ruby-lapack 1.4.1a → 1.5

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Files changed (1638) hide show
  1. data/Rakefile +1 -2
  2. data/ext/cbbcsd.c +34 -34
  3. data/ext/cbdsqr.c +20 -20
  4. data/ext/cgbbrd.c +12 -12
  5. data/ext/cgbcon.c +13 -13
  6. data/ext/cgbequ.c +3 -3
  7. data/ext/cgbequb.c +2 -2
  8. data/ext/cgbrfs.c +22 -22
  9. data/ext/cgbrfsx.c +43 -43
  10. data/ext/cgbsv.c +2 -2
  11. data/ext/cgbsvx.c +25 -25
  12. data/ext/cgbsvxx.c +36 -36
  13. data/ext/cgbtf2.c +3 -3
  14. data/ext/cgbtrf.c +3 -3
  15. data/ext/cgbtrs.c +11 -11
  16. data/ext/cgebak.c +11 -11
  17. data/ext/cgebal.c +1 -1
  18. data/ext/cgebd2.c +1 -1
  19. data/ext/cgebrd.c +1 -1
  20. data/ext/cgecon.c +1 -1
  21. data/ext/cgees.c +3 -3
  22. data/ext/cgeesx.c +4 -4
  23. data/ext/cgeev.c +4 -4
  24. data/ext/cgeevx.c +5 -5
  25. data/ext/cgegs.c +2 -2
  26. data/ext/cgegv.c +3 -3
  27. data/ext/cgehd2.c +1 -1
  28. data/ext/cgehrd.c +2 -2
  29. data/ext/cgelqf.c +6 -6
  30. data/ext/cgels.c +2 -2
  31. data/ext/cgelsd.c +9 -9
  32. data/ext/cgelss.c +2 -2
  33. data/ext/cgelsx.c +12 -12
  34. data/ext/cgelsy.c +12 -12
  35. data/ext/cgeql2.c +1 -1
  36. data/ext/cgeqlf.c +1 -1
  37. data/ext/cgeqp3.c +11 -11
  38. data/ext/cgeqpf.c +11 -11
  39. data/ext/cgeqr2.c +1 -1
  40. data/ext/cgeqr2p.c +1 -1
  41. data/ext/cgeqrf.c +1 -1
  42. data/ext/cgeqrfp.c +1 -1
  43. data/ext/cgerfs.c +31 -31
  44. data/ext/cgerfsx.c +25 -25
  45. data/ext/cgerqf.c +6 -6
  46. data/ext/cgesc2.c +13 -13
  47. data/ext/cgesdd.c +3 -3
  48. data/ext/cgesvd.c +4 -4
  49. data/ext/cgesvx.c +32 -32
  50. data/ext/cgesvxx.c +26 -26
  51. data/ext/cgetf2.c +1 -1
  52. data/ext/cgetrf.c +1 -1
  53. data/ext/cgetri.c +10 -10
  54. data/ext/cgetrs.c +10 -10
  55. data/ext/cggbak.c +11 -11
  56. data/ext/cggbal.c +11 -11
  57. data/ext/cgges.c +15 -15
  58. data/ext/cggesx.c +6 -6
  59. data/ext/cggev.c +3 -3
  60. data/ext/cggevx.c +5 -5
  61. data/ext/cgghrd.c +14 -14
  62. data/ext/cggqrf.c +9 -9
  63. data/ext/cggrqf.c +1 -1
  64. data/ext/cggsvd.c +3 -3
  65. data/ext/cggsvp.c +4 -4
  66. data/ext/cgtcon.c +20 -20
  67. data/ext/cgtrfs.c +48 -48
  68. data/ext/cgtsv.c +8 -8
  69. data/ext/cgtsvx.c +55 -55
  70. data/ext/cgttrs.c +19 -19
  71. data/ext/cgtts2.c +20 -20
  72. data/ext/chbev.c +3 -3
  73. data/ext/chbevd.c +9 -9
  74. data/ext/chbevx.c +7 -7
  75. data/ext/chbgst.c +15 -15
  76. data/ext/chbgv.c +15 -15
  77. data/ext/chbgvd.c +20 -20
  78. data/ext/chbgvx.c +9 -9
  79. data/ext/chbtrd.c +13 -13
  80. data/ext/checon.c +12 -12
  81. data/ext/cheequb.c +1 -1
  82. data/ext/cheev.c +2 -2
  83. data/ext/cheevd.c +7 -7
  84. data/ext/cheevr.c +12 -12
  85. data/ext/cheevx.c +7 -7
  86. data/ext/chegs2.c +2 -2
  87. data/ext/chegst.c +2 -2
  88. data/ext/chegv.c +13 -13
  89. data/ext/chegvd.c +18 -18
  90. data/ext/chegvx.c +19 -19
  91. data/ext/cherfs.c +31 -31
  92. data/ext/cherfsx.c +43 -43
  93. data/ext/chesv.c +10 -10
  94. data/ext/chesvx.c +15 -15
  95. data/ext/chesvxx.c +41 -41
  96. data/ext/chetd2.c +1 -1
  97. data/ext/chetf2.c +1 -1
  98. data/ext/chetrd.c +2 -2
  99. data/ext/chetrf.c +2 -2
  100. data/ext/chetri.c +1 -1
  101. data/ext/chetrs.c +10 -10
  102. data/ext/chetrs2.c +10 -10
  103. data/ext/chfrk.c +6 -6
  104. data/ext/chgeqz.c +27 -27
  105. data/ext/chpcon.c +1 -1
  106. data/ext/chpev.c +2 -2
  107. data/ext/chpevd.c +2 -2
  108. data/ext/chpevx.c +7 -7
  109. data/ext/chpgst.c +10 -10
  110. data/ext/chpgv.c +2 -2
  111. data/ext/chpgvd.c +11 -11
  112. data/ext/chpgvx.c +8 -8
  113. data/ext/chprfs.c +10 -10
  114. data/ext/chpsv.c +1 -1
  115. data/ext/chpsvx.c +20 -20
  116. data/ext/chptrd.c +1 -1
  117. data/ext/chptrf.c +1 -1
  118. data/ext/chptri.c +1 -1
  119. data/ext/chptrs.c +1 -1
  120. data/ext/chsein.c +21 -21
  121. data/ext/chseqr.c +4 -4
  122. data/ext/cla_gbamv.c +14 -14
  123. data/ext/cla_gbrcond_c.c +33 -33
  124. data/ext/cla_gbrcond_x.c +32 -32
  125. data/ext/cla_gbrfsx_extended.c +75 -75
  126. data/ext/cla_gbrpvgrw.c +13 -13
  127. data/ext/cla_geamv.c +6 -6
  128. data/ext/cla_gercond_c.c +31 -31
  129. data/ext/cla_gercond_x.c +30 -30
  130. data/ext/cla_gerfsx_extended.c +81 -81
  131. data/ext/cla_heamv.c +12 -12
  132. data/ext/cla_hercond_c.c +31 -31
  133. data/ext/cla_hercond_x.c +30 -30
  134. data/ext/cla_herfsx_extended.c +82 -82
  135. data/ext/cla_herpvgrw.c +14 -14
  136. data/ext/cla_lin_berr.c +14 -14
  137. data/ext/cla_porcond_c.c +23 -23
  138. data/ext/cla_porcond_x.c +22 -22
  139. data/ext/cla_porfsx_extended.c +74 -74
  140. data/ext/cla_porpvgrw.c +2 -2
  141. data/ext/cla_rpvgrw.c +12 -12
  142. data/ext/cla_syamv.c +13 -13
  143. data/ext/cla_syrcond_c.c +31 -31
  144. data/ext/cla_syrcond_x.c +30 -30
  145. data/ext/cla_syrfsx_extended.c +82 -82
  146. data/ext/cla_syrpvgrw.c +14 -14
  147. data/ext/cla_wwaddw.c +11 -11
  148. data/ext/clabrd.c +2 -2
  149. data/ext/clacn2.c +2 -2
  150. data/ext/clacp2.c +1 -1
  151. data/ext/clacpy.c +1 -1
  152. data/ext/clacrm.c +11 -11
  153. data/ext/clacrt.c +12 -12
  154. data/ext/claed7.c +42 -42
  155. data/ext/claed8.c +27 -27
  156. data/ext/claein.c +14 -14
  157. data/ext/clags2.c +5 -5
  158. data/ext/clagtm.c +21 -21
  159. data/ext/clahef.c +1 -1
  160. data/ext/clahqr.c +6 -6
  161. data/ext/clahr2.c +1 -1
  162. data/ext/clahrd.c +1 -1
  163. data/ext/claic1.c +12 -12
  164. data/ext/clals0.c +37 -37
  165. data/ext/clalsa.c +72 -72
  166. data/ext/clalsd.c +4 -4
  167. data/ext/clangb.c +3 -3
  168. data/ext/clange.c +1 -1
  169. data/ext/clangt.c +10 -10
  170. data/ext/clanhb.c +2 -2
  171. data/ext/clanhe.c +1 -1
  172. data/ext/clanhf.c +3 -3
  173. data/ext/clanhp.c +2 -2
  174. data/ext/clanhs.c +1 -1
  175. data/ext/clanht.c +1 -1
  176. data/ext/clansb.c +2 -2
  177. data/ext/clansp.c +2 -2
  178. data/ext/clansy.c +1 -1
  179. data/ext/clantb.c +3 -3
  180. data/ext/clantp.c +2 -2
  181. data/ext/clantr.c +3 -3
  182. data/ext/clapll.c +10 -10
  183. data/ext/clapmr.c +1 -1
  184. data/ext/clapmt.c +11 -11
  185. data/ext/claqgb.c +2 -2
  186. data/ext/claqge.c +10 -10
  187. data/ext/claqhb.c +2 -2
  188. data/ext/claqhe.c +12 -12
  189. data/ext/claqhp.c +2 -2
  190. data/ext/claqp2.c +10 -10
  191. data/ext/claqps.c +20 -20
  192. data/ext/claqr0.c +3 -3
  193. data/ext/claqr1.c +4 -4
  194. data/ext/claqr2.c +18 -18
  195. data/ext/claqr3.c +18 -18
  196. data/ext/claqr4.c +3 -3
  197. data/ext/claqr5.c +21 -21
  198. data/ext/claqsb.c +13 -13
  199. data/ext/claqsp.c +2 -2
  200. data/ext/claqsy.c +12 -12
  201. data/ext/clar1v.c +15 -15
  202. data/ext/clar2v.c +19 -19
  203. data/ext/clarf.c +2 -2
  204. data/ext/clarfb.c +16 -16
  205. data/ext/clarfg.c +1 -1
  206. data/ext/clarfgp.c +1 -1
  207. data/ext/clarft.c +2 -2
  208. data/ext/clarfx.c +3 -3
  209. data/ext/clargv.c +2 -2
  210. data/ext/clarnv.c +1 -1
  211. data/ext/clarrv.c +40 -40
  212. data/ext/clarscl2.c +8 -8
  213. data/ext/clartv.c +20 -20
  214. data/ext/clarz.c +11 -11
  215. data/ext/clarzb.c +14 -14
  216. data/ext/clarzt.c +2 -2
  217. data/ext/clascl.c +4 -4
  218. data/ext/clascl2.c +8 -8
  219. data/ext/claset.c +4 -4
  220. data/ext/clasr.c +2 -2
  221. data/ext/classq.c +2 -2
  222. data/ext/claswp.c +2 -2
  223. data/ext/clasyf.c +1 -1
  224. data/ext/clatbs.c +14 -14
  225. data/ext/clatdf.c +21 -21
  226. data/ext/clatps.c +12 -12
  227. data/ext/clatrd.c +1 -1
  228. data/ext/clatrs.c +15 -15
  229. data/ext/clatrz.c +1 -1
  230. data/ext/clatzm.c +3 -3
  231. data/ext/clauu2.c +1 -1
  232. data/ext/clauum.c +1 -1
  233. data/ext/cpbcon.c +3 -3
  234. data/ext/cpbequ.c +1 -1
  235. data/ext/cpbrfs.c +12 -12
  236. data/ext/cpbstf.c +1 -1
  237. data/ext/cpbsv.c +1 -1
  238. data/ext/cpbsvx.c +23 -23
  239. data/ext/cpbtf2.c +1 -1
  240. data/ext/cpbtrf.c +1 -1
  241. data/ext/cpbtrs.c +1 -1
  242. data/ext/cpftrf.c +2 -2
  243. data/ext/cpftri.c +2 -2
  244. data/ext/cpftrs.c +2 -2
  245. data/ext/cpocon.c +1 -1
  246. data/ext/cporfs.c +23 -23
  247. data/ext/cporfsx.c +22 -22
  248. data/ext/cposv.c +9 -9
  249. data/ext/cposvx.c +12 -12
  250. data/ext/cposvxx.c +20 -20
  251. data/ext/cpotf2.c +1 -1
  252. data/ext/cpotrf.c +1 -1
  253. data/ext/cpotri.c +1 -1
  254. data/ext/cpotrs.c +9 -9
  255. data/ext/cppcon.c +1 -1
  256. data/ext/cppequ.c +1 -1
  257. data/ext/cpprfs.c +20 -20
  258. data/ext/cppsv.c +1 -1
  259. data/ext/cppsvx.c +12 -12
  260. data/ext/cpptrf.c +1 -1
  261. data/ext/cpptri.c +1 -1
  262. data/ext/cpptrs.c +1 -1
  263. data/ext/cpstf2.c +2 -2
  264. data/ext/cpstrf.c +2 -2
  265. data/ext/cptcon.c +1 -1
  266. data/ext/cpteqr.c +10 -10
  267. data/ext/cptrfs.c +12 -12
  268. data/ext/cptsv.c +8 -8
  269. data/ext/cptsvx.c +19 -19
  270. data/ext/cpttrs.c +1 -1
  271. data/ext/cptts2.c +1 -1
  272. data/ext/crot.c +11 -11
  273. data/ext/cspcon.c +1 -1
  274. data/ext/cspmv.c +3 -3
  275. data/ext/cspr.c +11 -11
  276. data/ext/csprfs.c +10 -10
  277. data/ext/cspsv.c +1 -1
  278. data/ext/cspsvx.c +20 -20
  279. data/ext/csptrf.c +1 -1
  280. data/ext/csptri.c +1 -1
  281. data/ext/csptrs.c +1 -1
  282. data/ext/csrscl.c +2 -2
  283. data/ext/cstedc.c +10 -10
  284. data/ext/cstegr.c +18 -18
  285. data/ext/cstein.c +14 -14
  286. data/ext/cstemr.c +22 -22
  287. data/ext/csteqr.c +10 -10
  288. data/ext/csycon.c +12 -12
  289. data/ext/csyconv.c +12 -12
  290. data/ext/csyequb.c +1 -1
  291. data/ext/csymv.c +13 -13
  292. data/ext/csyr.c +4 -4
  293. data/ext/csyrfs.c +31 -31
  294. data/ext/csyrfsx.c +43 -43
  295. data/ext/csysv.c +10 -10
  296. data/ext/csysvx.c +15 -15
  297. data/ext/csysvxx.c +41 -41
  298. data/ext/csyswapr.c +2 -2
  299. data/ext/csytf2.c +1 -1
  300. data/ext/csytrf.c +2 -2
  301. data/ext/csytri.c +1 -1
  302. data/ext/csytri2.c +3 -3
  303. data/ext/csytri2x.c +2 -2
  304. data/ext/csytrs.c +10 -10
  305. data/ext/csytrs2.c +10 -10
  306. data/ext/ctbcon.c +3 -3
  307. data/ext/ctbrfs.c +14 -14
  308. data/ext/ctbtrs.c +2 -2
  309. data/ext/ctfsm.c +5 -5
  310. data/ext/ctftri.c +1 -1
  311. data/ext/ctfttp.c +1 -1
  312. data/ext/ctfttr.c +1 -1
  313. data/ext/ctgevc.c +32 -32
  314. data/ext/ctgex2.c +14 -14
  315. data/ext/ctgexc.c +25 -25
  316. data/ext/ctgsen.c +37 -37
  317. data/ext/ctgsja.c +26 -26
  318. data/ext/ctgsna.c +24 -24
  319. data/ext/ctgsy2.c +22 -22
  320. data/ext/ctgsyl.c +42 -42
  321. data/ext/ctpcon.c +2 -2
  322. data/ext/ctprfs.c +13 -13
  323. data/ext/ctptri.c +1 -1
  324. data/ext/ctptrs.c +3 -3
  325. data/ext/ctpttf.c +1 -1
  326. data/ext/ctpttr.c +1 -1
  327. data/ext/ctrcon.c +3 -3
  328. data/ext/ctrevc.c +12 -12
  329. data/ext/ctrexc.c +1 -1
  330. data/ext/ctrrfs.c +11 -11
  331. data/ext/ctrsen.c +13 -13
  332. data/ext/ctrsna.c +20 -20
  333. data/ext/ctrsyl.c +11 -11
  334. data/ext/ctrti2.c +1 -1
  335. data/ext/ctrtri.c +1 -1
  336. data/ext/ctrtrs.c +10 -10
  337. data/ext/ctrttf.c +1 -1
  338. data/ext/ctrttp.c +1 -1
  339. data/ext/cunbdb.c +15 -15
  340. data/ext/cuncsd.c +27 -27
  341. data/ext/cung2l.c +9 -9
  342. data/ext/cung2r.c +9 -9
  343. data/ext/cungbr.c +1 -1
  344. data/ext/cunghr.c +7 -7
  345. data/ext/cungl2.c +1 -1
  346. data/ext/cunglq.c +9 -9
  347. data/ext/cungql.c +9 -9
  348. data/ext/cungqr.c +9 -9
  349. data/ext/cungr2.c +1 -1
  350. data/ext/cungrq.c +9 -9
  351. data/ext/cungtr.c +6 -6
  352. data/ext/cunm2l.c +12 -12
  353. data/ext/cunm2r.c +12 -12
  354. data/ext/cunmbr.c +3 -3
  355. data/ext/cunmhr.c +12 -12
  356. data/ext/cunml2.c +1 -1
  357. data/ext/cunmlq.c +7 -7
  358. data/ext/cunmql.c +12 -12
  359. data/ext/cunmqr.c +12 -12
  360. data/ext/cunmr2.c +1 -1
  361. data/ext/cunmr3.c +10 -10
  362. data/ext/cunmrq.c +7 -7
  363. data/ext/cunmrz.c +10 -10
  364. data/ext/cunmtr.c +17 -17
  365. data/ext/cupgtr.c +8 -8
  366. data/ext/cupmtr.c +2 -2
  367. data/ext/dbbcsd.c +29 -29
  368. data/ext/dbdsdc.c +6 -6
  369. data/ext/dbdsqr.c +20 -20
  370. data/ext/ddisna.c +1 -1
  371. data/ext/dgbbrd.c +12 -12
  372. data/ext/dgbcon.c +13 -13
  373. data/ext/dgbequ.c +3 -3
  374. data/ext/dgbequb.c +2 -2
  375. data/ext/dgbrfs.c +22 -22
  376. data/ext/dgbrfsx.c +43 -43
  377. data/ext/dgbsv.c +2 -2
  378. data/ext/dgbsvx.c +25 -25
  379. data/ext/dgbsvxx.c +36 -36
  380. data/ext/dgbtf2.c +3 -3
  381. data/ext/dgbtrf.c +3 -3
  382. data/ext/dgbtrs.c +11 -11
  383. data/ext/dgebak.c +11 -11
  384. data/ext/dgebal.c +1 -1
  385. data/ext/dgebd2.c +1 -1
  386. data/ext/dgebrd.c +1 -1
  387. data/ext/dgecon.c +1 -1
  388. data/ext/dgees.c +3 -3
  389. data/ext/dgeesx.c +4 -4
  390. data/ext/dgeev.c +3 -3
  391. data/ext/dgeevx.c +5 -5
  392. data/ext/dgegs.c +2 -2
  393. data/ext/dgegv.c +3 -3
  394. data/ext/dgehd2.c +1 -1
  395. data/ext/dgehrd.c +2 -2
  396. data/ext/dgejsv.c +16 -16
  397. data/ext/dgelqf.c +6 -6
  398. data/ext/dgels.c +2 -2
  399. data/ext/dgelsd.c +7 -7
  400. data/ext/dgelss.c +2 -2
  401. data/ext/dgelsx.c +12 -12
  402. data/ext/dgelsy.c +12 -12
  403. data/ext/dgeql2.c +1 -1
  404. data/ext/dgeqlf.c +1 -1
  405. data/ext/dgeqp3.c +11 -11
  406. data/ext/dgeqpf.c +11 -11
  407. data/ext/dgeqr2.c +1 -1
  408. data/ext/dgeqr2p.c +1 -1
  409. data/ext/dgeqrf.c +1 -1
  410. data/ext/dgeqrfp.c +1 -1
  411. data/ext/dgerfs.c +31 -31
  412. data/ext/dgerfsx.c +25 -25
  413. data/ext/dgerqf.c +6 -6
  414. data/ext/dgesc2.c +13 -13
  415. data/ext/dgesdd.c +3 -3
  416. data/ext/dgesvd.c +4 -4
  417. data/ext/dgesvj.c +15 -15
  418. data/ext/dgesvx.c +32 -32
  419. data/ext/dgesvxx.c +26 -26
  420. data/ext/dgetf2.c +1 -1
  421. data/ext/dgetrf.c +1 -1
  422. data/ext/dgetri.c +10 -10
  423. data/ext/dgetrs.c +10 -10
  424. data/ext/dggbak.c +11 -11
  425. data/ext/dggbal.c +11 -11
  426. data/ext/dgges.c +15 -15
  427. data/ext/dggesx.c +6 -6
  428. data/ext/dggev.c +3 -3
  429. data/ext/dggevx.c +4 -4
  430. data/ext/dgghrd.c +14 -14
  431. data/ext/dggqrf.c +9 -9
  432. data/ext/dggrqf.c +1 -1
  433. data/ext/dggsvd.c +3 -3
  434. data/ext/dggsvp.c +4 -4
  435. data/ext/dgsvj0.c +20 -20
  436. data/ext/dgsvj1.c +26 -26
  437. data/ext/dgtcon.c +20 -20
  438. data/ext/dgtrfs.c +48 -48
  439. data/ext/dgtsv.c +8 -8
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- <HTML>
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- <HEAD>
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- <TITLE>COMPLEX*16 or DOUBLE COMPLEX routines for symmetric or Hermitian positive definite matrix</TITLE>
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- </HEAD>
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- <BODY>
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- <A NAME="top"></A>
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- <H1>COMPLEX*16 or DOUBLE COMPLEX routines for symmetric or Hermitian positive definite matrix</H1>
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- <UL>
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- <LI><A HREF="#zpocon">zpocon</A></LI>
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- <LI><A HREF="#zpoequ">zpoequ</A></LI>
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- <LI><A HREF="#zpoequb">zpoequb</A></LI>
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- <LI><A HREF="#zporfs">zporfs</A></LI>
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- <LI><A HREF="#zporfsx">zporfsx</A></LI>
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- <LI><A HREF="#zposv">zposv</A></LI>
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- <LI><A HREF="#zposvx">zposvx</A></LI>
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- <LI><A HREF="#zposvxx">zposvxx</A></LI>
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- <LI><A HREF="#zpotf2">zpotf2</A></LI>
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- <LI><A HREF="#zpotrf">zpotrf</A></LI>
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- <LI><A HREF="#zpotri">zpotri</A></LI>
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- <LI><A HREF="#zpotrs">zpotrs</A></LI>
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- </UL>
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-
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- <A NAME="zpocon"></A>
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- <H2>zpocon</H2>
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- <PRE>
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- USAGE:
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- rcond, info = NumRu::Lapack.zpocon( uplo, a, anorm, [:usage => usage, :help => help])
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-
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-
30
- FORTRAN MANUAL
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- SUBROUTINE ZPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO )
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-
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- * Purpose
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- * =======
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- *
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- * ZPOCON estimates the reciprocal of the condition number (in the
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- * 1-norm) of a complex Hermitian positive definite matrix using the
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- * Cholesky factorization A = U**H*U or A = L*L**H computed by ZPOTRF.
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- *
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- * An estimate is obtained for norm(inv(A)), and the reciprocal of the
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- * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
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- *
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-
44
- * Arguments
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- * =========
46
- *
47
- * UPLO (input) CHARACTER*1
48
- * = 'U': Upper triangle of A is stored;
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- * = 'L': Lower triangle of A is stored.
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- *
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- * N (input) INTEGER
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- * The order of the matrix A. N >= 0.
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- *
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- * A (input) COMPLEX*16 array, dimension (LDA,N)
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- * The triangular factor U or L from the Cholesky factorization
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- * A = U**H*U or A = L*L**H, as computed by ZPOTRF.
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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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- * ANORM (input) DOUBLE PRECISION
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- * The 1-norm (or infinity-norm) of the Hermitian matrix A.
63
- *
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- * RCOND (output) DOUBLE PRECISION
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- * The reciprocal of the condition number of the matrix A,
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- * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
67
- * estimate of the 1-norm of inv(A) computed in this routine.
68
- *
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- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
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- *
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- * RWORK (workspace) DOUBLE PRECISION 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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- * < 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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- *
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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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-
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- <A NAME="zpoequ"></A>
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- <H2>zpoequ</H2>
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- <PRE>
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- USAGE:
89
- s, scond, amax, info = NumRu::Lapack.zpoequ( a, [:usage => usage, :help => help])
90
-
91
-
92
- FORTRAN MANUAL
93
- SUBROUTINE ZPOEQU( N, A, LDA, S, SCOND, AMAX, INFO )
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-
95
- * Purpose
96
- * =======
97
- *
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- * ZPOEQU computes row and column scalings intended to equilibrate a
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- * Hermitian positive definite matrix A and reduce its condition number
100
- * (with respect to the two-norm). S contains the scale factors,
101
- * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
102
- * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
103
- * choice of S puts the condition number of B within a factor N of the
104
- * smallest possible condition number over all possible diagonal
105
- * scalings.
106
- *
107
-
108
- * Arguments
109
- * =========
110
- *
111
- * N (input) INTEGER
112
- * The order of the matrix A. N >= 0.
113
- *
114
- * A (input) COMPLEX*16 array, dimension (LDA,N)
115
- * The N-by-N Hermitian positive definite matrix whose scaling
116
- * factors are to be computed. Only the diagonal elements of A
117
- * are referenced.
118
- *
119
- * LDA (input) INTEGER
120
- * The leading dimension of the array A. LDA >= max(1,N).
121
- *
122
- * S (output) DOUBLE PRECISION array, dimension (N)
123
- * If INFO = 0, S contains the scale factors for A.
124
- *
125
- * SCOND (output) DOUBLE PRECISION
126
- * If INFO = 0, S contains the ratio of the smallest S(i) to
127
- * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
128
- * large nor too small, it is not worth scaling by S.
129
- *
130
- * AMAX (output) DOUBLE PRECISION
131
- * Absolute value of largest matrix element. If AMAX is very
132
- * close to overflow or very close to underflow, the matrix
133
- * should be scaled.
134
- *
135
- * INFO (output) INTEGER
136
- * = 0: successful exit
137
- * < 0: if INFO = -i, the i-th argument had an illegal value
138
- * > 0: if INFO = i, the i-th diagonal element is nonpositive.
139
- *
140
-
141
- * =====================================================================
142
- *
143
-
144
-
145
- </PRE>
146
- <A HREF="#top">go to the page top</A>
147
-
148
- <A NAME="zpoequb"></A>
149
- <H2>zpoequb</H2>
150
- <PRE>
151
- USAGE:
152
- s, scond, amax, info = NumRu::Lapack.zpoequb( a, [:usage => usage, :help => help])
153
-
154
-
155
- FORTRAN MANUAL
156
- SUBROUTINE ZPOEQUB( N, A, LDA, S, SCOND, AMAX, INFO )
157
-
158
- * Purpose
159
- * =======
160
- *
161
- * ZPOEQUB computes row and column scalings intended to equilibrate a
162
- * symmetric positive definite matrix A and reduce its condition number
163
- * (with respect to the two-norm). S contains the scale factors,
164
- * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
165
- * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
166
- * choice of S puts the condition number of B within a factor N of the
167
- * smallest possible condition number over all possible diagonal
168
- * scalings.
169
- *
170
-
171
- * Arguments
172
- * =========
173
- *
174
- * N (input) INTEGER
175
- * The order of the matrix A. N >= 0.
176
- *
177
- * A (input) COMPLEX*16 array, dimension (LDA,N)
178
- * The N-by-N symmetric positive definite matrix whose scaling
179
- * factors are to be computed. Only the diagonal elements of A
180
- * are referenced.
181
- *
182
- * LDA (input) INTEGER
183
- * The leading dimension of the array A. LDA >= max(1,N).
184
- *
185
- * S (output) DOUBLE PRECISION array, dimension (N)
186
- * If INFO = 0, S contains the scale factors for A.
187
- *
188
- * SCOND (output) DOUBLE PRECISION
189
- * If INFO = 0, S contains the ratio of the smallest S(i) to
190
- * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
191
- * large nor too small, it is not worth scaling by S.
192
- *
193
- * AMAX (output) DOUBLE PRECISION
194
- * Absolute value of largest matrix element. If AMAX is very
195
- * close to overflow or very close to underflow, the matrix
196
- * should be scaled.
197
- *
198
- * INFO (output) INTEGER
199
- * = 0: successful exit
200
- * < 0: if INFO = -i, the i-th argument had an illegal value
201
- * > 0: if INFO = i, the i-th diagonal element is nonpositive.
202
- *
203
-
204
- * =====================================================================
205
- *
206
-
207
-
208
- </PRE>
209
- <A HREF="#top">go to the page top</A>
210
-
211
- <A NAME="zporfs"></A>
212
- <H2>zporfs</H2>
213
- <PRE>
214
- USAGE:
215
- ferr, berr, info, x = NumRu::Lapack.zporfs( uplo, a, af, b, x, [:usage => usage, :help => help])
216
-
217
-
218
- FORTRAN MANUAL
219
- SUBROUTINE ZPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
220
-
221
- * Purpose
222
- * =======
223
- *
224
- * ZPORFS improves the computed solution to a system of linear
225
- * equations when the coefficient matrix is Hermitian positive definite,
226
- * and provides error bounds and backward error estimates for the
227
- * solution.
228
- *
229
-
230
- * Arguments
231
- * =========
232
- *
233
- * UPLO (input) CHARACTER*1
234
- * = 'U': Upper triangle of A is stored;
235
- * = 'L': Lower triangle of A is stored.
236
- *
237
- * N (input) INTEGER
238
- * The order of the matrix A. N >= 0.
239
- *
240
- * NRHS (input) INTEGER
241
- * The number of right hand sides, i.e., the number of columns
242
- * of the matrices B and X. NRHS >= 0.
243
- *
244
- * A (input) COMPLEX*16 array, dimension (LDA,N)
245
- * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
246
- * upper triangular part of A contains the upper triangular part
247
- * of the matrix A, and the strictly lower triangular part of A
248
- * is not referenced. If UPLO = 'L', the leading N-by-N lower
249
- * triangular part of A contains the lower triangular part of
250
- * the matrix A, and the strictly upper triangular part of A is
251
- * not referenced.
252
- *
253
- * LDA (input) INTEGER
254
- * The leading dimension of the array A. LDA >= max(1,N).
255
- *
256
- * AF (input) COMPLEX*16 array, dimension (LDAF,N)
257
- * The triangular factor U or L from the Cholesky factorization
258
- * A = U**H*U or A = L*L**H, as computed by ZPOTRF.
259
- *
260
- * LDAF (input) INTEGER
261
- * The leading dimension of the array AF. LDAF >= max(1,N).
262
- *
263
- * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
264
- * The right hand side matrix B.
265
- *
266
- * LDB (input) INTEGER
267
- * The leading dimension of the array B. LDB >= max(1,N).
268
- *
269
- * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
270
- * On entry, the solution matrix X, as computed by ZPOTRS.
271
- * On exit, the improved solution matrix X.
272
- *
273
- * LDX (input) INTEGER
274
- * The leading dimension of the array X. LDX >= max(1,N).
275
- *
276
- * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
277
- * The estimated forward error bound for each solution vector
278
- * X(j) (the j-th column of the solution matrix X).
279
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
280
- * is an estimated upper bound for the magnitude of the largest
281
- * element in (X(j) - XTRUE) divided by the magnitude of the
282
- * largest element in X(j). The estimate is as reliable as
283
- * the estimate for RCOND, and is almost always a slight
284
- * overestimate of the true error.
285
- *
286
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
287
- * The componentwise relative backward error of each solution
288
- * vector X(j) (i.e., the smallest relative change in
289
- * any element of A or B that makes X(j) an exact solution).
290
- *
291
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
292
- *
293
- * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
294
- *
295
- * INFO (output) INTEGER
296
- * = 0: successful exit
297
- * < 0: if INFO = -i, the i-th argument had an illegal value
298
- *
299
- * Internal Parameters
300
- * ===================
301
- *
302
- * ITMAX is the maximum number of steps of iterative refinement.
303
- *
304
-
305
- * ====================================================================
306
- *
307
-
308
-
309
- </PRE>
310
- <A HREF="#top">go to the page top</A>
311
-
312
- <A NAME="zporfsx"></A>
313
- <H2>zporfsx</H2>
314
- <PRE>
315
- USAGE:
316
- rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.zporfsx( uplo, equed, a, af, s, b, x, params, [:usage => usage, :help => help])
317
-
318
-
319
- FORTRAN MANUAL
320
- SUBROUTINE ZPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
321
-
322
- * Purpose
323
- * =======
324
- *
325
- * ZPORFSX improves the computed solution to a system of linear
326
- * equations when the coefficient matrix is symmetric positive
327
- * definite, and provides error bounds and backward error estimates
328
- * for the solution. In addition to normwise error bound, the code
329
- * provides maximum componentwise error bound if possible. See
330
- * comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
331
- * error bounds.
332
- *
333
- * The original system of linear equations may have been equilibrated
334
- * before calling this routine, as described by arguments EQUED and S
335
- * below. In this case, the solution and error bounds returned are
336
- * for the original unequilibrated system.
337
- *
338
-
339
- * Arguments
340
- * =========
341
- *
342
- * Some optional parameters are bundled in the PARAMS array. These
343
- * settings determine how refinement is performed, but often the
344
- * defaults are acceptable. If the defaults are acceptable, users
345
- * can pass NPARAMS = 0 which prevents the source code from accessing
346
- * the PARAMS argument.
347
- *
348
- * UPLO (input) CHARACTER*1
349
- * = 'U': Upper triangle of A is stored;
350
- * = 'L': Lower triangle of A is stored.
351
- *
352
- * EQUED (input) CHARACTER*1
353
- * Specifies the form of equilibration that was done to A
354
- * before calling this routine. This is needed to compute
355
- * the solution and error bounds correctly.
356
- * = 'N': No equilibration
357
- * = 'Y': Both row and column equilibration, i.e., A has been
358
- * replaced by diag(S) * A * diag(S).
359
- * The right hand side B has been changed accordingly.
360
- *
361
- * N (input) INTEGER
362
- * The order of the matrix A. N >= 0.
363
- *
364
- * NRHS (input) INTEGER
365
- * The number of right hand sides, i.e., the number of columns
366
- * of the matrices B and X. NRHS >= 0.
367
- *
368
- * A (input) COMPLEX*16 array, dimension (LDA,N)
369
- * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
370
- * upper triangular part of A contains the upper triangular part
371
- * of the matrix A, and the strictly lower triangular part of A
372
- * is not referenced. If UPLO = 'L', the leading N-by-N lower
373
- * triangular part of A contains the lower triangular part of
374
- * the matrix A, and the strictly upper triangular part of A is
375
- * not referenced.
376
- *
377
- * LDA (input) INTEGER
378
- * The leading dimension of the array A. LDA >= max(1,N).
379
- *
380
- * AF (input) COMPLEX*16 array, dimension (LDAF,N)
381
- * The triangular factor U or L from the Cholesky factorization
382
- * A = U**T*U or A = L*L**T, as computed by DPOTRF.
383
- *
384
- * LDAF (input) INTEGER
385
- * The leading dimension of the array AF. LDAF >= max(1,N).
386
- *
387
- * S (input or output) DOUBLE PRECISION array, dimension (N)
388
- * The row scale factors for A. If EQUED = 'Y', A is multiplied on
389
- * the left and right by diag(S). S is an input argument if FACT =
390
- * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
391
- * = 'Y', each element of S must be positive. If S is output, each
392
- * element of S is a power of the radix. If S is input, each element
393
- * of S should be a power of the radix to ensure a reliable solution
394
- * and error estimates. Scaling by powers of the radix does not cause
395
- * rounding errors unless the result underflows or overflows.
396
- * Rounding errors during scaling lead to refining with a matrix that
397
- * is not equivalent to the input matrix, producing error estimates
398
- * that may not be reliable.
399
- *
400
- * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
401
- * The right hand side matrix B.
402
- *
403
- * LDB (input) INTEGER
404
- * The leading dimension of the array B. LDB >= max(1,N).
405
- *
406
- * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
407
- * On entry, the solution matrix X, as computed by DGETRS.
408
- * On exit, the improved solution matrix X.
409
- *
410
- * LDX (input) INTEGER
411
- * The leading dimension of the array X. LDX >= max(1,N).
412
- *
413
- * RCOND (output) DOUBLE PRECISION
414
- * Reciprocal scaled condition number. This is an estimate of the
415
- * reciprocal Skeel condition number of the matrix A after
416
- * equilibration (if done). If this is less than the machine
417
- * precision (in particular, if it is zero), the matrix is singular
418
- * to working precision. Note that the error may still be small even
419
- * if this number is very small and the matrix appears ill-
420
- * conditioned.
421
- *
422
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
423
- * Componentwise relative backward error. This is the
424
- * componentwise relative backward error of each solution vector X(j)
425
- * (i.e., the smallest relative change in any element of A or B that
426
- * makes X(j) an exact solution).
427
- *
428
- * N_ERR_BNDS (input) INTEGER
429
- * Number of error bounds to return for each right hand side
430
- * and each type (normwise or componentwise). See ERR_BNDS_NORM and
431
- * ERR_BNDS_COMP below.
432
- *
433
- * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
434
- * For each right-hand side, this array contains information about
435
- * various error bounds and condition numbers corresponding to the
436
- * normwise relative error, which is defined as follows:
437
- *
438
- * Normwise relative error in the ith solution vector:
439
- * max_j (abs(XTRUE(j,i) - X(j,i)))
440
- * ------------------------------
441
- * max_j abs(X(j,i))
442
- *
443
- * The array is indexed by the type of error information as described
444
- * below. There currently are up to three pieces of information
445
- * returned.
446
- *
447
- * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
448
- * right-hand side.
449
- *
450
- * The second index in ERR_BNDS_NORM(:,err) contains the following
451
- * three fields:
452
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
453
- * reciprocal condition number is less than the threshold
454
- * sqrt(n) * dlamch('Epsilon').
455
- *
456
- * err = 2 "Guaranteed" error bound: The estimated forward error,
457
- * almost certainly within a factor of 10 of the true error
458
- * so long as the next entry is greater than the threshold
459
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
460
- * be trusted if the previous boolean is true.
461
- *
462
- * err = 3 Reciprocal condition number: Estimated normwise
463
- * reciprocal condition number. Compared with the threshold
464
- * sqrt(n) * dlamch('Epsilon') to determine if the error
465
- * estimate is "guaranteed". These reciprocal condition
466
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
467
- * appropriately scaled matrix Z.
468
- * Let Z = S*A, where S scales each row by a power of the
469
- * radix so all absolute row sums of Z are approximately 1.
470
- *
471
- * See Lapack Working Note 165 for further details and extra
472
- * cautions.
473
- *
474
- * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
475
- * For each right-hand side, this array contains information about
476
- * various error bounds and condition numbers corresponding to the
477
- * componentwise relative error, which is defined as follows:
478
- *
479
- * Componentwise relative error in the ith solution vector:
480
- * abs(XTRUE(j,i) - X(j,i))
481
- * max_j ----------------------
482
- * abs(X(j,i))
483
- *
484
- * The array is indexed by the right-hand side i (on which the
485
- * componentwise relative error depends), and the type of error
486
- * information as described below. There currently are up to three
487
- * pieces of information returned for each right-hand side. If
488
- * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
489
- * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
490
- * the first (:,N_ERR_BNDS) entries are returned.
491
- *
492
- * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
493
- * right-hand side.
494
- *
495
- * The second index in ERR_BNDS_COMP(:,err) contains the following
496
- * three fields:
497
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
498
- * reciprocal condition number is less than the threshold
499
- * sqrt(n) * dlamch('Epsilon').
500
- *
501
- * err = 2 "Guaranteed" error bound: The estimated forward error,
502
- * almost certainly within a factor of 10 of the true error
503
- * so long as the next entry is greater than the threshold
504
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
505
- * be trusted if the previous boolean is true.
506
- *
507
- * err = 3 Reciprocal condition number: Estimated componentwise
508
- * reciprocal condition number. Compared with the threshold
509
- * sqrt(n) * dlamch('Epsilon') to determine if the error
510
- * estimate is "guaranteed". These reciprocal condition
511
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
512
- * appropriately scaled matrix Z.
513
- * Let Z = S*(A*diag(x)), where x is the solution for the
514
- * current right-hand side and S scales each row of
515
- * A*diag(x) by a power of the radix so all absolute row
516
- * sums of Z are approximately 1.
517
- *
518
- * See Lapack Working Note 165 for further details and extra
519
- * cautions.
520
- *
521
- * NPARAMS (input) INTEGER
522
- * Specifies the number of parameters set in PARAMS. If .LE. 0, the
523
- * PARAMS array is never referenced and default values are used.
524
- *
525
- * PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS
526
- * Specifies algorithm parameters. If an entry is .LT. 0.0, then
527
- * that entry will be filled with default value used for that
528
- * parameter. Only positions up to NPARAMS are accessed; defaults
529
- * are used for higher-numbered parameters.
530
- *
531
- * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
532
- * refinement or not.
533
- * Default: 1.0D+0
534
- * = 0.0 : No refinement is performed, and no error bounds are
535
- * computed.
536
- * = 1.0 : Use the double-precision refinement algorithm,
537
- * possibly with doubled-single computations if the
538
- * compilation environment does not support DOUBLE
539
- * PRECISION.
540
- * (other values are reserved for future use)
541
- *
542
- * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
543
- * computations allowed for refinement.
544
- * Default: 10
545
- * Aggressive: Set to 100 to permit convergence using approximate
546
- * factorizations or factorizations other than LU. If
547
- * the factorization uses a technique other than
548
- * Gaussian elimination, the guarantees in
549
- * err_bnds_norm and err_bnds_comp may no longer be
550
- * trustworthy.
551
- *
552
- * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
553
- * will attempt to find a solution with small componentwise
554
- * relative error in the double-precision algorithm. Positive
555
- * is true, 0.0 is false.
556
- * Default: 1.0 (attempt componentwise convergence)
557
- *
558
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
559
- *
560
- * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
561
- *
562
- * INFO (output) INTEGER
563
- * = 0: Successful exit. The solution to every right-hand side is
564
- * guaranteed.
565
- * < 0: If INFO = -i, the i-th argument had an illegal value
566
- * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
567
- * has been completed, but the factor U is exactly singular, so
568
- * the solution and error bounds could not be computed. RCOND = 0
569
- * is returned.
570
- * = N+J: The solution corresponding to the Jth right-hand side is
571
- * not guaranteed. The solutions corresponding to other right-
572
- * hand sides K with K > J may not be guaranteed as well, but
573
- * only the first such right-hand side is reported. If a small
574
- * componentwise error is not requested (PARAMS(3) = 0.0) then
575
- * the Jth right-hand side is the first with a normwise error
576
- * bound that is not guaranteed (the smallest J such
577
- * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
578
- * the Jth right-hand side is the first with either a normwise or
579
- * componentwise error bound that is not guaranteed (the smallest
580
- * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
581
- * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
582
- * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
583
- * about all of the right-hand sides check ERR_BNDS_NORM or
584
- * ERR_BNDS_COMP.
585
- *
586
-
587
- * ==================================================================
588
- *
589
-
590
-
591
- </PRE>
592
- <A HREF="#top">go to the page top</A>
593
-
594
- <A NAME="zposv"></A>
595
- <H2>zposv</H2>
596
- <PRE>
597
- USAGE:
598
- info, a, b = NumRu::Lapack.zposv( uplo, a, b, [:usage => usage, :help => help])
599
-
600
-
601
- FORTRAN MANUAL
602
- SUBROUTINE ZPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
603
-
604
- * Purpose
605
- * =======
606
- *
607
- * ZPOSV computes the solution to a complex system of linear equations
608
- * A * X = B,
609
- * where A is an N-by-N Hermitian positive definite matrix and X and B
610
- * are N-by-NRHS matrices.
611
- *
612
- * The Cholesky decomposition is used to factor A as
613
- * A = U**H* U, if UPLO = 'U', or
614
- * A = L * L**H, if UPLO = 'L',
615
- * where U is an upper triangular matrix and L is a lower triangular
616
- * matrix. The factored form of A is then used to solve the system of
617
- * equations A * X = B.
618
- *
619
-
620
- * Arguments
621
- * =========
622
- *
623
- * UPLO (input) CHARACTER*1
624
- * = 'U': Upper triangle of A is stored;
625
- * = 'L': Lower triangle of A is stored.
626
- *
627
- * N (input) INTEGER
628
- * The number of linear equations, i.e., the order of the
629
- * matrix A. N >= 0.
630
- *
631
- * NRHS (input) INTEGER
632
- * The number of right hand sides, i.e., the number of columns
633
- * of the matrix B. NRHS >= 0.
634
- *
635
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
636
- * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
637
- * N-by-N upper triangular part of A contains the upper
638
- * triangular part of the matrix A, and the strictly lower
639
- * triangular part of A is not referenced. If UPLO = 'L', the
640
- * leading N-by-N lower triangular part of A contains the lower
641
- * triangular part of the matrix A, and the strictly upper
642
- * triangular part of A is not referenced.
643
- *
644
- * On exit, if INFO = 0, the factor U or L from the Cholesky
645
- * factorization A = U**H*U or A = L*L**H.
646
- *
647
- * LDA (input) INTEGER
648
- * The leading dimension of the array A. LDA >= max(1,N).
649
- *
650
- * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
651
- * On entry, the N-by-NRHS right hand side matrix B.
652
- * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
653
- *
654
- * LDB (input) INTEGER
655
- * The leading dimension of the array B. LDB >= max(1,N).
656
- *
657
- * INFO (output) INTEGER
658
- * = 0: successful exit
659
- * < 0: if INFO = -i, the i-th argument had an illegal value
660
- * > 0: if INFO = i, the leading minor of order i of A is not
661
- * positive definite, so the factorization could not be
662
- * completed, and the solution has not been computed.
663
- *
664
-
665
- * =====================================================================
666
- *
667
- * .. External Functions ..
668
- LOGICAL LSAME
669
- EXTERNAL LSAME
670
- * ..
671
- * .. External Subroutines ..
672
- EXTERNAL XERBLA, ZPOTRF, ZPOTRS
673
- * ..
674
- * .. Intrinsic Functions ..
675
- INTRINSIC MAX
676
- * ..
677
-
678
-
679
- </PRE>
680
- <A HREF="#top">go to the page top</A>
681
-
682
- <A NAME="zposvx"></A>
683
- <H2>zposvx</H2>
684
- <PRE>
685
- USAGE:
686
- x, rcond, ferr, berr, info, a, af, equed, s, b = NumRu::Lapack.zposvx( fact, uplo, a, af, equed, s, b, [:usage => usage, :help => help])
687
-
688
-
689
- FORTRAN MANUAL
690
- SUBROUTINE ZPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
691
-
692
- * Purpose
693
- * =======
694
- *
695
- * ZPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to
696
- * compute the solution to a complex system of linear equations
697
- * A * X = B,
698
- * where A is an N-by-N Hermitian positive definite matrix and X and B
699
- * are N-by-NRHS matrices.
700
- *
701
- * Error bounds on the solution and a condition estimate are also
702
- * provided.
703
- *
704
- * Description
705
- * ===========
706
- *
707
- * The following steps are performed:
708
- *
709
- * 1. If FACT = 'E', real scaling factors are computed to equilibrate
710
- * the system:
711
- * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
712
- * Whether or not the system will be equilibrated depends on the
713
- * scaling of the matrix A, but if equilibration is used, A is
714
- * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
715
- *
716
- * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
717
- * factor the matrix A (after equilibration if FACT = 'E') as
718
- * A = U**H* U, if UPLO = 'U', or
719
- * A = L * L**H, if UPLO = 'L',
720
- * where U is an upper triangular matrix and L is a lower triangular
721
- * matrix.
722
- *
723
- * 3. If the leading i-by-i principal minor is not positive definite,
724
- * then the routine returns with INFO = i. Otherwise, the factored
725
- * form of A is used to estimate the condition number of the matrix
726
- * A. If the reciprocal of the condition number is less than machine
727
- * precision, INFO = N+1 is returned as a warning, but the routine
728
- * still goes on to solve for X and compute error bounds as
729
- * described below.
730
- *
731
- * 4. The system of equations is solved for X using the factored form
732
- * of A.
733
- *
734
- * 5. Iterative refinement is applied to improve the computed solution
735
- * matrix and calculate error bounds and backward error estimates
736
- * for it.
737
- *
738
- * 6. If equilibration was used, the matrix X is premultiplied by
739
- * diag(S) so that it solves the original system before
740
- * equilibration.
741
- *
742
-
743
- * Arguments
744
- * =========
745
- *
746
- * FACT (input) CHARACTER*1
747
- * Specifies whether or not the factored form of the matrix A is
748
- * supplied on entry, and if not, whether the matrix A should be
749
- * equilibrated before it is factored.
750
- * = 'F': On entry, AF contains the factored form of A.
751
- * If EQUED = 'Y', the matrix A has been equilibrated
752
- * with scaling factors given by S. A and AF will not
753
- * be modified.
754
- * = 'N': The matrix A will be copied to AF and factored.
755
- * = 'E': The matrix A will be equilibrated if necessary, then
756
- * copied to AF and factored.
757
- *
758
- * UPLO (input) CHARACTER*1
759
- * = 'U': Upper triangle of A is stored;
760
- * = 'L': Lower triangle of A is stored.
761
- *
762
- * N (input) INTEGER
763
- * The number of linear equations, i.e., the order of the
764
- * matrix A. N >= 0.
765
- *
766
- * NRHS (input) INTEGER
767
- * The number of right hand sides, i.e., the number of columns
768
- * of the matrices B and X. NRHS >= 0.
769
- *
770
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
771
- * On entry, the Hermitian matrix A, except if FACT = 'F' and
772
- * EQUED = 'Y', then A must contain the equilibrated matrix
773
- * diag(S)*A*diag(S). If UPLO = 'U', the leading
774
- * N-by-N upper triangular part of A contains the upper
775
- * triangular part of the matrix A, and the strictly lower
776
- * triangular part of A is not referenced. If UPLO = 'L', the
777
- * leading N-by-N lower triangular part of A contains the lower
778
- * triangular part of the matrix A, and the strictly upper
779
- * triangular part of A is not referenced. A is not modified if
780
- * FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.
781
- *
782
- * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
783
- * diag(S)*A*diag(S).
784
- *
785
- * LDA (input) INTEGER
786
- * The leading dimension of the array A. LDA >= max(1,N).
787
- *
788
- * AF (input or output) COMPLEX*16 array, dimension (LDAF,N)
789
- * If FACT = 'F', then AF is an input argument and on entry
790
- * contains the triangular factor U or L from the Cholesky
791
- * factorization A = U**H*U or A = L*L**H, in the same storage
792
- * format as A. If EQUED .ne. 'N', then AF is the factored form
793
- * of the equilibrated matrix diag(S)*A*diag(S).
794
- *
795
- * If FACT = 'N', then AF is an output argument and on exit
796
- * returns the triangular factor U or L from the Cholesky
797
- * factorization A = U**H*U or A = L*L**H of the original
798
- * matrix A.
799
- *
800
- * If FACT = 'E', then AF is an output argument and on exit
801
- * returns the triangular factor U or L from the Cholesky
802
- * factorization A = U**H*U or A = L*L**H of the equilibrated
803
- * matrix A (see the description of A for the form of the
804
- * equilibrated matrix).
805
- *
806
- * LDAF (input) INTEGER
807
- * The leading dimension of the array AF. LDAF >= max(1,N).
808
- *
809
- * EQUED (input or output) CHARACTER*1
810
- * Specifies the form of equilibration that was done.
811
- * = 'N': No equilibration (always true if FACT = 'N').
812
- * = 'Y': Equilibration was done, i.e., A has been replaced by
813
- * diag(S) * A * diag(S).
814
- * EQUED is an input argument if FACT = 'F'; otherwise, it is an
815
- * output argument.
816
- *
817
- * S (input or output) DOUBLE PRECISION array, dimension (N)
818
- * The scale factors for A; not accessed if EQUED = 'N'. S is
819
- * an input argument if FACT = 'F'; otherwise, S is an output
820
- * argument. If FACT = 'F' and EQUED = 'Y', each element of S
821
- * must be positive.
822
- *
823
- * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
824
- * On entry, the N-by-NRHS righthand side matrix B.
825
- * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
826
- * B is overwritten by diag(S) * B.
827
- *
828
- * LDB (input) INTEGER
829
- * The leading dimension of the array B. LDB >= max(1,N).
830
- *
831
- * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
832
- * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
833
- * the original system of equations. Note that if EQUED = 'Y',
834
- * A and B are modified on exit, and the solution to the
835
- * equilibrated system is inv(diag(S))*X.
836
- *
837
- * LDX (input) INTEGER
838
- * The leading dimension of the array X. LDX >= max(1,N).
839
- *
840
- * RCOND (output) DOUBLE PRECISION
841
- * The estimate of the reciprocal condition number of the matrix
842
- * A after equilibration (if done). If RCOND is less than the
843
- * machine precision (in particular, if RCOND = 0), the matrix
844
- * is singular to working precision. This condition is
845
- * indicated by a return code of INFO > 0.
846
- *
847
- * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
848
- * The estimated forward error bound for each solution vector
849
- * X(j) (the j-th column of the solution matrix X).
850
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
851
- * is an estimated upper bound for the magnitude of the largest
852
- * element in (X(j) - XTRUE) divided by the magnitude of the
853
- * largest element in X(j). The estimate is as reliable as
854
- * the estimate for RCOND, and is almost always a slight
855
- * overestimate of the true error.
856
- *
857
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
858
- * The componentwise relative backward error of each solution
859
- * vector X(j) (i.e., the smallest relative change in
860
- * any element of A or B that makes X(j) an exact solution).
861
- *
862
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
863
- *
864
- * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
865
- *
866
- * INFO (output) INTEGER
867
- * = 0: successful exit
868
- * < 0: if INFO = -i, the i-th argument had an illegal value
869
- * > 0: if INFO = i, and i is
870
- * <= N: the leading minor of order i of A is
871
- * not positive definite, so the factorization
872
- * could not be completed, and the solution has not
873
- * been computed. RCOND = 0 is returned.
874
- * = N+1: U is nonsingular, but RCOND is less than machine
875
- * precision, meaning that the matrix is singular
876
- * to working precision. Nevertheless, the
877
- * solution and error bounds are computed because
878
- * there are a number of situations where the
879
- * computed solution can be more accurate than the
880
- * value of RCOND would suggest.
881
- *
882
-
883
- * =====================================================================
884
- *
885
-
886
-
887
- </PRE>
888
- <A HREF="#top">go to the page top</A>
889
-
890
- <A NAME="zposvxx"></A>
891
- <H2>zposvxx</H2>
892
- <PRE>
893
- USAGE:
894
- x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, equed, s, b, params = NumRu::Lapack.zposvxx( fact, uplo, a, af, equed, s, b, params, [:usage => usage, :help => help])
895
-
896
-
897
- FORTRAN MANUAL
898
- SUBROUTINE ZPOSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
899
-
900
- * Purpose
901
- * =======
902
- *
903
- * ZPOSVXX uses the Cholesky factorization A = U**T*U or A = L*L**T
904
- * to compute the solution to a complex*16 system of linear equations
905
- * A * X = B, where A is an N-by-N symmetric positive definite matrix
906
- * and X and B are N-by-NRHS matrices.
907
- *
908
- * If requested, both normwise and maximum componentwise error bounds
909
- * are returned. ZPOSVXX will return a solution with a tiny
910
- * guaranteed error (O(eps) where eps is the working machine
911
- * precision) unless the matrix is very ill-conditioned, in which
912
- * case a warning is returned. Relevant condition numbers also are
913
- * calculated and returned.
914
- *
915
- * ZPOSVXX accepts user-provided factorizations and equilibration
916
- * factors; see the definitions of the FACT and EQUED options.
917
- * Solving with refinement and using a factorization from a previous
918
- * ZPOSVXX call will also produce a solution with either O(eps)
919
- * errors or warnings, but we cannot make that claim for general
920
- * user-provided factorizations and equilibration factors if they
921
- * differ from what ZPOSVXX would itself produce.
922
- *
923
- * Description
924
- * ===========
925
- *
926
- * The following steps are performed:
927
- *
928
- * 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
929
- * the system:
930
- *
931
- * diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
932
- *
933
- * Whether or not the system will be equilibrated depends on the
934
- * scaling of the matrix A, but if equilibration is used, A is
935
- * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
936
- *
937
- * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
938
- * factor the matrix A (after equilibration if FACT = 'E') as
939
- * A = U**T* U, if UPLO = 'U', or
940
- * A = L * L**T, if UPLO = 'L',
941
- * where U is an upper triangular matrix and L is a lower triangular
942
- * matrix.
943
- *
944
- * 3. If the leading i-by-i principal minor is not positive definite,
945
- * then the routine returns with INFO = i. Otherwise, the factored
946
- * form of A is used to estimate the condition number of the matrix
947
- * A (see argument RCOND). If the reciprocal of the condition number
948
- * is less than machine precision, the routine still goes on to solve
949
- * for X and compute error bounds as described below.
950
- *
951
- * 4. The system of equations is solved for X using the factored form
952
- * of A.
953
- *
954
- * 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
955
- * the routine will use iterative refinement to try to get a small
956
- * error and error bounds. Refinement calculates the residual to at
957
- * least twice the working precision.
958
- *
959
- * 6. If equilibration was used, the matrix X is premultiplied by
960
- * diag(S) so that it solves the original system before
961
- * equilibration.
962
- *
963
-
964
- * Arguments
965
- * =========
966
- *
967
- * Some optional parameters are bundled in the PARAMS array. These
968
- * settings determine how refinement is performed, but often the
969
- * defaults are acceptable. If the defaults are acceptable, users
970
- * can pass NPARAMS = 0 which prevents the source code from accessing
971
- * the PARAMS argument.
972
- *
973
- * FACT (input) CHARACTER*1
974
- * Specifies whether or not the factored form of the matrix A is
975
- * supplied on entry, and if not, whether the matrix A should be
976
- * equilibrated before it is factored.
977
- * = 'F': On entry, AF contains the factored form of A.
978
- * If EQUED is not 'N', the matrix A has been
979
- * equilibrated with scaling factors given by S.
980
- * A and AF are not modified.
981
- * = 'N': The matrix A will be copied to AF and factored.
982
- * = 'E': The matrix A will be equilibrated if necessary, then
983
- * copied to AF and factored.
984
- *
985
- * UPLO (input) CHARACTER*1
986
- * = 'U': Upper triangle of A is stored;
987
- * = 'L': Lower triangle of A is stored.
988
- *
989
- * N (input) INTEGER
990
- * The number of linear equations, i.e., the order of the
991
- * matrix A. N >= 0.
992
- *
993
- * NRHS (input) INTEGER
994
- * The number of right hand sides, i.e., the number of columns
995
- * of the matrices B and X. NRHS >= 0.
996
- *
997
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
998
- * On entry, the symmetric matrix A, except if FACT = 'F' and EQUED =
999
- * 'Y', then A must contain the equilibrated matrix
1000
- * diag(S)*A*diag(S). If UPLO = 'U', the leading N-by-N upper
1001
- * triangular part of A contains the upper triangular part of the
1002
- * matrix A, and the strictly lower triangular part of A is not
1003
- * referenced. If UPLO = 'L', the leading N-by-N lower triangular
1004
- * part of A contains the lower triangular part of the matrix A, and
1005
- * the strictly upper triangular part of A is not referenced. A is
1006
- * not modified if FACT = 'F' or 'N', or if FACT = 'E' and EQUED =
1007
- * 'N' on exit.
1008
- *
1009
- * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
1010
- * diag(S)*A*diag(S).
1011
- *
1012
- * LDA (input) INTEGER
1013
- * The leading dimension of the array A. LDA >= max(1,N).
1014
- *
1015
- * AF (input or output) COMPLEX*16 array, dimension (LDAF,N)
1016
- * If FACT = 'F', then AF is an input argument and on entry
1017
- * contains the triangular factor U or L from the Cholesky
1018
- * factorization A = U**T*U or A = L*L**T, in the same storage
1019
- * format as A. If EQUED .ne. 'N', then AF is the factored
1020
- * form of the equilibrated matrix diag(S)*A*diag(S).
1021
- *
1022
- * If FACT = 'N', then AF is an output argument and on exit
1023
- * returns the triangular factor U or L from the Cholesky
1024
- * factorization A = U**T*U or A = L*L**T of the original
1025
- * matrix A.
1026
- *
1027
- * If FACT = 'E', then AF is an output argument and on exit
1028
- * returns the triangular factor U or L from the Cholesky
1029
- * factorization A = U**T*U or A = L*L**T of the equilibrated
1030
- * matrix A (see the description of A for the form of the
1031
- * equilibrated matrix).
1032
- *
1033
- * LDAF (input) INTEGER
1034
- * The leading dimension of the array AF. LDAF >= max(1,N).
1035
- *
1036
- * EQUED (input or output) CHARACTER*1
1037
- * Specifies the form of equilibration that was done.
1038
- * = 'N': No equilibration (always true if FACT = 'N').
1039
- * = 'Y': Both row and column equilibration, i.e., A has been
1040
- * replaced by diag(S) * A * diag(S).
1041
- * EQUED is an input argument if FACT = 'F'; otherwise, it is an
1042
- * output argument.
1043
- *
1044
- * S (input or output) DOUBLE PRECISION array, dimension (N)
1045
- * The row scale factors for A. If EQUED = 'Y', A is multiplied on
1046
- * the left and right by diag(S). S is an input argument if FACT =
1047
- * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
1048
- * = 'Y', each element of S must be positive. If S is output, each
1049
- * element of S is a power of the radix. If S is input, each element
1050
- * of S should be a power of the radix to ensure a reliable solution
1051
- * and error estimates. Scaling by powers of the radix does not cause
1052
- * rounding errors unless the result underflows or overflows.
1053
- * Rounding errors during scaling lead to refining with a matrix that
1054
- * is not equivalent to the input matrix, producing error estimates
1055
- * that may not be reliable.
1056
- *
1057
- * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
1058
- * On entry, the N-by-NRHS right hand side matrix B.
1059
- * On exit,
1060
- * if EQUED = 'N', B is not modified;
1061
- * if EQUED = 'Y', B is overwritten by diag(S)*B;
1062
- *
1063
- * LDB (input) INTEGER
1064
- * The leading dimension of the array B. LDB >= max(1,N).
1065
- *
1066
- * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
1067
- * If INFO = 0, the N-by-NRHS solution matrix X to the original
1068
- * system of equations. Note that A and B are modified on exit if
1069
- * EQUED .ne. 'N', and the solution to the equilibrated system is
1070
- * inv(diag(S))*X.
1071
- *
1072
- * LDX (input) INTEGER
1073
- * The leading dimension of the array X. LDX >= max(1,N).
1074
- *
1075
- * RCOND (output) DOUBLE PRECISION
1076
- * Reciprocal scaled condition number. This is an estimate of the
1077
- * reciprocal Skeel condition number of the matrix A after
1078
- * equilibration (if done). If this is less than the machine
1079
- * precision (in particular, if it is zero), the matrix is singular
1080
- * to working precision. Note that the error may still be small even
1081
- * if this number is very small and the matrix appears ill-
1082
- * conditioned.
1083
- *
1084
- * RPVGRW (output) DOUBLE PRECISION
1085
- * Reciprocal pivot growth. On exit, this contains the reciprocal
1086
- * pivot growth factor norm(A)/norm(U). The "max absolute element"
1087
- * norm is used. If this is much less than 1, then the stability of
1088
- * the LU factorization of the (equilibrated) matrix A could be poor.
1089
- * This also means that the solution X, estimated condition numbers,
1090
- * and error bounds could be unreliable. If factorization fails with
1091
- * 0<INFO<=N, then this contains the reciprocal pivot growth factor
1092
- * for the leading INFO columns of A.
1093
- *
1094
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
1095
- * Componentwise relative backward error. This is the
1096
- * componentwise relative backward error of each solution vector X(j)
1097
- * (i.e., the smallest relative change in any element of A or B that
1098
- * makes X(j) an exact solution).
1099
- *
1100
- * N_ERR_BNDS (input) INTEGER
1101
- * Number of error bounds to return for each right hand side
1102
- * and each type (normwise or componentwise). See ERR_BNDS_NORM and
1103
- * ERR_BNDS_COMP below.
1104
- *
1105
- * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1106
- * For each right-hand side, this array contains information about
1107
- * various error bounds and condition numbers corresponding to the
1108
- * normwise relative error, which is defined as follows:
1109
- *
1110
- * Normwise relative error in the ith solution vector:
1111
- * max_j (abs(XTRUE(j,i) - X(j,i)))
1112
- * ------------------------------
1113
- * max_j abs(X(j,i))
1114
- *
1115
- * The array is indexed by the type of error information as described
1116
- * below. There currently are up to three pieces of information
1117
- * returned.
1118
- *
1119
- * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
1120
- * right-hand side.
1121
- *
1122
- * The second index in ERR_BNDS_NORM(:,err) contains the following
1123
- * three fields:
1124
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1125
- * reciprocal condition number is less than the threshold
1126
- * sqrt(n) * dlamch('Epsilon').
1127
- *
1128
- * err = 2 "Guaranteed" error bound: The estimated forward error,
1129
- * almost certainly within a factor of 10 of the true error
1130
- * so long as the next entry is greater than the threshold
1131
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
1132
- * be trusted if the previous boolean is true.
1133
- *
1134
- * err = 3 Reciprocal condition number: Estimated normwise
1135
- * reciprocal condition number. Compared with the threshold
1136
- * sqrt(n) * dlamch('Epsilon') to determine if the error
1137
- * estimate is "guaranteed". These reciprocal condition
1138
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1139
- * appropriately scaled matrix Z.
1140
- * Let Z = S*A, where S scales each row by a power of the
1141
- * radix so all absolute row sums of Z are approximately 1.
1142
- *
1143
- * See Lapack Working Note 165 for further details and extra
1144
- * cautions.
1145
- *
1146
- * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1147
- * For each right-hand side, this array contains information about
1148
- * various error bounds and condition numbers corresponding to the
1149
- * componentwise relative error, which is defined as follows:
1150
- *
1151
- * Componentwise relative error in the ith solution vector:
1152
- * abs(XTRUE(j,i) - X(j,i))
1153
- * max_j ----------------------
1154
- * abs(X(j,i))
1155
- *
1156
- * The array is indexed by the right-hand side i (on which the
1157
- * componentwise relative error depends), and the type of error
1158
- * information as described below. There currently are up to three
1159
- * pieces of information returned for each right-hand side. If
1160
- * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1161
- * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
1162
- * the first (:,N_ERR_BNDS) entries are returned.
1163
- *
1164
- * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
1165
- * right-hand side.
1166
- *
1167
- * The second index in ERR_BNDS_COMP(:,err) contains the following
1168
- * three fields:
1169
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1170
- * reciprocal condition number is less than the threshold
1171
- * sqrt(n) * dlamch('Epsilon').
1172
- *
1173
- * err = 2 "Guaranteed" error bound: The estimated forward error,
1174
- * almost certainly within a factor of 10 of the true error
1175
- * so long as the next entry is greater than the threshold
1176
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
1177
- * be trusted if the previous boolean is true.
1178
- *
1179
- * err = 3 Reciprocal condition number: Estimated componentwise
1180
- * reciprocal condition number. Compared with the threshold
1181
- * sqrt(n) * dlamch('Epsilon') to determine if the error
1182
- * estimate is "guaranteed". These reciprocal condition
1183
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1184
- * appropriately scaled matrix Z.
1185
- * Let Z = S*(A*diag(x)), where x is the solution for the
1186
- * current right-hand side and S scales each row of
1187
- * A*diag(x) by a power of the radix so all absolute row
1188
- * sums of Z are approximately 1.
1189
- *
1190
- * See Lapack Working Note 165 for further details and extra
1191
- * cautions.
1192
- *
1193
- * NPARAMS (input) INTEGER
1194
- * Specifies the number of parameters set in PARAMS. If .LE. 0, the
1195
- * PARAMS array is never referenced and default values are used.
1196
- *
1197
- * PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS
1198
- * Specifies algorithm parameters. If an entry is .LT. 0.0, then
1199
- * that entry will be filled with default value used for that
1200
- * parameter. Only positions up to NPARAMS are accessed; defaults
1201
- * are used for higher-numbered parameters.
1202
- *
1203
- * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
1204
- * refinement or not.
1205
- * Default: 1.0D+0
1206
- * = 0.0 : No refinement is performed, and no error bounds are
1207
- * computed.
1208
- * = 1.0 : Use the extra-precise refinement algorithm.
1209
- * (other values are reserved for future use)
1210
- *
1211
- * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
1212
- * computations allowed for refinement.
1213
- * Default: 10
1214
- * Aggressive: Set to 100 to permit convergence using approximate
1215
- * factorizations or factorizations other than LU. If
1216
- * the factorization uses a technique other than
1217
- * Gaussian elimination, the guarantees in
1218
- * err_bnds_norm and err_bnds_comp may no longer be
1219
- * trustworthy.
1220
- *
1221
- * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
1222
- * will attempt to find a solution with small componentwise
1223
- * relative error in the double-precision algorithm. Positive
1224
- * is true, 0.0 is false.
1225
- * Default: 1.0 (attempt componentwise convergence)
1226
- *
1227
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
1228
- *
1229
- * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
1230
- *
1231
- * INFO (output) INTEGER
1232
- * = 0: Successful exit. The solution to every right-hand side is
1233
- * guaranteed.
1234
- * < 0: If INFO = -i, the i-th argument had an illegal value
1235
- * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
1236
- * has been completed, but the factor U is exactly singular, so
1237
- * the solution and error bounds could not be computed. RCOND = 0
1238
- * is returned.
1239
- * = N+J: The solution corresponding to the Jth right-hand side is
1240
- * not guaranteed. The solutions corresponding to other right-
1241
- * hand sides K with K > J may not be guaranteed as well, but
1242
- * only the first such right-hand side is reported. If a small
1243
- * componentwise error is not requested (PARAMS(3) = 0.0) then
1244
- * the Jth right-hand side is the first with a normwise error
1245
- * bound that is not guaranteed (the smallest J such
1246
- * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
1247
- * the Jth right-hand side is the first with either a normwise or
1248
- * componentwise error bound that is not guaranteed (the smallest
1249
- * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
1250
- * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
1251
- * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
1252
- * about all of the right-hand sides check ERR_BNDS_NORM or
1253
- * ERR_BNDS_COMP.
1254
- *
1255
-
1256
- * ==================================================================
1257
- *
1258
-
1259
-
1260
- </PRE>
1261
- <A HREF="#top">go to the page top</A>
1262
-
1263
- <A NAME="zpotf2"></A>
1264
- <H2>zpotf2</H2>
1265
- <PRE>
1266
- USAGE:
1267
- info, a = NumRu::Lapack.zpotf2( uplo, a, [:usage => usage, :help => help])
1268
-
1269
-
1270
- FORTRAN MANUAL
1271
- SUBROUTINE ZPOTF2( UPLO, N, A, LDA, INFO )
1272
-
1273
- * Purpose
1274
- * =======
1275
- *
1276
- * ZPOTF2 computes the Cholesky factorization of a complex Hermitian
1277
- * positive definite matrix A.
1278
- *
1279
- * The factorization has the form
1280
- * A = U' * U , if UPLO = 'U', or
1281
- * A = L * L', if UPLO = 'L',
1282
- * where U is an upper triangular matrix and L is lower triangular.
1283
- *
1284
- * This is the unblocked version of the algorithm, calling Level 2 BLAS.
1285
- *
1286
-
1287
- * Arguments
1288
- * =========
1289
- *
1290
- * UPLO (input) CHARACTER*1
1291
- * Specifies whether the upper or lower triangular part of the
1292
- * Hermitian matrix A is stored.
1293
- * = 'U': Upper triangular
1294
- * = 'L': Lower triangular
1295
- *
1296
- * N (input) INTEGER
1297
- * The order of the matrix A. N >= 0.
1298
- *
1299
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1300
- * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
1301
- * n by n upper triangular part of A contains the upper
1302
- * triangular part of the matrix A, and the strictly lower
1303
- * triangular part of A is not referenced. If UPLO = 'L', the
1304
- * leading n by n lower triangular part of A contains the lower
1305
- * triangular part of the matrix A, and the strictly upper
1306
- * triangular part of A is not referenced.
1307
- *
1308
- * On exit, if INFO = 0, the factor U or L from the Cholesky
1309
- * factorization A = U'*U or A = L*L'.
1310
- *
1311
- * LDA (input) INTEGER
1312
- * The leading dimension of the array A. LDA >= max(1,N).
1313
- *
1314
- * INFO (output) INTEGER
1315
- * = 0: successful exit
1316
- * < 0: if INFO = -k, the k-th argument had an illegal value
1317
- * > 0: if INFO = k, the leading minor of order k is not
1318
- * positive definite, and the factorization could not be
1319
- * completed.
1320
- *
1321
-
1322
- * =====================================================================
1323
- *
1324
-
1325
-
1326
- </PRE>
1327
- <A HREF="#top">go to the page top</A>
1328
-
1329
- <A NAME="zpotrf"></A>
1330
- <H2>zpotrf</H2>
1331
- <PRE>
1332
- USAGE:
1333
- info, a = NumRu::Lapack.zpotrf( uplo, a, [:usage => usage, :help => help])
1334
-
1335
-
1336
- FORTRAN MANUAL
1337
- SUBROUTINE ZPOTRF( UPLO, N, A, LDA, INFO )
1338
-
1339
- * Purpose
1340
- * =======
1341
- *
1342
- * ZPOTRF computes the Cholesky factorization of a complex Hermitian
1343
- * positive definite matrix A.
1344
- *
1345
- * The factorization has the form
1346
- * A = U**H * U, if UPLO = 'U', or
1347
- * A = L * L**H, if UPLO = 'L',
1348
- * where U is an upper triangular matrix and L is lower triangular.
1349
- *
1350
- * This is the block version of the algorithm, calling Level 3 BLAS.
1351
- *
1352
-
1353
- * Arguments
1354
- * =========
1355
- *
1356
- * UPLO (input) CHARACTER*1
1357
- * = 'U': Upper triangle of A is stored;
1358
- * = 'L': Lower triangle of A is stored.
1359
- *
1360
- * N (input) INTEGER
1361
- * The order of the matrix A. N >= 0.
1362
- *
1363
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1364
- * On entry, the Hermitian matrix A. If UPLO = 'U', the leading
1365
- * N-by-N upper triangular part of A contains the upper
1366
- * triangular part of the matrix A, and the strictly lower
1367
- * triangular part of A is not referenced. If UPLO = 'L', the
1368
- * leading N-by-N lower triangular part of A contains the lower
1369
- * triangular part of the matrix A, and the strictly upper
1370
- * triangular part of A is not referenced.
1371
- *
1372
- * On exit, if INFO = 0, the factor U or L from the Cholesky
1373
- * factorization A = U**H*U or A = L*L**H.
1374
- *
1375
- * LDA (input) INTEGER
1376
- * The leading dimension of the array A. LDA >= max(1,N).
1377
- *
1378
- * INFO (output) INTEGER
1379
- * = 0: successful exit
1380
- * < 0: if INFO = -i, the i-th argument had an illegal value
1381
- * > 0: if INFO = i, the leading minor of order i is not
1382
- * positive definite, and the factorization could not be
1383
- * completed.
1384
- *
1385
-
1386
- * =====================================================================
1387
- *
1388
-
1389
-
1390
- </PRE>
1391
- <A HREF="#top">go to the page top</A>
1392
-
1393
- <A NAME="zpotri"></A>
1394
- <H2>zpotri</H2>
1395
- <PRE>
1396
- USAGE:
1397
- info, a = NumRu::Lapack.zpotri( uplo, a, [:usage => usage, :help => help])
1398
-
1399
-
1400
- FORTRAN MANUAL
1401
- SUBROUTINE ZPOTRI( UPLO, N, A, LDA, INFO )
1402
-
1403
- * Purpose
1404
- * =======
1405
- *
1406
- * ZPOTRI computes the inverse of a complex Hermitian positive definite
1407
- * matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
1408
- * computed by ZPOTRF.
1409
- *
1410
-
1411
- * Arguments
1412
- * =========
1413
- *
1414
- * UPLO (input) CHARACTER*1
1415
- * = 'U': Upper triangle of A is stored;
1416
- * = 'L': Lower triangle of A is stored.
1417
- *
1418
- * N (input) INTEGER
1419
- * The order of the matrix A. N >= 0.
1420
- *
1421
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1422
- * On entry, the triangular factor U or L from the Cholesky
1423
- * factorization A = U**H*U or A = L*L**H, as computed by
1424
- * ZPOTRF.
1425
- * On exit, the upper or lower triangle of the (Hermitian)
1426
- * inverse of A, overwriting the input factor U or L.
1427
- *
1428
- * LDA (input) INTEGER
1429
- * The leading dimension of the array A. LDA >= max(1,N).
1430
- *
1431
- * INFO (output) INTEGER
1432
- * = 0: successful exit
1433
- * < 0: if INFO = -i, the i-th argument had an illegal value
1434
- * > 0: if INFO = i, the (i,i) element of the factor U or L is
1435
- * zero, and the inverse could not be computed.
1436
- *
1437
-
1438
- * =====================================================================
1439
- *
1440
- * .. External Functions ..
1441
- LOGICAL LSAME
1442
- EXTERNAL LSAME
1443
- * ..
1444
- * .. External Subroutines ..
1445
- EXTERNAL XERBLA, ZLAUUM, ZTRTRI
1446
- * ..
1447
- * .. Intrinsic Functions ..
1448
- INTRINSIC MAX
1449
- * ..
1450
-
1451
-
1452
- </PRE>
1453
- <A HREF="#top">go to the page top</A>
1454
-
1455
- <A NAME="zpotrs"></A>
1456
- <H2>zpotrs</H2>
1457
- <PRE>
1458
- USAGE:
1459
- info, b = NumRu::Lapack.zpotrs( uplo, a, b, [:usage => usage, :help => help])
1460
-
1461
-
1462
- FORTRAN MANUAL
1463
- SUBROUTINE ZPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
1464
-
1465
- * Purpose
1466
- * =======
1467
- *
1468
- * ZPOTRS solves a system of linear equations A*X = B with a Hermitian
1469
- * positive definite matrix A using the Cholesky factorization
1470
- * A = U**H*U or A = L*L**H computed by ZPOTRF.
1471
- *
1472
-
1473
- * Arguments
1474
- * =========
1475
- *
1476
- * UPLO (input) CHARACTER*1
1477
- * = 'U': Upper triangle of A is stored;
1478
- * = 'L': Lower triangle of A is stored.
1479
- *
1480
- * N (input) INTEGER
1481
- * The order of the matrix A. N >= 0.
1482
- *
1483
- * NRHS (input) INTEGER
1484
- * The number of right hand sides, i.e., the number of columns
1485
- * of the matrix B. NRHS >= 0.
1486
- *
1487
- * A (input) COMPLEX*16 array, dimension (LDA,N)
1488
- * The triangular factor U or L from the Cholesky factorization
1489
- * A = U**H*U or A = L*L**H, as computed by ZPOTRF.
1490
- *
1491
- * LDA (input) INTEGER
1492
- * The leading dimension of the array A. LDA >= max(1,N).
1493
- *
1494
- * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
1495
- * On entry, the right hand side matrix B.
1496
- * On exit, the solution matrix X.
1497
- *
1498
- * LDB (input) INTEGER
1499
- * The leading dimension of the array B. LDB >= max(1,N).
1500
- *
1501
- * INFO (output) INTEGER
1502
- * = 0: successful exit
1503
- * < 0: if INFO = -i, the i-th argument had an illegal value
1504
- *
1505
-
1506
- * =====================================================================
1507
- *
1508
-
1509
-
1510
- </PRE>
1511
- <A HREF="#top">go to the page top</A>
1512
-
1513
- <HR />
1514
- <A HREF="z.html">back to matrix types</A><BR>
1515
- <A HREF="z.html">back to data types</A>
1516
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1517
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