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 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 matrix</H1>
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- <UL>
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- <LI><A HREF="#zsycon">zsycon</A></LI>
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- <LI><A HREF="#zsyconv">zsyconv</A></LI>
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- <LI><A HREF="#zsyequb">zsyequb</A></LI>
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- <LI><A HREF="#zsymv">zsymv</A></LI>
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- <LI><A HREF="#zsyr">zsyr</A></LI>
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- <LI><A HREF="#zsyrfs">zsyrfs</A></LI>
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- <LI><A HREF="#zsyrfsx">zsyrfsx</A></LI>
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- <LI><A HREF="#zsysv">zsysv</A></LI>
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- <LI><A HREF="#zsysvx">zsysvx</A></LI>
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- <LI><A HREF="#zsysvxx">zsysvxx</A></LI>
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- <LI><A HREF="#zsyswapr">zsyswapr</A></LI>
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- <LI><A HREF="#zsytf2">zsytf2</A></LI>
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- <LI><A HREF="#zsytrf">zsytrf</A></LI>
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- <LI><A HREF="#zsytri">zsytri</A></LI>
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- <LI><A HREF="#zsytri2">zsytri2</A></LI>
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- <LI><A HREF="#zsytri2x">zsytri2x</A></LI>
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- <LI><A HREF="#zsytrs">zsytrs</A></LI>
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- <LI><A HREF="#zsytrs2">zsytrs2</A></LI>
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- </UL>
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-
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- <A NAME="zsycon"></A>
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- <H2>zsycon</H2>
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- <PRE>
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- USAGE:
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- rcond, info = NumRu::Lapack.zsycon( uplo, a, ipiv, anorm, [:usage => usage, :help => help])
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-
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-
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- FORTRAN MANUAL
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- SUBROUTINE ZSYCON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO )
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-
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- * Purpose
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- * =======
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- *
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- * ZSYCON estimates the reciprocal of the condition number (in the
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- * 1-norm) of a complex symmetric matrix A using the factorization
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- * A = U*D*U**T or A = L*D*L**T computed by ZSYTRF.
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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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-
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- * Arguments
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- * =========
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- *
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- * UPLO (input) CHARACTER*1
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- * Specifies whether the details of the factorization are stored
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- * as an upper or lower triangular matrix.
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- * = 'U': Upper triangular, form is A = U*D*U**T;
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- * = 'L': Lower triangular, form is A = L*D*L**T.
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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 block diagonal matrix D and the multipliers used to
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- * obtain the factor U or L as computed by ZSYTRF.
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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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- * IPIV (input) INTEGER array, dimension (N)
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- * Details of the interchanges and the block structure of D
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- * as determined by ZSYTRF.
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- *
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- * ANORM (input) DOUBLE PRECISION
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- * The 1-norm of the original matrix A.
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- *
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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
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- * estimate of the 1-norm of inv(A) computed in this routine.
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- *
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- * WORK (workspace) COMPLEX*16 array, dimension (2*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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-
95
- <A NAME="zsyconv"></A>
96
- <H2>zsyconv</H2>
97
- <PRE>
98
- USAGE:
99
- info = NumRu::Lapack.zsyconv( uplo, way, a, ipiv, [:usage => usage, :help => help])
100
-
101
-
102
- FORTRAN MANUAL
103
- SUBROUTINE ZSYCONV( UPLO, WAY, N, A, LDA, IPIV, WORK, INFO )
104
-
105
- * Purpose
106
- * =======
107
- *
108
- * ZSYCONV converts A given by ZHETRF into L and D or vice-versa.
109
- * Get nondiagonal elements of D (returned in workspace) and
110
- * apply or reverse permutation done in TRF.
111
- *
112
-
113
- * Arguments
114
- * =========
115
- *
116
- * UPLO (input) CHARACTER*1
117
- * Specifies whether the details of the factorization are stored
118
- * as an upper or lower triangular matrix.
119
- * = 'U': Upper triangular, form is A = U*D*U**T;
120
- * = 'L': Lower triangular, form is A = L*D*L**T.
121
- *
122
- * WAY (input) CHARACTER*1
123
- * = 'C': Convert
124
- * = 'R': Revert
125
- *
126
- * N (input) INTEGER
127
- * The order of the matrix A. N >= 0.
128
- *
129
- * A (input) DOUBLE COMPLEX array, dimension (LDA,N)
130
- * The block diagonal matrix D and the multipliers used to
131
- * obtain the factor U or L as computed by ZSYTRF.
132
- *
133
- * LDA (input) INTEGER
134
- * The leading dimension of the array A. LDA >= max(1,N).
135
- *
136
- * IPIV (input) INTEGER array, dimension (N)
137
- * Details of the interchanges and the block structure of D
138
- * as determined by ZSYTRF.
139
- *
140
- * WORK (workspace) DOUBLE COMPLEX array, dimension (N)
141
- *
142
- * LWORK (input) INTEGER
143
- * The length of WORK. LWORK >=1.
144
- * LWORK = N
145
- *
146
- * If LWORK = -1, then a workspace query is assumed; the routine
147
- * only calculates the optimal size of the WORK array, returns
148
- * this value as the first entry of the WORK array, and no error
149
- * message related to LWORK is issued by XERBLA.
150
- *
151
- * INFO (output) INTEGER
152
- * = 0: successful exit
153
- * < 0: if INFO = -i, the i-th argument had an illegal value
154
- *
155
-
156
- * =====================================================================
157
- *
158
-
159
-
160
- </PRE>
161
- <A HREF="#top">go to the page top</A>
162
-
163
- <A NAME="zsyequb"></A>
164
- <H2>zsyequb</H2>
165
- <PRE>
166
- USAGE:
167
- s, scond, amax, info = NumRu::Lapack.zsyequb( uplo, a, [:usage => usage, :help => help])
168
-
169
-
170
- FORTRAN MANUAL
171
- SUBROUTINE ZSYEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO )
172
-
173
- * Purpose
174
- * =======
175
- *
176
- * ZSYEQUB computes row and column scalings intended to equilibrate a
177
- * symmetric matrix A and reduce its condition number
178
- * (with respect to the two-norm). S contains the scale factors,
179
- * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
180
- * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
181
- * choice of S puts the condition number of B within a factor N of the
182
- * smallest possible condition number over all possible diagonal
183
- * scalings.
184
- *
185
-
186
- * Arguments
187
- * =========
188
- *
189
- * UPLO (input) CHARACTER*1
190
- * Specifies whether the details of the factorization are stored
191
- * as an upper or lower triangular matrix.
192
- * = 'U': Upper triangular, form is A = U*D*U**T;
193
- * = 'L': Lower triangular, form is A = L*D*L**T.
194
- *
195
- * N (input) INTEGER
196
- * The order of the matrix A. N >= 0.
197
- *
198
- * A (input) COMPLEX*16 array, dimension (LDA,N)
199
- * The N-by-N symmetric matrix whose scaling
200
- * factors are to be computed. Only the diagonal elements of A
201
- * are referenced.
202
- *
203
- * LDA (input) INTEGER
204
- * The leading dimension of the array A. LDA >= max(1,N).
205
- *
206
- * S (output) DOUBLE PRECISION array, dimension (N)
207
- * If INFO = 0, S contains the scale factors for A.
208
- *
209
- * SCOND (output) DOUBLE PRECISION
210
- * If INFO = 0, S contains the ratio of the smallest S(i) to
211
- * the largest S(i). If SCOND >= 0.1 and AMAX is neither too
212
- * large nor too small, it is not worth scaling by S.
213
- *
214
- * AMAX (output) DOUBLE PRECISION
215
- * Absolute value of largest matrix element. If AMAX is very
216
- * close to overflow or very close to underflow, the matrix
217
- * should be scaled.
218
- *
219
- * WORK (workspace) COMPLEX*16 array, dimension (3*N)
220
- *
221
- * INFO (output) INTEGER
222
- * = 0: successful exit
223
- * < 0: if INFO = -i, the i-th argument had an illegal value
224
- * > 0: if INFO = i, the i-th diagonal element is nonpositive.
225
- *
226
-
227
- * Further Details
228
- * ======= =======
229
- *
230
- * Reference: Livne, O.E. and Golub, G.H., "Scaling by Binormalization",
231
- * Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
232
- * DOI 10.1023/B:NUMA.0000016606.32820.69
233
- * Tech report version: http://ruready.utah.edu/archive/papers/bin.pdf
234
- *
235
- * =====================================================================
236
- *
237
-
238
-
239
- </PRE>
240
- <A HREF="#top">go to the page top</A>
241
-
242
- <A NAME="zsymv"></A>
243
- <H2>zsymv</H2>
244
- <PRE>
245
- USAGE:
246
- y = NumRu::Lapack.zsymv( uplo, alpha, a, x, incx, beta, y, incy, [:usage => usage, :help => help])
247
-
248
-
249
- FORTRAN MANUAL
250
- SUBROUTINE ZSYMV( UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY )
251
-
252
- * Purpose
253
- * =======
254
- *
255
- * ZSYMV performs the matrix-vector operation
256
- *
257
- * y := alpha*A*x + beta*y,
258
- *
259
- * where alpha and beta are scalars, x and y are n element vectors and
260
- * A is an n by n symmetric matrix.
261
- *
262
-
263
- * Arguments
264
- * ==========
265
- *
266
- * UPLO (input) CHARACTER*1
267
- * On entry, UPLO specifies whether the upper or lower
268
- * triangular part of the array A is to be referenced as
269
- * follows:
270
- *
271
- * UPLO = 'U' or 'u' Only the upper triangular part of A
272
- * is to be referenced.
273
- *
274
- * UPLO = 'L' or 'l' Only the lower triangular part of A
275
- * is to be referenced.
276
- *
277
- * Unchanged on exit.
278
- *
279
- * N (input) INTEGER
280
- * On entry, N specifies the order of the matrix A.
281
- * N must be at least zero.
282
- * Unchanged on exit.
283
- *
284
- * ALPHA (input) COMPLEX*16
285
- * On entry, ALPHA specifies the scalar alpha.
286
- * Unchanged on exit.
287
- *
288
- * A (input) COMPLEX*16 array, dimension ( LDA, N )
289
- * Before entry, with UPLO = 'U' or 'u', the leading n by n
290
- * upper triangular part of the array A must contain the upper
291
- * triangular part of the symmetric matrix and the strictly
292
- * lower triangular part of A is not referenced.
293
- * Before entry, with UPLO = 'L' or 'l', the leading n by n
294
- * lower triangular part of the array A must contain the lower
295
- * triangular part of the symmetric matrix and the strictly
296
- * upper triangular part of A is not referenced.
297
- * Unchanged on exit.
298
- *
299
- * LDA (input) INTEGER
300
- * On entry, LDA specifies the first dimension of A as declared
301
- * in the calling (sub) program. LDA must be at least
302
- * max( 1, N ).
303
- * Unchanged on exit.
304
- *
305
- * X (input) COMPLEX*16 array, dimension at least
306
- * ( 1 + ( N - 1 )*abs( INCX ) ).
307
- * Before entry, the incremented array X must contain the N-
308
- * element vector x.
309
- * Unchanged on exit.
310
- *
311
- * INCX (input) INTEGER
312
- * On entry, INCX specifies the increment for the elements of
313
- * X. INCX must not be zero.
314
- * Unchanged on exit.
315
- *
316
- * BETA (input) COMPLEX*16
317
- * On entry, BETA specifies the scalar beta. When BETA is
318
- * supplied as zero then Y need not be set on input.
319
- * Unchanged on exit.
320
- *
321
- * Y (input/output) COMPLEX*16 array, dimension at least
322
- * ( 1 + ( N - 1 )*abs( INCY ) ).
323
- * Before entry, the incremented array Y must contain the n
324
- * element vector y. On exit, Y is overwritten by the updated
325
- * vector y.
326
- *
327
- * INCY (input) INTEGER
328
- * On entry, INCY specifies the increment for the elements of
329
- * Y. INCY must not be zero.
330
- * Unchanged on exit.
331
- *
332
-
333
- * =====================================================================
334
- *
335
-
336
-
337
- </PRE>
338
- <A HREF="#top">go to the page top</A>
339
-
340
- <A NAME="zsyr"></A>
341
- <H2>zsyr</H2>
342
- <PRE>
343
- USAGE:
344
- a = NumRu::Lapack.zsyr( uplo, alpha, x, incx, a, [:usage => usage, :help => help])
345
-
346
-
347
- FORTRAN MANUAL
348
- SUBROUTINE ZSYR( UPLO, N, ALPHA, X, INCX, A, LDA )
349
-
350
- * Purpose
351
- * =======
352
- *
353
- * ZSYR performs the symmetric rank 1 operation
354
- *
355
- * A := alpha*x*( x' ) + A,
356
- *
357
- * where alpha is a complex scalar, x is an n element vector and A is an
358
- * n by n symmetric matrix.
359
- *
360
-
361
- * Arguments
362
- * ==========
363
- *
364
- * UPLO (input) CHARACTER*1
365
- * On entry, UPLO specifies whether the upper or lower
366
- * triangular part of the array A is to be referenced as
367
- * follows:
368
- *
369
- * UPLO = 'U' or 'u' Only the upper triangular part of A
370
- * is to be referenced.
371
- *
372
- * UPLO = 'L' or 'l' Only the lower triangular part of A
373
- * is to be referenced.
374
- *
375
- * Unchanged on exit.
376
- *
377
- * N (input) INTEGER
378
- * On entry, N specifies the order of the matrix A.
379
- * N must be at least zero.
380
- * Unchanged on exit.
381
- *
382
- * ALPHA (input) COMPLEX*16
383
- * On entry, ALPHA specifies the scalar alpha.
384
- * Unchanged on exit.
385
- *
386
- * X (input) COMPLEX*16 array, dimension at least
387
- * ( 1 + ( N - 1 )*abs( INCX ) ).
388
- * Before entry, the incremented array X must contain the N-
389
- * element vector x.
390
- * Unchanged on exit.
391
- *
392
- * INCX (input) INTEGER
393
- * On entry, INCX specifies the increment for the elements of
394
- * X. INCX must not be zero.
395
- * Unchanged on exit.
396
- *
397
- * A (input/output) COMPLEX*16 array, dimension ( LDA, N )
398
- * Before entry, with UPLO = 'U' or 'u', the leading n by n
399
- * upper triangular part of the array A must contain the upper
400
- * triangular part of the symmetric matrix and the strictly
401
- * lower triangular part of A is not referenced. On exit, the
402
- * upper triangular part of the array A is overwritten by the
403
- * upper triangular part of the updated matrix.
404
- * Before entry, with UPLO = 'L' or 'l', the leading n by n
405
- * lower triangular part of the array A must contain the lower
406
- * triangular part of the symmetric matrix and the strictly
407
- * upper triangular part of A is not referenced. On exit, the
408
- * lower triangular part of the array A is overwritten by the
409
- * lower triangular part of the updated matrix.
410
- *
411
- * LDA (input) INTEGER
412
- * On entry, LDA specifies the first dimension of A as declared
413
- * in the calling (sub) program. LDA must be at least
414
- * max( 1, N ).
415
- * Unchanged on exit.
416
- *
417
-
418
- * =====================================================================
419
- *
420
-
421
-
422
- </PRE>
423
- <A HREF="#top">go to the page top</A>
424
-
425
- <A NAME="zsyrfs"></A>
426
- <H2>zsyrfs</H2>
427
- <PRE>
428
- USAGE:
429
- ferr, berr, info, x = NumRu::Lapack.zsyrfs( uplo, a, af, ipiv, b, x, [:usage => usage, :help => help])
430
-
431
-
432
- FORTRAN MANUAL
433
- SUBROUTINE ZSYRFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
434
-
435
- * Purpose
436
- * =======
437
- *
438
- * ZSYRFS improves the computed solution to a system of linear
439
- * equations when the coefficient matrix is symmetric indefinite, and
440
- * provides error bounds and backward error estimates for the solution.
441
- *
442
-
443
- * Arguments
444
- * =========
445
- *
446
- * UPLO (input) CHARACTER*1
447
- * = 'U': Upper triangle of A is stored;
448
- * = 'L': Lower triangle of A is stored.
449
- *
450
- * N (input) INTEGER
451
- * The order of the matrix A. N >= 0.
452
- *
453
- * NRHS (input) INTEGER
454
- * The number of right hand sides, i.e., the number of columns
455
- * of the matrices B and X. NRHS >= 0.
456
- *
457
- * A (input) COMPLEX*16 array, dimension (LDA,N)
458
- * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
459
- * upper triangular part of A contains the upper triangular part
460
- * of the matrix A, and the strictly lower triangular part of A
461
- * is not referenced. If UPLO = 'L', the leading N-by-N lower
462
- * triangular part of A contains the lower triangular part of
463
- * the matrix A, and the strictly upper triangular part of A is
464
- * not referenced.
465
- *
466
- * LDA (input) INTEGER
467
- * The leading dimension of the array A. LDA >= max(1,N).
468
- *
469
- * AF (input) COMPLEX*16 array, dimension (LDAF,N)
470
- * The factored form of the matrix A. AF contains the block
471
- * diagonal matrix D and the multipliers used to obtain the
472
- * factor U or L from the factorization A = U*D*U**T or
473
- * A = L*D*L**T as computed by ZSYTRF.
474
- *
475
- * LDAF (input) INTEGER
476
- * The leading dimension of the array AF. LDAF >= max(1,N).
477
- *
478
- * IPIV (input) INTEGER array, dimension (N)
479
- * Details of the interchanges and the block structure of D
480
- * as determined by ZSYTRF.
481
- *
482
- * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
483
- * The right hand side matrix B.
484
- *
485
- * LDB (input) INTEGER
486
- * The leading dimension of the array B. LDB >= max(1,N).
487
- *
488
- * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
489
- * On entry, the solution matrix X, as computed by ZSYTRS.
490
- * On exit, the improved solution matrix X.
491
- *
492
- * LDX (input) INTEGER
493
- * The leading dimension of the array X. LDX >= max(1,N).
494
- *
495
- * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
496
- * The estimated forward error bound for each solution vector
497
- * X(j) (the j-th column of the solution matrix X).
498
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
499
- * is an estimated upper bound for the magnitude of the largest
500
- * element in (X(j) - XTRUE) divided by the magnitude of the
501
- * largest element in X(j). The estimate is as reliable as
502
- * the estimate for RCOND, and is almost always a slight
503
- * overestimate of the true error.
504
- *
505
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
506
- * The componentwise relative backward error of each solution
507
- * vector X(j) (i.e., the smallest relative change in
508
- * any element of A or B that makes X(j) an exact solution).
509
- *
510
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
511
- *
512
- * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
513
- *
514
- * INFO (output) INTEGER
515
- * = 0: successful exit
516
- * < 0: if INFO = -i, the i-th argument had an illegal value
517
- *
518
- * Internal Parameters
519
- * ===================
520
- *
521
- * ITMAX is the maximum number of steps of iterative refinement.
522
- *
523
-
524
- * =====================================================================
525
- *
526
-
527
-
528
- </PRE>
529
- <A HREF="#top">go to the page top</A>
530
-
531
- <A NAME="zsyrfsx"></A>
532
- <H2>zsyrfsx</H2>
533
- <PRE>
534
- USAGE:
535
- rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.zsyrfsx( uplo, equed, a, af, ipiv, s, b, x, params, [:usage => usage, :help => help])
536
-
537
-
538
- FORTRAN MANUAL
539
- SUBROUTINE ZSYRFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
540
-
541
- * Purpose
542
- * =======
543
- *
544
- * ZSYRFSX improves the computed solution to a system of linear
545
- * equations when the coefficient matrix is symmetric indefinite, and
546
- * provides error bounds and backward error estimates for the
547
- * solution. In addition to normwise error bound, the code provides
548
- * maximum componentwise error bound if possible. See comments for
549
- * ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
550
- *
551
- * The original system of linear equations may have been equilibrated
552
- * before calling this routine, as described by arguments EQUED and S
553
- * below. In this case, the solution and error bounds returned are
554
- * for the original unequilibrated system.
555
- *
556
-
557
- * Arguments
558
- * =========
559
- *
560
- * Some optional parameters are bundled in the PARAMS array. These
561
- * settings determine how refinement is performed, but often the
562
- * defaults are acceptable. If the defaults are acceptable, users
563
- * can pass NPARAMS = 0 which prevents the source code from accessing
564
- * the PARAMS argument.
565
- *
566
- * UPLO (input) CHARACTER*1
567
- * = 'U': Upper triangle of A is stored;
568
- * = 'L': Lower triangle of A is stored.
569
- *
570
- * EQUED (input) CHARACTER*1
571
- * Specifies the form of equilibration that was done to A
572
- * before calling this routine. This is needed to compute
573
- * the solution and error bounds correctly.
574
- * = 'N': No equilibration
575
- * = 'Y': Both row and column equilibration, i.e., A has been
576
- * replaced by diag(S) * A * diag(S).
577
- * The right hand side B has been changed accordingly.
578
- *
579
- * N (input) INTEGER
580
- * The order of the matrix A. N >= 0.
581
- *
582
- * NRHS (input) INTEGER
583
- * The number of right hand sides, i.e., the number of columns
584
- * of the matrices B and X. NRHS >= 0.
585
- *
586
- * A (input) COMPLEX*16 array, dimension (LDA,N)
587
- * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
588
- * upper triangular part of A contains the upper triangular
589
- * part of the matrix A, and the strictly lower triangular
590
- * part of A is not referenced. If UPLO = 'L', the leading
591
- * N-by-N lower triangular part of A contains the lower
592
- * triangular part of the matrix A, and the strictly upper
593
- * triangular part of A is not referenced.
594
- *
595
- * LDA (input) INTEGER
596
- * The leading dimension of the array A. LDA >= max(1,N).
597
- *
598
- * AF (input) COMPLEX*16 array, dimension (LDAF,N)
599
- * The factored form of the matrix A. AF contains the block
600
- * diagonal matrix D and the multipliers used to obtain the
601
- * factor U or L from the factorization A = U*D*U**T or A =
602
- * L*D*L**T as computed by DSYTRF.
603
- *
604
- * LDAF (input) INTEGER
605
- * The leading dimension of the array AF. LDAF >= max(1,N).
606
- *
607
- * IPIV (input) INTEGER array, dimension (N)
608
- * Details of the interchanges and the block structure of D
609
- * as determined by DSYTRF.
610
- *
611
- * S (input or output) DOUBLE PRECISION array, dimension (N)
612
- * The scale factors for A. If EQUED = 'Y', A is multiplied on
613
- * the left and right by diag(S). S is an input argument if FACT =
614
- * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
615
- * = 'Y', each element of S must be positive. If S is output, each
616
- * element of S is a power of the radix. If S is input, each element
617
- * of S should be a power of the radix to ensure a reliable solution
618
- * and error estimates. Scaling by powers of the radix does not cause
619
- * rounding errors unless the result underflows or overflows.
620
- * Rounding errors during scaling lead to refining with a matrix that
621
- * is not equivalent to the input matrix, producing error estimates
622
- * that may not be reliable.
623
- *
624
- * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
625
- * The right hand side matrix B.
626
- *
627
- * LDB (input) INTEGER
628
- * The leading dimension of the array B. LDB >= max(1,N).
629
- *
630
- * X (input/output) COMPLEX*16 array, dimension (LDX,NRHS)
631
- * On entry, the solution matrix X, as computed by DGETRS.
632
- * On exit, the improved solution matrix X.
633
- *
634
- * LDX (input) INTEGER
635
- * The leading dimension of the array X. LDX >= max(1,N).
636
- *
637
- * RCOND (output) DOUBLE PRECISION
638
- * Reciprocal scaled condition number. This is an estimate of the
639
- * reciprocal Skeel condition number of the matrix A after
640
- * equilibration (if done). If this is less than the machine
641
- * precision (in particular, if it is zero), the matrix is singular
642
- * to working precision. Note that the error may still be small even
643
- * if this number is very small and the matrix appears ill-
644
- * conditioned.
645
- *
646
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
647
- * Componentwise relative backward error. This is the
648
- * componentwise relative backward error of each solution vector X(j)
649
- * (i.e., the smallest relative change in any element of A or B that
650
- * makes X(j) an exact solution).
651
- *
652
- * N_ERR_BNDS (input) INTEGER
653
- * Number of error bounds to return for each right hand side
654
- * and each type (normwise or componentwise). See ERR_BNDS_NORM and
655
- * ERR_BNDS_COMP below.
656
- *
657
- * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
658
- * For each right-hand side, this array contains information about
659
- * various error bounds and condition numbers corresponding to the
660
- * normwise relative error, which is defined as follows:
661
- *
662
- * Normwise relative error in the ith solution vector:
663
- * max_j (abs(XTRUE(j,i) - X(j,i)))
664
- * ------------------------------
665
- * max_j abs(X(j,i))
666
- *
667
- * The array is indexed by the type of error information as described
668
- * below. There currently are up to three pieces of information
669
- * returned.
670
- *
671
- * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
672
- * right-hand side.
673
- *
674
- * The second index in ERR_BNDS_NORM(:,err) contains the following
675
- * three fields:
676
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
677
- * reciprocal condition number is less than the threshold
678
- * sqrt(n) * dlamch('Epsilon').
679
- *
680
- * err = 2 "Guaranteed" error bound: The estimated forward error,
681
- * almost certainly within a factor of 10 of the true error
682
- * so long as the next entry is greater than the threshold
683
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
684
- * be trusted if the previous boolean is true.
685
- *
686
- * err = 3 Reciprocal condition number: Estimated normwise
687
- * reciprocal condition number. Compared with the threshold
688
- * sqrt(n) * dlamch('Epsilon') to determine if the error
689
- * estimate is "guaranteed". These reciprocal condition
690
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
691
- * appropriately scaled matrix Z.
692
- * Let Z = S*A, where S scales each row by a power of the
693
- * radix so all absolute row sums of Z are approximately 1.
694
- *
695
- * See Lapack Working Note 165 for further details and extra
696
- * cautions.
697
- *
698
- * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
699
- * For each right-hand side, this array contains information about
700
- * various error bounds and condition numbers corresponding to the
701
- * componentwise relative error, which is defined as follows:
702
- *
703
- * Componentwise relative error in the ith solution vector:
704
- * abs(XTRUE(j,i) - X(j,i))
705
- * max_j ----------------------
706
- * abs(X(j,i))
707
- *
708
- * The array is indexed by the right-hand side i (on which the
709
- * componentwise relative error depends), and the type of error
710
- * information as described below. There currently are up to three
711
- * pieces of information returned for each right-hand side. If
712
- * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
713
- * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
714
- * the first (:,N_ERR_BNDS) entries are returned.
715
- *
716
- * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
717
- * right-hand side.
718
- *
719
- * The second index in ERR_BNDS_COMP(:,err) contains the following
720
- * three fields:
721
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
722
- * reciprocal condition number is less than the threshold
723
- * sqrt(n) * dlamch('Epsilon').
724
- *
725
- * err = 2 "Guaranteed" error bound: The estimated forward error,
726
- * almost certainly within a factor of 10 of the true error
727
- * so long as the next entry is greater than the threshold
728
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
729
- * be trusted if the previous boolean is true.
730
- *
731
- * err = 3 Reciprocal condition number: Estimated componentwise
732
- * reciprocal condition number. Compared with the threshold
733
- * sqrt(n) * dlamch('Epsilon') to determine if the error
734
- * estimate is "guaranteed". These reciprocal condition
735
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
736
- * appropriately scaled matrix Z.
737
- * Let Z = S*(A*diag(x)), where x is the solution for the
738
- * current right-hand side and S scales each row of
739
- * A*diag(x) by a power of the radix so all absolute row
740
- * sums of Z are approximately 1.
741
- *
742
- * See Lapack Working Note 165 for further details and extra
743
- * cautions.
744
- *
745
- * NPARAMS (input) INTEGER
746
- * Specifies the number of parameters set in PARAMS. If .LE. 0, the
747
- * PARAMS array is never referenced and default values are used.
748
- *
749
- * PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS
750
- * Specifies algorithm parameters. If an entry is .LT. 0.0, then
751
- * that entry will be filled with default value used for that
752
- * parameter. Only positions up to NPARAMS are accessed; defaults
753
- * are used for higher-numbered parameters.
754
- *
755
- * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
756
- * refinement or not.
757
- * Default: 1.0D+0
758
- * = 0.0 : No refinement is performed, and no error bounds are
759
- * computed.
760
- * = 1.0 : Use the double-precision refinement algorithm,
761
- * possibly with doubled-single computations if the
762
- * compilation environment does not support DOUBLE
763
- * PRECISION.
764
- * (other values are reserved for future use)
765
- *
766
- * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
767
- * computations allowed for refinement.
768
- * Default: 10
769
- * Aggressive: Set to 100 to permit convergence using approximate
770
- * factorizations or factorizations other than LU. If
771
- * the factorization uses a technique other than
772
- * Gaussian elimination, the guarantees in
773
- * err_bnds_norm and err_bnds_comp may no longer be
774
- * trustworthy.
775
- *
776
- * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
777
- * will attempt to find a solution with small componentwise
778
- * relative error in the double-precision algorithm. Positive
779
- * is true, 0.0 is false.
780
- * Default: 1.0 (attempt componentwise convergence)
781
- *
782
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
783
- *
784
- * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
785
- *
786
- * INFO (output) INTEGER
787
- * = 0: Successful exit. The solution to every right-hand side is
788
- * guaranteed.
789
- * < 0: If INFO = -i, the i-th argument had an illegal value
790
- * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
791
- * has been completed, but the factor U is exactly singular, so
792
- * the solution and error bounds could not be computed. RCOND = 0
793
- * is returned.
794
- * = N+J: The solution corresponding to the Jth right-hand side is
795
- * not guaranteed. The solutions corresponding to other right-
796
- * hand sides K with K > J may not be guaranteed as well, but
797
- * only the first such right-hand side is reported. If a small
798
- * componentwise error is not requested (PARAMS(3) = 0.0) then
799
- * the Jth right-hand side is the first with a normwise error
800
- * bound that is not guaranteed (the smallest J such
801
- * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
802
- * the Jth right-hand side is the first with either a normwise or
803
- * componentwise error bound that is not guaranteed (the smallest
804
- * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
805
- * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
806
- * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
807
- * about all of the right-hand sides check ERR_BNDS_NORM or
808
- * ERR_BNDS_COMP.
809
- *
810
-
811
- * ==================================================================
812
- *
813
-
814
-
815
- </PRE>
816
- <A HREF="#top">go to the page top</A>
817
-
818
- <A NAME="zsysv"></A>
819
- <H2>zsysv</H2>
820
- <PRE>
821
- USAGE:
822
- ipiv, work, info, a, b = NumRu::Lapack.zsysv( uplo, a, b, [:lwork => lwork, :usage => usage, :help => help])
823
-
824
-
825
- FORTRAN MANUAL
826
- SUBROUTINE ZSYSV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO )
827
-
828
- * Purpose
829
- * =======
830
- *
831
- * ZSYSV computes the solution to a complex system of linear equations
832
- * A * X = B,
833
- * where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
834
- * matrices.
835
- *
836
- * The diagonal pivoting method is used to factor A as
837
- * A = U * D * U**T, if UPLO = 'U', or
838
- * A = L * D * L**T, if UPLO = 'L',
839
- * where U (or L) is a product of permutation and unit upper (lower)
840
- * triangular matrices, and D is symmetric and block diagonal with
841
- * 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
842
- * used to solve the system of equations A * X = B.
843
- *
844
-
845
- * Arguments
846
- * =========
847
- *
848
- * UPLO (input) CHARACTER*1
849
- * = 'U': Upper triangle of A is stored;
850
- * = 'L': Lower triangle of A is stored.
851
- *
852
- * N (input) INTEGER
853
- * The number of linear equations, i.e., the order of the
854
- * matrix A. N >= 0.
855
- *
856
- * NRHS (input) INTEGER
857
- * The number of right hand sides, i.e., the number of columns
858
- * of the matrix B. NRHS >= 0.
859
- *
860
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
861
- * On entry, the symmetric matrix A. If UPLO = 'U', the leading
862
- * N-by-N upper triangular part of A contains the upper
863
- * triangular part of the matrix A, and the strictly lower
864
- * triangular part of A is not referenced. If UPLO = 'L', the
865
- * leading N-by-N lower triangular part of A contains the lower
866
- * triangular part of the matrix A, and the strictly upper
867
- * triangular part of A is not referenced.
868
- *
869
- * On exit, if INFO = 0, the block diagonal matrix D and the
870
- * multipliers used to obtain the factor U or L from the
871
- * factorization A = U*D*U**T or A = L*D*L**T as computed by
872
- * ZSYTRF.
873
- *
874
- * LDA (input) INTEGER
875
- * The leading dimension of the array A. LDA >= max(1,N).
876
- *
877
- * IPIV (output) INTEGER array, dimension (N)
878
- * Details of the interchanges and the block structure of D, as
879
- * determined by ZSYTRF. If IPIV(k) > 0, then rows and columns
880
- * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
881
- * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
882
- * then rows and columns k-1 and -IPIV(k) were interchanged and
883
- * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
884
- * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
885
- * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
886
- * diagonal block.
887
- *
888
- * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
889
- * On entry, the N-by-NRHS right hand side matrix B.
890
- * On exit, if INFO = 0, the N-by-NRHS solution matrix X.
891
- *
892
- * LDB (input) INTEGER
893
- * The leading dimension of the array B. LDB >= max(1,N).
894
- *
895
- * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
896
- * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
897
- *
898
- * LWORK (input) INTEGER
899
- * The length of WORK. LWORK >= 1, and for best performance
900
- * LWORK >= max(1,N*NB), where NB is the optimal blocksize for
901
- * ZSYTRF.
902
- *
903
- * If LWORK = -1, then a workspace query is assumed; the routine
904
- * only calculates the optimal size of the WORK array, returns
905
- * this value as the first entry of the WORK array, and no error
906
- * message related to LWORK is issued by XERBLA.
907
- *
908
- * INFO (output) INTEGER
909
- * = 0: successful exit
910
- * < 0: if INFO = -i, the i-th argument had an illegal value
911
- * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
912
- * has been completed, but the block diagonal matrix D is
913
- * exactly singular, so the solution could not be computed.
914
- *
915
-
916
- * =====================================================================
917
- *
918
- * .. Local Scalars ..
919
- LOGICAL LQUERY
920
- INTEGER LWKOPT, NB
921
- * ..
922
- * .. External Functions ..
923
- LOGICAL LSAME
924
- INTEGER ILAENV
925
- EXTERNAL LSAME, ILAENV
926
- * ..
927
- * .. External Subroutines ..
928
- EXTERNAL XERBLA, ZSYTRF, ZSYTRS2
929
- * ..
930
- * .. Intrinsic Functions ..
931
- INTRINSIC MAX
932
- * ..
933
-
934
-
935
- </PRE>
936
- <A HREF="#top">go to the page top</A>
937
-
938
- <A NAME="zsysvx"></A>
939
- <H2>zsysvx</H2>
940
- <PRE>
941
- USAGE:
942
- x, rcond, ferr, berr, work, info, af, ipiv = NumRu::Lapack.zsysvx( fact, uplo, a, af, ipiv, b, [:lwork => lwork, :usage => usage, :help => help])
943
-
944
-
945
- FORTRAN MANUAL
946
- SUBROUTINE ZSYSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO )
947
-
948
- * Purpose
949
- * =======
950
- *
951
- * ZSYSVX uses the diagonal pivoting factorization to compute the
952
- * solution to a complex system of linear equations A * X = B,
953
- * where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
954
- * matrices.
955
- *
956
- * Error bounds on the solution and a condition estimate are also
957
- * provided.
958
- *
959
- * Description
960
- * ===========
961
- *
962
- * The following steps are performed:
963
- *
964
- * 1. If FACT = 'N', the diagonal pivoting method is used to factor A.
965
- * The form of the factorization is
966
- * A = U * D * U**T, if UPLO = 'U', or
967
- * A = L * D * L**T, if UPLO = 'L',
968
- * where U (or L) is a product of permutation and unit upper (lower)
969
- * triangular matrices, and D is symmetric and block diagonal with
970
- * 1-by-1 and 2-by-2 diagonal blocks.
971
- *
972
- * 2. If some D(i,i)=0, so that D is exactly singular, then the routine
973
- * returns with INFO = i. Otherwise, the factored form of A is used
974
- * to estimate the condition number of the matrix A. If the
975
- * reciprocal of the condition number is less than machine precision,
976
- * INFO = N+1 is returned as a warning, but the routine still goes on
977
- * to solve for X and compute error bounds as described below.
978
- *
979
- * 3. The system of equations is solved for X using the factored form
980
- * of A.
981
- *
982
- * 4. Iterative refinement is applied to improve the computed solution
983
- * matrix and calculate error bounds and backward error estimates
984
- * for it.
985
- *
986
-
987
- * Arguments
988
- * =========
989
- *
990
- * FACT (input) CHARACTER*1
991
- * Specifies whether or not the factored form of A has been
992
- * supplied on entry.
993
- * = 'F': On entry, AF and IPIV contain the factored form
994
- * of A. A, AF and IPIV will not be modified.
995
- * = 'N': The matrix A will be copied to AF and factored.
996
- *
997
- * UPLO (input) CHARACTER*1
998
- * = 'U': Upper triangle of A is stored;
999
- * = 'L': Lower triangle of A is stored.
1000
- *
1001
- * N (input) INTEGER
1002
- * The number of linear equations, i.e., the order of the
1003
- * matrix A. N >= 0.
1004
- *
1005
- * NRHS (input) INTEGER
1006
- * The number of right hand sides, i.e., the number of columns
1007
- * of the matrices B and X. NRHS >= 0.
1008
- *
1009
- * A (input) COMPLEX*16 array, dimension (LDA,N)
1010
- * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
1011
- * upper triangular part of A contains the upper triangular part
1012
- * of the matrix A, and the strictly lower triangular part of A
1013
- * is not referenced. If UPLO = 'L', the leading N-by-N lower
1014
- * triangular part of A contains the lower triangular part of
1015
- * the matrix A, and the strictly upper triangular part of A is
1016
- * not referenced.
1017
- *
1018
- * LDA (input) INTEGER
1019
- * The leading dimension of the array A. LDA >= max(1,N).
1020
- *
1021
- * AF (input or output) COMPLEX*16 array, dimension (LDAF,N)
1022
- * If FACT = 'F', then AF is an input argument and on entry
1023
- * contains the block diagonal matrix D and the multipliers used
1024
- * to obtain the factor U or L from the factorization
1025
- * A = U*D*U**T or A = L*D*L**T as computed by ZSYTRF.
1026
- *
1027
- * If FACT = 'N', then AF is an output argument and on exit
1028
- * returns the block diagonal matrix D and the multipliers used
1029
- * to obtain the factor U or L from the factorization
1030
- * A = U*D*U**T or A = L*D*L**T.
1031
- *
1032
- * LDAF (input) INTEGER
1033
- * The leading dimension of the array AF. LDAF >= max(1,N).
1034
- *
1035
- * IPIV (input or output) INTEGER array, dimension (N)
1036
- * If FACT = 'F', then IPIV is an input argument and on entry
1037
- * contains details of the interchanges and the block structure
1038
- * of D, as determined by ZSYTRF.
1039
- * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1040
- * interchanged and D(k,k) is a 1-by-1 diagonal block.
1041
- * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1042
- * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1043
- * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1044
- * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1045
- * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1046
- *
1047
- * If FACT = 'N', then IPIV is an output argument and on exit
1048
- * contains details of the interchanges and the block structure
1049
- * of D, as determined by ZSYTRF.
1050
- *
1051
- * B (input) COMPLEX*16 array, dimension (LDB,NRHS)
1052
- * The N-by-NRHS right hand side matrix B.
1053
- *
1054
- * LDB (input) INTEGER
1055
- * The leading dimension of the array B. LDB >= max(1,N).
1056
- *
1057
- * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
1058
- * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.
1059
- *
1060
- * LDX (input) INTEGER
1061
- * The leading dimension of the array X. LDX >= max(1,N).
1062
- *
1063
- * RCOND (output) DOUBLE PRECISION
1064
- * The estimate of the reciprocal condition number of the matrix
1065
- * A. If RCOND is less than the machine precision (in
1066
- * particular, if RCOND = 0), the matrix is singular to working
1067
- * precision. This condition is indicated by a return code of
1068
- * INFO > 0.
1069
- *
1070
- * FERR (output) DOUBLE PRECISION array, dimension (NRHS)
1071
- * The estimated forward error bound for each solution vector
1072
- * X(j) (the j-th column of the solution matrix X).
1073
- * If XTRUE is the true solution corresponding to X(j), FERR(j)
1074
- * is an estimated upper bound for the magnitude of the largest
1075
- * element in (X(j) - XTRUE) divided by the magnitude of the
1076
- * largest element in X(j). The estimate is as reliable as
1077
- * the estimate for RCOND, and is almost always a slight
1078
- * overestimate of the true error.
1079
- *
1080
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
1081
- * The componentwise relative backward error of each solution
1082
- * vector X(j) (i.e., the smallest relative change in
1083
- * any element of A or B that makes X(j) an exact solution).
1084
- *
1085
- * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
1086
- * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1087
- *
1088
- * LWORK (input) INTEGER
1089
- * The length of WORK. LWORK >= max(1,2*N), and for best
1090
- * performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where
1091
- * NB is the optimal blocksize for ZSYTRF.
1092
- *
1093
- * If LWORK = -1, then a workspace query is assumed; the routine
1094
- * only calculates the optimal size of the WORK array, returns
1095
- * this value as the first entry of the WORK array, and no error
1096
- * message related to LWORK is issued by XERBLA.
1097
- *
1098
- * RWORK (workspace) DOUBLE PRECISION array, dimension (N)
1099
- *
1100
- * INFO (output) INTEGER
1101
- * = 0: successful exit
1102
- * < 0: if INFO = -i, the i-th argument had an illegal value
1103
- * > 0: if INFO = i, and i is
1104
- * <= N: D(i,i) is exactly zero. The factorization
1105
- * has been completed but the factor D is exactly
1106
- * singular, so the solution and error bounds could
1107
- * not be computed. RCOND = 0 is returned.
1108
- * = N+1: D is nonsingular, but RCOND is less than machine
1109
- * precision, meaning that the matrix is singular
1110
- * to working precision. Nevertheless, the
1111
- * solution and error bounds are computed because
1112
- * there are a number of situations where the
1113
- * computed solution can be more accurate than the
1114
- * value of RCOND would suggest.
1115
- *
1116
-
1117
- * =====================================================================
1118
- *
1119
-
1120
-
1121
- </PRE>
1122
- <A HREF="#top">go to the page top</A>
1123
-
1124
- <A NAME="zsysvxx"></A>
1125
- <H2>zsysvxx</H2>
1126
- <PRE>
1127
- USAGE:
1128
- x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, ipiv, equed, s, b, params = NumRu::Lapack.zsysvxx( fact, uplo, a, af, ipiv, equed, s, b, params, [:usage => usage, :help => help])
1129
-
1130
-
1131
- FORTRAN MANUAL
1132
- SUBROUTINE ZSYSVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )
1133
-
1134
- * Purpose
1135
- * =======
1136
- *
1137
- * ZSYSVXX uses the diagonal pivoting factorization to compute the
1138
- * solution to a complex*16 system of linear equations A * X = B, where
1139
- * A is an N-by-N symmetric matrix and X and B are N-by-NRHS
1140
- * matrices.
1141
- *
1142
- * If requested, both normwise and maximum componentwise error bounds
1143
- * are returned. ZSYSVXX will return a solution with a tiny
1144
- * guaranteed error (O(eps) where eps is the working machine
1145
- * precision) unless the matrix is very ill-conditioned, in which
1146
- * case a warning is returned. Relevant condition numbers also are
1147
- * calculated and returned.
1148
- *
1149
- * ZSYSVXX accepts user-provided factorizations and equilibration
1150
- * factors; see the definitions of the FACT and EQUED options.
1151
- * Solving with refinement and using a factorization from a previous
1152
- * ZSYSVXX call will also produce a solution with either O(eps)
1153
- * errors or warnings, but we cannot make that claim for general
1154
- * user-provided factorizations and equilibration factors if they
1155
- * differ from what ZSYSVXX would itself produce.
1156
- *
1157
- * Description
1158
- * ===========
1159
- *
1160
- * The following steps are performed:
1161
- *
1162
- * 1. If FACT = 'E', double precision scaling factors are computed to equilibrate
1163
- * the system:
1164
- *
1165
- * diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*B
1166
- *
1167
- * Whether or not the system will be equilibrated depends on the
1168
- * scaling of the matrix A, but if equilibration is used, A is
1169
- * overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
1170
- *
1171
- * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor
1172
- * the matrix A (after equilibration if FACT = 'E') as
1173
- *
1174
- * A = U * D * U**T, if UPLO = 'U', or
1175
- * A = L * D * L**T, if UPLO = 'L',
1176
- *
1177
- * where U (or L) is a product of permutation and unit upper (lower)
1178
- * triangular matrices, and D is symmetric and block diagonal with
1179
- * 1-by-1 and 2-by-2 diagonal blocks.
1180
- *
1181
- * 3. If some D(i,i)=0, so that D is exactly singular, then the
1182
- * routine returns with INFO = i. Otherwise, the factored form of A
1183
- * is used to estimate the condition number of the matrix A (see
1184
- * argument RCOND). If the reciprocal of the condition number is
1185
- * less than machine precision, the routine still goes on to solve
1186
- * for X and compute error bounds as described below.
1187
- *
1188
- * 4. The system of equations is solved for X using the factored form
1189
- * of A.
1190
- *
1191
- * 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero),
1192
- * the routine will use iterative refinement to try to get a small
1193
- * error and error bounds. Refinement calculates the residual to at
1194
- * least twice the working precision.
1195
- *
1196
- * 6. If equilibration was used, the matrix X is premultiplied by
1197
- * diag(R) so that it solves the original system before
1198
- * equilibration.
1199
- *
1200
-
1201
- * Arguments
1202
- * =========
1203
- *
1204
- * Some optional parameters are bundled in the PARAMS array. These
1205
- * settings determine how refinement is performed, but often the
1206
- * defaults are acceptable. If the defaults are acceptable, users
1207
- * can pass NPARAMS = 0 which prevents the source code from accessing
1208
- * the PARAMS argument.
1209
- *
1210
- * FACT (input) CHARACTER*1
1211
- * Specifies whether or not the factored form of the matrix A is
1212
- * supplied on entry, and if not, whether the matrix A should be
1213
- * equilibrated before it is factored.
1214
- * = 'F': On entry, AF and IPIV contain the factored form of A.
1215
- * If EQUED is not 'N', the matrix A has been
1216
- * equilibrated with scaling factors given by S.
1217
- * A, AF, and IPIV are not modified.
1218
- * = 'N': The matrix A will be copied to AF and factored.
1219
- * = 'E': The matrix A will be equilibrated if necessary, then
1220
- * copied to AF and factored.
1221
- *
1222
- * UPLO (input) CHARACTER*1
1223
- * = 'U': Upper triangle of A is stored;
1224
- * = 'L': Lower triangle of A is stored.
1225
- *
1226
- * N (input) INTEGER
1227
- * The number of linear equations, i.e., the order of the
1228
- * matrix A. N >= 0.
1229
- *
1230
- * NRHS (input) INTEGER
1231
- * The number of right hand sides, i.e., the number of columns
1232
- * of the matrices B and X. NRHS >= 0.
1233
- *
1234
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1235
- * The symmetric matrix A. If UPLO = 'U', the leading N-by-N
1236
- * upper triangular part of A contains the upper triangular
1237
- * part of the matrix A, and the strictly lower triangular
1238
- * part of A is not referenced. If UPLO = 'L', the leading
1239
- * N-by-N lower triangular part of A contains the lower
1240
- * triangular part of the matrix A, and the strictly upper
1241
- * triangular part of A is not referenced.
1242
- *
1243
- * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by
1244
- * diag(S)*A*diag(S).
1245
- *
1246
- * LDA (input) INTEGER
1247
- * The leading dimension of the array A. LDA >= max(1,N).
1248
- *
1249
- * AF (input or output) COMPLEX*16 array, dimension (LDAF,N)
1250
- * If FACT = 'F', then AF is an input argument and on entry
1251
- * contains the block diagonal matrix D and the multipliers
1252
- * used to obtain the factor U or L from the factorization A =
1253
- * U*D*U**T or A = L*D*L**T as computed by DSYTRF.
1254
- *
1255
- * If FACT = 'N', then AF is an output argument and on exit
1256
- * returns the block diagonal matrix D and the multipliers
1257
- * used to obtain the factor U or L from the factorization A =
1258
- * U*D*U**T or A = L*D*L**T.
1259
- *
1260
- * LDAF (input) INTEGER
1261
- * The leading dimension of the array AF. LDAF >= max(1,N).
1262
- *
1263
- * IPIV (input or output) INTEGER array, dimension (N)
1264
- * If FACT = 'F', then IPIV is an input argument and on entry
1265
- * contains details of the interchanges and the block
1266
- * structure of D, as determined by DSYTRF. If IPIV(k) > 0,
1267
- * then rows and columns k and IPIV(k) were interchanged and
1268
- * D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and
1269
- * IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and
1270
- * -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2
1271
- * diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0,
1272
- * then rows and columns k+1 and -IPIV(k) were interchanged
1273
- * and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1274
- *
1275
- * If FACT = 'N', then IPIV is an output argument and on exit
1276
- * contains details of the interchanges and the block
1277
- * structure of D, as determined by DSYTRF.
1278
- *
1279
- * EQUED (input or output) CHARACTER*1
1280
- * Specifies the form of equilibration that was done.
1281
- * = 'N': No equilibration (always true if FACT = 'N').
1282
- * = 'Y': Both row and column equilibration, i.e., A has been
1283
- * replaced by diag(S) * A * diag(S).
1284
- * EQUED is an input argument if FACT = 'F'; otherwise, it is an
1285
- * output argument.
1286
- *
1287
- * S (input or output) DOUBLE PRECISION array, dimension (N)
1288
- * The scale factors for A. If EQUED = 'Y', A is multiplied on
1289
- * the left and right by diag(S). S is an input argument if FACT =
1290
- * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
1291
- * = 'Y', each element of S must be positive. If S is output, each
1292
- * element of S is a power of the radix. If S is input, each element
1293
- * of S should be a power of the radix to ensure a reliable solution
1294
- * and error estimates. Scaling by powers of the radix does not cause
1295
- * rounding errors unless the result underflows or overflows.
1296
- * Rounding errors during scaling lead to refining with a matrix that
1297
- * is not equivalent to the input matrix, producing error estimates
1298
- * that may not be reliable.
1299
- *
1300
- * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
1301
- * On entry, the N-by-NRHS right hand side matrix B.
1302
- * On exit,
1303
- * if EQUED = 'N', B is not modified;
1304
- * if EQUED = 'Y', B is overwritten by diag(S)*B;
1305
- *
1306
- * LDB (input) INTEGER
1307
- * The leading dimension of the array B. LDB >= max(1,N).
1308
- *
1309
- * X (output) COMPLEX*16 array, dimension (LDX,NRHS)
1310
- * If INFO = 0, the N-by-NRHS solution matrix X to the original
1311
- * system of equations. Note that A and B are modified on exit if
1312
- * EQUED .ne. 'N', and the solution to the equilibrated system is
1313
- * inv(diag(S))*X.
1314
- *
1315
- * LDX (input) INTEGER
1316
- * The leading dimension of the array X. LDX >= max(1,N).
1317
- *
1318
- * RCOND (output) DOUBLE PRECISION
1319
- * Reciprocal scaled condition number. This is an estimate of the
1320
- * reciprocal Skeel condition number of the matrix A after
1321
- * equilibration (if done). If this is less than the machine
1322
- * precision (in particular, if it is zero), the matrix is singular
1323
- * to working precision. Note that the error may still be small even
1324
- * if this number is very small and the matrix appears ill-
1325
- * conditioned.
1326
- *
1327
- * RPVGRW (output) DOUBLE PRECISION
1328
- * Reciprocal pivot growth. On exit, this contains the reciprocal
1329
- * pivot growth factor norm(A)/norm(U). The "max absolute element"
1330
- * norm is used. If this is much less than 1, then the stability of
1331
- * the LU factorization of the (equilibrated) matrix A could be poor.
1332
- * This also means that the solution X, estimated condition numbers,
1333
- * and error bounds could be unreliable. If factorization fails with
1334
- * 0<INFO<=N, then this contains the reciprocal pivot growth factor
1335
- * for the leading INFO columns of A.
1336
- *
1337
- * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
1338
- * Componentwise relative backward error. This is the
1339
- * componentwise relative backward error of each solution vector X(j)
1340
- * (i.e., the smallest relative change in any element of A or B that
1341
- * makes X(j) an exact solution).
1342
- *
1343
- * N_ERR_BNDS (input) INTEGER
1344
- * Number of error bounds to return for each right hand side
1345
- * and each type (normwise or componentwise). See ERR_BNDS_NORM and
1346
- * ERR_BNDS_COMP below.
1347
- *
1348
- * ERR_BNDS_NORM (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1349
- * For each right-hand side, this array contains information about
1350
- * various error bounds and condition numbers corresponding to the
1351
- * normwise relative error, which is defined as follows:
1352
- *
1353
- * Normwise relative error in the ith solution vector:
1354
- * max_j (abs(XTRUE(j,i) - X(j,i)))
1355
- * ------------------------------
1356
- * max_j abs(X(j,i))
1357
- *
1358
- * The array is indexed by the type of error information as described
1359
- * below. There currently are up to three pieces of information
1360
- * returned.
1361
- *
1362
- * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
1363
- * right-hand side.
1364
- *
1365
- * The second index in ERR_BNDS_NORM(:,err) contains the following
1366
- * three fields:
1367
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1368
- * reciprocal condition number is less than the threshold
1369
- * sqrt(n) * dlamch('Epsilon').
1370
- *
1371
- * err = 2 "Guaranteed" error bound: The estimated forward error,
1372
- * almost certainly within a factor of 10 of the true error
1373
- * so long as the next entry is greater than the threshold
1374
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
1375
- * be trusted if the previous boolean is true.
1376
- *
1377
- * err = 3 Reciprocal condition number: Estimated normwise
1378
- * reciprocal condition number. Compared with the threshold
1379
- * sqrt(n) * dlamch('Epsilon') to determine if the error
1380
- * estimate is "guaranteed". These reciprocal condition
1381
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1382
- * appropriately scaled matrix Z.
1383
- * Let Z = S*A, where S scales each row by a power of the
1384
- * radix so all absolute row sums of Z are approximately 1.
1385
- *
1386
- * See Lapack Working Note 165 for further details and extra
1387
- * cautions.
1388
- *
1389
- * ERR_BNDS_COMP (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
1390
- * For each right-hand side, this array contains information about
1391
- * various error bounds and condition numbers corresponding to the
1392
- * componentwise relative error, which is defined as follows:
1393
- *
1394
- * Componentwise relative error in the ith solution vector:
1395
- * abs(XTRUE(j,i) - X(j,i))
1396
- * max_j ----------------------
1397
- * abs(X(j,i))
1398
- *
1399
- * The array is indexed by the right-hand side i (on which the
1400
- * componentwise relative error depends), and the type of error
1401
- * information as described below. There currently are up to three
1402
- * pieces of information returned for each right-hand side. If
1403
- * componentwise accuracy is not requested (PARAMS(3) = 0.0), then
1404
- * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
1405
- * the first (:,N_ERR_BNDS) entries are returned.
1406
- *
1407
- * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
1408
- * right-hand side.
1409
- *
1410
- * The second index in ERR_BNDS_COMP(:,err) contains the following
1411
- * three fields:
1412
- * err = 1 "Trust/don't trust" boolean. Trust the answer if the
1413
- * reciprocal condition number is less than the threshold
1414
- * sqrt(n) * dlamch('Epsilon').
1415
- *
1416
- * err = 2 "Guaranteed" error bound: The estimated forward error,
1417
- * almost certainly within a factor of 10 of the true error
1418
- * so long as the next entry is greater than the threshold
1419
- * sqrt(n) * dlamch('Epsilon'). This error bound should only
1420
- * be trusted if the previous boolean is true.
1421
- *
1422
- * err = 3 Reciprocal condition number: Estimated componentwise
1423
- * reciprocal condition number. Compared with the threshold
1424
- * sqrt(n) * dlamch('Epsilon') to determine if the error
1425
- * estimate is "guaranteed". These reciprocal condition
1426
- * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
1427
- * appropriately scaled matrix Z.
1428
- * Let Z = S*(A*diag(x)), where x is the solution for the
1429
- * current right-hand side and S scales each row of
1430
- * A*diag(x) by a power of the radix so all absolute row
1431
- * sums of Z are approximately 1.
1432
- *
1433
- * See Lapack Working Note 165 for further details and extra
1434
- * cautions.
1435
- *
1436
- * NPARAMS (input) INTEGER
1437
- * Specifies the number of parameters set in PARAMS. If .LE. 0, the
1438
- * PARAMS array is never referenced and default values are used.
1439
- *
1440
- * PARAMS (input / output) DOUBLE PRECISION array, dimension NPARAMS
1441
- * Specifies algorithm parameters. If an entry is .LT. 0.0, then
1442
- * that entry will be filled with default value used for that
1443
- * parameter. Only positions up to NPARAMS are accessed; defaults
1444
- * are used for higher-numbered parameters.
1445
- *
1446
- * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
1447
- * refinement or not.
1448
- * Default: 1.0D+0
1449
- * = 0.0 : No refinement is performed, and no error bounds are
1450
- * computed.
1451
- * = 1.0 : Use the extra-precise refinement algorithm.
1452
- * (other values are reserved for future use)
1453
- *
1454
- * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
1455
- * computations allowed for refinement.
1456
- * Default: 10
1457
- * Aggressive: Set to 100 to permit convergence using approximate
1458
- * factorizations or factorizations other than LU. If
1459
- * the factorization uses a technique other than
1460
- * Gaussian elimination, the guarantees in
1461
- * err_bnds_norm and err_bnds_comp may no longer be
1462
- * trustworthy.
1463
- *
1464
- * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
1465
- * will attempt to find a solution with small componentwise
1466
- * relative error in the double-precision algorithm. Positive
1467
- * is true, 0.0 is false.
1468
- * Default: 1.0 (attempt componentwise convergence)
1469
- *
1470
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
1471
- *
1472
- * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
1473
- *
1474
- * INFO (output) INTEGER
1475
- * = 0: Successful exit. The solution to every right-hand side is
1476
- * guaranteed.
1477
- * < 0: If INFO = -i, the i-th argument had an illegal value
1478
- * > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
1479
- * has been completed, but the factor U is exactly singular, so
1480
- * the solution and error bounds could not be computed. RCOND = 0
1481
- * is returned.
1482
- * = N+J: The solution corresponding to the Jth right-hand side is
1483
- * not guaranteed. The solutions corresponding to other right-
1484
- * hand sides K with K > J may not be guaranteed as well, but
1485
- * only the first such right-hand side is reported. If a small
1486
- * componentwise error is not requested (PARAMS(3) = 0.0) then
1487
- * the Jth right-hand side is the first with a normwise error
1488
- * bound that is not guaranteed (the smallest J such
1489
- * that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
1490
- * the Jth right-hand side is the first with either a normwise or
1491
- * componentwise error bound that is not guaranteed (the smallest
1492
- * J such that either ERR_BNDS_NORM(J,1) = 0.0 or
1493
- * ERR_BNDS_COMP(J,1) = 0.0). See the definition of
1494
- * ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
1495
- * about all of the right-hand sides check ERR_BNDS_NORM or
1496
- * ERR_BNDS_COMP.
1497
- *
1498
-
1499
- * ==================================================================
1500
- *
1501
-
1502
-
1503
- </PRE>
1504
- <A HREF="#top">go to the page top</A>
1505
-
1506
- <A NAME="zsyswapr"></A>
1507
- <H2>zsyswapr</H2>
1508
- <PRE>
1509
- USAGE:
1510
- a = NumRu::Lapack.zsyswapr( uplo, a, i1, i2, [:usage => usage, :help => help])
1511
-
1512
-
1513
- FORTRAN MANUAL
1514
- SUBROUTINE ZSYSWAPR( UPLO, N, A, I1, I2)
1515
-
1516
- * Purpose
1517
- * =======
1518
- *
1519
- * ZSYSWAPR applies an elementary permutation on the rows and the columns of
1520
- * a symmetric matrix.
1521
- *
1522
-
1523
- * Arguments
1524
- * =========
1525
- *
1526
- * UPLO (input) CHARACTER*1
1527
- * Specifies whether the details of the factorization are stored
1528
- * as an upper or lower triangular matrix.
1529
- * = 'U': Upper triangular, form is A = U*D*U**T;
1530
- * = 'L': Lower triangular, form is A = L*D*L**T.
1531
- *
1532
- * N (input) INTEGER
1533
- * The order of the matrix A. N >= 0.
1534
- *
1535
- * A (input/output) DOUBLE COMPLEX array, dimension (LDA,N)
1536
- * On entry, the NB diagonal matrix D and the multipliers
1537
- * used to obtain the factor U or L as computed by ZSYTRF.
1538
- *
1539
- * On exit, if INFO = 0, the (symmetric) inverse of the original
1540
- * matrix. If UPLO = 'U', the upper triangular part of the
1541
- * inverse is formed and the part of A below the diagonal is not
1542
- * referenced; if UPLO = 'L' the lower triangular part of the
1543
- * inverse is formed and the part of A above the diagonal is
1544
- * not referenced.
1545
- *
1546
- * I1 (input) INTEGER
1547
- * Index of the first row to swap
1548
- *
1549
- * I2 (input) INTEGER
1550
- * Index of the second row to swap
1551
- *
1552
-
1553
- * =====================================================================
1554
- *
1555
- * ..
1556
- * .. Local Scalars ..
1557
- LOGICAL UPPER
1558
- INTEGER I
1559
- DOUBLE COMPLEX TMP
1560
- *
1561
- * .. External Functions ..
1562
- LOGICAL LSAME
1563
- EXTERNAL LSAME
1564
- * ..
1565
- * .. External Subroutines ..
1566
- EXTERNAL ZSWAP
1567
- * ..
1568
-
1569
-
1570
- </PRE>
1571
- <A HREF="#top">go to the page top</A>
1572
-
1573
- <A NAME="zsytf2"></A>
1574
- <H2>zsytf2</H2>
1575
- <PRE>
1576
- USAGE:
1577
- ipiv, info, a = NumRu::Lapack.zsytf2( uplo, a, [:usage => usage, :help => help])
1578
-
1579
-
1580
- FORTRAN MANUAL
1581
- SUBROUTINE ZSYTF2( UPLO, N, A, LDA, IPIV, INFO )
1582
-
1583
- * Purpose
1584
- * =======
1585
- *
1586
- * ZSYTF2 computes the factorization of a complex symmetric matrix A
1587
- * using the Bunch-Kaufman diagonal pivoting method:
1588
- *
1589
- * A = U*D*U' or A = L*D*L'
1590
- *
1591
- * where U (or L) is a product of permutation and unit upper (lower)
1592
- * triangular matrices, U' is the transpose of U, and D is symmetric and
1593
- * block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
1594
- *
1595
- * This is the unblocked version of the algorithm, calling Level 2 BLAS.
1596
- *
1597
-
1598
- * Arguments
1599
- * =========
1600
- *
1601
- * UPLO (input) CHARACTER*1
1602
- * Specifies whether the upper or lower triangular part of the
1603
- * symmetric matrix A is stored:
1604
- * = 'U': Upper triangular
1605
- * = 'L': Lower triangular
1606
- *
1607
- * N (input) INTEGER
1608
- * The order of the matrix A. N >= 0.
1609
- *
1610
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1611
- * On entry, the symmetric matrix A. If UPLO = 'U', the leading
1612
- * n-by-n upper triangular part of A contains the upper
1613
- * triangular part of the matrix A, and the strictly lower
1614
- * triangular part of A is not referenced. If UPLO = 'L', the
1615
- * leading n-by-n lower triangular part of A contains the lower
1616
- * triangular part of the matrix A, and the strictly upper
1617
- * triangular part of A is not referenced.
1618
- *
1619
- * On exit, the block diagonal matrix D and the multipliers used
1620
- * to obtain the factor U or L (see below for further details).
1621
- *
1622
- * LDA (input) INTEGER
1623
- * The leading dimension of the array A. LDA >= max(1,N).
1624
- *
1625
- * IPIV (output) INTEGER array, dimension (N)
1626
- * Details of the interchanges and the block structure of D.
1627
- * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1628
- * interchanged and D(k,k) is a 1-by-1 diagonal block.
1629
- * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1630
- * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1631
- * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1632
- * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1633
- * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1634
- *
1635
- * INFO (output) INTEGER
1636
- * = 0: successful exit
1637
- * < 0: if INFO = -k, the k-th argument had an illegal value
1638
- * > 0: if INFO = k, D(k,k) is exactly zero. The factorization
1639
- * has been completed, but the block diagonal matrix D is
1640
- * exactly singular, and division by zero will occur if it
1641
- * is used to solve a system of equations.
1642
- *
1643
-
1644
- * Further Details
1645
- * ===============
1646
- *
1647
- * 09-29-06 - patch from
1648
- * Bobby Cheng, MathWorks
1649
- *
1650
- * Replace l.209 and l.377
1651
- * IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
1652
- * by
1653
- * IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
1654
- *
1655
- * 1-96 - Based on modifications by J. Lewis, Boeing Computer Services
1656
- * Company
1657
- *
1658
- * If UPLO = 'U', then A = U*D*U', where
1659
- * U = P(n)*U(n)* ... *P(k)U(k)* ...,
1660
- * i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1661
- * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1662
- * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1663
- * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
1664
- * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1665
- *
1666
- * ( I v 0 ) k-s
1667
- * U(k) = ( 0 I 0 ) s
1668
- * ( 0 0 I ) n-k
1669
- * k-s s n-k
1670
- *
1671
- * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
1672
- * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
1673
- * and A(k,k), and v overwrites A(1:k-2,k-1:k).
1674
- *
1675
- * If UPLO = 'L', then A = L*D*L', where
1676
- * L = P(1)*L(1)* ... *P(k)*L(k)* ...,
1677
- * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
1678
- * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1679
- * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1680
- * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
1681
- * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1682
- *
1683
- * ( I 0 0 ) k-1
1684
- * L(k) = ( 0 I 0 ) s
1685
- * ( 0 v I ) n-k-s+1
1686
- * k-1 s n-k-s+1
1687
- *
1688
- * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
1689
- * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
1690
- * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
1691
- *
1692
- * =====================================================================
1693
- *
1694
-
1695
-
1696
- </PRE>
1697
- <A HREF="#top">go to the page top</A>
1698
-
1699
- <A NAME="zsytrf"></A>
1700
- <H2>zsytrf</H2>
1701
- <PRE>
1702
- USAGE:
1703
- ipiv, work, info, a = NumRu::Lapack.zsytrf( uplo, a, lwork, [:usage => usage, :help => help])
1704
-
1705
-
1706
- FORTRAN MANUAL
1707
- SUBROUTINE ZSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
1708
-
1709
- * Purpose
1710
- * =======
1711
- *
1712
- * ZSYTRF computes the factorization of a complex symmetric matrix A
1713
- * using the Bunch-Kaufman diagonal pivoting method. The form of the
1714
- * factorization is
1715
- *
1716
- * A = U*D*U**T or A = L*D*L**T
1717
- *
1718
- * where U (or L) is a product of permutation and unit upper (lower)
1719
- * triangular matrices, and D is symmetric and block diagonal with
1720
- * with 1-by-1 and 2-by-2 diagonal blocks.
1721
- *
1722
- * This is the blocked version of the algorithm, calling Level 3 BLAS.
1723
- *
1724
-
1725
- * Arguments
1726
- * =========
1727
- *
1728
- * UPLO (input) CHARACTER*1
1729
- * = 'U': Upper triangle of A is stored;
1730
- * = 'L': Lower triangle of A is stored.
1731
- *
1732
- * N (input) INTEGER
1733
- * The order of the matrix A. N >= 0.
1734
- *
1735
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1736
- * On entry, the symmetric matrix A. If UPLO = 'U', the leading
1737
- * N-by-N upper triangular part of A contains the upper
1738
- * triangular part of the matrix A, and the strictly lower
1739
- * triangular part of A is not referenced. If UPLO = 'L', the
1740
- * leading N-by-N lower triangular part of A contains the lower
1741
- * triangular part of the matrix A, and the strictly upper
1742
- * triangular part of A is not referenced.
1743
- *
1744
- * On exit, the block diagonal matrix D and the multipliers used
1745
- * to obtain the factor U or L (see below for further details).
1746
- *
1747
- * LDA (input) INTEGER
1748
- * The leading dimension of the array A. LDA >= max(1,N).
1749
- *
1750
- * IPIV (output) INTEGER array, dimension (N)
1751
- * Details of the interchanges and the block structure of D.
1752
- * If IPIV(k) > 0, then rows and columns k and IPIV(k) were
1753
- * interchanged and D(k,k) is a 1-by-1 diagonal block.
1754
- * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
1755
- * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
1756
- * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
1757
- * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
1758
- * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
1759
- *
1760
- * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
1761
- * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
1762
- *
1763
- * LWORK (input) INTEGER
1764
- * The length of WORK. LWORK >=1. For best performance
1765
- * LWORK >= N*NB, where NB is the block size returned by ILAENV.
1766
- *
1767
- * If LWORK = -1, then a workspace query is assumed; the routine
1768
- * only calculates the optimal size of the WORK array, returns
1769
- * this value as the first entry of the WORK array, and no error
1770
- * message related to LWORK is issued by XERBLA.
1771
- *
1772
- * INFO (output) INTEGER
1773
- * = 0: successful exit
1774
- * < 0: if INFO = -i, the i-th argument had an illegal value
1775
- * > 0: if INFO = i, D(i,i) is exactly zero. The factorization
1776
- * has been completed, but the block diagonal matrix D is
1777
- * exactly singular, and division by zero will occur if it
1778
- * is used to solve a system of equations.
1779
- *
1780
-
1781
- * Further Details
1782
- * ===============
1783
- *
1784
- * If UPLO = 'U', then A = U*D*U', where
1785
- * U = P(n)*U(n)* ... *P(k)U(k)* ...,
1786
- * i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1787
- * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1788
- * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1789
- * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
1790
- * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1791
- *
1792
- * ( I v 0 ) k-s
1793
- * U(k) = ( 0 I 0 ) s
1794
- * ( 0 0 I ) n-k
1795
- * k-s s n-k
1796
- *
1797
- * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
1798
- * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
1799
- * and A(k,k), and v overwrites A(1:k-2,k-1:k).
1800
- *
1801
- * If UPLO = 'L', then A = L*D*L', where
1802
- * L = P(1)*L(1)* ... *P(k)*L(k)* ...,
1803
- * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
1804
- * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
1805
- * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
1806
- * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
1807
- * that if the diagonal block D(k) is of order s (s = 1 or 2), then
1808
- *
1809
- * ( I 0 0 ) k-1
1810
- * L(k) = ( 0 I 0 ) s
1811
- * ( 0 v I ) n-k-s+1
1812
- * k-1 s n-k-s+1
1813
- *
1814
- * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
1815
- * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
1816
- * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
1817
- *
1818
- * =====================================================================
1819
- *
1820
- * .. Local Scalars ..
1821
- LOGICAL LQUERY, UPPER
1822
- INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
1823
- * ..
1824
- * .. External Functions ..
1825
- LOGICAL LSAME
1826
- INTEGER ILAENV
1827
- EXTERNAL LSAME, ILAENV
1828
- * ..
1829
- * .. External Subroutines ..
1830
- EXTERNAL XERBLA, ZLASYF, ZSYTF2
1831
- * ..
1832
- * .. Intrinsic Functions ..
1833
- INTRINSIC MAX
1834
- * ..
1835
-
1836
-
1837
- </PRE>
1838
- <A HREF="#top">go to the page top</A>
1839
-
1840
- <A NAME="zsytri"></A>
1841
- <H2>zsytri</H2>
1842
- <PRE>
1843
- USAGE:
1844
- info, a = NumRu::Lapack.zsytri( uplo, a, ipiv, [:usage => usage, :help => help])
1845
-
1846
-
1847
- FORTRAN MANUAL
1848
- SUBROUTINE ZSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
1849
-
1850
- * Purpose
1851
- * =======
1852
- *
1853
- * ZSYTRI computes the inverse of a complex symmetric indefinite matrix
1854
- * A using the factorization A = U*D*U**T or A = L*D*L**T computed by
1855
- * ZSYTRF.
1856
- *
1857
-
1858
- * Arguments
1859
- * =========
1860
- *
1861
- * UPLO (input) CHARACTER*1
1862
- * Specifies whether the details of the factorization are stored
1863
- * as an upper or lower triangular matrix.
1864
- * = 'U': Upper triangular, form is A = U*D*U**T;
1865
- * = 'L': Lower triangular, form is A = L*D*L**T.
1866
- *
1867
- * N (input) INTEGER
1868
- * The order of the matrix A. N >= 0.
1869
- *
1870
- * A (input/output) COMPLEX*16 array, dimension (LDA,N)
1871
- * On entry, the block diagonal matrix D and the multipliers
1872
- * used to obtain the factor U or L as computed by ZSYTRF.
1873
- *
1874
- * On exit, if INFO = 0, the (symmetric) inverse of the original
1875
- * matrix. If UPLO = 'U', the upper triangular part of the
1876
- * inverse is formed and the part of A below the diagonal is not
1877
- * referenced; if UPLO = 'L' the lower triangular part of the
1878
- * inverse is formed and the part of A above the diagonal is
1879
- * not referenced.
1880
- *
1881
- * LDA (input) INTEGER
1882
- * The leading dimension of the array A. LDA >= max(1,N).
1883
- *
1884
- * IPIV (input) INTEGER array, dimension (N)
1885
- * Details of the interchanges and the block structure of D
1886
- * as determined by ZSYTRF.
1887
- *
1888
- * WORK (workspace) COMPLEX*16 array, dimension (2*N)
1889
- *
1890
- * INFO (output) INTEGER
1891
- * = 0: successful exit
1892
- * < 0: if INFO = -i, the i-th argument had an illegal value
1893
- * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
1894
- * inverse could not be computed.
1895
- *
1896
-
1897
- * =====================================================================
1898
- *
1899
-
1900
-
1901
- </PRE>
1902
- <A HREF="#top">go to the page top</A>
1903
-
1904
- <A NAME="zsytri2"></A>
1905
- <H2>zsytri2</H2>
1906
- <PRE>
1907
- USAGE:
1908
- info, a = NumRu::Lapack.zsytri2( uplo, a, ipiv, [:lwork => lwork, :usage => usage, :help => help])
1909
-
1910
-
1911
- FORTRAN MANUAL
1912
- SUBROUTINE ZSYTRI2( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
1913
-
1914
- * Purpose
1915
- * =======
1916
- *
1917
- * ZSYTRI2 computes the inverse of a complex symmetric indefinite matrix
1918
- * A using the factorization A = U*D*U**T or A = L*D*L**T computed by
1919
- * ZSYTRF. ZSYTRI2 sets the LEADING DIMENSION of the workspace
1920
- * before calling ZSYTRI2X that actually computes the inverse.
1921
- *
1922
-
1923
- * Arguments
1924
- * =========
1925
- *
1926
- * UPLO (input) CHARACTER*1
1927
- * Specifies whether the details of the factorization are stored
1928
- * as an upper or lower triangular matrix.
1929
- * = 'U': Upper triangular, form is A = U*D*U**T;
1930
- * = 'L': Lower triangular, form is A = L*D*L**T.
1931
- *
1932
- * N (input) INTEGER
1933
- * The order of the matrix A. N >= 0.
1934
- *
1935
- * A (input/output) DOUBLE COMPLEX array, dimension (LDA,N)
1936
- * On entry, the NB diagonal matrix D and the multipliers
1937
- * used to obtain the factor U or L as computed by ZSYTRF.
1938
- *
1939
- * On exit, if INFO = 0, the (symmetric) inverse of the original
1940
- * matrix. If UPLO = 'U', the upper triangular part of the
1941
- * inverse is formed and the part of A below the diagonal is not
1942
- * referenced; if UPLO = 'L' the lower triangular part of the
1943
- * inverse is formed and the part of A above the diagonal is
1944
- * not referenced.
1945
- *
1946
- * LDA (input) INTEGER
1947
- * The leading dimension of the array A. LDA >= max(1,N).
1948
- *
1949
- * IPIV (input) INTEGER array, dimension (N)
1950
- * Details of the interchanges and the NB structure of D
1951
- * as determined by ZSYTRF.
1952
- *
1953
- * WORK (workspace) DOUBLE COMPLEX array, dimension (N+NB+1)*(NB+3)
1954
- *
1955
- * LWORK (input) INTEGER
1956
- * The dimension of the array WORK.
1957
- * WORK is size >= (N+NB+1)*(NB+3)
1958
- * If LDWORK = -1, then a workspace query is assumed; the routine
1959
- * calculates:
1960
- * - the optimal size of the WORK array, returns
1961
- * this value as the first entry of the WORK array,
1962
- * - and no error message related to LDWORK is issued by XERBLA.
1963
- *
1964
- * INFO (output) INTEGER
1965
- * = 0: successful exit
1966
- * < 0: if INFO = -i, the i-th argument had an illegal value
1967
- * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
1968
- * inverse could not be computed.
1969
- *
1970
-
1971
- * =====================================================================
1972
- *
1973
- * .. Local Scalars ..
1974
- LOGICAL UPPER, LQUERY
1975
- INTEGER MINSIZE, NBMAX
1976
- * ..
1977
- * .. External Functions ..
1978
- LOGICAL LSAME
1979
- INTEGER ILAENV
1980
- EXTERNAL LSAME, ILAENV
1981
- * ..
1982
- * .. External Subroutines ..
1983
- EXTERNAL ZSYTRI2X
1984
- * ..
1985
-
1986
-
1987
- </PRE>
1988
- <A HREF="#top">go to the page top</A>
1989
-
1990
- <A NAME="zsytri2x"></A>
1991
- <H2>zsytri2x</H2>
1992
- <PRE>
1993
- USAGE:
1994
- info, a = NumRu::Lapack.zsytri2x( uplo, a, ipiv, nb, [:usage => usage, :help => help])
1995
-
1996
-
1997
- FORTRAN MANUAL
1998
- SUBROUTINE ZSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
1999
-
2000
- * Purpose
2001
- * =======
2002
- *
2003
- * ZSYTRI2X computes the inverse of a complex symmetric indefinite matrix
2004
- * A using the factorization A = U*D*U**T or A = L*D*L**T computed by
2005
- * ZSYTRF.
2006
- *
2007
-
2008
- * Arguments
2009
- * =========
2010
- *
2011
- * UPLO (input) CHARACTER*1
2012
- * Specifies whether the details of the factorization are stored
2013
- * as an upper or lower triangular matrix.
2014
- * = 'U': Upper triangular, form is A = U*D*U**T;
2015
- * = 'L': Lower triangular, form is A = L*D*L**T.
2016
- *
2017
- * N (input) INTEGER
2018
- * The order of the matrix A. N >= 0.
2019
- *
2020
- * A (input/output) DOUBLE COMPLEX array, dimension (LDA,N)
2021
- * On entry, the NNB diagonal matrix D and the multipliers
2022
- * used to obtain the factor U or L as computed by ZSYTRF.
2023
- *
2024
- * On exit, if INFO = 0, the (symmetric) inverse of the original
2025
- * matrix. If UPLO = 'U', the upper triangular part of the
2026
- * inverse is formed and the part of A below the diagonal is not
2027
- * referenced; if UPLO = 'L' the lower triangular part of the
2028
- * inverse is formed and the part of A above the diagonal is
2029
- * not referenced.
2030
- *
2031
- * LDA (input) INTEGER
2032
- * The leading dimension of the array A. LDA >= max(1,N).
2033
- *
2034
- * IPIV (input) INTEGER array, dimension (N)
2035
- * Details of the interchanges and the NNB structure of D
2036
- * as determined by ZSYTRF.
2037
- *
2038
- * WORK (workspace) DOUBLE COMPLEX array, dimension (N+NNB+1,NNB+3)
2039
- *
2040
- * NB (input) INTEGER
2041
- * Block size
2042
- *
2043
- * INFO (output) INTEGER
2044
- * = 0: successful exit
2045
- * < 0: if INFO = -i, the i-th argument had an illegal value
2046
- * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
2047
- * inverse could not be computed.
2048
- *
2049
-
2050
- * =====================================================================
2051
- *
2052
-
2053
-
2054
- </PRE>
2055
- <A HREF="#top">go to the page top</A>
2056
-
2057
- <A NAME="zsytrs"></A>
2058
- <H2>zsytrs</H2>
2059
- <PRE>
2060
- USAGE:
2061
- info, b = NumRu::Lapack.zsytrs( uplo, a, ipiv, b, [:usage => usage, :help => help])
2062
-
2063
-
2064
- FORTRAN MANUAL
2065
- SUBROUTINE ZSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
2066
-
2067
- * Purpose
2068
- * =======
2069
- *
2070
- * ZSYTRS solves a system of linear equations A*X = B with a complex
2071
- * symmetric matrix A using the factorization A = U*D*U**T or
2072
- * A = L*D*L**T computed by ZSYTRF.
2073
- *
2074
-
2075
- * Arguments
2076
- * =========
2077
- *
2078
- * UPLO (input) CHARACTER*1
2079
- * Specifies whether the details of the factorization are stored
2080
- * as an upper or lower triangular matrix.
2081
- * = 'U': Upper triangular, form is A = U*D*U**T;
2082
- * = 'L': Lower triangular, form is A = L*D*L**T.
2083
- *
2084
- * N (input) INTEGER
2085
- * The order of the matrix A. N >= 0.
2086
- *
2087
- * NRHS (input) INTEGER
2088
- * The number of right hand sides, i.e., the number of columns
2089
- * of the matrix B. NRHS >= 0.
2090
- *
2091
- * A (input) COMPLEX*16 array, dimension (LDA,N)
2092
- * The block diagonal matrix D and the multipliers used to
2093
- * obtain the factor U or L as computed by ZSYTRF.
2094
- *
2095
- * LDA (input) INTEGER
2096
- * The leading dimension of the array A. LDA >= max(1,N).
2097
- *
2098
- * IPIV (input) INTEGER array, dimension (N)
2099
- * Details of the interchanges and the block structure of D
2100
- * as determined by ZSYTRF.
2101
- *
2102
- * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
2103
- * On entry, the right hand side matrix B.
2104
- * On exit, the solution matrix X.
2105
- *
2106
- * LDB (input) INTEGER
2107
- * The leading dimension of the array B. LDB >= max(1,N).
2108
- *
2109
- * INFO (output) INTEGER
2110
- * = 0: successful exit
2111
- * < 0: if INFO = -i, the i-th argument had an illegal value
2112
- *
2113
-
2114
- * =====================================================================
2115
- *
2116
-
2117
-
2118
- </PRE>
2119
- <A HREF="#top">go to the page top</A>
2120
-
2121
- <A NAME="zsytrs2"></A>
2122
- <H2>zsytrs2</H2>
2123
- <PRE>
2124
- USAGE:
2125
- info, b = NumRu::Lapack.zsytrs2( uplo, a, ipiv, b, [:usage => usage, :help => help])
2126
-
2127
-
2128
- FORTRAN MANUAL
2129
- SUBROUTINE ZSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO )
2130
-
2131
- * Purpose
2132
- * =======
2133
- *
2134
- * ZSYTRS2 solves a system of linear equations A*X = B with a real
2135
- * symmetric matrix A using the factorization A = U*D*U**T or
2136
- * A = L*D*L**T computed by ZSYTRF and converted by ZSYCONV.
2137
- *
2138
-
2139
- * Arguments
2140
- * =========
2141
- *
2142
- * UPLO (input) CHARACTER*1
2143
- * Specifies whether the details of the factorization are stored
2144
- * as an upper or lower triangular matrix.
2145
- * = 'U': Upper triangular, form is A = U*D*U**T;
2146
- * = 'L': Lower triangular, form is A = L*D*L**T.
2147
- *
2148
- * N (input) INTEGER
2149
- * The order of the matrix A. N >= 0.
2150
- *
2151
- * NRHS (input) INTEGER
2152
- * The number of right hand sides, i.e., the number of columns
2153
- * of the matrix B. NRHS >= 0.
2154
- *
2155
- * A (input) DOUBLE COMPLEX array, dimension (LDA,N)
2156
- * The block diagonal matrix D and the multipliers used to
2157
- * obtain the factor U or L as computed by ZSYTRF.
2158
- *
2159
- * LDA (input) INTEGER
2160
- * The leading dimension of the array A. LDA >= max(1,N).
2161
- *
2162
- * IPIV (input) INTEGER array, dimension (N)
2163
- * Details of the interchanges and the block structure of D
2164
- * as determined by ZSYTRF.
2165
- *
2166
- * B (input/output) DOUBLE COMPLEX array, dimension (LDB,NRHS)
2167
- * On entry, the right hand side matrix B.
2168
- * On exit, the solution matrix X.
2169
- *
2170
- * LDB (input) INTEGER
2171
- * The leading dimension of the array B. LDB >= max(1,N).
2172
- *
2173
- * WORK (workspace) REAL array, dimension (N)
2174
- *
2175
- * INFO (output) INTEGER
2176
- * = 0: successful exit
2177
- * < 0: if INFO = -i, the i-th argument had an illegal value
2178
- *
2179
-
2180
- * =====================================================================
2181
- *
2182
-
2183
-
2184
- </PRE>
2185
- <A HREF="#top">go to the page top</A>
2186
-
2187
- <HR />
2188
- <A HREF="z.html">back to matrix types</A><BR>
2189
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2190
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2191
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