RubyGems - ruby-lapack - Versions diffs - 1.4.1a → 1.5 - Mend

ruby-lapack 1.4.1a → 1.5

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-  <HEAD>
-    <TITLE>REAL routines for trapezoidal matrix</TITLE>
-  </HEAD>
-  <BODY>
-    <A NAME="top"></A>
-    <H1>REAL routines for trapezoidal matrix</H1>
-    <UL>
-      <LI><A HREF="#stzrqf">stzrqf</A></LI>
-      <LI><A HREF="#stzrzf">stzrzf</A></LI>
-    </UL>
-    <A NAME="stzrqf"></A>
-    <H2>stzrqf</H2>
-    <PRE>
-USAGE:
-  tau, info, a = NumRu::Lapack.stzrqf( a, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE STZRQF( M, N, A, LDA, TAU, INFO )
-*  Purpose
-*  =======
-*
-*  This routine is deprecated and has been replaced by routine STZRZF.
-*
-*  STZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A
-*  to upper triangular form by means of orthogonal transformations.
-*
-*  The upper trapezoidal matrix A is factored as
-*
-*     A = ( R  0 ) * Z,
-*
-*  where Z is an N-by-N orthogonal matrix and R is an M-by-M upper
-*  triangular matrix.
-*
-*  Arguments
-*  =========
-*
-*  M       (input) INTEGER
-*          The number of rows of the matrix A.  M >= 0.
-*
-*  N       (input) INTEGER
-*          The number of columns of the matrix A.  N >= M.
-*
-*  A       (input/output) REAL array, dimension (LDA,N)
-*          On entry, the leading M-by-N upper trapezoidal part of the
-*          array A must contain the matrix to be factorized.
-*          On exit, the leading M-by-M upper triangular part of A
-*          contains the upper triangular matrix R, and elements M+1 to
-*          N of the first M rows of A, with the array TAU, represent the
-*          orthogonal matrix Z as a product of M elementary reflectors.
-*
-*  LDA     (input) INTEGER
-*          The leading dimension of the array A.  LDA >= max(1,M).
-*
-*  TAU     (output) REAL array, dimension (M)
-*          The scalar factors of the elementary reflectors.
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*
-*  Further Details
-*  ===============
-*
-*  The factorization is obtained by Householder's method.  The kth
-*  transformation matrix, Z( k ), which is used to introduce zeros into
-*  the ( m - k + 1 )th row of A, is given in the form
-*
-*     Z( k ) = ( I     0   ),
-*              ( 0  T( k ) )
-*
-*  where
-*
-*     T( k ) = I - tau*u( k )*u( k )',   u( k ) = (   1    ),
-*                                                 (   0    )
-*                                                 ( z( k ) )
-*
-*  tau is a scalar and z( k ) is an ( n - m ) element vector.
-*  tau and z( k ) are chosen to annihilate the elements of the kth row
-*  of X.
-*
-*  The scalar tau is returned in the kth element of TAU and the vector
-*  u( k ) in the kth row of A, such that the elements of z( k ) are
-*  in  a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in
-*  the upper triangular part of A.
-*
-*  Z is given by
-*
-*     Z =  Z( 1 ) * Z( 2 ) * ... * Z( m ).
-*
-*  =====================================================================
-*
-    </PRE>
-    <A HREF="#top">go to the page top</A>
-    <A NAME="stzrzf"></A>
-    <H2>stzrzf</H2>
-    <PRE>
-USAGE:
-  tau, work, info, a = NumRu::Lapack.stzrzf( a, [:lwork => lwork, :usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE STZRZF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
-*  Purpose
-*  =======
-*
-*  STZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A
-*  to upper triangular form by means of orthogonal transformations.
-*
-*  The upper trapezoidal matrix A is factored as
-*
-*     A = ( R  0 ) * Z,
-*
-*  where Z is an N-by-N orthogonal matrix and R is an M-by-M upper
-*  triangular matrix.
-*
-*  Arguments
-*  =========
-*
-*  M       (input) INTEGER
-*          The number of rows of the matrix A.  M >= 0.
-*
-*  N       (input) INTEGER
-*          The number of columns of the matrix A.  N >= M.
-*
-*  A       (input/output) REAL array, dimension (LDA,N)
-*          On entry, the leading M-by-N upper trapezoidal part of the
-*          array A must contain the matrix to be factorized.
-*          On exit, the leading M-by-M upper triangular part of A
-*          contains the upper triangular matrix R, and elements M+1 to
-*          N of the first M rows of A, with the array TAU, represent the
-*          orthogonal matrix Z as a product of M elementary reflectors.
-*
-*  LDA     (input) INTEGER
-*          The leading dimension of the array A.  LDA >= max(1,M).
-*
-*  TAU     (output) REAL array, dimension (M)
-*          The scalar factors of the elementary reflectors.
-*
-*  WORK    (workspace/output) REAL array, dimension (MAX(1,LWORK))
-*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
-*
-*  LWORK   (input) INTEGER
-*          The dimension of the array WORK.  LWORK >= max(1,M).
-*          For optimum performance LWORK >= M*NB, where NB is
-*          the optimal blocksize.
-*
-*          If LWORK = -1, then a workspace query is assumed; the routine
-*          only calculates the optimal size of the WORK array, returns
-*          this value as the first entry of the WORK array, and no error
-*          message related to LWORK is issued by XERBLA.
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  if INFO = -i, the i-th argument had an illegal value
-*
-*  Further Details
-*  ===============
-*
-*  Based on contributions by
-*    A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
-*
-*  The factorization is obtained by Householder's method.  The kth
-*  transformation matrix, Z( k ), which is used to introduce zeros into
-*  the ( m - k + 1 )th row of A, is given in the form
-*
-*     Z( k ) = ( I     0   ),
-*              ( 0  T( k ) )
-*
-*  where
-*
-*     T( k ) = I - tau*u( k )*u( k )',   u( k ) = (   1    ),
-*                                                 (   0    )
-*                                                 ( z( k ) )
-*
-*  tau is a scalar and z( k ) is an ( n - m ) element vector.
-*  tau and z( k ) are chosen to annihilate the elements of the kth row
-*  of X.
-*
-*  The scalar tau is returned in the kth element of TAU and the vector
-*  u( k ) in the kth row of A, such that the elements of z( k ) are
-*  in  a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in
-*  the upper triangular part of A.
-*
-*  Z is given by
-*
-*     Z =  Z( 1 ) * Z( 2 ) * ... * Z( m ).
-*
-*  =====================================================================
-*
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-    <H1>symmetric routines</H1>
-    <UL>
-      <LI><A HREF="ssy.html">S: REAL</A></LI>
-      <LI><A HREF="dsy.html">D: DOUBLE PRECISION</A></LI>
-      <LI><A HREF="csy.html">C: COMPLEX</A></LI>
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-    <TITLE>triangular band routines</TITLE>
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-    <H1>triangular band routines</H1>
-    <UL>
-      <LI><A HREF="stb.html">S: REAL</A></LI>
-      <LI><A HREF="dtb.html">D: DOUBLE PRECISION</A></LI>
-      <LI><A HREF="ctb.html">C: COMPLEX</A></LI>
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-    <H1>triangular matrices, generalized problem (i.e., a pair of triangular matrices) routines</H1>
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-      <LI><A HREF="stg.html">S: REAL</A></LI>
-      <LI><A HREF="dtg.html">D: DOUBLE PRECISION</A></LI>
-      <LI><A HREF="ctg.html">C: COMPLEX</A></LI>
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-    <H1>triangular, packed storage routines</H1>
-    <UL>
-      <LI><A HREF="stp.html">S: REAL</A></LI>
-      <LI><A HREF="dtp.html">D: DOUBLE PRECISION</A></LI>
-      <LI><A HREF="ctp.html">C: COMPLEX</A></LI>
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-    <TITLE>triangular (or in some cases quasi-triangular) routines</TITLE>
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-    <H1>triangular (or in some cases quasi-triangular) routines</H1>
-    <UL>
-      <LI><A HREF="str.html">S: REAL</A></LI>
-      <LI><A HREF="dtr.html">D: DOUBLE PRECISION</A></LI>
-      <LI><A HREF="ctr.html">C: COMPLEX</A></LI>
-      <LI><A HREF="ztr.html">Z: COMPLEX*16 or DOUBLE COMPLEX</A></LI>
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-    <TITLE>trapezoidal routines</TITLE>
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-    <H1>trapezoidal routines</H1>
-    <UL>
-      <LI><A HREF="stz.html">S: REAL</A></LI>
-      <LI><A HREF="dtz.html">D: DOUBLE PRECISION</A></LI>
-      <LI><A HREF="ctz.html">C: COMPLEX</A></LI>
-      <LI><A HREF="ztz.html">Z: COMPLEX*16 or DOUBLE COMPLEX</A></LI>
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-    <TITLE>(complex) unitary routines</TITLE>
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-    <H1>(complex) unitary routines</H1>
-    <UL>
-      <LI><A HREF="cun.html">C: COMPLEX</A></LI>
-      <LI><A HREF="zun.html">Z: COMPLEX*16 or DOUBLE COMPLEX</A></LI>
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-    <TITLE>(complex) unitary, packed storageBDbidiagonal routines</TITLE>
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-    <H1>(complex) unitary, packed storageBDbidiagonal routines</H1>
-    <UL>
-      <LI><A HREF="cup.html">C: COMPLEX</A></LI>
-      <LI><A HREF="zup.html">Z: COMPLEX*16 or DOUBLE COMPLEX</A></LI>
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-    <H1>COMPLEX*16 or DOUBLE COMPLEX routines</H1>
-    <UL>
-      <LI><A HREF="zbd.html">BD: bidiagonal</A></LI>
-      <LI><A HREF="zgb.html">GB: general band</A></LI>
-      <LI><A HREF="zge.html">GE: general (i.e., unsymmetric, in some cases rectangular)</A></LI>
-      <LI><A HREF="zgg.html">GG: general matrices, generalized problem (i.e., a pair of general matrices)</A></LI>
-      <LI><A HREF="zgt.html">GT: general tridiagonal</A></LI>
-      <LI><A HREF="zhb.html">HB: (complex) Hermitian band</A></LI>
-      <LI><A HREF="zhe.html">HE: (complex) Hermitian</A></LI>
-      <LI><A HREF="zhg.html">HG: upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix)</A></LI>
-      <LI><A HREF="zhp.html">HP: (complex) Hermitian, packed storage</A></LI>
-      <LI><A HREF="zhs.html">HS: upper Hessenberg</A></LI>
-      <LI><A HREF="zpb.html">PB: symmetric or Hermitian positive definite band</A></LI>
-      <LI><A HREF="zpo.html">PO: symmetric or Hermitian positive definite</A></LI>
-      <LI><A HREF="zpp.html">PP: symmetric or Hermitian positive definite, packed storage</A></LI>
-      <LI><A HREF="zpt.html">PT: symmetric or Hermitian positive definite tridiagonal</A></LI>
-      <LI><A HREF="zsp.html">SP: symmetric, packed storage</A></LI>
-      <LI><A HREF="zst.html">ST: (real) symmetric tridiagonal</A></LI>
-      <LI><A HREF="zsy.html">SY: symmetric</A></LI>
-      <LI><A HREF="ztb.html">TB: triangular band</A></LI>
-      <LI><A HREF="ztg.html">TG: triangular matrices, generalized problem (i.e., a pair of triangular matrices)</A></LI>
-      <LI><A HREF="ztp.html">TP: triangular, packed storage</A></LI>
-      <LI><A HREF="ztr.html">TR: triangular (or in some cases quasi-triangular)</A></LI>
-      <LI><A HREF="ztz.html">TZ: trapezoidal</A></LI>
-      <LI><A HREF="zun.html">UN: (complex) unitary</A></LI>
-      <LI><A HREF="zup.html">UP: (complex) unitary, packed storageBDbidiagonal</A></LI>
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-  </HEAD>
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-    <H1>COMPLEX*16 or DOUBLE COMPLEX routines for bidiagonal matrix</H1>
-    <UL>
-      <LI><A HREF="#zbdsqr">zbdsqr</A></LI>
-    </UL>
-    <A NAME="zbdsqr"></A>
-    <H2>zbdsqr</H2>
-    <PRE>
-USAGE:
-  info, d, e, vt, u, c = NumRu::Lapack.zbdsqr( uplo, nru, d, e, vt, u, c, [:usage => usage, :help => help])
-FORTRAN MANUAL
-      SUBROUTINE ZBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, RWORK, INFO )
-*  Purpose
-*  =======
-*
-*  ZBDSQR computes the singular values and, optionally, the right and/or
-*  left singular vectors from the singular value decomposition (SVD) of
-*  a real N-by-N (upper or lower) bidiagonal matrix B using the implicit
-*  zero-shift QR algorithm.  The SVD of B has the form
-*
-*     B = Q * S * P**H
-*
-*  where S is the diagonal matrix of singular values, Q is an orthogonal
-*  matrix of left singular vectors, and P is an orthogonal matrix of
-*  right singular vectors.  If left singular vectors are requested, this
-*  subroutine actually returns U*Q instead of Q, and, if right singular
-*  vectors are requested, this subroutine returns P**H*VT instead of
-*  P**H, for given complex input matrices U and VT.  When U and VT are
-*  the unitary matrices that reduce a general matrix A to bidiagonal
-*  form: A = U*B*VT, as computed by ZGEBRD, then
-*
-*     A = (U*Q) * S * (P**H*VT)
-*
-*  is the SVD of A.  Optionally, the subroutine may also compute Q**H*C
-*  for a given complex input matrix C.
-*
-*  See "Computing  Small Singular Values of Bidiagonal Matrices With
-*  Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan,
-*  LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11,
-*  no. 5, pp. 873-912, Sept 1990) and
-*  "Accurate singular values and differential qd algorithms," by
-*  B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics
-*  Department, University of California at Berkeley, July 1992
-*  for a detailed description of the algorithm.
-*
-*  Arguments
-*  =========
-*
-*  UPLO    (input) CHARACTER*1
-*          = 'U':  B is upper bidiagonal;
-*          = 'L':  B is lower bidiagonal.
-*
-*  N       (input) INTEGER
-*          The order of the matrix B.  N >= 0.
-*
-*  NCVT    (input) INTEGER
-*          The number of columns of the matrix VT. NCVT >= 0.
-*
-*  NRU     (input) INTEGER
-*          The number of rows of the matrix U. NRU >= 0.
-*
-*  NCC     (input) INTEGER
-*          The number of columns of the matrix C. NCC >= 0.
-*
-*  D       (input/output) DOUBLE PRECISION array, dimension (N)
-*          On entry, the n diagonal elements of the bidiagonal matrix B.
-*          On exit, if INFO=0, the singular values of B in decreasing
-*          order.
-*
-*  E       (input/output) DOUBLE PRECISION array, dimension (N-1)
-*          On entry, the N-1 offdiagonal elements of the bidiagonal
-*          matrix B.
-*          On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E
-*          will contain the diagonal and superdiagonal elements of a
-*          bidiagonal matrix orthogonally equivalent to the one given
-*          as input.
-*
-*  VT      (input/output) COMPLEX*16 array, dimension (LDVT, NCVT)
-*          On entry, an N-by-NCVT matrix VT.
-*          On exit, VT is overwritten by P**H * VT.
-*          Not referenced if NCVT = 0.
-*
-*  LDVT    (input) INTEGER
-*          The leading dimension of the array VT.
-*          LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
-*
-*  U       (input/output) COMPLEX*16 array, dimension (LDU, N)
-*          On entry, an NRU-by-N matrix U.
-*          On exit, U is overwritten by U * Q.
-*          Not referenced if NRU = 0.
-*
-*  LDU     (input) INTEGER
-*          The leading dimension of the array U.  LDU >= max(1,NRU).
-*
-*  C       (input/output) COMPLEX*16 array, dimension (LDC, NCC)
-*          On entry, an N-by-NCC matrix C.
-*          On exit, C is overwritten by Q**H * C.
-*          Not referenced if NCC = 0.
-*
-*  LDC     (input) INTEGER
-*          The leading dimension of the array C.
-*          LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
-*
-*  RWORK   (workspace) DOUBLE PRECISION array, dimension (2*N)
-*          if NCVT = NRU = NCC = 0, (max(1, 4*N-4)) otherwise
-*
-*  INFO    (output) INTEGER
-*          = 0:  successful exit
-*          < 0:  If INFO = -i, the i-th argument had an illegal value
-*          > 0:  the algorithm did not converge; D and E contain the
-*                elements of a bidiagonal matrix which is orthogonally
-*                similar to the input matrix B;  if INFO = i, i
-*                elements of E have not converged to zero.
-*
-*  Internal Parameters
-*  ===================
-*
-*  TOLMUL  DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8)))
-*          TOLMUL controls the convergence criterion of the QR loop.
-*          If it is positive, TOLMUL*EPS is the desired relative
-*             precision in the computed singular values.
-*          If it is negative, abs(TOLMUL*EPS*sigma_max) is the
-*             desired absolute accuracy in the computed singular
-*             values (corresponds to relative accuracy
-*             abs(TOLMUL*EPS) in the largest singular value.
-*          abs(TOLMUL) should be between 1 and 1/EPS, and preferably
-*             between 10 (for fast convergence) and .1/EPS
-*             (for there to be some accuracy in the results).
-*          Default is to lose at either one eighth or 2 of the
-*             available decimal digits in each computed singular value
-*             (whichever is smaller).
-*
-*  MAXITR  INTEGER, default = 6
-*          MAXITR controls the maximum number of passes of the
-*          algorithm through its inner loop. The algorithms stops
-*          (and so fails to converge) if the number of passes
-*          through the inner loop exceeds MAXITR*N**2.
-*
-*  =====================================================================
-*
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