ruby-lapack 1.4.1a → 1.5
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- 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
- data/ext/dlahr2.c +1 -1
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<TITLE>REAL routines for triangular (or in some cases quasi-triangular) matrix</TITLE>
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<A NAME="top"></A>
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<H1>REAL routines for triangular (or in some cases quasi-triangular) matrix</H1>
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<UL>
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<LI><A HREF="#strcon">strcon</A></LI>
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<LI><A HREF="#strevc">strevc</A></LI>
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<LI><A HREF="#strexc">strexc</A></LI>
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<LI><A HREF="#strrfs">strrfs</A></LI>
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<LI><A HREF="#strsen">strsen</A></LI>
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<LI><A HREF="#strsna">strsna</A></LI>
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<LI><A HREF="#strsyl">strsyl</A></LI>
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<LI><A HREF="#strti2">strti2</A></LI>
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<LI><A HREF="#strtri">strtri</A></LI>
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<LI><A HREF="#strtrs">strtrs</A></LI>
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<LI><A HREF="#strttf">strttf</A></LI>
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<LI><A HREF="#strttp">strttp</A></LI>
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</UL>
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<A NAME="strcon"></A>
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<H2>strcon</H2>
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<PRE>
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USAGE:
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rcond, info = NumRu::Lapack.strcon( norm, uplo, diag, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE STRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK, IWORK, INFO )
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* Purpose
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* =======
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*
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* STRCON estimates the reciprocal of the condition number of a
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* triangular matrix A, in either the 1-norm or the infinity-norm.
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*
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* The norm of A is computed and an estimate is obtained for
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* norm(inv(A)), then the reciprocal of the condition number is
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* computed as
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* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
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*
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* Arguments
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* =========
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*
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* NORM (input) CHARACTER*1
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* Specifies whether the 1-norm condition number or the
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* infinity-norm condition number is required:
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* = '1' or 'O': 1-norm;
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* = 'I': Infinity-norm.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': A is upper triangular;
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* = 'L': A is lower triangular.
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*
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* DIAG (input) CHARACTER*1
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* = 'N': A is non-unit triangular;
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* = 'U': A is unit triangular.
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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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* A (input) REAL array, dimension (LDA,N)
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* The triangular matrix A. If UPLO = 'U', the leading N-by-N
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* upper triangular part of the array A contains the upper
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* triangular matrix, and the strictly lower triangular part of
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* A is not referenced. If UPLO = 'L', the leading N-by-N lower
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* triangular part of the array A contains the lower triangular
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* matrix, and the strictly upper triangular part of A is not
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* referenced. If DIAG = 'U', the diagonal elements of A are
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* also not referenced and are assumed to be 1.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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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/(norm(A) * norm(inv(A))).
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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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*
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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="strevc"></A>
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<H2>strevc</H2>
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<PRE>
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USAGE:
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m, info, select, vl, vr = NumRu::Lapack.strevc( side, howmny, select, t, vl, vr, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE STREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM, M, WORK, INFO )
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* Purpose
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* =======
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*
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* STREVC computes some or all of the right and/or left eigenvectors of
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* a real upper quasi-triangular matrix T.
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* Matrices of this type are produced by the Schur factorization of
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* a real general matrix: A = Q*T*Q**T, as computed by SHSEQR.
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*
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* The right eigenvector x and the left eigenvector y of T corresponding
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* to an eigenvalue w are defined by:
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*
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* T*x = w*x, (y**H)*T = w*(y**H)
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*
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* where y**H denotes the conjugate transpose of y.
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* The eigenvalues are not input to this routine, but are read directly
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* from the diagonal blocks of T.
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*
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* This routine returns the matrices X and/or Y of right and left
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* eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
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* input matrix. If Q is the orthogonal factor that reduces a matrix
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* A to Schur form T, then Q*X and Q*Y are the matrices of right and
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* left eigenvectors of A.
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*
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* Arguments
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* =========
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*
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* SIDE (input) CHARACTER*1
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* = 'R': compute right eigenvectors only;
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* = 'L': compute left eigenvectors only;
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* = 'B': compute both right and left eigenvectors.
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*
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* HOWMNY (input) CHARACTER*1
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* = 'A': compute all right and/or left eigenvectors;
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* = 'B': compute all right and/or left eigenvectors,
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* backtransformed by the matrices in VR and/or VL;
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* = 'S': compute selected right and/or left eigenvectors,
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* as indicated by the logical array SELECT.
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*
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* SELECT (input/output) LOGICAL array, dimension (N)
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* If HOWMNY = 'S', SELECT specifies the eigenvectors to be
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* computed.
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* If w(j) is a real eigenvalue, the corresponding real
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* eigenvector is computed if SELECT(j) is .TRUE..
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* If w(j) and w(j+1) are the real and imaginary parts of a
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* complex eigenvalue, the corresponding complex eigenvector is
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* computed if either SELECT(j) or SELECT(j+1) is .TRUE., and
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* on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to
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* .FALSE..
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* Not referenced if HOWMNY = 'A' or 'B'.
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*
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* N (input) INTEGER
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* The order of the matrix T. N >= 0.
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*
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* T (input) REAL array, dimension (LDT,N)
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* The upper quasi-triangular matrix T in Schur canonical form.
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*
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* LDT (input) INTEGER
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* The leading dimension of the array T. LDT >= max(1,N).
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*
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* VL (input/output) REAL array, dimension (LDVL,MM)
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* On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
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* contain an N-by-N matrix Q (usually the orthogonal matrix Q
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* of Schur vectors returned by SHSEQR).
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* On exit, if SIDE = 'L' or 'B', VL contains:
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* if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
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* if HOWMNY = 'B', the matrix Q*Y;
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* if HOWMNY = 'S', the left eigenvectors of T specified by
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* SELECT, stored consecutively in the columns
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* of VL, in the same order as their
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* eigenvalues.
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* A complex eigenvector corresponding to a complex eigenvalue
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* is stored in two consecutive columns, the first holding the
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* real part, and the second the imaginary part.
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* Not referenced if SIDE = 'R'.
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*
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* LDVL (input) INTEGER
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* The leading dimension of the array VL. LDVL >= 1, and if
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* SIDE = 'L' or 'B', LDVL >= N.
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*
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* VR (input/output) REAL array, dimension (LDVR,MM)
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* On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
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* contain an N-by-N matrix Q (usually the orthogonal matrix Q
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* of Schur vectors returned by SHSEQR).
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* On exit, if SIDE = 'R' or 'B', VR contains:
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* if HOWMNY = 'A', the matrix X of right eigenvectors of T;
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* if HOWMNY = 'B', the matrix Q*X;
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* if HOWMNY = 'S', the right eigenvectors of T specified by
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* SELECT, stored consecutively in the columns
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* of VR, in the same order as their
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* eigenvalues.
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* A complex eigenvector corresponding to a complex eigenvalue
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* is stored in two consecutive columns, the first holding the
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* real part and the second the imaginary part.
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* Not referenced if SIDE = 'L'.
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*
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* LDVR (input) INTEGER
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* The leading dimension of the array VR. LDVR >= 1, and if
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* SIDE = 'R' or 'B', LDVR >= N.
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*
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* MM (input) INTEGER
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* The number of columns in the arrays VL and/or VR. MM >= M.
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*
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* M (output) INTEGER
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* The number of columns in the arrays VL and/or VR actually
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* used to store the eigenvectors.
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* If HOWMNY = 'A' or 'B', M is set to N.
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* Each selected real eigenvector occupies one column and each
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* selected complex eigenvector occupies two columns.
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* WORK (workspace) REAL array, dimension (3*N)
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* Further Details
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* ===============
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*
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* The algorithm used in this program is basically backward (forward)
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* substitution, with scaling to make the the code robust against
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* possible overflow.
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*
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* Each eigenvector is normalized so that the element of largest
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* magnitude has magnitude 1; here the magnitude of a complex number
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* (x,y) is taken to be |x| + |y|.
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*
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* =====================================================================
|
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*
|
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|
239
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|
240
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-
</PRE>
|
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|
-
<A HREF="#top">go to the page top</A>
|
242
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-
|
243
|
-
<A NAME="strexc"></A>
|
244
|
-
<H2>strexc</H2>
|
245
|
-
<PRE>
|
246
|
-
USAGE:
|
247
|
-
info, t, q, ifst, ilst = NumRu::Lapack.strexc( compq, t, q, ifst, ilst, [:usage => usage, :help => help])
|
248
|
-
|
249
|
-
|
250
|
-
FORTRAN MANUAL
|
251
|
-
SUBROUTINE STREXC( COMPQ, N, T, LDT, Q, LDQ, IFST, ILST, WORK, INFO )
|
252
|
-
|
253
|
-
* Purpose
|
254
|
-
* =======
|
255
|
-
*
|
256
|
-
* STREXC reorders the real Schur factorization of a real matrix
|
257
|
-
* A = Q*T*Q**T, so that the diagonal block of T with row index IFST is
|
258
|
-
* moved to row ILST.
|
259
|
-
*
|
260
|
-
* The real Schur form T is reordered by an orthogonal similarity
|
261
|
-
* transformation Z**T*T*Z, and optionally the matrix Q of Schur vectors
|
262
|
-
* is updated by postmultiplying it with Z.
|
263
|
-
*
|
264
|
-
* T must be in Schur canonical form (as returned by SHSEQR), that is,
|
265
|
-
* block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each
|
266
|
-
* 2-by-2 diagonal block has its diagonal elements equal and its
|
267
|
-
* off-diagonal elements of opposite sign.
|
268
|
-
*
|
269
|
-
|
270
|
-
* Arguments
|
271
|
-
* =========
|
272
|
-
*
|
273
|
-
* COMPQ (input) CHARACTER*1
|
274
|
-
* = 'V': update the matrix Q of Schur vectors;
|
275
|
-
* = 'N': do not update Q.
|
276
|
-
*
|
277
|
-
* N (input) INTEGER
|
278
|
-
* The order of the matrix T. N >= 0.
|
279
|
-
*
|
280
|
-
* T (input/output) REAL array, dimension (LDT,N)
|
281
|
-
* On entry, the upper quasi-triangular matrix T, in Schur
|
282
|
-
* Schur canonical form.
|
283
|
-
* On exit, the reordered upper quasi-triangular matrix, again
|
284
|
-
* in Schur canonical form.
|
285
|
-
*
|
286
|
-
* LDT (input) INTEGER
|
287
|
-
* The leading dimension of the array T. LDT >= max(1,N).
|
288
|
-
*
|
289
|
-
* Q (input/output) REAL array, dimension (LDQ,N)
|
290
|
-
* On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
|
291
|
-
* On exit, if COMPQ = 'V', Q has been postmultiplied by the
|
292
|
-
* orthogonal transformation matrix Z which reorders T.
|
293
|
-
* If COMPQ = 'N', Q is not referenced.
|
294
|
-
*
|
295
|
-
* LDQ (input) INTEGER
|
296
|
-
* The leading dimension of the array Q. LDQ >= max(1,N).
|
297
|
-
*
|
298
|
-
* IFST (input/output) INTEGER
|
299
|
-
* ILST (input/output) INTEGER
|
300
|
-
* Specify the reordering of the diagonal blocks of T.
|
301
|
-
* The block with row index IFST is moved to row ILST, by a
|
302
|
-
* sequence of transpositions between adjacent blocks.
|
303
|
-
* On exit, if IFST pointed on entry to the second row of a
|
304
|
-
* 2-by-2 block, it is changed to point to the first row; ILST
|
305
|
-
* always points to the first row of the block in its final
|
306
|
-
* position (which may differ from its input value by +1 or -1).
|
307
|
-
* 1 <= IFST <= N; 1 <= ILST <= N.
|
308
|
-
*
|
309
|
-
* WORK (workspace) REAL array, dimension (N)
|
310
|
-
*
|
311
|
-
* INFO (output) INTEGER
|
312
|
-
* = 0: successful exit
|
313
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
314
|
-
* = 1: two adjacent blocks were too close to swap (the problem
|
315
|
-
* is very ill-conditioned); T may have been partially
|
316
|
-
* reordered, and ILST points to the first row of the
|
317
|
-
* current position of the block being moved.
|
318
|
-
*
|
319
|
-
|
320
|
-
* =====================================================================
|
321
|
-
*
|
322
|
-
|
323
|
-
|
324
|
-
</PRE>
|
325
|
-
<A HREF="#top">go to the page top</A>
|
326
|
-
|
327
|
-
<A NAME="strrfs"></A>
|
328
|
-
<H2>strrfs</H2>
|
329
|
-
<PRE>
|
330
|
-
USAGE:
|
331
|
-
ferr, berr, info = NumRu::Lapack.strrfs( uplo, trans, diag, a, b, x, [:usage => usage, :help => help])
|
332
|
-
|
333
|
-
|
334
|
-
FORTRAN MANUAL
|
335
|
-
SUBROUTINE STRRFS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
|
336
|
-
|
337
|
-
* Purpose
|
338
|
-
* =======
|
339
|
-
*
|
340
|
-
* STRRFS provides error bounds and backward error estimates for the
|
341
|
-
* solution to a system of linear equations with a triangular
|
342
|
-
* coefficient matrix.
|
343
|
-
*
|
344
|
-
* The solution matrix X must be computed by STRTRS or some other
|
345
|
-
* means before entering this routine. STRRFS does not do iterative
|
346
|
-
* refinement because doing so cannot improve the backward error.
|
347
|
-
*
|
348
|
-
|
349
|
-
* Arguments
|
350
|
-
* =========
|
351
|
-
*
|
352
|
-
* UPLO (input) CHARACTER*1
|
353
|
-
* = 'U': A is upper triangular;
|
354
|
-
* = 'L': A is lower triangular.
|
355
|
-
*
|
356
|
-
* TRANS (input) CHARACTER*1
|
357
|
-
* Specifies the form of the system of equations:
|
358
|
-
* = 'N': A * X = B (No transpose)
|
359
|
-
* = 'T': A**T * X = B (Transpose)
|
360
|
-
* = 'C': A**H * X = B (Conjugate transpose = Transpose)
|
361
|
-
*
|
362
|
-
* DIAG (input) CHARACTER*1
|
363
|
-
* = 'N': A is non-unit triangular;
|
364
|
-
* = 'U': A is unit triangular.
|
365
|
-
*
|
366
|
-
* N (input) INTEGER
|
367
|
-
* The order of the matrix A. N >= 0.
|
368
|
-
*
|
369
|
-
* NRHS (input) INTEGER
|
370
|
-
* The number of right hand sides, i.e., the number of columns
|
371
|
-
* of the matrices B and X. NRHS >= 0.
|
372
|
-
*
|
373
|
-
* A (input) REAL array, dimension (LDA,N)
|
374
|
-
* The triangular matrix A. If UPLO = 'U', the leading N-by-N
|
375
|
-
* upper triangular part of the array A contains the upper
|
376
|
-
* triangular matrix, and the strictly lower triangular part of
|
377
|
-
* A is not referenced. If UPLO = 'L', the leading N-by-N lower
|
378
|
-
* triangular part of the array A contains the lower triangular
|
379
|
-
* matrix, and the strictly upper triangular part of A is not
|
380
|
-
* referenced. If DIAG = 'U', the diagonal elements of A are
|
381
|
-
* also not referenced and are assumed to be 1.
|
382
|
-
*
|
383
|
-
* LDA (input) INTEGER
|
384
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
385
|
-
*
|
386
|
-
* B (input) REAL array, dimension (LDB,NRHS)
|
387
|
-
* The right hand side matrix B.
|
388
|
-
*
|
389
|
-
* LDB (input) INTEGER
|
390
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
391
|
-
*
|
392
|
-
* X (input) REAL array, dimension (LDX,NRHS)
|
393
|
-
* The solution matrix X.
|
394
|
-
*
|
395
|
-
* LDX (input) INTEGER
|
396
|
-
* The leading dimension of the array X. LDX >= max(1,N).
|
397
|
-
*
|
398
|
-
* FERR (output) REAL array, dimension (NRHS)
|
399
|
-
* The estimated forward error bound for each solution vector
|
400
|
-
* X(j) (the j-th column of the solution matrix X).
|
401
|
-
* If XTRUE is the true solution corresponding to X(j), FERR(j)
|
402
|
-
* is an estimated upper bound for the magnitude of the largest
|
403
|
-
* element in (X(j) - XTRUE) divided by the magnitude of the
|
404
|
-
* largest element in X(j). The estimate is as reliable as
|
405
|
-
* the estimate for RCOND, and is almost always a slight
|
406
|
-
* overestimate of the true error.
|
407
|
-
*
|
408
|
-
* BERR (output) REAL array, dimension (NRHS)
|
409
|
-
* The componentwise relative backward error of each solution
|
410
|
-
* vector X(j) (i.e., the smallest relative change in
|
411
|
-
* any element of A or B that makes X(j) an exact solution).
|
412
|
-
*
|
413
|
-
* WORK (workspace) REAL array, dimension (3*N)
|
414
|
-
*
|
415
|
-
* IWORK (workspace) INTEGER array, dimension (N)
|
416
|
-
*
|
417
|
-
* INFO (output) INTEGER
|
418
|
-
* = 0: successful exit
|
419
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
420
|
-
*
|
421
|
-
|
422
|
-
* =====================================================================
|
423
|
-
*
|
424
|
-
|
425
|
-
|
426
|
-
</PRE>
|
427
|
-
<A HREF="#top">go to the page top</A>
|
428
|
-
|
429
|
-
<A NAME="strsen"></A>
|
430
|
-
<H2>strsen</H2>
|
431
|
-
<PRE>
|
432
|
-
USAGE:
|
433
|
-
wr, wi, m, s, sep, work, info, t, q = NumRu::Lapack.strsen( job, compq, select, t, q, liwork, [:lwork => lwork, :usage => usage, :help => help])
|
434
|
-
|
435
|
-
|
436
|
-
FORTRAN MANUAL
|
437
|
-
SUBROUTINE STRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, WR, WI, M, S, SEP, WORK, LWORK, IWORK, LIWORK, INFO )
|
438
|
-
|
439
|
-
* Purpose
|
440
|
-
* =======
|
441
|
-
*
|
442
|
-
* STRSEN reorders the real Schur factorization of a real matrix
|
443
|
-
* A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in
|
444
|
-
* the leading diagonal blocks of the upper quasi-triangular matrix T,
|
445
|
-
* and the leading columns of Q form an orthonormal basis of the
|
446
|
-
* corresponding right invariant subspace.
|
447
|
-
*
|
448
|
-
* Optionally the routine computes the reciprocal condition numbers of
|
449
|
-
* the cluster of eigenvalues and/or the invariant subspace.
|
450
|
-
*
|
451
|
-
* T must be in Schur canonical form (as returned by SHSEQR), that is,
|
452
|
-
* block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each
|
453
|
-
* 2-by-2 diagonal block has its diagonal elemnts equal and its
|
454
|
-
* off-diagonal elements of opposite sign.
|
455
|
-
*
|
456
|
-
|
457
|
-
* Arguments
|
458
|
-
* =========
|
459
|
-
*
|
460
|
-
* JOB (input) CHARACTER*1
|
461
|
-
* Specifies whether condition numbers are required for the
|
462
|
-
* cluster of eigenvalues (S) or the invariant subspace (SEP):
|
463
|
-
* = 'N': none;
|
464
|
-
* = 'E': for eigenvalues only (S);
|
465
|
-
* = 'V': for invariant subspace only (SEP);
|
466
|
-
* = 'B': for both eigenvalues and invariant subspace (S and
|
467
|
-
* SEP).
|
468
|
-
*
|
469
|
-
* COMPQ (input) CHARACTER*1
|
470
|
-
* = 'V': update the matrix Q of Schur vectors;
|
471
|
-
* = 'N': do not update Q.
|
472
|
-
*
|
473
|
-
* SELECT (input) LOGICAL array, dimension (N)
|
474
|
-
* SELECT specifies the eigenvalues in the selected cluster. To
|
475
|
-
* select a real eigenvalue w(j), SELECT(j) must be set to
|
476
|
-
* .TRUE.. To select a complex conjugate pair of eigenvalues
|
477
|
-
* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,
|
478
|
-
* either SELECT(j) or SELECT(j+1) or both must be set to
|
479
|
-
* .TRUE.; a complex conjugate pair of eigenvalues must be
|
480
|
-
* either both included in the cluster or both excluded.
|
481
|
-
*
|
482
|
-
* N (input) INTEGER
|
483
|
-
* The order of the matrix T. N >= 0.
|
484
|
-
*
|
485
|
-
* T (input/output) REAL array, dimension (LDT,N)
|
486
|
-
* On entry, the upper quasi-triangular matrix T, in Schur
|
487
|
-
* canonical form.
|
488
|
-
* On exit, T is overwritten by the reordered matrix T, again in
|
489
|
-
* Schur canonical form, with the selected eigenvalues in the
|
490
|
-
* leading diagonal blocks.
|
491
|
-
*
|
492
|
-
* LDT (input) INTEGER
|
493
|
-
* The leading dimension of the array T. LDT >= max(1,N).
|
494
|
-
*
|
495
|
-
* Q (input/output) REAL array, dimension (LDQ,N)
|
496
|
-
* On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
|
497
|
-
* On exit, if COMPQ = 'V', Q has been postmultiplied by the
|
498
|
-
* orthogonal transformation matrix which reorders T; the
|
499
|
-
* leading M columns of Q form an orthonormal basis for the
|
500
|
-
* specified invariant subspace.
|
501
|
-
* If COMPQ = 'N', Q is not referenced.
|
502
|
-
*
|
503
|
-
* LDQ (input) INTEGER
|
504
|
-
* The leading dimension of the array Q.
|
505
|
-
* LDQ >= 1; and if COMPQ = 'V', LDQ >= N.
|
506
|
-
*
|
507
|
-
* WR (output) REAL array, dimension (N)
|
508
|
-
* WI (output) REAL array, dimension (N)
|
509
|
-
* The real and imaginary parts, respectively, of the reordered
|
510
|
-
* eigenvalues of T. The eigenvalues are stored in the same
|
511
|
-
* order as on the diagonal of T, with WR(i) = T(i,i) and, if
|
512
|
-
* T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and
|
513
|
-
* WI(i+1) = -WI(i). Note that if a complex eigenvalue is
|
514
|
-
* sufficiently ill-conditioned, then its value may differ
|
515
|
-
* significantly from its value before reordering.
|
516
|
-
*
|
517
|
-
* M (output) INTEGER
|
518
|
-
* The dimension of the specified invariant subspace.
|
519
|
-
* 0 < = M <= N.
|
520
|
-
*
|
521
|
-
* S (output) REAL
|
522
|
-
* If JOB = 'E' or 'B', S is a lower bound on the reciprocal
|
523
|
-
* condition number for the selected cluster of eigenvalues.
|
524
|
-
* S cannot underestimate the true reciprocal condition number
|
525
|
-
* by more than a factor of sqrt(N). If M = 0 or N, S = 1.
|
526
|
-
* If JOB = 'N' or 'V', S is not referenced.
|
527
|
-
*
|
528
|
-
* SEP (output) REAL
|
529
|
-
* If JOB = 'V' or 'B', SEP is the estimated reciprocal
|
530
|
-
* condition number of the specified invariant subspace. If
|
531
|
-
* M = 0 or N, SEP = norm(T).
|
532
|
-
* If JOB = 'N' or 'E', SEP is not referenced.
|
533
|
-
*
|
534
|
-
* WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
|
535
|
-
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
536
|
-
*
|
537
|
-
* LWORK (input) INTEGER
|
538
|
-
* The dimension of the array WORK.
|
539
|
-
* If JOB = 'N', LWORK >= max(1,N);
|
540
|
-
* if JOB = 'E', LWORK >= max(1,M*(N-M));
|
541
|
-
* if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)).
|
542
|
-
*
|
543
|
-
* If LWORK = -1, then a workspace query is assumed; the routine
|
544
|
-
* only calculates the optimal size of the WORK array, returns
|
545
|
-
* this value as the first entry of the WORK array, and no error
|
546
|
-
* message related to LWORK is issued by XERBLA.
|
547
|
-
*
|
548
|
-
* IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK))
|
549
|
-
* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
|
550
|
-
*
|
551
|
-
* LIWORK (input) INTEGER
|
552
|
-
* The dimension of the array IWORK.
|
553
|
-
* If JOB = 'N' or 'E', LIWORK >= 1;
|
554
|
-
* if JOB = 'V' or 'B', LIWORK >= max(1,M*(N-M)).
|
555
|
-
*
|
556
|
-
* If LIWORK = -1, then a workspace query is assumed; the
|
557
|
-
* routine only calculates the optimal size of the IWORK array,
|
558
|
-
* returns this value as the first entry of the IWORK array, and
|
559
|
-
* no error message related to LIWORK is issued by XERBLA.
|
560
|
-
*
|
561
|
-
* INFO (output) INTEGER
|
562
|
-
* = 0: successful exit
|
563
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
564
|
-
* = 1: reordering of T failed because some eigenvalues are too
|
565
|
-
* close to separate (the problem is very ill-conditioned);
|
566
|
-
* T may have been partially reordered, and WR and WI
|
567
|
-
* contain the eigenvalues in the same order as in T; S and
|
568
|
-
* SEP (if requested) are set to zero.
|
569
|
-
*
|
570
|
-
|
571
|
-
* Further Details
|
572
|
-
* ===============
|
573
|
-
*
|
574
|
-
* STRSEN first collects the selected eigenvalues by computing an
|
575
|
-
* orthogonal transformation Z to move them to the top left corner of T.
|
576
|
-
* In other words, the selected eigenvalues are the eigenvalues of T11
|
577
|
-
* in:
|
578
|
-
*
|
579
|
-
* Z'*T*Z = ( T11 T12 ) n1
|
580
|
-
* ( 0 T22 ) n2
|
581
|
-
* n1 n2
|
582
|
-
*
|
583
|
-
* where N = n1+n2 and Z' means the transpose of Z. The first n1 columns
|
584
|
-
* of Z span the specified invariant subspace of T.
|
585
|
-
*
|
586
|
-
* If T has been obtained from the real Schur factorization of a matrix
|
587
|
-
* A = Q*T*Q', then the reordered real Schur factorization of A is given
|
588
|
-
* by A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span
|
589
|
-
* the corresponding invariant subspace of A.
|
590
|
-
*
|
591
|
-
* The reciprocal condition number of the average of the eigenvalues of
|
592
|
-
* T11 may be returned in S. S lies between 0 (very badly conditioned)
|
593
|
-
* and 1 (very well conditioned). It is computed as follows. First we
|
594
|
-
* compute R so that
|
595
|
-
*
|
596
|
-
* P = ( I R ) n1
|
597
|
-
* ( 0 0 ) n2
|
598
|
-
* n1 n2
|
599
|
-
*
|
600
|
-
* is the projector on the invariant subspace associated with T11.
|
601
|
-
* R is the solution of the Sylvester equation:
|
602
|
-
*
|
603
|
-
* T11*R - R*T22 = T12.
|
604
|
-
*
|
605
|
-
* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote
|
606
|
-
* the two-norm of M. Then S is computed as the lower bound
|
607
|
-
*
|
608
|
-
* (1 + F-norm(R)**2)**(-1/2)
|
609
|
-
*
|
610
|
-
* on the reciprocal of 2-norm(P), the true reciprocal condition number.
|
611
|
-
* S cannot underestimate 1 / 2-norm(P) by more than a factor of
|
612
|
-
* sqrt(N).
|
613
|
-
*
|
614
|
-
* An approximate error bound for the computed average of the
|
615
|
-
* eigenvalues of T11 is
|
616
|
-
*
|
617
|
-
* EPS * norm(T) / S
|
618
|
-
*
|
619
|
-
* where EPS is the machine precision.
|
620
|
-
*
|
621
|
-
* The reciprocal condition number of the right invariant subspace
|
622
|
-
* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP.
|
623
|
-
* SEP is defined as the separation of T11 and T22:
|
624
|
-
*
|
625
|
-
* sep( T11, T22 ) = sigma-min( C )
|
626
|
-
*
|
627
|
-
* where sigma-min(C) is the smallest singular value of the
|
628
|
-
* n1*n2-by-n1*n2 matrix
|
629
|
-
*
|
630
|
-
* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) )
|
631
|
-
*
|
632
|
-
* I(m) is an m by m identity matrix, and kprod denotes the Kronecker
|
633
|
-
* product. We estimate sigma-min(C) by the reciprocal of an estimate of
|
634
|
-
* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C)
|
635
|
-
* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2).
|
636
|
-
*
|
637
|
-
* When SEP is small, small changes in T can cause large changes in
|
638
|
-
* the invariant subspace. An approximate bound on the maximum angular
|
639
|
-
* error in the computed right invariant subspace is
|
640
|
-
*
|
641
|
-
* EPS * norm(T) / SEP
|
642
|
-
*
|
643
|
-
* =====================================================================
|
644
|
-
*
|
645
|
-
|
646
|
-
|
647
|
-
</PRE>
|
648
|
-
<A HREF="#top">go to the page top</A>
|
649
|
-
|
650
|
-
<A NAME="strsna"></A>
|
651
|
-
<H2>strsna</H2>
|
652
|
-
<PRE>
|
653
|
-
USAGE:
|
654
|
-
s, sep, m, info = NumRu::Lapack.strsna( job, howmny, select, t, vl, vr, [:usage => usage, :help => help])
|
655
|
-
|
656
|
-
|
657
|
-
FORTRAN MANUAL
|
658
|
-
SUBROUTINE STRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, IWORK, INFO )
|
659
|
-
|
660
|
-
* Purpose
|
661
|
-
* =======
|
662
|
-
*
|
663
|
-
* STRSNA estimates reciprocal condition numbers for specified
|
664
|
-
* eigenvalues and/or right eigenvectors of a real upper
|
665
|
-
* quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q
|
666
|
-
* orthogonal).
|
667
|
-
*
|
668
|
-
* T must be in Schur canonical form (as returned by SHSEQR), that is,
|
669
|
-
* block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each
|
670
|
-
* 2-by-2 diagonal block has its diagonal elements equal and its
|
671
|
-
* off-diagonal elements of opposite sign.
|
672
|
-
*
|
673
|
-
|
674
|
-
* Arguments
|
675
|
-
* =========
|
676
|
-
*
|
677
|
-
* JOB (input) CHARACTER*1
|
678
|
-
* Specifies whether condition numbers are required for
|
679
|
-
* eigenvalues (S) or eigenvectors (SEP):
|
680
|
-
* = 'E': for eigenvalues only (S);
|
681
|
-
* = 'V': for eigenvectors only (SEP);
|
682
|
-
* = 'B': for both eigenvalues and eigenvectors (S and SEP).
|
683
|
-
*
|
684
|
-
* HOWMNY (input) CHARACTER*1
|
685
|
-
* = 'A': compute condition numbers for all eigenpairs;
|
686
|
-
* = 'S': compute condition numbers for selected eigenpairs
|
687
|
-
* specified by the array SELECT.
|
688
|
-
*
|
689
|
-
* SELECT (input) LOGICAL array, dimension (N)
|
690
|
-
* If HOWMNY = 'S', SELECT specifies the eigenpairs for which
|
691
|
-
* condition numbers are required. To select condition numbers
|
692
|
-
* for the eigenpair corresponding to a real eigenvalue w(j),
|
693
|
-
* SELECT(j) must be set to .TRUE.. To select condition numbers
|
694
|
-
* corresponding to a complex conjugate pair of eigenvalues w(j)
|
695
|
-
* and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be
|
696
|
-
* set to .TRUE..
|
697
|
-
* If HOWMNY = 'A', SELECT is not referenced.
|
698
|
-
*
|
699
|
-
* N (input) INTEGER
|
700
|
-
* The order of the matrix T. N >= 0.
|
701
|
-
*
|
702
|
-
* T (input) REAL array, dimension (LDT,N)
|
703
|
-
* The upper quasi-triangular matrix T, in Schur canonical form.
|
704
|
-
*
|
705
|
-
* LDT (input) INTEGER
|
706
|
-
* The leading dimension of the array T. LDT >= max(1,N).
|
707
|
-
*
|
708
|
-
* VL (input) REAL array, dimension (LDVL,M)
|
709
|
-
* If JOB = 'E' or 'B', VL must contain left eigenvectors of T
|
710
|
-
* (or of any Q*T*Q**T with Q orthogonal), corresponding to the
|
711
|
-
* eigenpairs specified by HOWMNY and SELECT. The eigenvectors
|
712
|
-
* must be stored in consecutive columns of VL, as returned by
|
713
|
-
* SHSEIN or STREVC.
|
714
|
-
* If JOB = 'V', VL is not referenced.
|
715
|
-
*
|
716
|
-
* LDVL (input) INTEGER
|
717
|
-
* The leading dimension of the array VL.
|
718
|
-
* LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
|
719
|
-
*
|
720
|
-
* VR (input) REAL array, dimension (LDVR,M)
|
721
|
-
* If JOB = 'E' or 'B', VR must contain right eigenvectors of T
|
722
|
-
* (or of any Q*T*Q**T with Q orthogonal), corresponding to the
|
723
|
-
* eigenpairs specified by HOWMNY and SELECT. The eigenvectors
|
724
|
-
* must be stored in consecutive columns of VR, as returned by
|
725
|
-
* SHSEIN or STREVC.
|
726
|
-
* If JOB = 'V', VR is not referenced.
|
727
|
-
*
|
728
|
-
* LDVR (input) INTEGER
|
729
|
-
* The leading dimension of the array VR.
|
730
|
-
* LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
|
731
|
-
*
|
732
|
-
* S (output) REAL array, dimension (MM)
|
733
|
-
* If JOB = 'E' or 'B', the reciprocal condition numbers of the
|
734
|
-
* selected eigenvalues, stored in consecutive elements of the
|
735
|
-
* array. For a complex conjugate pair of eigenvalues two
|
736
|
-
* consecutive elements of S are set to the same value. Thus
|
737
|
-
* S(j), SEP(j), and the j-th columns of VL and VR all
|
738
|
-
* correspond to the same eigenpair (but not in general the
|
739
|
-
* j-th eigenpair, unless all eigenpairs are selected).
|
740
|
-
* If JOB = 'V', S is not referenced.
|
741
|
-
*
|
742
|
-
* SEP (output) REAL array, dimension (MM)
|
743
|
-
* If JOB = 'V' or 'B', the estimated reciprocal condition
|
744
|
-
* numbers of the selected eigenvectors, stored in consecutive
|
745
|
-
* elements of the array. For a complex eigenvector two
|
746
|
-
* consecutive elements of SEP are set to the same value. If
|
747
|
-
* the eigenvalues cannot be reordered to compute SEP(j), SEP(j)
|
748
|
-
* is set to 0; this can only occur when the true value would be
|
749
|
-
* very small anyway.
|
750
|
-
* If JOB = 'E', SEP is not referenced.
|
751
|
-
*
|
752
|
-
* MM (input) INTEGER
|
753
|
-
* The number of elements in the arrays S (if JOB = 'E' or 'B')
|
754
|
-
* and/or SEP (if JOB = 'V' or 'B'). MM >= M.
|
755
|
-
*
|
756
|
-
* M (output) INTEGER
|
757
|
-
* The number of elements of the arrays S and/or SEP actually
|
758
|
-
* used to store the estimated condition numbers.
|
759
|
-
* If HOWMNY = 'A', M is set to N.
|
760
|
-
*
|
761
|
-
* WORK (workspace) REAL array, dimension (LDWORK,N+6)
|
762
|
-
* If JOB = 'E', WORK is not referenced.
|
763
|
-
*
|
764
|
-
* LDWORK (input) INTEGER
|
765
|
-
* The leading dimension of the array WORK.
|
766
|
-
* LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
|
767
|
-
*
|
768
|
-
* IWORK (workspace) INTEGER array, dimension (2*(N-1))
|
769
|
-
* If JOB = 'E', IWORK is not referenced.
|
770
|
-
*
|
771
|
-
* INFO (output) INTEGER
|
772
|
-
* = 0: successful exit
|
773
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
774
|
-
*
|
775
|
-
|
776
|
-
* Further Details
|
777
|
-
* ===============
|
778
|
-
*
|
779
|
-
* The reciprocal of the condition number of an eigenvalue lambda is
|
780
|
-
* defined as
|
781
|
-
*
|
782
|
-
* S(lambda) = |v'*u| / (norm(u)*norm(v))
|
783
|
-
*
|
784
|
-
* where u and v are the right and left eigenvectors of T corresponding
|
785
|
-
* to lambda; v' denotes the conjugate-transpose of v, and norm(u)
|
786
|
-
* denotes the Euclidean norm. These reciprocal condition numbers always
|
787
|
-
* lie between zero (very badly conditioned) and one (very well
|
788
|
-
* conditioned). If n = 1, S(lambda) is defined to be 1.
|
789
|
-
*
|
790
|
-
* An approximate error bound for a computed eigenvalue W(i) is given by
|
791
|
-
*
|
792
|
-
* EPS * norm(T) / S(i)
|
793
|
-
*
|
794
|
-
* where EPS is the machine precision.
|
795
|
-
*
|
796
|
-
* The reciprocal of the condition number of the right eigenvector u
|
797
|
-
* corresponding to lambda is defined as follows. Suppose
|
798
|
-
*
|
799
|
-
* T = ( lambda c )
|
800
|
-
* ( 0 T22 )
|
801
|
-
*
|
802
|
-
* Then the reciprocal condition number is
|
803
|
-
*
|
804
|
-
* SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
|
805
|
-
*
|
806
|
-
* where sigma-min denotes the smallest singular value. We approximate
|
807
|
-
* the smallest singular value by the reciprocal of an estimate of the
|
808
|
-
* one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is
|
809
|
-
* defined to be abs(T(1,1)).
|
810
|
-
*
|
811
|
-
* An approximate error bound for a computed right eigenvector VR(i)
|
812
|
-
* is given by
|
813
|
-
*
|
814
|
-
* EPS * norm(T) / SEP(i)
|
815
|
-
*
|
816
|
-
* =====================================================================
|
817
|
-
*
|
818
|
-
|
819
|
-
|
820
|
-
</PRE>
|
821
|
-
<A HREF="#top">go to the page top</A>
|
822
|
-
|
823
|
-
<A NAME="strsyl"></A>
|
824
|
-
<H2>strsyl</H2>
|
825
|
-
<PRE>
|
826
|
-
USAGE:
|
827
|
-
scale, info, c = NumRu::Lapack.strsyl( trana, tranb, isgn, a, b, c, [:usage => usage, :help => help])
|
828
|
-
|
829
|
-
|
830
|
-
FORTRAN MANUAL
|
831
|
-
SUBROUTINE STRSYL( TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO )
|
832
|
-
|
833
|
-
* Purpose
|
834
|
-
* =======
|
835
|
-
*
|
836
|
-
* STRSYL solves the real Sylvester matrix equation:
|
837
|
-
*
|
838
|
-
* op(A)*X + X*op(B) = scale*C or
|
839
|
-
* op(A)*X - X*op(B) = scale*C,
|
840
|
-
*
|
841
|
-
* where op(A) = A or A**T, and A and B are both upper quasi-
|
842
|
-
* triangular. A is M-by-M and B is N-by-N; the right hand side C and
|
843
|
-
* the solution X are M-by-N; and scale is an output scale factor, set
|
844
|
-
* <= 1 to avoid overflow in X.
|
845
|
-
*
|
846
|
-
* A and B must be in Schur canonical form (as returned by SHSEQR), that
|
847
|
-
* is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks;
|
848
|
-
* each 2-by-2 diagonal block has its diagonal elements equal and its
|
849
|
-
* off-diagonal elements of opposite sign.
|
850
|
-
*
|
851
|
-
|
852
|
-
* Arguments
|
853
|
-
* =========
|
854
|
-
*
|
855
|
-
* TRANA (input) CHARACTER*1
|
856
|
-
* Specifies the option op(A):
|
857
|
-
* = 'N': op(A) = A (No transpose)
|
858
|
-
* = 'T': op(A) = A**T (Transpose)
|
859
|
-
* = 'C': op(A) = A**H (Conjugate transpose = Transpose)
|
860
|
-
*
|
861
|
-
* TRANB (input) CHARACTER*1
|
862
|
-
* Specifies the option op(B):
|
863
|
-
* = 'N': op(B) = B (No transpose)
|
864
|
-
* = 'T': op(B) = B**T (Transpose)
|
865
|
-
* = 'C': op(B) = B**H (Conjugate transpose = Transpose)
|
866
|
-
*
|
867
|
-
* ISGN (input) INTEGER
|
868
|
-
* Specifies the sign in the equation:
|
869
|
-
* = +1: solve op(A)*X + X*op(B) = scale*C
|
870
|
-
* = -1: solve op(A)*X - X*op(B) = scale*C
|
871
|
-
*
|
872
|
-
* M (input) INTEGER
|
873
|
-
* The order of the matrix A, and the number of rows in the
|
874
|
-
* matrices X and C. M >= 0.
|
875
|
-
*
|
876
|
-
* N (input) INTEGER
|
877
|
-
* The order of the matrix B, and the number of columns in the
|
878
|
-
* matrices X and C. N >= 0.
|
879
|
-
*
|
880
|
-
* A (input) REAL array, dimension (LDA,M)
|
881
|
-
* The upper quasi-triangular matrix A, in Schur canonical form.
|
882
|
-
*
|
883
|
-
* LDA (input) INTEGER
|
884
|
-
* The leading dimension of the array A. LDA >= max(1,M).
|
885
|
-
*
|
886
|
-
* B (input) REAL array, dimension (LDB,N)
|
887
|
-
* The upper quasi-triangular matrix B, in Schur canonical form.
|
888
|
-
*
|
889
|
-
* LDB (input) INTEGER
|
890
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
891
|
-
*
|
892
|
-
* C (input/output) REAL array, dimension (LDC,N)
|
893
|
-
* On entry, the M-by-N right hand side matrix C.
|
894
|
-
* On exit, C is overwritten by the solution matrix X.
|
895
|
-
*
|
896
|
-
* LDC (input) INTEGER
|
897
|
-
* The leading dimension of the array C. LDC >= max(1,M)
|
898
|
-
*
|
899
|
-
* SCALE (output) REAL
|
900
|
-
* The scale factor, scale, set <= 1 to avoid overflow in X.
|
901
|
-
*
|
902
|
-
* INFO (output) INTEGER
|
903
|
-
* = 0: successful exit
|
904
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
905
|
-
* = 1: A and B have common or very close eigenvalues; perturbed
|
906
|
-
* values were used to solve the equation (but the matrices
|
907
|
-
* A and B are unchanged).
|
908
|
-
*
|
909
|
-
|
910
|
-
* =====================================================================
|
911
|
-
*
|
912
|
-
|
913
|
-
|
914
|
-
</PRE>
|
915
|
-
<A HREF="#top">go to the page top</A>
|
916
|
-
|
917
|
-
<A NAME="strti2"></A>
|
918
|
-
<H2>strti2</H2>
|
919
|
-
<PRE>
|
920
|
-
USAGE:
|
921
|
-
info, a = NumRu::Lapack.strti2( uplo, diag, a, [:usage => usage, :help => help])
|
922
|
-
|
923
|
-
|
924
|
-
FORTRAN MANUAL
|
925
|
-
SUBROUTINE STRTI2( UPLO, DIAG, N, A, LDA, INFO )
|
926
|
-
|
927
|
-
* Purpose
|
928
|
-
* =======
|
929
|
-
*
|
930
|
-
* STRTI2 computes the inverse of a real upper or lower triangular
|
931
|
-
* matrix.
|
932
|
-
*
|
933
|
-
* This is the Level 2 BLAS version of the algorithm.
|
934
|
-
*
|
935
|
-
|
936
|
-
* Arguments
|
937
|
-
* =========
|
938
|
-
*
|
939
|
-
* UPLO (input) CHARACTER*1
|
940
|
-
* Specifies whether the matrix A is upper or lower triangular.
|
941
|
-
* = 'U': Upper triangular
|
942
|
-
* = 'L': Lower triangular
|
943
|
-
*
|
944
|
-
* DIAG (input) CHARACTER*1
|
945
|
-
* Specifies whether or not the matrix A is unit triangular.
|
946
|
-
* = 'N': Non-unit triangular
|
947
|
-
* = 'U': Unit triangular
|
948
|
-
*
|
949
|
-
* N (input) INTEGER
|
950
|
-
* The order of the matrix A. N >= 0.
|
951
|
-
*
|
952
|
-
* A (input/output) REAL array, dimension (LDA,N)
|
953
|
-
* On entry, the triangular matrix A. If UPLO = 'U', the
|
954
|
-
* leading n by n upper triangular part of the array A contains
|
955
|
-
* the upper triangular matrix, and the strictly lower
|
956
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
957
|
-
* leading n by n lower triangular part of the array A contains
|
958
|
-
* the lower triangular matrix, and the strictly upper
|
959
|
-
* triangular part of A is not referenced. If DIAG = 'U', the
|
960
|
-
* diagonal elements of A are also not referenced and are
|
961
|
-
* assumed to be 1.
|
962
|
-
*
|
963
|
-
* On exit, the (triangular) inverse of the original matrix, in
|
964
|
-
* the same storage format.
|
965
|
-
*
|
966
|
-
* LDA (input) INTEGER
|
967
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
968
|
-
*
|
969
|
-
* INFO (output) INTEGER
|
970
|
-
* = 0: successful exit
|
971
|
-
* < 0: if INFO = -k, the k-th argument had an illegal value
|
972
|
-
*
|
973
|
-
|
974
|
-
* =====================================================================
|
975
|
-
*
|
976
|
-
|
977
|
-
|
978
|
-
</PRE>
|
979
|
-
<A HREF="#top">go to the page top</A>
|
980
|
-
|
981
|
-
<A NAME="strtri"></A>
|
982
|
-
<H2>strtri</H2>
|
983
|
-
<PRE>
|
984
|
-
USAGE:
|
985
|
-
info, a = NumRu::Lapack.strtri( uplo, diag, a, [:usage => usage, :help => help])
|
986
|
-
|
987
|
-
|
988
|
-
FORTRAN MANUAL
|
989
|
-
SUBROUTINE STRTRI( UPLO, DIAG, N, A, LDA, INFO )
|
990
|
-
|
991
|
-
* Purpose
|
992
|
-
* =======
|
993
|
-
*
|
994
|
-
* STRTRI computes the inverse of a real upper or lower triangular
|
995
|
-
* matrix A.
|
996
|
-
*
|
997
|
-
* This is the Level 3 BLAS version of the algorithm.
|
998
|
-
*
|
999
|
-
|
1000
|
-
* Arguments
|
1001
|
-
* =========
|
1002
|
-
*
|
1003
|
-
* UPLO (input) CHARACTER*1
|
1004
|
-
* = 'U': A is upper triangular;
|
1005
|
-
* = 'L': A is lower triangular.
|
1006
|
-
*
|
1007
|
-
* DIAG (input) CHARACTER*1
|
1008
|
-
* = 'N': A is non-unit triangular;
|
1009
|
-
* = 'U': A is unit triangular.
|
1010
|
-
*
|
1011
|
-
* N (input) INTEGER
|
1012
|
-
* The order of the matrix A. N >= 0.
|
1013
|
-
*
|
1014
|
-
* A (input/output) REAL array, dimension (LDA,N)
|
1015
|
-
* On entry, the triangular matrix A. If UPLO = 'U', the
|
1016
|
-
* leading N-by-N upper triangular part of the array A contains
|
1017
|
-
* the upper triangular matrix, and the strictly lower
|
1018
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
1019
|
-
* leading N-by-N lower triangular part of the array A contains
|
1020
|
-
* the lower triangular matrix, and the strictly upper
|
1021
|
-
* triangular part of A is not referenced. If DIAG = 'U', the
|
1022
|
-
* diagonal elements of A are also not referenced and are
|
1023
|
-
* assumed to be 1.
|
1024
|
-
* On exit, the (triangular) inverse of the original matrix, in
|
1025
|
-
* the same storage format.
|
1026
|
-
*
|
1027
|
-
* LDA (input) INTEGER
|
1028
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1029
|
-
*
|
1030
|
-
* INFO (output) INTEGER
|
1031
|
-
* = 0: successful exit
|
1032
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1033
|
-
* > 0: if INFO = i, A(i,i) is exactly zero. The triangular
|
1034
|
-
* matrix is singular and its inverse can not be computed.
|
1035
|
-
*
|
1036
|
-
|
1037
|
-
* =====================================================================
|
1038
|
-
*
|
1039
|
-
|
1040
|
-
|
1041
|
-
</PRE>
|
1042
|
-
<A HREF="#top">go to the page top</A>
|
1043
|
-
|
1044
|
-
<A NAME="strtrs"></A>
|
1045
|
-
<H2>strtrs</H2>
|
1046
|
-
<PRE>
|
1047
|
-
USAGE:
|
1048
|
-
info, b = NumRu::Lapack.strtrs( uplo, trans, diag, a, b, [:usage => usage, :help => help])
|
1049
|
-
|
1050
|
-
|
1051
|
-
FORTRAN MANUAL
|
1052
|
-
SUBROUTINE STRTRS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, INFO )
|
1053
|
-
|
1054
|
-
* Purpose
|
1055
|
-
* =======
|
1056
|
-
*
|
1057
|
-
* STRTRS solves a triangular system of the form
|
1058
|
-
*
|
1059
|
-
* A * X = B or A**T * X = B,
|
1060
|
-
*
|
1061
|
-
* where A is a triangular matrix of order N, and B is an N-by-NRHS
|
1062
|
-
* matrix. A check is made to verify that A is nonsingular.
|
1063
|
-
*
|
1064
|
-
|
1065
|
-
* Arguments
|
1066
|
-
* =========
|
1067
|
-
*
|
1068
|
-
* UPLO (input) CHARACTER*1
|
1069
|
-
* = 'U': A is upper triangular;
|
1070
|
-
* = 'L': A is lower triangular.
|
1071
|
-
*
|
1072
|
-
* TRANS (input) CHARACTER*1
|
1073
|
-
* Specifies the form of the system of equations:
|
1074
|
-
* = 'N': A * X = B (No transpose)
|
1075
|
-
* = 'T': A**T * X = B (Transpose)
|
1076
|
-
* = 'C': A**H * X = B (Conjugate transpose = Transpose)
|
1077
|
-
*
|
1078
|
-
* DIAG (input) CHARACTER*1
|
1079
|
-
* = 'N': A is non-unit triangular;
|
1080
|
-
* = 'U': A is unit triangular.
|
1081
|
-
*
|
1082
|
-
* N (input) INTEGER
|
1083
|
-
* The order of the matrix A. N >= 0.
|
1084
|
-
*
|
1085
|
-
* NRHS (input) INTEGER
|
1086
|
-
* The number of right hand sides, i.e., the number of columns
|
1087
|
-
* of the matrix B. NRHS >= 0.
|
1088
|
-
*
|
1089
|
-
* A (input) REAL array, dimension (LDA,N)
|
1090
|
-
* The triangular matrix A. If UPLO = 'U', the leading N-by-N
|
1091
|
-
* upper triangular part of the array A contains the upper
|
1092
|
-
* triangular matrix, and the strictly lower triangular part of
|
1093
|
-
* A is not referenced. If UPLO = 'L', the leading N-by-N lower
|
1094
|
-
* triangular part of the array A contains the lower triangular
|
1095
|
-
* matrix, and the strictly upper triangular part of A is not
|
1096
|
-
* referenced. If DIAG = 'U', the diagonal elements of A are
|
1097
|
-
* also not referenced and are assumed to be 1.
|
1098
|
-
*
|
1099
|
-
* LDA (input) INTEGER
|
1100
|
-
* The leading dimension of the array A. LDA >= max(1,N).
|
1101
|
-
*
|
1102
|
-
* B (input/output) REAL array, dimension (LDB,NRHS)
|
1103
|
-
* On entry, the right hand side matrix B.
|
1104
|
-
* On exit, if INFO = 0, the solution matrix X.
|
1105
|
-
*
|
1106
|
-
* LDB (input) INTEGER
|
1107
|
-
* The leading dimension of the array B. LDB >= max(1,N).
|
1108
|
-
*
|
1109
|
-
* INFO (output) INTEGER
|
1110
|
-
* = 0: successful exit
|
1111
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1112
|
-
* > 0: if INFO = i, the i-th diagonal element of A is zero,
|
1113
|
-
* indicating that the matrix is singular and the solutions
|
1114
|
-
* X have not been computed.
|
1115
|
-
*
|
1116
|
-
|
1117
|
-
* =====================================================================
|
1118
|
-
*
|
1119
|
-
|
1120
|
-
|
1121
|
-
</PRE>
|
1122
|
-
<A HREF="#top">go to the page top</A>
|
1123
|
-
|
1124
|
-
<A NAME="strttf"></A>
|
1125
|
-
<H2>strttf</H2>
|
1126
|
-
<PRE>
|
1127
|
-
USAGE:
|
1128
|
-
arf, info = NumRu::Lapack.strttf( transr, uplo, a, [:usage => usage, :help => help])
|
1129
|
-
|
1130
|
-
|
1131
|
-
FORTRAN MANUAL
|
1132
|
-
SUBROUTINE STRTTF( TRANSR, UPLO, N, A, LDA, ARF, INFO )
|
1133
|
-
|
1134
|
-
* Purpose
|
1135
|
-
* =======
|
1136
|
-
*
|
1137
|
-
* STRTTF copies a triangular matrix A from standard full format (TR)
|
1138
|
-
* to rectangular full packed format (TF) .
|
1139
|
-
*
|
1140
|
-
|
1141
|
-
* Arguments
|
1142
|
-
* =========
|
1143
|
-
*
|
1144
|
-
* TRANSR (input) CHARACTER*1
|
1145
|
-
* = 'N': ARF in Normal form is wanted;
|
1146
|
-
* = 'T': ARF in Transpose form is wanted.
|
1147
|
-
*
|
1148
|
-
* UPLO (input) CHARACTER*1
|
1149
|
-
* = 'U': Upper triangle of A is stored;
|
1150
|
-
* = 'L': Lower triangle of A is stored.
|
1151
|
-
*
|
1152
|
-
* N (input) INTEGER
|
1153
|
-
* The order of the matrix A. N >= 0.
|
1154
|
-
*
|
1155
|
-
* A (input) REAL array, dimension (LDA,N).
|
1156
|
-
* On entry, the triangular matrix A. If UPLO = 'U', the
|
1157
|
-
* leading N-by-N upper triangular part of the array A contains
|
1158
|
-
* the upper triangular matrix, and the strictly lower
|
1159
|
-
* triangular part of A is not referenced. If UPLO = 'L', the
|
1160
|
-
* leading N-by-N lower triangular part of the array A contains
|
1161
|
-
* the lower triangular matrix, and the strictly upper
|
1162
|
-
* triangular part of A is not referenced.
|
1163
|
-
*
|
1164
|
-
* LDA (input) INTEGER
|
1165
|
-
* The leading dimension of the matrix A. LDA >= max(1,N).
|
1166
|
-
*
|
1167
|
-
* ARF (output) REAL array, dimension (NT).
|
1168
|
-
* NT=N*(N+1)/2. On exit, the triangular matrix A in RFP format.
|
1169
|
-
*
|
1170
|
-
* INFO (output) INTEGER
|
1171
|
-
* = 0: successful exit
|
1172
|
-
* < 0: if INFO = -i, the i-th argument had an illegal value
|
1173
|
-
*
|
1174
|
-
|
1175
|
-
* Further Details
|
1176
|
-
* ===============
|
1177
|
-
*
|
1178
|
-
* We first consider Rectangular Full Packed (RFP) Format when N is
|
1179
|
-
* even. We give an example where N = 6.
|
1180
|
-
*
|
1181
|
-
* AP is Upper AP is Lower
|
1182
|
-
*
|
1183
|
-
* 00 01 02 03 04 05 00
|
1184
|
-
* 11 12 13 14 15 10 11
|
1185
|
-
* 22 23 24 25 20 21 22
|
1186
|
-
* 33 34 35 30 31 32 33
|
1187
|
-
* 44 45 40 41 42 43 44
|
1188
|
-
* 55 50 51 52 53 54 55
|
1189
|
-
*
|
1190
|
-
*
|
1191
|
-
* Let TRANSR = 'N'. RFP holds AP as follows:
|
1192
|
-
* For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
|
1193
|
-
* three columns of AP upper. The lower triangle A(4:6,0:2) consists of
|
1194
|
-
* the transpose of the first three columns of AP upper.
|
1195
|
-
* For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
|
1196
|
-
* three columns of AP lower. The upper triangle A(0:2,0:2) consists of
|
1197
|
-
* the transpose of the last three columns of AP lower.
|
1198
|
-
* This covers the case N even and TRANSR = 'N'.
|
1199
|
-
*
|
1200
|
-
* RFP A RFP A
|
1201
|
-
*
|
1202
|
-
* 03 04 05 33 43 53
|
1203
|
-
* 13 14 15 00 44 54
|
1204
|
-
* 23 24 25 10 11 55
|
1205
|
-
* 33 34 35 20 21 22
|
1206
|
-
* 00 44 45 30 31 32
|
1207
|
-
* 01 11 55 40 41 42
|
1208
|
-
* 02 12 22 50 51 52
|
1209
|
-
*
|
1210
|
-
* Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
|
1211
|
-
* transpose of RFP A above. One therefore gets:
|
1212
|
-
*
|
1213
|
-
*
|
1214
|
-
* RFP A RFP A
|
1215
|
-
*
|
1216
|
-
* 03 13 23 33 00 01 02 33 00 10 20 30 40 50
|
1217
|
-
* 04 14 24 34 44 11 12 43 44 11 21 31 41 51
|
1218
|
-
* 05 15 25 35 45 55 22 53 54 55 22 32 42 52
|
1219
|
-
*
|
1220
|
-
*
|
1221
|
-
* We then consider Rectangular Full Packed (RFP) Format when N is
|
1222
|
-
* odd. We give an example where N = 5.
|
1223
|
-
*
|
1224
|
-
* AP is Upper AP is Lower
|
1225
|
-
*
|
1226
|
-
* 00 01 02 03 04 00
|
1227
|
-
* 11 12 13 14 10 11
|
1228
|
-
* 22 23 24 20 21 22
|
1229
|
-
* 33 34 30 31 32 33
|
1230
|
-
* 44 40 41 42 43 44
|
1231
|
-
*
|
1232
|
-
*
|
1233
|
-
* Let TRANSR = 'N'. RFP holds AP as follows:
|
1234
|
-
* For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
|
1235
|
-
* three columns of AP upper. The lower triangle A(3:4,0:1) consists of
|
1236
|
-
* the transpose of the first two columns of AP upper.
|
1237
|
-
* For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
|
1238
|
-
* three columns of AP lower. The upper triangle A(0:1,1:2) consists of
|
1239
|
-
* the transpose of the last two columns of AP lower.
|
1240
|
-
* This covers the case N odd and TRANSR = 'N'.
|
1241
|
-
*
|
1242
|
-
* RFP A RFP A
|
1243
|
-
*
|
1244
|
-
* 02 03 04 00 33 43
|
1245
|
-
* 12 13 14 10 11 44
|
1246
|
-
* 22 23 24 20 21 22
|
1247
|
-
* 00 33 34 30 31 32
|
1248
|
-
* 01 11 44 40 41 42
|
1249
|
-
*
|
1250
|
-
* Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
|
1251
|
-
* transpose of RFP A above. One therefore gets:
|
1252
|
-
*
|
1253
|
-
* RFP A RFP A
|
1254
|
-
*
|
1255
|
-
* 02 12 22 00 01 00 10 20 30 40 50
|
1256
|
-
* 03 13 23 33 11 33 11 21 31 41 51
|
1257
|
-
* 04 14 24 34 44 43 44 22 32 42 52
|
1258
|
-
*
|
1259
|
-
* Reference
|
1260
|
-
* =========
|
1261
|
-
*
|
1262
|
-
* =====================================================================
|
1263
|
-
*
|
1264
|
-
* ..
|
1265
|
-
* .. Local Scalars ..
|
1266
|
-
LOGICAL LOWER, NISODD, NORMALTRANSR
|
1267
|
-
INTEGER I, IJ, J, K, L, N1, N2, NT, NX2, NP1X2
|
1268
|
-
* ..
|
1269
|
-
* .. External Functions ..
|
1270
|
-
LOGICAL LSAME
|
1271
|
-
EXTERNAL LSAME
|
1272
|
-
* ..
|
1273
|
-
* .. External Subroutines ..
|
1274
|
-
EXTERNAL XERBLA
|
1275
|
-
* ..
|
1276
|
-
* .. Intrinsic Functions ..
|
1277
|
-
INTRINSIC MAX, MOD
|
1278
|
-
* ..
|
1279
|
-
|
1280
|
-
|
1281
|
-
</PRE>
|
1282
|
-
<A HREF="#top">go to the page top</A>
|
1283
|
-
|
1284
|
-
<A NAME="strttp"></A>
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<H2>strttp</H2>
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<PRE>
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USAGE:
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ap, info = NumRu::Lapack.strttp( uplo, a, [:usage => usage, :help => help])
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FORTRAN MANUAL
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SUBROUTINE STRTTP( UPLO, N, A, LDA, AP, INFO )
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* Purpose
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* =======
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*
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* STRTTP copies a triangular matrix A from full format (TR) to standard
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* packed format (TP).
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*
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1301
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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': A is upper triangular.
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* = 'L': A is lower triangular.
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*
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* N (input) INTEGER
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* The order of the matrices AP and A. N >= 0.
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*
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* A (input) REAL array, dimension (LDA,N)
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* On exit, the triangular matrix A. If UPLO = 'U', the leading
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* N-by-N upper triangular part of A contains the upper
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* triangular part of the matrix A, and the strictly lower
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* triangular part of A is not referenced. If UPLO = 'L', the
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* leading N-by-N lower triangular part of A contains the lower
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* triangular part of the matrix A, and the strictly upper
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* triangular part of A is not referenced.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* AP (output) REAL array, dimension (N*(N+1)/2
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* On exit, the upper or lower triangular matrix A, packed
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* columnwise in a linear array. The j-th column of A is stored
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* in the array AP as follows:
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* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
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* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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*
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* =====================================================================
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*
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</PRE>
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