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ruby-lapack 1.4.1a → 1.5

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-<HTML>
-  <HEAD>
-    <TITLE>REAL routines for symmetric or Hermitian positive definite tridiagonal matrix</TITLE>
-  </HEAD>
-  <BODY>
-    <A NAME="top"></A>
-    <H1>REAL routines for symmetric or Hermitian positive definite tridiagonal matrix</H1>
-    <UL>
-      <LI><A HREF="#sptcon">sptcon</A></LI>
-      <LI><A HREF="#spteqr">spteqr</A></LI>
-      <LI><A HREF="#sptrfs">sptrfs</A></LI>
-      <LI><A HREF="#sptsv">sptsv</A></LI>
-      <LI><A HREF="#sptsvx">sptsvx</A></LI>
-      <LI><A HREF="#spttrf">spttrf</A></LI>
-      <LI><A HREF="#spttrs">spttrs</A></LI>
-      <LI><A HREF="#sptts2">sptts2</A></LI>
-    </UL>
-    <A NAME="sptcon"></A>
-    <H2>sptcon</H2>
-    <PRE>
-USAGE:
-  rcond, info = NumRu::Lapack.sptcon( d, e, anorm, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTCON( N, D, E, ANORM, RCOND, WORK, INFO )
-*  Purpose
-*  =======
-*
-*  SPTCON computes the reciprocal of the condition number (in the
-*  1-norm) of a real symmetric positive definite tridiagonal matrix
-*  using the factorization A = L*D*L**T or A = U**T*D*U computed by
-*  SPTTRF.
-*
-*  Norm(inv(A)) is computed by a direct method, and the reciprocal of
-*  the condition number is computed as
-*               RCOND = 1 / (ANORM * norm(inv(A))).
-*
-*  Arguments
-*  =========
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  D       (input) REAL array, dimension (N)
-*          The n diagonal elements of the diagonal matrix D from the
-*          factorization of A, as computed by SPTTRF.
-*
-*  E       (input) REAL array, dimension (N-1)
-*          The (n-1) off-diagonal elements of the unit bidiagonal factor
-*          U or L from the factorization of A,  as computed by SPTTRF.
-*
-*  ANORM   (input) REAL
-*          The 1-norm of the original matrix A.
-*
-*  RCOND   (output) REAL
-*          The reciprocal of the condition number of the matrix A,
-*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the
-*          1-norm of inv(A) computed in this routine.
-*
-*  WORK    (workspace) REAL array, dimension (N)
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*
-*  Further Details
-*  ===============
-*
-*  The method used is described in Nicholas J. Higham, "Efficient
-*  Algorithms for Computing the Condition Number of a Tridiagonal
-*  Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spteqr"></A>
-    <H2>spteqr</H2>
-    <PRE>
-USAGE:
-  info, d, e, z = NumRu::Lapack.spteqr( compz, d, e, z, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
-*  Purpose
-*  =======
-*
-*  SPTEQR computes all eigenvalues and, optionally, eigenvectors of a
-*  symmetric positive definite tridiagonal matrix by first factoring the
-*  matrix using SPTTRF, and then calling SBDSQR to compute the singular
-*  values of the bidiagonal factor.
-*
-*  This routine computes the eigenvalues of the positive definite
-*  tridiagonal matrix to high relative accuracy.  This means that if the
-*  eigenvalues range over many orders of magnitude in size, then the
-*  small eigenvalues and corresponding eigenvectors will be computed
-*  more accurately than, for example, with the standard QR method.
-*
-*  The eigenvectors of a full or band symmetric positive definite matrix
-*  can also be found if SSYTRD, SSPTRD, or SSBTRD has been used to
-*  reduce this matrix to tridiagonal form. (The reduction to tridiagonal
-*  form, however, may preclude the possibility of obtaining high
-*  relative accuracy in the small eigenvalues of the original matrix, if
-*  these eigenvalues range over many orders of magnitude.)
-*
-*  Arguments
-*  =========
-*
-*  COMPZ   (input) CHARACTER*1
-*          = 'N':  Compute eigenvalues only.
-*          = 'V':  Compute eigenvectors of original symmetric
-*                  matrix also.  Array Z contains the orthogonal
-*                  matrix used to reduce the original matrix to
-*                  tridiagonal form.
-*          = 'I':  Compute eigenvectors of tridiagonal matrix also.
-*
-*  N       (input) INTEGER
-*          The order of the matrix.  N >= 0.
-*
-*  D       (input/output) REAL array, dimension (N)
-*          On entry, the n diagonal elements of the tridiagonal
-*          matrix.
-*          On normal exit, D contains the eigenvalues, in descending
-*          order.
-*
-*  E       (input/output) REAL array, dimension (N-1)
-*          On entry, the (n-1) subdiagonal elements of the tridiagonal
-*          matrix.
-*          On exit, E has been destroyed.
-*
-*  Z       (input/output) REAL array, dimension (LDZ, N)
-*          On entry, if COMPZ = 'V', the orthogonal matrix used in the
-*          reduction to tridiagonal form.
-*          On exit, if COMPZ = 'V', the orthonormal eigenvectors of the
-*          original symmetric matrix;
-*          if COMPZ = 'I', the orthonormal eigenvectors of the
-*          tridiagonal matrix.
-*          If INFO > 0 on exit, Z contains the eigenvectors associated
-*          with only the stored eigenvalues.
-*          If  COMPZ = 'N', then Z is not referenced.
-*
-*  LDZ     (input) INTEGER
-*          The leading dimension of the array Z.  LDZ >= 1, and if
-*          COMPZ = 'V' or 'I', LDZ >= max(1,N).
-*
-*  WORK    (workspace) REAL array, dimension (4*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 Cholesky factorization of the matrix could
-*                      not be performed because the i-th principal minor
-*                      was not positive definite.
-*                > N   the SVD algorithm failed to converge;
-*                      if INFO = N+i, i off-diagonal elements of the
-*                      bidiagonal factor did not converge to zero.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="sptrfs"></A>
-    <H2>sptrfs</H2>
-    <PRE>
-USAGE:
-  ferr, berr, info, x = NumRu::Lapack.sptrfs( d, e, df, ef, b, x, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTRFS( N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, INFO )
-*  Purpose
-*  =======
-*
-*  SPTRFS improves the computed solution to a system of linear
-*  equations when the coefficient matrix is symmetric positive definite
-*  and tridiagonal, and provides error bounds and backward error
-*  estimates for the solution.
-*
-*  Arguments
-*  =========
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrix B.  NRHS >= 0.
-*
-*  D       (input) REAL array, dimension (N)
-*          The n diagonal elements of the tridiagonal matrix A.
-*
-*  E       (input) REAL array, dimension (N-1)
-*          The (n-1) subdiagonal elements of the tridiagonal matrix A.
-*
-*  DF      (input) REAL array, dimension (N)
-*          The n diagonal elements of the diagonal matrix D from the
-*          factorization computed by SPTTRF.
-*
-*  EF      (input) REAL array, dimension (N-1)
-*          The (n-1) subdiagonal elements of the unit bidiagonal factor
-*          L from the factorization computed by SPTTRF.
-*
-*  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 SPTTRS.
-*          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 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).
-*
-*  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 (2*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="sptsv"></A>
-    <H2>sptsv</H2>
-    <PRE>
-USAGE:
-  info, d, e, b = NumRu::Lapack.sptsv( d, e, b, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTSV( N, NRHS, D, E, B, LDB, INFO )
-*  Purpose
-*  =======
-*
-*  SPTSV computes the solution to a real system of linear equations
-*  A*X = B, where A is an N-by-N symmetric positive definite tridiagonal
-*  matrix, and X and B are N-by-NRHS matrices.
-*
-*  A is factored as A = L*D*L**T, and the factored form of A is then
-*  used to solve the system of equations.
-*
-*  Arguments
-*  =========
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrix B.  NRHS >= 0.
-*
-*  D       (input/output) REAL array, dimension (N)
-*          On entry, the n diagonal elements of the tridiagonal matrix
-*          A.  On exit, the n diagonal elements of the diagonal matrix
-*          D from the factorization A = L*D*L**T.
-*
-*  E       (input/output) REAL array, dimension (N-1)
-*          On entry, the (n-1) subdiagonal elements of the tridiagonal
-*          matrix A.  On exit, the (n-1) subdiagonal elements of the
-*          unit bidiagonal factor L from the L*D*L**T factorization of
-*          A.  (E can also be regarded as the superdiagonal of the unit
-*          bidiagonal factor U from the U**T*D*U factorization of A.)
-*
-*  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 is not
-*                positive definite, and the solution has not been
-*                computed.  The factorization has not been completed
-*                unless i = N.
-*
-*  =====================================================================
-*
-*     .. External Subroutines ..
-      EXTERNAL           SPTTRF, SPTTRS, XERBLA
-*     ..
-*     .. Intrinsic Functions ..
-      INTRINSIC          MAX
-*     ..
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="sptsvx"></A>
-    <H2>sptsvx</H2>
-    <PRE>
-USAGE:
-  x, rcond, ferr, berr, info, df, ef = NumRu::Lapack.sptsvx( fact, d, e, df, ef, b, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTSVX( FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, INFO )
-*  Purpose
-*  =======
-*
-*  SPTSVX uses the factorization A = L*D*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 tridiagonal 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 = 'N', the matrix A is factored as A = L*D*L**T, where L
-*     is a unit lower bidiagonal matrix and D is diagonal.  The
-*     factorization can also be regarded as having the form
-*     A = U**T*D*U.
-*
-*  2. 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.
-*
-*  3. The system of equations is solved for X using the factored form
-*     of A.
-*
-*  4. Iterative refinement is applied to improve the computed solution
-*     matrix and calculate error bounds and backward error estimates
-*     for it.
-*
-*  Arguments
-*  =========
-*
-*  FACT    (input) CHARACTER*1
-*          Specifies whether or not the factored form of A has been
-*          supplied on entry.
-*          = 'F':  On entry, DF and EF contain the factored form of A.
-*                  D, E, DF, and EF will not be modified.
-*          = 'N':  The matrix A will be copied to DF and EF and
-*                  factored.
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrices B and X.  NRHS >= 0.
-*
-*  D       (input) REAL array, dimension (N)
-*          The n diagonal elements of the tridiagonal matrix A.
-*
-*  E       (input) REAL array, dimension (N-1)
-*          The (n-1) subdiagonal elements of the tridiagonal matrix A.
-*
-*  DF      (input or output) REAL array, dimension (N)
-*          If FACT = 'F', then DF is an input argument and on entry
-*          contains the n diagonal elements of the diagonal matrix D
-*          from the L*D*L**T factorization of A.
-*          If FACT = 'N', then DF is an output argument and on exit
-*          contains the n diagonal elements of the diagonal matrix D
-*          from the L*D*L**T factorization of A.
-*
-*  EF      (input or output) REAL array, dimension (N-1)
-*          If FACT = 'F', then EF is an input argument and on entry
-*          contains the (n-1) subdiagonal elements of the unit
-*          bidiagonal factor L from the L*D*L**T factorization of A.
-*          If FACT = 'N', then EF is an output argument and on exit
-*          contains the (n-1) subdiagonal elements of the unit
-*          bidiagonal factor L from the L*D*L**T factorization of A.
-*
-*  B       (input) REAL array, dimension (LDB,NRHS)
-*          The N-by-NRHS right hand side matrix 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 of INFO = N+1, the N-by-NRHS solution matrix X.
-*
-*  LDX     (input) INTEGER
-*          The leading dimension of the array X.  LDX >= max(1,N).
-*
-*  RCOND   (output) REAL
-*          The reciprocal condition number of the matrix A.  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 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).
-*
-*  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 (2*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.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spttrf"></A>
-    <H2>spttrf</H2>
-    <PRE>
-USAGE:
-  info, d, e = NumRu::Lapack.spttrf( d, e, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTTRF( N, D, E, INFO )
-*  Purpose
-*  =======
-*
-*  SPTTRF computes the L*D*L' factorization of a real symmetric
-*  positive definite tridiagonal matrix A.  The factorization may also
-*  be regarded as having the form A = U'*D*U.
-*
-*  Arguments
-*  =========
-*
-*  N       (input) INTEGER
-*          The order of the matrix A.  N >= 0.
-*
-*  D       (input/output) REAL array, dimension (N)
-*          On entry, the n diagonal elements of the tridiagonal matrix
-*          A.  On exit, the n diagonal elements of the diagonal matrix
-*          D from the L*D*L' factorization of A.
-*
-*  E       (input/output) REAL array, dimension (N-1)
-*          On entry, the (n-1) subdiagonal elements of the tridiagonal
-*          matrix A.  On exit, the (n-1) subdiagonal elements of the
-*          unit bidiagonal factor L from the L*D*L' factorization of A.
-*          E can also be regarded as the superdiagonal of the unit
-*          bidiagonal factor U from the U'*D*U factorization of A.
-*
-*  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; if k < N, the factorization could not
-*               be completed, while if k = N, the factorization was
-*               completed, but D(N) <= 0.
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="spttrs"></A>
-    <H2>spttrs</H2>
-    <PRE>
-USAGE:
-  info, b = NumRu::Lapack.spttrs( d, e, b, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTTRS( N, NRHS, D, E, B, LDB, INFO )
-*  Purpose
-*  =======
-*
-*  SPTTRS solves a tridiagonal system of the form
-*     A * X = B
-*  using the L*D*L' factorization of A computed by SPTTRF.  D is a
-*  diagonal matrix specified in the vector D, L is a unit bidiagonal
-*  matrix whose subdiagonal is specified in the vector E, and X and B
-*  are N by NRHS matrices.
-*
-*  Arguments
-*  =========
-*
-*  N       (input) INTEGER
-*          The order of the tridiagonal matrix A.  N >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrix B.  NRHS >= 0.
-*
-*  D       (input) REAL array, dimension (N)
-*          The n diagonal elements of the diagonal matrix D from the
-*          L*D*L' factorization of A.
-*
-*  E       (input) REAL array, dimension (N-1)
-*          The (n-1) subdiagonal elements of the unit bidiagonal factor
-*          L from the L*D*L' factorization of A.  E can also be regarded
-*          as the superdiagonal of the unit bidiagonal factor U from the
-*          factorization A = U'*D*U.
-*
-*  B       (input/output) REAL array, dimension (LDB,NRHS)
-*          On entry, the right hand side vectors B for the system of
-*          linear equations.
-*          On exit, the solution vectors, X.
-*
-*  LDB     (input) INTEGER
-*          The leading dimension of the array B.  LDB >= max(1,N).
-*
-*  INFO    (output) INTEGER
-*          = 0: successful exit
-*          < 0: if INFO = -k, the k-th argument had an illegal value
-*
-*  =====================================================================
-*
-*     .. Local Scalars ..
-      INTEGER            J, JB, NB
-*     ..
-*     .. External Functions ..
-      INTEGER            ILAENV
-      EXTERNAL           ILAENV
-*     ..
-*     .. External Subroutines ..
-      EXTERNAL           SPTTS2, XERBLA
-*     ..
-*     .. Intrinsic Functions ..
-      INTRINSIC          MAX, MIN
-*     ..
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="sptts2"></A>
-    <H2>sptts2</H2>
-    <PRE>
-USAGE:
-  b = NumRu::Lapack.sptts2( d, e, b, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE SPTTS2( N, NRHS, D, E, B, LDB )
-*  Purpose
-*  =======
-*
-*  SPTTS2 solves a tridiagonal system of the form
-*     A * X = B
-*  using the L*D*L' factorization of A computed by SPTTRF.  D is a
-*  diagonal matrix specified in the vector D, L is a unit bidiagonal
-*  matrix whose subdiagonal is specified in the vector E, and X and B
-*  are N by NRHS matrices.
-*
-*  Arguments
-*  =========
-*
-*  N       (input) INTEGER
-*          The order of the tridiagonal matrix A.  N >= 0.
-*
-*  NRHS    (input) INTEGER
-*          The number of right hand sides, i.e., the number of columns
-*          of the matrix B.  NRHS >= 0.
-*
-*  D       (input) REAL array, dimension (N)
-*          The n diagonal elements of the diagonal matrix D from the
-*          L*D*L' factorization of A.
-*
-*  E       (input) REAL array, dimension (N-1)
-*          The (n-1) subdiagonal elements of the unit bidiagonal factor
-*          L from the L*D*L' factorization of A.  E can also be regarded
-*          as the superdiagonal of the unit bidiagonal factor U from the
-*          factorization A = U'*D*U.
-*
-*  B       (input/output) REAL array, dimension (LDB,NRHS)
-*          On entry, the right hand side vectors B for the system of
-*          linear equations.
-*          On exit, the solution vectors, X.
-*
-*  LDB     (input) INTEGER
-*          The leading dimension of the array B.  LDB >= max(1,N).
-*
-*  =====================================================================
-*
-*     .. Local Scalars ..
-      INTEGER            I, J
-*     ..
-*     .. External Subroutines ..
-      EXTERNAL           SSCAL
-*     ..
-    </PRE>
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