1 -1
- data/ext/cgebrd.c +1 -1
- data/ext/cgecon.c +1 -1
- data/ext/cgees.c +3 -3
- data/ext/cgeesx.c +4 -4
- data/ext/cgeev.c +4 -4
- data/ext/cgeevx.c +5 -5
- data/ext/cgegs.c +2 -2
- data/ext/cgegv.c +3 -3
- data/ext/cgehd2.c +1 -1
- data/ext/cgehrd.c +2 -2
- data/ext/cgelqf.c +6 -6
- data/ext/cgels.c +2 -2
- data/ext/cgelsd.c +9 -9
- data/ext/cgelss.c +2 -2
- data/ext/cgelsx.c +12 -12
- data/ext/cgelsy.c +12 -12
- data/ext/cgeql2.c +1 -1
- data/ext/cgeqlf.c +1 -1
- data/ext/cgeqp3.c +11 -11
- data/ext/cgeqpf.c +11 -11
- data/ext/cgeqr2.c +1 -1
- data/ext/cgeqr2p.c +1 -1
- data/ext/cgeqrf.c +1 -1
- data/ext/cgeqrfp.c +1 -1
- data/ext/cgerfs.c +31 -31
- data/ext/cgerfsx.c +25 -25
- data/ext/cgerqf.c +6 -6
- data/ext/cgesc2.c +13 -13
- data/ext/cgesdd.c +3 -3
- data/ext/cgesvd.c +4 -4
- data/ext/cgesvx.c +32 -32
- data/ext/cgesvxx.c +26 -26
- data/ext/cgetf2.c +1 -1
- data/ext/cgetrf.c +1 -1
- data/ext/cgetri.c +10 -10
- data/ext/cgetrs.c +10 -10
- data/ext/cggbak.c +11 -11
- data/ext/cggbal.c +11 -11
- data/ext/cgges.c +15 -15
- data/ext/cggesx.c +6 -6
- data/ext/cggev.c +3 -3
- data/ext/cggevx.c +5 -5
- data/ext/cgghrd.c +14 -14
- data/ext/cggqrf.c +9 -9
- data/ext/cggrqf.c +1 -1
- data/ext/cggsvd.c +3 -3
- data/ext/cggsvp.c +4 -4
- data/ext/cgtcon.c +20 -20
- data/ext/cgtrfs.c +48 -48
- data/ext/cgtsv.c +8 -8
- data/ext/cgtsvx.c +55 -55
- data/ext/cgttrs.c +19 -19
- data/ext/cgtts2.c +20 -20
- data/ext/chbev.c +3 -3
- data/ext/chbevd.c +9 -9
- data/ext/chbevx.c +7 -7
- data/ext/chbgst.c +15 -15
- data/ext/chbgv.c +15 -15
- data/ext/chbgvd.c +20 -20
- data/ext/chbgvx.c +9 -9
- data/ext/chbtrd.c +13 -13
- data/ext/checon.c +12 -12
- data/ext/cheequb.c +1 -1
- data/ext/cheev.c +2 -2
- data/ext/cheevd.c +7 -7
- data/ext/cheevr.c +12 -12
- data/ext/cheevx.c +7 -7
- data/ext/chegs2.c +2 -2
- data/ext/chegst.c +2 -2
- data/ext/chegv.c +13 -13
- data/ext/chegvd.c +18 -18
- data/ext/chegvx.c +19 -19
- data/ext/cherfs.c +31 -31
- data/ext/cherfsx.c +43 -43
- data/ext/chesv.c +10 -10
- data/ext/chesvx.c +15 -15
- data/ext/chesvxx.c +41 -41
- data/ext/chetd2.c +1 -1
- data/ext/chetf2.c +1 -1
- data/ext/chetrd.c +2 -2
- data/ext/chetrf.c +2 -2
- data/ext/chetri.c +1 -1
- data/ext/chetrs.c +10 -10
- data/ext/chetrs2.c +10 -10
- data/ext/chfrk.c +6 -6
- data/ext/chgeqz.c +27 -27
- data/ext/chpcon.c +1 -1
- data/ext/chpev.c +2 -2
- data/ext/chpevd.c +2 -2
- data/ext/chpevx.c +7 -7
- data/ext/chpgst.c +10 -10
- data/ext/chpgv.c +2 -2
- data/ext/chpgvd.c +11 -11
- data/ext/chpgvx.c +8 -8
- data/ext/chprfs.c +10 -10
- data/ext/chpsv.c +1 -1
- data/ext/chpsvx.c +20 -20
- data/ext/chptrd.c +1 -1
- data/ext/chptrf.c +1 -1
- data/ext/chptri.c +1 -1
- data/ext/chptrs.c +1 -1
- data/ext/chsein.c +21 -21
- data/ext/chseqr.c +4 -4
- data/ext/cla_gbamv.c +14 -14
- data/ext/cla_gbrcond_c.c +33 -33
- data/ext/cla_gbrcond_x.c +32 -32
- data/ext/cla_gbrfsx_extended.c +75 -75
- data/ext/cla_gbrpvgrw.c +13 -13
- data/ext/cla_geamv.c +6 -6
- data/ext/cla_gercond_c.c +31 -31
- data/ext/cla_gercond_x.c +30 -30
- data/ext/cla_gerfsx_extended.c +81 -81
- data/ext/cla_heamv.c +12 -12
- data/ext/cla_hercond_c.c +31 -31
- data/ext/cla_hercond_x.c +30 -30
- data/ext/cla_herfsx_extended.c +82 -82
- data/ext/cla_herpvgrw.c +14 -14
- data/ext/cla_lin_berr.c +14 -14
- data/ext/cla_porcond_c.c +23 -23
- data/ext/cla_porcond_x.c +22 -22
- data/ext/cla_porfsx_extended.c +74 -74
- data/ext/cla_porpvgrw.c +2 -2
- data/ext/cla_rpvgrw.c +12 -12
- data/ext/cla_syamv.c +13 -13
- data/ext/cla_syrcond_c.c +31 -31
- data/ext/cla_syrcond_x.c +30 -30
- data/ext/cla_syrfsx_extended.c +82 -82
- data/ext/cla_syrpvgrw.c +14 -14
- data/ext/cla_wwaddw.c +11 -11
- data/ext/clabrd.c +2 -2
- data/ext/clacn2.c +2 -2
- data/ext/clacp2.c +1 -1
- data/ext/clacpy.c +1 -1
- data/ext/clacrm.c +11 -11
- data/ext/clacrt.c +12 -12
- data/ext/claed7.c +42 -42
- data/ext/claed8.c +27 -27
- data/ext/claein.c +14 -14
- data/ext/clags2.c +5 -5
- data/ext/clagtm.c +21 -21
- data/ext/clahef.c +1 -1
- data/ext/clahqr.c +6 -6
- data/ext/clahr2.c +1 -1
- data/ext/clahrd.c +1 -1
- data/ext/claic1.c +12 -12
- data/ext/clals0.c +37 -37
- data/ext/clalsa.c +72 -72
- data/ext/clalsd.c +4 -4
- data/ext/clangb.c +3 -3
- data/ext/clange.c +1 -1
- data/ext/clangt.c +10 -10
- data/ext/clanhb.c +2 -2
- data/ext/clanhe.c +1 -1
- data/ext/clanhf.c +3 -3
- data/ext/clanhp.c +2 -2
- data/ext/clanhs.c +1 -1
- data/ext/clanht.c +1 -1
- data/ext/clansb.c +2 -2
- data/ext/clansp.c +2 -2
- data/ext/clansy.c +1 -1
- data/ext/clantb.c +3 -3
- data/ext/clantp.c +2 -2
- data/ext/clantr.c +3 -3
- data/ext/clapll.c +10 -10
- data/ext/clapmr.c +1 -1
- data/ext/clapmt.c +11 -11
- data/ext/claqgb.c +2 -2
- data/ext/claqge.c +10 -10
- data/ext/claqhb.c +2 -2
- data/ext/claqhe.c +12 -12
- data/ext/claqhp.c +2 -2
- data/ext/claqp2.c +10 -10
- data/ext/claqps.c +20 -20
- data/ext/claqr0.c +3 -3
- data/ext/claqr1.c +4 -4
- data/ext/claqr2.c +18 -18
- data/ext/claqr3.c +18 -18
- data/ext/claqr4.c +3 -3
- data/ext/claqr5.c +21 -21
- data/ext/claqsb.c +13 -13
- data/ext/claqsp.c +2 -2
- data/ext/claqsy.c +12 -12
- data/ext/clar1v.c +15 -15
- data/ext/clar2v.c +19 -19
- data/ext/clarf.c +2 -2
- data/ext/clarfb.c +16 -16
- data/ext/clarfg.c +1 -1
- data/ext/clarfgp.c +1 -1
- data/ext/clarft.c +2 -2
- data/ext/clarfx.c +3 -3
- data/ext/clargv.c +2 -2
- data/ext/clarnv.c +1 -1
- data/ext/clarrv.c +40 -40
- data/ext/clarscl2.c +8 -8
- data/ext/clartv.c +20 -20
- data/ext/clarz.c +11 -11
- data/ext/clarzb.c +14 -14
- data/ext/clarzt.c +2 -2
- data/ext/clascl.c +4 -4
- data/ext/clascl2.c +8 -8
- data/ext/claset.c +4 -4
- data/ext/clasr.c +2 -2
- data/ext/classq.c +2 -2
- data/ext/claswp.c +2 -2
- data/ext/clasyf.c +1 -1
- data/ext/clatbs.c +14 -14
- data/ext/clatdf.c +21 -21
- data/ext/clatps.c +12 -12
- data/ext/clatrd.c +1 -1
- data/ext/clatrs.c +15 -15
- data/ext/clatrz.c +1 -1
- data/ext/clatzm.c +3 -3
- data/ext/clauu2.c +1 -1
- data/ext/clauum.c +1 -1
- data/ext/cpbcon.c +3 -3
- data/ext/cpbequ.c +1 -1
- data/ext/cpbrfs.c +12 -12
- data/ext/cpbstf.c +1 -1
- data/ext/cpbsv.c +1 -1
- data/ext/cpbsvx.c +23 -23
- data/ext/cpbtf2.c +1 -1
- data/ext/cpbtrf.c +1 -1
- data/ext/cpbtrs.c +1 -1
- data/ext/cpftrf.c +2 -2
- data/ext/cpftri.c +2 -2
- data/ext/cpftrs.c +2 -2
- data/ext/cpocon.c +1 -1
- data/ext/cporfs.c +23 -23
- data/ext/cporfsx.c +22 -22
- data/ext/cposv.c +9 -9
- data/ext/cposvx.c +12 -12
- data/ext/cposvxx.c +20 -20
- data/ext/cpotf2.c +1 -1
- data/ext/cpotrf.c +1 -1
- data/ext/cpotri.c +1 -1
- data/ext/cpotrs.c +9 -9
- data/ext/cppcon.c +1 -1
- data/ext/cppequ.c +1 -1
- data/ext/cpprfs.c +20 -20
- data/ext/cppsv.c +1 -1
- data/ext/cppsvx.c +12 -12
- data/ext/cpptrf.c +1 -1
- data/ext/cpptri.c +1 -1
- data/ext/cpptrs.c +1 -1
- data/ext/cpstf2.c +2 -2
- data/ext/cpstrf.c +2 -2
- data/ext/cptcon.c +1 -1
- data/ext/cpteqr.c +10 -10
- data/ext/cptrfs.c +12 -12
- data/ext/cptsv.c +8 -8
- data/ext/cptsvx.c +19 -19
- data/ext/cpttrs.c +1 -1
- data/ext/cptts2.c +1 -1
- data/ext/crot.c +11 -11
- data/ext/cspcon.c +1 -1
- data/ext/cspmv.c +3 -3
- data/ext/cspr.c +11 -11
- data/ext/csprfs.c +10 -10
- data/ext/cspsv.c +1 -1
- data/ext/cspsvx.c +20 -20
- data/ext/csptrf.c +1 -1
- data/ext/csptri.c +1 -1
- data/ext/csptrs.c +1 -1
- data/ext/csrscl.c +2 -2
- data/ext/cstedc.c +10 -10
- data/ext/cstegr.c +18 -18
- data/ext/cstein.c +14 -14
- data/ext/cstemr.c +22 -22
- data/ext/csteqr.c +10 -10
- data/ext/csycon.c +12 -12
- data/ext/csyconv.c +12 -12
- data/ext/csyequb.c +1 -1
- data/ext/csymv.c +13 -13
- data/ext/csyr.c +4 -4
- data/ext/csyrfs.c +31 -31
- data/ext/csyrfsx.c +43 -43
- data/ext/csysv.c +10 -10
- data/ext/csysvx.c +15 -15
- data/ext/csysvxx.c +41 -41
- data/ext/csyswapr.c +2 -2
- data/ext/csytf2.c +1 -1
- data/ext/csytrf.c +2 -2
- data/ext/csytri.c +1 -1
- data/ext/csytri2.c +3 -3
- data/ext/csytri2x.c +2 -2
- data/ext/csytrs.c +10 -10
- data/ext/csytrs2.c +10 -10
- data/ext/ctbcon.c +3 -3
- data/ext/ctbrfs.c +14 -14
- data/ext/ctbtrs.c +2 -2
- data/ext/ctfsm.c +5 -5
- data/ext/ctftri.c +1 -1
- data/ext/ctfttp.c +1 -1
- data/ext/ctfttr.c +1 -1
- data/ext/ctgevc.c +32 -32
- data/ext/ctgex2.c +14 -14
- data/ext/ctgexc.c +25 -25
- data/ext/ctgsen.c +37 -37
- data/ext/ctgsja.c +26 -26
- data/ext/ctgsna.c +24 -24
- data/ext/ctgsy2.c +22 -22
- data/ext/ctgsyl.c +42 -42
- data/ext/ctpcon.c +2 -2
- data/ext/ctprfs.c +13 -13
- data/ext/ctptri.c +1 -1
- data/ext/ctptrs.c +3 -3
- data/ext/ctpttf.c +1 -1
- data/ext/ctpttr.c +1 -1
- data/ext/ctrcon.c +3 -3
- data/ext/ctrevc.c +12 -12
- data/ext/ctrexc.c +1 -1
- data/ext/ctrrfs.c +11 -11
- data/ext/ctrsen.c +13 -13
- data/ext/ctrsna.c +20 -20
- data/ext/ctrsyl.c +11 -11
- data/ext/ctrti2.c +1 -1
- data/ext/ctrtri.c +1 -1
- data/ext/ctrtrs.c +10 -10
- data/ext/ctrttf.c +1 -1
- data/ext/ctrttp.c +1 -1
- data/ext/cunbdb.c +15 -15
- data/ext/cuncsd.c +27 -27
- data/ext/cung2l.c +9 -9
- data/ext/cung2r.c +9 -9
- data/ext/cungbr.c +1 -1
- data/ext/cunghr.c +7 -7
- data/ext/cungl2.c +1 -1
- data/ext/cunglq.c +9 -9
- data/ext/cungql.c +9 -9
- data/ext/cungqr.c +9 -9
- data/ext/cungr2.c +1 -1
- data/ext/cungrq.c +9 -9
- data/ext/cungtr.c +6 -6
- data/ext/cunm2l.c +12 -12
- data/ext/cunm2r.c +12 -12
- data/ext/cunmbr.c +3 -3
- data/ext/cunmhr.c +12 -12
- data/ext/cunml2.c +1 -1
- data/ext/cunmlq.c +7 -7
- data/ext/cunmql.c +12 -12
- data/ext/cunmqr.c +12 -12
- data/ext/cunmr2.c +1 -1
- data/ext/cunmr3.c +10 -10
- data/ext/cunmrq.c +7 -7
- data/ext/cunmrz.c +10 -10
- data/ext/cunmtr.c +17 -17
- data/ext/cupgtr.c +8 -8
- data/ext/cupmtr.c +2 -2
- data/ext/dbbcsd.c +29 -29
- data/ext/dbdsdc.c +6 -6
- data/ext/dbdsqr.c +20 -20
- data/ext/ddisna.c +1 -1
- data/ext/dgbbrd.c +12 -12
- data/ext/dgbcon.c +13 -13
- data/ext/dgbequ.c +3 -3
- data/ext/dgbequb.c +2 -2
- data/ext/dgbrfs.c +22 -22
- data/ext/dgbrfsx.c +43 -43
- data/ext/dgbsv.c +2 -2
- data/ext/dgbsvx.c +25 -25
- data/ext/dgbsvxx.c +36 -36
- data/ext/dgbtf2.c +3 -3
- data/ext/dgbtrf.c +3 -3
- data/ext/dgbtrs.c +11 -11
- data/ext/dgebak.c +11 -11
- data/ext/dgebal.c +1 -1
- data/ext/dgebd2.c +1 -1
- data/ext/dgebrd.c +1 -1
- data/ext/dgecon.c +1 -1
- data/ext/dgees.c +3 -3
- data/ext/dgeesx.c +4 -4
- data/ext/dgeev.c +3 -3
- data/ext/dgeevx.c +5 -5
- data/ext/dgegs.c +2 -2
- data/ext/dgegv.c +3 -3
- data/ext/dgehd2.c +1 -1
- data/ext/dgehrd.c +2 -2
- data/ext/dgejsv.c +16 -16
- data/ext/dgelqf.c +6 -6
- data/ext/dgels.c +2 -2
- data/ext/dgelsd.c +7 -7
- data/ext/dgelss.c +2 -2
- data/ext/dgelsx.c +12 -12
- data/ext/dgelsy.c +12 -12
- data/ext/dgeql2.c +1 -1
- data/ext/dgeqlf.c +1 -1
- data/ext/dgeqp3.c +11 -11
- data/ext/dgeqpf.c +11 -11
- data/ext/dgeqr2.c +1 -1
- data/ext/dgeqr2p.c +1 -1
- data/ext/dgeqrf.c +1 -1
- data/ext/dgeqrfp.c +1 -1
- data/ext/dgerfs.c +31 -31
- data/ext/dgerfsx.c +25 -25
- data/ext/dgerqf.c +6 -6
- data/ext/dgesc2.c +13 -13
- data/ext/dgesdd.c +3 -3
- data/ext/dgesvd.c +4 -4
- data/ext/dgesvj.c +15 -15
- data/ext/dgesvx.c +32 -32
- data/ext/dgesvxx.c +26 -26
- data/ext/dgetf2.c +1 -1
- data/ext/dgetrf.c +1 -1
- data/ext/dgetri.c +10 -10
- data/ext/dgetrs.c +10 -10
- data/ext/dggbak.c +11 -11
- data/ext/dggbal.c +11 -11
- data/ext/dgges.c +15 -15
- data/ext/dggesx.c +6 -6
- data/ext/dggev.c +3 -3
- data/ext/dggevx.c +4 -4
- data/ext/dgghrd.c +14 -14
- data/ext/dggqrf.c +9 -9
- data/ext/dggrqf.c +1 -1
- data/ext/dggsvd.c +3 -3
- data/ext/dggsvp.c +4 -4
- data/ext/dgsvj0.c +20 -20
- data/ext/dgsvj1.c +26 -26
- data/ext/dgtcon.c +20 -20
- data/ext/dgtrfs.c +48 -48
- data/ext/dgtsv.c +8 -8
- data/ext/dgtsvx.c +55 -55
- data/ext/dgttrs.c +19 -19
- data/ext/dgtts2.c +20 -20
- data/ext/dhgeqz.c +27 -27
- data/ext/dhsein.c +42 -42
- data/ext/dhseqr.c +4 -4
- data/ext/dla_gbamv.c +16 -16
- data/ext/dla_gbrcond.c +25 -25
- data/ext/dla_gbrfsx_extended.c +56 -56
- data/ext/dla_gbrpvgrw.c +13 -13
- data/ext/dla_geamv.c +4 -4
- data/ext/dla_gercond.c +31 -31
- data/ext/dla_gerfsx_extended.c +70 -70
- data/ext/dla_lin_berr.c +14 -14
- data/ext/dla_porcond.c +15 -15
- data/ext/dla_porfsx_extended.c +74 -74
- data/ext/dla_porpvgrw.c +2 -2
- data/ext/dla_rpvgrw.c +12 -12
- data/ext/dla_syamv.c +12 -12
- data/ext/dla_syrcond.c +31 -31
- data/ext/dla_syrfsx_extended.c +82 -82
- data/ext/dla_syrpvgrw.c +14 -14
- data/ext/dla_wwaddw.c +11 -11
- data/ext/dlabad.c +1 -1
- data/ext/dlabrd.c +2 -2
- data/ext/dlacn2.c +2 -2
- data/ext/dlacpy.c +1 -1
- data/ext/dlaebz.c +43 -43
- data/ext/dlaed0.c +2 -2
- data/ext/dlaed1.c +20 -20
- data/ext/dlaed2.c +21 -21
- data/ext/dlaed3.c +30 -30
- data/ext/dlaed4.c +12 -12
- data/ext/dlaed5.c +11 -11
- data/ext/dlaed6.c +12 -12
- data/ext/dlaed7.c +35 -35
- data/ext/dlaed8.c +16 -16
- data/ext/dlaed9.c +14 -14
- data/ext/dlaeda.c +31 -31
- data/ext/dlaein.c +13 -13
- data/ext/dlaexc.c +14 -14
- data/ext/dlag2s.c +2 -2
- data/ext/dlags2.c +4 -4
- data/ext/dlagtf.c +10 -10
- data/ext/dlagtm.c +21 -21
- data/ext/dlagts.c +13 -13
- data/ext/dlahqr.c +6 -6
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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="#spbsv">spbsv</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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<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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FORTRAN MANUAL
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SUBROUTINE SPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* SPBCON estimates the reciprocal of the condition number (in the
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* 1-norm) of a real symmetric positive definite band matrix using the
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* Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF.
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*
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangular factor stored in AB;
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals of the matrix A if UPLO = 'U',
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* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
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*
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* AB (input) REAL array, dimension (LDAB,N)
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* The triangular factor U or L from the Cholesky factorization
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* A = U**T*U or A = L*L**T of the band matrix A, stored in the
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* first KD+1 rows of the array. The j-th column of U or L is
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* stored in the j-th column of the array AB as follows:
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* if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= KD+1.
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*
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* ANORM (input) REAL
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* The 1-norm (or infinity-norm) of the symmetric band matrix A.
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*
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* RCOND (output) REAL
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* The reciprocal of the condition number of the matrix A,
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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
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* estimate of the 1-norm of inv(A) computed in this routine.
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*
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* WORK (workspace) REAL array, dimension (3*N)
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*
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* IWORK (workspace) INTEGER array, dimension (N)
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* INFO (output) INTEGER
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* = 0: successful exit
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="spbequ"></A>
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<H2>spbequ</H2>
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<PRE>
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USAGE:
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s, scond, amax, info = NumRu::Lapack.spbequ( uplo, kd, ab, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE SPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )
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* Purpose
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* =======
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*
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* SPBEQU computes row and column scalings intended to equilibrate a
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* symmetric positive definite band matrix A and reduce its condition
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* number (with respect to the two-norm). S contains the scale factors,
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* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
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* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
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* choice of S puts the condition number of B within a factor N of the
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* smallest possible condition number over all possible diagonal
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* scalings.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangular of A is stored;
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals of the matrix A if UPLO = 'U',
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* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
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*
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* AB (input) REAL array, dimension (LDAB,N)
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* The upper or lower triangle of the symmetric band matrix A,
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* stored in the first KD+1 rows of the array. The j-th column
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* of A is stored in the j-th column of the array AB as follows:
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array A. LDAB >= KD+1.
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*
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* S (output) REAL array, dimension (N)
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* If INFO = 0, S contains the scale factors for A.
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*
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* SCOND (output) REAL
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* If INFO = 0, S contains the ratio of the smallest S(i) to
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* the largest S(i). If SCOND >= 0.1 and AMAX is neither too
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* large nor too small, it is not worth scaling by S.
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*
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* AMAX (output) REAL
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* Absolute value of largest matrix element. If AMAX is very
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* close to overflow or very close to underflow, the matrix
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* should be scaled.
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*
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* > 0: if INFO = i, the i-th diagonal element is nonpositive.
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*
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* =====================================================================
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*
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</PRE>
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<A HREF="#top">go to the page top</A>
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<A NAME="spbrfs"></A>
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<H2>spbrfs</H2>
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<PRE>
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USAGE:
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ferr, berr, info, x = NumRu::Lapack.spbrfs( uplo, kd, ab, afb, b, x, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE SPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* SPBRFS improves the computed solution to a system of linear
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* equations when the coefficient matrix is symmetric positive definite
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* and banded, and provides error bounds and backward error estimates
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* for the solution.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangle of A is stored;
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* KD (input) INTEGER
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* The number of superdiagonals of the matrix A if UPLO = 'U',
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* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
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*
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* NRHS (input) INTEGER
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* The number of right hand sides, i.e., the number of columns
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* of the matrices B and X. NRHS >= 0.
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*
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* AB (input) REAL array, dimension (LDAB,N)
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* The upper or lower triangle of the symmetric band matrix A,
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* stored in the first KD+1 rows of the array. The j-th column
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* of A is stored in the j-th column of the array AB as follows:
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* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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*
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* LDAB (input) INTEGER
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* The leading dimension of the array AB. LDAB >= KD+1.
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*
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* AFB (input) REAL array, dimension (LDAFB,N)
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* The triangular factor U or L from the Cholesky factorization
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* A = U**T*U or A = L*L**T of the band matrix A as computed by
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* SPBTRF, in the same storage format as A (see AB).
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*
|
215
|
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* 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
|
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<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>
|