8.6.2.5. LAPACK: Single Precision Complex Functions |
(packages/lapack/lapack-c.lsh) |

Author(s): Fu Jie Huang, Yann LeCun

This provides a complete interface to the FORTRAN LAPACK library of low-level linear algebra functions.

8.6.2.5.0. (cbdsqr uplo n ncvt nru ncc d e vt ldvt u ldu c ldc rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CBDSQR computes the singular value decomposition (SVD) of a real * N-by-N (upper or lower) bidiagonal matrix B: B = Q * S * P' (P' * denotes the transpose of P), where S is a diagonal matrix with * non-negative diagonal elements (the singular values of B), and Q * and P are orthogonal matrices. * * The routine computes S, and optionally computes U * Q, P' * VT, * or Q' * C, for given complex input matrices U, VT, and C. * * See "Computing Small Singular Values of Bidiagonal Matrices With * Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, * LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, * no. 5, pp. 873-912, Sept 1990) and * "Accurate singular values and differential qd algorithms," by * B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics * Department, University of California at Berkeley, July 1992 * for a detailed description of the algorithm. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': B is upper bidiagonal; * = 'L': B is lower bidiagonal. * * N (input) INTEGER * The order of the matrix B. N >= 0. * * NCVT (input) INTEGER * The number of columns of the matrix VT. NCVT >= 0. * * NRU (input) INTEGER * The number of rows of the matrix U. NRU >= 0. * * NCC (input) INTEGER * The number of columns of the matrix C. NCC >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the n diagonal elements of the bidiagonal matrix B. * On exit, if INFO=0, the singular values of B in decreasing * order. * * E (input/output) REAL array, dimension (N) * On entry, the elements of E contain the * offdiagonal elements of of the bidiagonal matrix whose SVD * is desired. On normal exit (INFO = 0), E is destroyed. * If the algorithm does not converge (INFO > 0), D and E * will contain the diagonal and superdiagonal elements of a * bidiagonal matrix orthogonally equivalent to the one given * as input. E(N) is used for workspace. * * VT (input/output) COMPLEX array, dimension (LDVT, NCVT) * On entry, an N-by-NCVT matrix VT. * On exit, VT is overwritten by P' * VT. * VT is not referenced if NCVT = 0. * * LDVT (input) INTEGER * The leading dimension of the array VT. * LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. * * U (input/output) COMPLEX array, dimension (LDU, N) * On entry, an NRU-by-N matrix U. * On exit, U is overwritten by U * Q. * U is not referenced if NRU = 0. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= max(1,NRU). * * C (input/output) COMPLEX array, dimension (LDC, NCC) * On entry, an N-by-NCC matrix C. * On exit, C is overwritten by Q' * C. * C is not referenced if NCC = 0. * * LDC (input) INTEGER * The leading dimension of the array C. * LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. * * RWORK (workspace) REAL array, dimension (4*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: If INFO = -i, the i-th argument had an illegal value * > 0: the algorithm did not converge; D and E contain the * elements of a bidiagonal matrix which is orthogonally * similar to the input matrix B; if INFO = i, i * elements of E have not converged to zero. * * Internal Parameters * =================== * * TOLMUL REAL, default = max(10,min(100,EPS**(-1/8))) * TOLMUL controls the convergence criterion of the QR loop. * If it is positive, TOLMUL*EPS is the desired relative * precision in the computed singular values. * If it is negative, abs(TOLMUL*EPS*sigma_max) is the * desired absolute accuracy in the computed singular * values (corresponds to relative accuracy * abs(TOLMUL*EPS) in the largest singular value. * abs(TOLMUL) should be between 1 and 1/EPS, and preferably * between 10 (for fast convergence) and .1/EPS * (for there to be some accuracy in the results). * Default is to lose at either one eighth or 2 of the * available decimal digits in each computed singular value * (whichever is smaller). * * MAXITR INTEGER, default = 6 * MAXITR controls the maximum number of passes of the * algorithm through its inner loop. The algorithms stops * (and so fails to converge) if the number of passes * through the inner loop exceeds MAXITR*N**2. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.1. (cgbbrd vect m n ncc kl ku ab ldab d e q ldq pt ldpt c ldc work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBBRD reduces a complex general m-by-n band matrix A to real upper * bidiagonal form B by a unitary transformation: Q' * A * P = B. * * The routine computes B, and optionally forms Q or P', or computes * Q'*C for a given matrix C. * * Arguments * ========= * * VECT (input) CHARACTER*1 * Specifies whether or not the matrices Q and P' are to be * formed. * = 'N': do not form Q or P'; * = 'Q': form Q only; * = 'P': form P' only; * = 'B': form both. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * NCC (input) INTEGER * The number of columns of the matrix C. NCC >= 0. * * KL (input) INTEGER * The number of subdiagonals of the matrix A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals of the matrix A. KU >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the m-by-n band matrix A, stored in rows 1 to * KL+KU+1. The j-th column of A is stored in the j-th column of * the array AB as follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl). * On exit, A is overwritten by values generated during the * reduction. * * LDAB (input) INTEGER * The leading dimension of the array A. LDAB >= KL+KU+1. * * D (output) REAL array, dimension (min(M,N)) * The diagonal elements of the bidiagonal matrix B. * * E (output) REAL array, dimension (min(M,N)-1) * The superdiagonal elements of the bidiagonal matrix B. * * Q (output) COMPLEX array, dimension (LDQ,M) * If VECT = 'Q' or 'B', the m-by-m unitary matrix Q. * If VECT = 'N' or 'P', the array Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. * LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise. * * PT (output) COMPLEX array, dimension (LDPT,N) * If VECT = 'P' or 'B', the n-by-n unitary matrix P'. * If VECT = 'N' or 'Q', the array PT is not referenced. * * LDPT (input) INTEGER * The leading dimension of the array PT. * LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise. * * C (input/output) COMPLEX array, dimension (LDC,NCC) * On entry, an m-by-ncc matrix C. * On exit, C is overwritten by Q'*C. * C is not referenced if NCC = 0. * * LDC (input) INTEGER * The leading dimension of the array C. * LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0. * * WORK (workspace) COMPLEX array, dimension (max(M,N)) * * RWORK (workspace) REAL array, dimension (max(M,N)) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.2. (cgbcon norm n kl ku ab ldab ipiv anorm rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBCON estimates the reciprocal of the condition number of a complex * general band matrix A, in either the 1-norm or the infinity-norm, * using the LU factorization computed by CGBTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as * RCOND = 1 / ( norm(A) * norm(inv(A)) ). * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies whether the 1-norm condition number or the * infinity-norm condition number is required: * = '1' or 'O': 1-norm; * = 'I': Infinity-norm. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * Details of the LU factorization of the band matrix A, as * computed by CGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= N, row i of the matrix was * interchanged with row IPIV(i). * * ANORM (input) REAL * If NORM = '1' or 'O', the 1-norm of the original matrix A. * If NORM = 'I', the infinity-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(norm(A) * norm(inv(A))). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.3. (cgbequ m n kl ku ab ldab r c rowcnd colcnd amax info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBEQU computes row and column scalings intended to equilibrate an * M-by-N band matrix A and reduce its condition number. R returns the * row scale factors and C the column scale factors, chosen to try to * make the largest element in each row and column of the matrix B with * elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1. * * R(i) and C(j) are restricted to be between SMLNUM = smallest safe * number and BIGNUM = largest safe number. Use of these scaling * factors is not guaranteed to reduce the condition number of A but * works well in practice. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The band matrix A, stored in rows 1 to KL+KU+1. The j-th * column of A is stored in the j-th column of the array AB as * follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * R (output) REAL array, dimension (M) * If INFO = 0, or INFO > M, R contains the row scale factors * for A. * * C (output) REAL array, dimension (N) * If INFO = 0, C contains the column scale factors for A. * * ROWCND (output) REAL * If INFO = 0 or INFO > M, ROWCND contains the ratio of the * smallest R(i) to the largest R(i). If ROWCND >= 0.1 and * AMAX is neither too large nor too small, it is not worth * scaling by R. * * COLCND (output) REAL * If INFO = 0, COLCND contains the ratio of the smallest * C(i) to the largest C(i). If COLCND >= 0.1, it is not * worth scaling by C. * * AMAX (output) REAL * Absolute value of largest matrix element. If AMAX is very * close to overflow or very close to underflow, the matrix * should be scaled. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= M: the i-th row of A is exactly zero * > M: the (i-M)-th column of A is exactly zero * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.4. (cgbrfs trans n kl ku nrhs ab ldab afb ldafb ipiv b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBRFS improves the computed solution to a system of linear * equations when the coefficient matrix is banded, and provides * error bounds and backward error estimates for the solution. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The original band matrix A, stored in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * AFB (input) COMPLEX array, dimension (LDAFB,N) * Details of the LU factorization of the band matrix A, as * computed by CGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from CGBTRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CGBTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.5. (cgbsv n kl ku nrhs ab ldab ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBSV computes the solution to a complex system of linear equations * A * X = B, where A is a band matrix of order N with KL subdiagonals * and KU superdiagonals, and X and B are N-by-NRHS matrices. * * The LU decomposition with partial pivoting and row interchanges is * used to factor A as A = L * U, where L is a product of permutation * and unit lower triangular matrices with KL subdiagonals, and U is * upper triangular with KL+KU superdiagonals. The factored form of A * is then used to solve the system of equations A * X = B. * * Arguments * ========= * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL) * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) INTEGER array, dimension (N) * The pivot indices that define the permutation matrix P; * row i of the matrix was interchanged with row IPIV(i). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, and the solution has not been computed. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U because of fill-in resulting from the row interchanges. * * ===================================================================== * * .. External Subroutines .. * =====================================================================

8.6.2.5.6. (cgbsvx fact trans n kl ku nrhs ab ldab afb ldafb ipiv equed r c b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBSVX uses the LU factorization to compute the solution to a complex * system of linear equations A * X = B, A**T * X = B, or A**H * X = B, * where A is a band matrix of order N with KL subdiagonals and KU * superdiagonals, and X and B are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed by this subroutine: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B * TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B * TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') * or diag(C)*B (if TRANS = 'T' or 'C'). * * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the * matrix A (after equilibration if FACT = 'E') as * A = L * U, * where L is a product of permutation and unit lower triangular * matrices with KL subdiagonals, and U is upper triangular with * KL+KU superdiagonals. * * 3. If some U(i,i)=0, so that U is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so * that it solves the original system before equilibration. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AFB and IPIV contain the factored form of * A. If EQUED is not 'N', the matrix A has been * equilibrated with scaling factors given by R and C. * AB, AFB, and IPIV are not modified. * = 'N': The matrix A will be copied to AFB and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AFB and factored. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations. * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) * * If FACT = 'F' and EQUED is not 'N', then A must have been * equilibrated by the scaling factors in R and/or C. AB is not * modified if FACT = 'F' or 'N', or if FACT = 'E' and * EQUED = 'N' on exit. * * On exit, if EQUED .ne. 'N', A is scaled as follows: * EQUED = 'R': A := diag(R) * A * EQUED = 'C': A := A * diag(C) * EQUED = 'B': A := diag(R) * A * diag(C). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * AFB (input or output) COMPLEX array, dimension (LDAFB,N) * If FACT = 'F', then AFB is an input argument and on entry * contains details of the LU factorization of the band matrix * A, as computed by CGBTRF. U is stored as an upper triangular * band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, * and the multipliers used during the factorization are stored * in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is * the factored form of the equilibrated matrix A. * * If FACT = 'N', then AFB is an output argument and on exit * returns details of the LU factorization of A. * * If FACT = 'E', then AFB is an output argument and on exit * returns details of the LU factorization of the equilibrated * matrix A (see the description of AB for the form of the * equilibrated matrix). * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains the pivot indices from the factorization A = L*U * as computed by CGBTRF; row i of the matrix was interchanged * with row IPIV(i). * * If FACT = 'N', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = L*U * of the original matrix A. * * If FACT = 'E', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = L*U * of the equilibrated matrix A. * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = 'R': Row equilibration, i.e., A has been premultiplied by * diag(R). * = 'C': Column equilibration, i.e., A has been postmultiplied * by diag(C). * = 'B': Both row and column equilibration, i.e., A has been * replaced by diag(R) * A * diag(C). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * R (input or output) REAL array, dimension (N) * The row scale factors for A. If EQUED = 'R' or 'B', A is * multiplied on the left by diag(R); if EQUED = 'N' or 'C', R * is not accessed. R is an input argument if FACT = 'F'; * otherwise, R is an output argument. If FACT = 'F' and * EQUED = 'R' or 'B', each element of R must be positive. * * C (input or output) REAL array, dimension (N) * The column scale factors for A. If EQUED = 'C' or 'B', A is * multiplied on the right by diag(C); if EQUED = 'N' or 'R', C * is not accessed. C is an input argument if FACT = 'F'; * otherwise, C is an output argument. If FACT = 'F' and * EQUED = 'C' or 'B', each element of C must be positive. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, * if EQUED = 'N', B is not modified; * if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by * diag(R)*B; * if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is * overwritten by diag(C)*B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X * to the original system of equations. Note that A and B are * modified on exit if EQUED .ne. 'N', and the solution to the * equilibrated system is inv(diag(C))*X if TRANS = 'N' and * EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' * and EQUED = 'R' or 'B'. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A after equilibration (if done). If RCOND is less than the * machine precision (in particular, if RCOND = 0), the matrix * is singular to working precision. This condition is * indicated by a return code of INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace/output) REAL array, dimension (N) * On exit, RWORK(1) contains the reciprocal pivot growth * factor norm(A)/norm(U). The "max absolute element" norm is * used. If RWORK(1) is much less than 1, then the stability * of the LU factorization of the (equilibrated) matrix A * could be poor. This also means that the solution X, condition * estimator RCOND, and forward error bound FERR could be * unreliable. If factorization fails with 0<INFO<=N, then * RWORK(1) contains the reciprocal pivot growth factor for the * leading INFO columns of A. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, so the solution and error bounds * could not be computed. RCOND = 0 is returned. * = N+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.7. (cgbtf2 m n kl ku ab ldab ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBTF2 computes an LU factorization of a complex m-by-n band matrix * A using partial pivoting with row interchanges. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) * * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) INTEGER array, dimension (min(M,N)) * The pivot indices; for 1 <= i <= min(M,N), row i of the * matrix was interchanged with row IPIV(i). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = +i, U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, and division by zero will occur if it is used * to solve a system of equations. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U, because of fill-in resulting from the row * interchanges. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.8. (cgbtrf m n kl ku ab ldab ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBTRF computes an LU factorization of a complex m-by-n band matrix A * using partial pivoting with row interchanges. * * This is the blocked version of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) * * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) INTEGER array, dimension (min(M,N)) * The pivot indices; for 1 <= i <= min(M,N), row i of the * matrix was interchanged with row IPIV(i). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = +i, U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, and division by zero will occur if it is used * to solve a system of equations. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U because of fill-in resulting from the row interchanges. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.9. (cgbtrs trans n kl ku nrhs ab ldab ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGBTRS solves a system of linear equations * A * X = B, A**T * X = B, or A**H * X = B * with a general band matrix A using the LU factorization computed * by CGBTRF. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations. * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * Details of the LU factorization of the band matrix A, as * computed by CGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= N, row i of the matrix was * interchanged with row IPIV(i). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.10. (cgebak job side n ilo ihi scale m v ldv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEBAK forms the right or left eigenvectors of a complex general * matrix by backward transformation on the computed eigenvectors of the * balanced matrix output by CGEBAL. * * Arguments * ========= * * JOB (input) CHARACTER*1 * Specifies the type of backward transformation required: * = 'N', do nothing, return immediately; * = 'P', do backward transformation for permutation only; * = 'S', do backward transformation for scaling only; * = 'B', do backward transformations for both permutation and * scaling. * JOB must be the same as the argument JOB supplied to CGEBAL. * * SIDE (input) CHARACTER*1 * = 'R': V contains right eigenvectors; * = 'L': V contains left eigenvectors. * * N (input) INTEGER * The number of rows of the matrix V. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * The integers ILO and IHI determined by CGEBAL. * 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. * * SCALE (input) REAL array, dimension (N) * Details of the permutation and scaling factors, as returned * by CGEBAL. * * M (input) INTEGER * The number of columns of the matrix V. M >= 0. * * V (input/output) COMPLEX array, dimension (LDV,M) * On entry, the matrix of right or left eigenvectors to be * transformed, as returned by CHSEIN or CTREVC. * On exit, V is overwritten by the transformed eigenvectors. * * LDV (input) INTEGER * The leading dimension of the array V. LDV >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.11. (cgebal job n a lda ilo ihi scale info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEBAL balances a general complex matrix A. This involves, first, * permuting A by a similarity transformation to isolate eigenvalues * in the first 1 to ILO-1 and last IHI+1 to N elements on the * diagonal; and second, applying a diagonal similarity transformation * to rows and columns ILO to IHI to make the rows and columns as * close in norm as possible. Both steps are optional. * * Balancing may reduce the 1-norm of the matrix, and improve the * accuracy of the computed eigenvalues and/or eigenvectors. * * Arguments * ========= * * JOB (input) CHARACTER*1 * Specifies the operations to be performed on A: * = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0 * for i = 1,...,N; * = 'P': permute only; * = 'S': scale only; * = 'B': both permute and scale. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the input matrix A. * On exit, A is overwritten by the balanced matrix. * If JOB = 'N', A is not referenced. * See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * ILO (output) INTEGER * IHI (output) INTEGER * ILO and IHI are set to integers such that on exit * A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N. * If JOB = 'N' or 'S', ILO = 1 and IHI = N. * * SCALE (output) REAL array, dimension (N) * Details of the permutations and scaling factors applied to * A. If P(j) is the index of the row and column interchanged * with row and column j and D(j) is the scaling factor * applied to row and column j, then * SCALE(j) = P(j) for j = 1,...,ILO-1 * = D(j) for j = ILO,...,IHI * = P(j) for j = IHI+1,...,N. * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The permutations consist of row and column interchanges which put * the matrix in the form * * ( T1 X Y ) * P A P = ( 0 B Z ) * ( 0 0 T2 ) * * where T1 and T2 are upper triangular matrices whose eigenvalues lie * along the diagonal. The column indices ILO and IHI mark the starting * and ending columns of the submatrix B. Balancing consists of applying * a diagonal similarity transformation inv(D) * B * D to make the * 1-norms of each row of B and its corresponding column nearly equal. * The output matrix is * * ( T1 X*D Y ) * ( 0 inv(D)*B*D inv(D)*Z ). * ( 0 0 T2 ) * * Information about the permutations P and the diagonal matrix D is * returned in the vector SCALE. * * This subroutine is based on the EISPACK routine CBAL. * * Modified by Tzu-Yi Chen, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.12. (cgebd2 m n a lda d e tauq taup work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEBD2 reduces a complex general m by n matrix A to upper or lower * real bidiagonal form B by a unitary transformation: Q' * A * P = B. * * If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. * * Arguments * ========= * * M (input) INTEGER * The number of rows in the matrix A. M >= 0. * * N (input) INTEGER * The number of columns in the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n general matrix to be reduced. * On exit, * if m >= n, the diagonal and the first superdiagonal are * overwritten with the upper bidiagonal matrix B; the * elements below the diagonal, with the array TAUQ, represent * the unitary matrix Q as a product of elementary * reflectors, and the elements above the first superdiagonal, * with the array TAUP, represent the unitary matrix P as * a product of elementary reflectors; * if m < n, the diagonal and the first subdiagonal are * overwritten with the lower bidiagonal matrix B; the * elements below the first subdiagonal, with the array TAUQ, * represent the unitary matrix Q as a product of * elementary reflectors, and the elements above the diagonal, * with the array TAUP, represent the unitary matrix P as * a product of elementary reflectors. * See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * D (output) REAL array, dimension (min(M,N)) * The diagonal elements of the bidiagonal matrix B: * D(i) = A(i,i). * * E (output) REAL array, dimension (min(M,N)-1) * The off-diagonal elements of the bidiagonal matrix B: * if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; * if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. * * TAUQ (output) COMPLEX array dimension (min(M,N)) * The scalar factors of the elementary reflectors which * represent the unitary matrix Q. See Further Details. * * TAUP (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors which * represent the unitary matrix P. See Further Details. * * WORK (workspace) COMPLEX array, dimension (max(M,N)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The matrices Q and P are represented as products of elementary * reflectors: * * If m >= n, * * Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) * * Each H(i) and G(i) has the form: * * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' * * where tauq and taup are complex scalars, and v and u are complex * vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in * A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in * A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i). * * If m < n, * * Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) * * Each H(i) and G(i) has the form: * * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' * * where tauq and taup are complex scalars, v and u are complex vectors; * v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); * u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); * tauq is stored in TAUQ(i) and taup in TAUP(i). * * The contents of A on exit are illustrated by the following examples: * * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): * * ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) * ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) * ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) * ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) * ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) * ( v1 v2 v3 v4 v5 ) * * where d and e denote diagonal and off-diagonal elements of B, vi * denotes an element of the vector defining H(i), and ui an element of * the vector defining G(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.13. (cgebrd m n a lda d e tauq taup work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEBRD reduces a general complex M-by-N matrix A to upper or lower * bidiagonal form B by a unitary transformation: Q**H * A * P = B. * * If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. * * Arguments * ========= * * M (input) INTEGER * The number of rows in the matrix A. M >= 0. * * N (input) INTEGER * The number of columns in the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N general matrix to be reduced. * On exit, * if m >= n, the diagonal and the first superdiagonal are * overwritten with the upper bidiagonal matrix B; the * elements below the diagonal, with the array TAUQ, represent * the unitary matrix Q as a product of elementary * reflectors, and the elements above the first superdiagonal, * with the array TAUP, represent the unitary matrix P as * a product of elementary reflectors; * if m < n, the diagonal and the first subdiagonal are * overwritten with the lower bidiagonal matrix B; the * elements below the first subdiagonal, with the array TAUQ, * represent the unitary matrix Q as a product of * elementary reflectors, and the elements above the diagonal, * with the array TAUP, represent the unitary matrix P as * a product of elementary reflectors. * See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * D (output) REAL array, dimension (min(M,N)) * The diagonal elements of the bidiagonal matrix B: * D(i) = A(i,i). * * E (output) REAL array, dimension (min(M,N)-1) * The off-diagonal elements of the bidiagonal matrix B: * if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; * if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. * * TAUQ (output) COMPLEX array dimension (min(M,N)) * The scalar factors of the elementary reflectors which * represent the unitary matrix Q. See Further Details. * * TAUP (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors which * represent the unitary matrix P. See Further Details. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,M,N). * For optimum performance LWORK >= (M+N)*NB, where NB * is the optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The matrices Q and P are represented as products of elementary * reflectors: * * If m >= n, * * Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) * * Each H(i) and G(i) has the form: * * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' * * where tauq and taup are complex scalars, and v and u are complex * vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in * A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in * A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i). * * If m < n, * * Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) * * Each H(i) and G(i) has the form: * * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' * * where tauq and taup are complex scalars, and v and u are complex * vectors; v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in * A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in * A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i). * * The contents of A on exit are illustrated by the following examples: * * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): * * ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) * ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) * ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) * ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) * ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) * ( v1 v2 v3 v4 v5 ) * * where d and e denote diagonal and off-diagonal elements of B, vi * denotes an element of the vector defining H(i), and ui an element of * the vector defining G(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.14. (cgecon norm n a lda anorm rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGECON estimates the reciprocal of the condition number of a general * complex matrix A, in either the 1-norm or the infinity-norm, using * the LU factorization computed by CGETRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as * RCOND = 1 / ( norm(A) * norm(inv(A)) ). * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies whether the 1-norm condition number or the * infinity-norm condition number is required: * = '1' or 'O': 1-norm; * = 'I': Infinity-norm. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The factors L and U from the factorization A = P*L*U * as computed by CGETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * ANORM (input) REAL * If NORM = '1' or 'O', the 1-norm of the original matrix A. * If NORM = 'I', the infinity-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(norm(A) * norm(inv(A))). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.15. (cgeequ m n a lda r c rowcnd colcnd amax info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEEQU computes row and column scalings intended to equilibrate an * M-by-N matrix A and reduce its condition number. R returns the row * scale factors and C the column scale factors, chosen to try to make * the largest element in each row and column of the matrix B with * elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1. * * R(i) and C(j) are restricted to be between SMLNUM = smallest safe * number and BIGNUM = largest safe number. Use of these scaling * factors is not guaranteed to reduce the condition number of A but * works well in practice. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The M-by-N matrix whose equilibration factors are * to be computed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * R (output) REAL array, dimension (M) * If INFO = 0 or INFO > M, R contains the row scale factors * for A. * * C (output) REAL array, dimension (N) * If INFO = 0, C contains the column scale factors for A. * * ROWCND (output) REAL * If INFO = 0 or INFO > M, ROWCND contains the ratio of the * smallest R(i) to the largest R(i). If ROWCND >= 0.1 and * AMAX is neither too large nor too small, it is not worth * scaling by R. * * COLCND (output) REAL * If INFO = 0, COLCND contains the ratio of the smallest * C(i) to the largest C(i). If COLCND >= 0.1, it is not * worth scaling by C. * * AMAX (output) REAL * Absolute value of largest matrix element. If AMAX is very * close to overflow or very close to underflow, the matrix * should be scaled. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= M: the i-th row of A is exactly zero * > M: the (i-M)-th column of A is exactly zero * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.16. (cgees jobvs sort select n a lda sdim w vs ldvs work lwork rwork bwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEES computes for an N-by-N complex nonsymmetric matrix A, the * eigenvalues, the Schur form T, and, optionally, the matrix of Schur * vectors Z. This gives the Schur factorization A = Z*T*(Z**H). * * Optionally, it also orders the eigenvalues on the diagonal of the * Schur form so that selected eigenvalues are at the top left. * The leading columns of Z then form an orthonormal basis for the * invariant subspace corresponding to the selected eigenvalues. * A complex matrix is in Schur form if it is upper triangular. * * Arguments * ========= * * JOBVS (input) CHARACTER*1 * = 'N': Schur vectors are not computed; * = 'V': Schur vectors are computed. * * SORT (input) CHARACTER*1 * Specifies whether or not to order the eigenvalues on the * diagonal of the Schur form. * = 'N': Eigenvalues are not ordered: * = 'S': Eigenvalues are ordered (see SELECT). * * SELECT (input) LOGICAL FUNCTION of one COMPLEX argument * SELECT must be declared EXTERNAL in the calling subroutine. * If SORT = 'S', SELECT is used to select eigenvalues to order * to the top left of the Schur form. * IF SORT = 'N', SELECT is not referenced. * The eigenvalue W(j) is selected if SELECT(W(j)) is true. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the N-by-N matrix A. * On exit, A has been overwritten by its Schur form T. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * SDIM (output) INTEGER * If SORT = 'N', SDIM = 0. * If SORT = 'S', SDIM = number of eigenvalues for which * SELECT is true. * * W (output) COMPLEX array, dimension (N) * W contains the computed eigenvalues, in the same order that * they appear on the diagonal of the output Schur form T. * * VS (output) COMPLEX array, dimension (LDVS,N) * If JOBVS = 'V', VS contains the unitary matrix Z of Schur * vectors. * If JOBVS = 'N', VS is not referenced. * * LDVS (input) INTEGER * The leading dimension of the array VS. LDVS >= 1; if * JOBVS = 'V', LDVS >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * For good performance, LWORK must generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (N) * * BWORK (workspace) LOGICAL array, dimension (N) * Not referenced if SORT = 'N'. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, and i is * <= N: the QR algorithm failed to compute all the * eigenvalues; elements 1:ILO-1 and i+1:N of W * contain those eigenvalues which have converged; * if JOBVS = 'V', VS contains the matrix which * reduces A to its partially converged Schur form. * = N+1: the eigenvalues could not be reordered because * some eigenvalues were too close to separate (the * problem is very ill-conditioned); * = N+2: after reordering, roundoff changed values of * some complex eigenvalues so that leading * eigenvalues in the Schur form no longer satisfy * SELECT = .TRUE.. This could also be caused by * underflow due to scaling. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.17. (cgeesx jobvs sort select sense n a lda sdim w vs ldvs rconde rcondv work lwork rwork bwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEESX computes for an N-by-N complex nonsymmetric matrix A, the * eigenvalues, the Schur form T, and, optionally, the matrix of Schur * vectors Z. This gives the Schur factorization A = Z*T*(Z**H). * * Optionally, it also orders the eigenvalues on the diagonal of the * Schur form so that selected eigenvalues are at the top left; * computes a reciprocal condition number for the average of the * selected eigenvalues (RCONDE); and computes a reciprocal condition * number for the right invariant subspace corresponding to the * selected eigenvalues (RCONDV). The leading columns of Z form an * orthonormal basis for this invariant subspace. * * For further explanation of the reciprocal condition numbers RCONDE * and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where * these quantities are called s and sep respectively). * * A complex matrix is in Schur form if it is upper triangular. * * Arguments * ========= * * JOBVS (input) CHARACTER*1 * = 'N': Schur vectors are not computed; * = 'V': Schur vectors are computed. * * SORT (input) CHARACTER*1 * Specifies whether or not to order the eigenvalues on the * diagonal of the Schur form. * = 'N': Eigenvalues are not ordered; * = 'S': Eigenvalues are ordered (see SELECT). * * SELECT (input) LOGICAL FUNCTION of one COMPLEX argument * SELECT must be declared EXTERNAL in the calling subroutine. * If SORT = 'S', SELECT is used to select eigenvalues to order * to the top left of the Schur form. * If SORT = 'N', SELECT is not referenced. * An eigenvalue W(j) is selected if SELECT(W(j)) is true. * * SENSE (input) CHARACTER*1 * Determines which reciprocal condition numbers are computed. * = 'N': None are computed; * = 'E': Computed for average of selected eigenvalues only; * = 'V': Computed for selected right invariant subspace only; * = 'B': Computed for both. * If SENSE = 'E', 'V' or 'B', SORT must equal 'S'. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the N-by-N matrix A. * On exit, A is overwritten by its Schur form T. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * SDIM (output) INTEGER * If SORT = 'N', SDIM = 0. * If SORT = 'S', SDIM = number of eigenvalues for which * SELECT is true. * * W (output) COMPLEX array, dimension (N) * W contains the computed eigenvalues, in the same order * that they appear on the diagonal of the output Schur form T. * * VS (output) COMPLEX array, dimension (LDVS,N) * If JOBVS = 'V', VS contains the unitary matrix Z of Schur * vectors. * If JOBVS = 'N', VS is not referenced. * * LDVS (input) INTEGER * The leading dimension of the array VS. LDVS >= 1, and if * JOBVS = 'V', LDVS >= N. * * RCONDE (output) REAL * If SENSE = 'E' or 'B', RCONDE contains the reciprocal * condition number for the average of the selected eigenvalues. * Not referenced if SENSE = 'N' or 'V'. * * RCONDV (output) REAL * If SENSE = 'V' or 'B', RCONDV contains the reciprocal * condition number for the selected right invariant subspace. * Not referenced if SENSE = 'N' or 'E'. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * Also, if SENSE = 'E' or 'V' or 'B', LWORK >= 2*SDIM*(N-SDIM), * where SDIM is the number of selected eigenvalues computed by * this routine. Note that 2*SDIM*(N-SDIM) <= N*N/2. * For good performance, LWORK must generally be larger. * * RWORK (workspace) REAL array, dimension (N) * * BWORK (workspace) LOGICAL array, dimension (N) * Not referenced if SORT = 'N'. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, and i is * <= N: the QR algorithm failed to compute all the * eigenvalues; elements 1:ILO-1 and i+1:N of W * contain those eigenvalues which have converged; if * JOBVS = 'V', VS contains the transformation which * reduces A to its partially converged Schur form. * = N+1: the eigenvalues could not be reordered because some * eigenvalues were too close to separate (the problem * is very ill-conditioned); * = N+2: after reordering, roundoff changed values of some * complex eigenvalues so that leading eigenvalues in * the Schur form no longer satisfy SELECT=.TRUE. This * could also be caused by underflow due to scaling. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.18. (cgeev jobvl jobvr n a lda w vl ldvl vr ldvr work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEEV computes for an N-by-N complex nonsymmetric matrix A, the * eigenvalues and, optionally, the left and/or right eigenvectors. * * The right eigenvector v(j) of A satisfies * A * v(j) = lambda(j) * v(j) * where lambda(j) is its eigenvalue. * The left eigenvector u(j) of A satisfies * u(j)**H * A = lambda(j) * u(j)**H * where u(j)**H denotes the conjugate transpose of u(j). * * The computed eigenvectors are normalized to have Euclidean norm * equal to 1 and largest component real. * * Arguments * ========= * * JOBVL (input) CHARACTER*1 * = 'N': left eigenvectors of A are not computed; * = 'V': left eigenvectors of are computed. * * JOBVR (input) CHARACTER*1 * = 'N': right eigenvectors of A are not computed; * = 'V': right eigenvectors of A are computed. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the N-by-N matrix A. * On exit, A has been overwritten. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * W (output) COMPLEX array, dimension (N) * W contains the computed eigenvalues. * * VL (output) COMPLEX array, dimension (LDVL,N) * If JOBVL = 'V', the left eigenvectors u(j) are stored one * after another in the columns of VL, in the same order * as their eigenvalues. * If JOBVL = 'N', VL is not referenced. * u(j) = VL(:,j), the j-th column of VL. * * LDVL (input) INTEGER * The leading dimension of the array VL. LDVL >= 1; if * JOBVL = 'V', LDVL >= N. * * VR (output) COMPLEX array, dimension (LDVR,N) * If JOBVR = 'V', the right eigenvectors v(j) are stored one * after another in the columns of VR, in the same order * as their eigenvalues. * If JOBVR = 'N', VR is not referenced. * v(j) = VR(:,j), the j-th column of VR. * * LDVR (input) INTEGER * The leading dimension of the array VR. LDVR >= 1; if * JOBVR = 'V', LDVR >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * For good performance, LWORK must generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, the QR algorithm failed to compute all the * eigenvalues, and no eigenvectors have been computed; * elements and i+1:N of W contain eigenvalues which have * converged. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.19. (cgeevx balanc jobvl jobvr sense n a lda w vl ldvl vr ldvr ilo ihi scale abnrm rconde rcondv work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEEVX computes for an N-by-N complex nonsymmetric matrix A, the * eigenvalues and, optionally, the left and/or right eigenvectors. * * Optionally also, it computes a balancing transformation to improve * the conditioning of the eigenvalues and eigenvectors (ILO, IHI, * SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues * (RCONDE), and reciprocal condition numbers for the right * eigenvectors (RCONDV). * * The right eigenvector v(j) of A satisfies * A * v(j) = lambda(j) * v(j) * where lambda(j) is its eigenvalue. * The left eigenvector u(j) of A satisfies * u(j)**H * A = lambda(j) * u(j)**H * where u(j)**H denotes the conjugate transpose of u(j). * * The computed eigenvectors are normalized to have Euclidean norm * equal to 1 and largest component real. * * Balancing a matrix means permuting the rows and columns to make it * more nearly upper triangular, and applying a diagonal similarity * transformation D * A * D**(-1), where D is a diagonal matrix, to * make its rows and columns closer in norm and the condition numbers * of its eigenvalues and eigenvectors smaller. The computed * reciprocal condition numbers correspond to the balanced matrix. * Permuting rows and columns will not change the condition numbers * (in exact arithmetic) but diagonal scaling will. For further * explanation of balancing, see section 4.10.2 of the LAPACK * Users' Guide. * * Arguments * ========= * * BALANC (input) CHARACTER*1 * Indicates how the input matrix should be diagonally scaled * and/or permuted to improve the conditioning of its * eigenvalues. * = 'N': Do not diagonally scale or permute; * = 'P': Perform permutations to make the matrix more nearly * upper triangular. Do not diagonally scale; * = 'S': Diagonally scale the matrix, ie. replace A by * D*A*D**(-1), where D is a diagonal matrix chosen * to make the rows and columns of A more equal in * norm. Do not permute; * = 'B': Both diagonally scale and permute A. * * Computed reciprocal condition numbers will be for the matrix * after balancing and/or permuting. Permuting does not change * condition numbers (in exact arithmetic), but balancing does. * * JOBVL (input) CHARACTER*1 * = 'N': left eigenvectors of A are not computed; * = 'V': left eigenvectors of A are computed. * If SENSE = 'E' or 'B', JOBVL must = 'V'. * * JOBVR (input) CHARACTER*1 * = 'N': right eigenvectors of A are not computed; * = 'V': right eigenvectors of A are computed. * If SENSE = 'E' or 'B', JOBVR must = 'V'. * * SENSE (input) CHARACTER*1 * Determines which reciprocal condition numbers are computed. * = 'N': None are computed; * = 'E': Computed for eigenvalues only; * = 'V': Computed for right eigenvectors only; * = 'B': Computed for eigenvalues and right eigenvectors. * * If SENSE = 'E' or 'B', both left and right eigenvectors * must also be computed (JOBVL = 'V' and JOBVR = 'V'). * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the N-by-N matrix A. * On exit, A has been overwritten. If JOBVL = 'V' or * JOBVR = 'V', A contains the Schur form of the balanced * version of the matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * W (output) COMPLEX array, dimension (N) * W contains the computed eigenvalues. * * VL (output) COMPLEX array, dimension (LDVL,N) * If JOBVL = 'V', the left eigenvectors u(j) are stored one * after another in the columns of VL, in the same order * as their eigenvalues. * If JOBVL = 'N', VL is not referenced. * u(j) = VL(:,j), the j-th column of VL. * * LDVL (input) INTEGER * The leading dimension of the array VL. LDVL >= 1; if * JOBVL = 'V', LDVL >= N. * * VR (output) COMPLEX array, dimension (LDVR,N) * If JOBVR = 'V', the right eigenvectors v(j) are stored one * after another in the columns of VR, in the same order * as their eigenvalues. * If JOBVR = 'N', VR is not referenced. * v(j) = VR(:,j), the j-th column of VR. * * LDVR (input) INTEGER * The leading dimension of the array VR. LDVR >= 1; if * JOBVR = 'V', LDVR >= N. * * ILO,IHI (output) INTEGER * ILO and IHI are integer values determined when A was * balanced. The balanced A(i,j) = 0 if I > J and * J = 1,...,ILO-1 or I = IHI+1,...,N. * * SCALE (output) REAL array, dimension (N) * Details of the permutations and scaling factors applied * when balancing A. If P(j) is the index of the row and column * interchanged with row and column j, and D(j) is the scaling * factor applied to row and column j, then * SCALE(J) = P(J), for J = 1,...,ILO-1 * = D(J), for J = ILO,...,IHI * = P(J) for J = IHI+1,...,N. * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * ABNRM (output) REAL * The one-norm of the balanced matrix (the maximum * of the sum of absolute values of elements of any column). * * RCONDE (output) REAL array, dimension (N) * RCONDE(j) is the reciprocal condition number of the j-th * eigenvalue. * * RCONDV (output) REAL array, dimension (N) * RCONDV(j) is the reciprocal condition number of the j-th * right eigenvector. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. If SENSE = 'N' or 'E', * LWORK >= max(1,2*N), and if SENSE = 'V' or 'B', * LWORK >= N*N+2*N. * For good performance, LWORK must generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, the QR algorithm failed to compute all the * eigenvalues, and no eigenvectors or condition numbers * have been computed; elements 1:ILO-1 and i+1:N of W * contain eigenvalues which have converged. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.20. (cgegs jobvsl jobvsr n a lda b ldb alpha beta vsl ldvsl vsr ldvsr work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * This routine is deprecated and has been replaced by routine CGGES. * * CGEGS computes for a pair of N-by-N complex nonsymmetric matrices A, * B: the generalized eigenvalues (alpha, beta), the complex Schur * form (A, B), and optionally left and/or right Schur vectors * (VSL and VSR). * * (If only the generalized eigenvalues are needed, use the driver CGEGV * instead.) * * A generalized eigenvalue for a pair of matrices (A,B) is, roughly * speaking, a scalar w or a ratio alpha/beta = w, such that A - w*B * is singular. It is usually represented as the pair (alpha,beta), * as there is a reasonable interpretation for beta=0, and even for * both being zero. A good beginning reference is the book, "Matrix * Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press) * * The (generalized) Schur form of a pair of matrices is the result of * multiplying both matrices on the left by one unitary matrix and * both on the right by another unitary matrix, these two unitary * matrices being chosen so as to bring the pair of matrices into * upper triangular form with the diagonal elements of B being * non-negative real numbers (this is also called complex Schur form.) * * The left and right Schur vectors are the columns of VSL and VSR, * respectively, where VSL and VSR are the unitary matrices * which reduce A and B to Schur form: * * Schur form of (A,B) = ( (VSL)**H A (VSR), (VSL)**H B (VSR) ) * * Arguments * ========= * * JOBVSL (input) CHARACTER*1 * = 'N': do not compute the left Schur vectors; * = 'V': compute the left Schur vectors. * * JOBVSR (input) CHARACTER*1 * = 'N': do not compute the right Schur vectors; * = 'V': compute the right Schur vectors. * * N (input) INTEGER * The order of the matrices A, B, VSL, and VSR. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the first of the pair of matrices whose generalized * eigenvalues and (optionally) Schur vectors are to be * computed. * On exit, the generalized Schur form of A. * * LDA (input) INTEGER * The leading dimension of A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the second of the pair of matrices whose * generalized eigenvalues and (optionally) Schur vectors are * to be computed. * On exit, the generalized Schur form of B. * * LDB (input) INTEGER * The leading dimension of B. LDB >= max(1,N). * * ALPHA (output) COMPLEX array, dimension (N) * BETA (output) COMPLEX array, dimension (N) * On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the * generalized eigenvalues. ALPHA(j), j=1,...,N and BETA(j), * j=1,...,N are the diagonals of the complex Schur form (A,B) * output by CGEGS. The BETA(j) will be non-negative real. * * Note: the quotients ALPHA(j)/BETA(j) may easily over- or * underflow, and BETA(j) may even be zero. Thus, the user * should avoid naively computing the ratio alpha/beta. * However, ALPHA will be always less than and usually * comparable with norm(A) in magnitude, and BETA always less * than and usually comparable with norm(B). * * VSL (output) COMPLEX array, dimension (LDVSL,N) * If JOBVSL = 'V', VSL will contain the left Schur vectors. * (See "Purpose", above.) * Not referenced if JOBVSL = 'N'. * * LDVSL (input) INTEGER * The leading dimension of the matrix VSL. LDVSL >= 1, and * if JOBVSL = 'V', LDVSL >= N. * * VSR (output) COMPLEX array, dimension (LDVSR,N) * If JOBVSR = 'V', VSR will contain the right Schur vectors. * (See "Purpose", above.) * Not referenced if JOBVSR = 'N'. * * LDVSR (input) INTEGER * The leading dimension of the matrix VSR. LDVSR >= 1, and * if JOBVSR = 'V', LDVSR >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * For good performance, LWORK must generally be larger. * To compute the optimal value of LWORK, call ILAENV to get * blocksizes (for CGEQRF, CUNMQR, and CUNGQR.) Then compute: * NB -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR; * the optimal LWORK is N*(NB+1). * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (3*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * =1,...,N: * The QZ iteration failed. (A,B) are not in Schur * form, but ALPHA(j) and BETA(j) should be correct for * j=INFO+1,...,N. * > N: errors that usually indicate LAPACK problems: * =N+1: error return from CGGBAL * =N+2: error return from CGEQRF * =N+3: error return from CUNMQR * =N+4: error return from CUNGQR * =N+5: error return from CGGHRD * =N+6: error return from CHGEQZ (other than failed * iteration) * =N+7: error return from CGGBAK (computing VSL) * =N+8: error return from CGGBAK (computing VSR) * =N+9: error return from CLASCL (various places) * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.21. (cgegv jobvl jobvr n a lda b ldb alpha beta vl ldvl vr ldvr work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * This routine is deprecated and has been replaced by routine CGGEV. * * CGEGV computes for a pair of N-by-N complex nonsymmetric matrices A * and B, the generalized eigenvalues (alpha, beta), and optionally, * the left and/or right generalized eigenvectors (VL and VR). * * A generalized eigenvalue for a pair of matrices (A,B) is, roughly * speaking, a scalar w or a ratio alpha/beta = w, such that A - w*B * is singular. It is usually represented as the pair (alpha,beta), * as there is a reasonable interpretation for beta=0, and even for * both being zero. A good beginning reference is the book, "Matrix * Computations", by G. Golub & C. van Loan (Johns Hopkins U. Press) * * A right generalized eigenvector corresponding to a generalized * eigenvalue w for a pair of matrices (A,B) is a vector r such * that (A - w B) r = 0 . A left generalized eigenvector is a vector * l such that l**H * (A - w B) = 0, where l**H is the * conjugate-transpose of l. * * Note: this routine performs "full balancing" on A and B -- see * "Further Details", below. * * Arguments * ========= * * JOBVL (input) CHARACTER*1 * = 'N': do not compute the left generalized eigenvectors; * = 'V': compute the left generalized eigenvectors. * * JOBVR (input) CHARACTER*1 * = 'N': do not compute the right generalized eigenvectors; * = 'V': compute the right generalized eigenvectors. * * N (input) INTEGER * The order of the matrices A, B, VL, and VR. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the first of the pair of matrices whose * generalized eigenvalues and (optionally) generalized * eigenvectors are to be computed. * On exit, the contents will have been destroyed. (For a * description of the contents of A on exit, see "Further * Details", below.) * * LDA (input) INTEGER * The leading dimension of A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the second of the pair of matrices whose * generalized eigenvalues and (optionally) generalized * eigenvectors are to be computed. * On exit, the contents will have been destroyed. (For a * description of the contents of B on exit, see "Further * Details", below.) * * LDB (input) INTEGER * The leading dimension of B. LDB >= max(1,N). * * ALPHA (output) COMPLEX array, dimension (N) * BETA (output) COMPLEX array, dimension (N) * On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the * generalized eigenvalues. * * Note: the quotients ALPHA(j)/BETA(j) may easily over- or * underflow, and BETA(j) may even be zero. Thus, the user * should avoid naively computing the ratio alpha/beta. * However, ALPHA will be always less than and usually * comparable with norm(A) in magnitude, and BETA always less * than and usually comparable with norm(B). * * VL (output) COMPLEX array, dimension (LDVL,N) * If JOBVL = 'V', the left generalized eigenvectors. (See * "Purpose", above.) * Each eigenvector will be scaled so the largest component * will have abs(real part) + abs(imag. part) = 1, *except* * that for eigenvalues with alpha=beta=0, a zero vector will * be returned as the corresponding eigenvector. * Not referenced if JOBVL = 'N'. * * LDVL (input) INTEGER * The leading dimension of the matrix VL. LDVL >= 1, and * if JOBVL = 'V', LDVL >= N. * * VR (output) COMPLEX array, dimension (LDVR,N) * If JOBVR = 'V', the right generalized eigenvectors. (See * "Purpose", above.) * Each eigenvector will be scaled so the largest component * will have abs(real part) + abs(imag. part) = 1, *except* * that for eigenvalues with alpha=beta=0, a zero vector will * be returned as the corresponding eigenvector. * Not referenced if JOBVR = 'N'. * * LDVR (input) INTEGER * The leading dimension of the matrix VR. LDVR >= 1, and * if JOBVR = 'V', LDVR >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * For good performance, LWORK must generally be larger. * To compute the optimal value of LWORK, call ILAENV to get * blocksizes (for CGEQRF, CUNMQR, and CUNGQR.) Then compute: * NB -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR; * The optimal LWORK is MAX( 2*N, N*(NB+1) ). * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, dimension (8*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * =1,...,N: * The QZ iteration failed. No eigenvectors have been * calculated, but ALPHA(j) and BETA(j) should be * correct for j=INFO+1,...,N. * > N: errors that usually indicate LAPACK problems: * =N+1: error return from CGGBAL * =N+2: error return from CGEQRF * =N+3: error return from CUNMQR * =N+4: error return from CUNGQR * =N+5: error return from CGGHRD * =N+6: error return from CHGEQZ (other than failed * iteration) * =N+7: error return from CTGEVC * =N+8: error return from CGGBAK (computing VL) * =N+9: error return from CGGBAK (computing VR) * =N+10: error return from CLASCL (various calls) * * Further Details * =============== * * Balancing * --------- * * This driver calls CGGBAL to both permute and scale rows and columns * of A and B. The permutations PL and PR are chosen so that PL*A*PR * and PL*B*R will be upper triangular except for the diagonal blocks * A(i:j,i:j) and B(i:j,i:j), with i and j as close together as * possible. The diagonal scaling matrices DL and DR are chosen so * that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to * one (except for the elements that start out zero.) * * After the eigenvalues and eigenvectors of the balanced matrices * have been computed, CGGBAK transforms the eigenvectors back to what * they would have been (in perfect arithmetic) if they had not been * balanced. * * Contents of A and B on Exit * -------- -- - --- - -- ---- * * If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or * both), then on exit the arrays A and B will contain the complex Schur * form[*] of the "balanced" versions of A and B. If no eigenvectors * are computed, then only the diagonal blocks will be correct. * * [*] In other words, upper triangular form. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.22. (cgehd2 n ilo ihi a lda tau work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEHD2 reduces a complex general matrix A to upper Hessenberg form H * by a unitary similarity transformation: Q' * A * Q = H . * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * It is assumed that A is already upper triangular in rows * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally * set by a previous call to CGEBAL; otherwise they should be * set to 1 and N respectively. See Further Details. * 1 <= ILO <= IHI <= max(1,N). * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the n by n general matrix to be reduced. * On exit, the upper triangle and the first subdiagonal of A * are overwritten with the upper Hessenberg matrix H, and the * elements below the first subdiagonal, with the array TAU, * represent the unitary matrix Q as a product of elementary * reflectors. See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * TAU (output) COMPLEX array, dimension (N-1) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace) COMPLEX array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The matrix Q is represented as a product of (ihi-ilo) elementary * reflectors * * Q = H(ilo) H(ilo+1) . . . H(ihi-1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on * exit in A(i+2:ihi,i), and tau in TAU(i). * * The contents of A are illustrated by the following example, with * n = 7, ilo = 2 and ihi = 6: * * on entry, on exit, * * ( a a a a a a a ) ( a a h h h h a ) * ( a a a a a a ) ( a h h h h a ) * ( a a a a a a ) ( h h h h h h ) * ( a a a a a a ) ( v2 h h h h h ) * ( a a a a a a ) ( v2 v3 h h h h ) * ( a a a a a a ) ( v2 v3 v4 h h h ) * ( a ) ( a ) * * where a denotes an element of the original matrix A, h denotes a * modified element of the upper Hessenberg matrix H, and vi denotes an * element of the vector defining H(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.23. (cgehrd n ilo ihi a lda tau work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEHRD reduces a complex general matrix A to upper Hessenberg form H * by a unitary similarity transformation: Q' * A * Q = H . * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * It is assumed that A is already upper triangular in rows * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally * set by a previous call to CGEBAL; otherwise they should be * set to 1 and N respectively. See Further Details. * 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the N-by-N general matrix to be reduced. * On exit, the upper triangle and the first subdiagonal of A * are overwritten with the upper Hessenberg matrix H, and the * elements below the first subdiagonal, with the array TAU, * represent the unitary matrix Q as a product of elementary * reflectors. See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * TAU (output) COMPLEX array, dimension (N-1) * The scalar factors of the elementary reflectors (see Further * Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to * zero. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,N). * For optimum performance LWORK >= N*NB, where NB is the * optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The matrix Q is represented as a product of (ihi-ilo) elementary * reflectors * * Q = H(ilo) H(ilo+1) . . . H(ihi-1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on * exit in A(i+2:ihi,i), and tau in TAU(i). * * The contents of A are illustrated by the following example, with * n = 7, ilo = 2 and ihi = 6: * * on entry, on exit, * * ( a a a a a a a ) ( a a h h h h a ) * ( a a a a a a ) ( a h h h h a ) * ( a a a a a a ) ( h h h h h h ) * ( a a a a a a ) ( v2 h h h h h ) * ( a a a a a a ) ( v2 v3 h h h h ) * ( a a a a a a ) ( v2 v3 v4 h h h ) * ( a ) ( a ) * * where a denotes an element of the original matrix A, h denotes a * modified element of the upper Hessenberg matrix H, and vi denotes an * element of the vector defining H(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.24. (cgelq2 m n a lda tau work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGELQ2 computes an LQ factorization of a complex m by n matrix A: * A = L * Q. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n matrix A. * On exit, the elements on and below the diagonal of the array * contain the m by min(m,n) lower trapezoidal matrix L (L is * lower triangular if m <= n); the elements above the diagonal, * with the array TAU, represent the unitary matrix Q as a * product of elementary reflectors (see Further Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace) COMPLEX array, dimension (M) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(k)' . . . H(2)' H(1)', where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in * A(i,i+1:n), and tau in TAU(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.25. (cgelqf m n a lda tau work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGELQF computes an LQ factorization of a complex M-by-N matrix A: * A = L * Q. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, the elements on and below the diagonal of the array * contain the m-by-min(m,n) lower trapezoidal matrix L (L is * lower triangular if m <= n); the elements above the diagonal, * with the array TAU, represent the unitary matrix Q as a * product of elementary reflectors (see Further Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,M). * For optimum performance LWORK >= M*NB, where NB is the * optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(k)' . . . H(2)' H(1)', where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in * A(i,i+1:n), and tau in TAU(i). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.26. (cgelsd m n nrhs a lda b ldb s rcond rank work lwork rwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGELSD computes the minimum-norm solution to a real linear least * squares problem: * minimize 2-norm(| b - A*x |) * using the singular value decomposition (SVD) of A. A is an M-by-N * matrix which may be rank-deficient. * * Several right hand side vectors b and solution vectors x can be * handled in a single call; they are stored as the columns of the * M-by-NRHS right hand side matrix B and the N-by-NRHS solution * matrix X. * * The problem is solved in three steps: * (1) Reduce the coefficient matrix A to bidiagonal form with * Householder tranformations, reducing the original problem * into a "bidiagonal least squares problem" (BLS) * (2) Solve the BLS using a divide and conquer approach. * (3) Apply back all the Householder tranformations to solve * the original least squares problem. * * The effective rank of A is determined by treating as zero those * singular values which are less than RCOND times the largest singular * value. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, A has been destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the M-by-NRHS right hand side matrix B. * On exit, B is overwritten by the N-by-NRHS solution matrix X. * If m >= n and RANK = n, the residual sum-of-squares for * the solution in the i-th column is given by the sum of * squares of elements n+1:m in that column. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,M,N). * * S (output) REAL array, dimension (min(M,N)) * The singular values of A in decreasing order. * The condition number of A in the 2-norm = S(1)/S(min(m,n)). * * RCOND (input) REAL * RCOND is used to determine the effective rank of A. * Singular values S(i) <= RCOND*S(1) are treated as zero. * If RCOND < 0, machine precision is used instead. * * RANK (output) INTEGER * The effective rank of A, i.e., the number of singular values * which are greater than RCOND*S(1). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK must be at least 1. * The exact minimum amount of workspace needed depends on M, * N and NRHS. As long as LWORK is at least * 2 * N + N * NRHS * if M is greater than or equal to N or * 2 * M + M * NRHS * if M is less than N, the code will execute correctly. * For good performance, LWORK should generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * * RWORK (workspace) REAL array, dimension at least * 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS + * (SMLSIZ+1)**2 * if M is greater than or equal to N or * 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS + * (SMLSIZ+1)**2 * if M is less than N, the code will execute correctly. * SMLSIZ is returned by ILAENV and is equal to the maximum * size of the subproblems at the bottom of the computation * tree (usually about 25), and * NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 ) * * IWORK (workspace) INTEGER array, dimension (LIWORK) * LIWORK >= 3 * MINMN * NLVL + 11 * MINMN, * where MINMN = MIN( M,N ). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: the algorithm for computing the SVD failed to converge; * if INFO = i, i off-diagonal elements of an intermediate * bidiagonal form did not converge to zero. * * Further Details * =============== * * Based on contributions by * Ming Gu and Ren-Cang Li, Computer Science Division, University of * California at Berkeley, USA * Osni Marques, LBNL/NERSC, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.27. (cgels trans m n nrhs a lda b ldb work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGELS solves overdetermined or underdetermined complex linear systems * involving an M-by-N matrix A, or its conjugate-transpose, using a QR * or LQ factorization of A. It is assumed that A has full rank. * * The following options are provided: * * 1. If TRANS = 'N' and m >= n: find the least squares solution of * an overdetermined system, i.e., solve the least squares problem * minimize || B - A*X ||. * * 2. If TRANS = 'N' and m < n: find the minimum norm solution of * an underdetermined system A * X = B. * * 3. If TRANS = 'C' and m >= n: find the minimum norm solution of * an undetermined system A**H * X = B. * * 4. If TRANS = 'C' and m < n: find the least squares solution of * an overdetermined system, i.e., solve the least squares problem * minimize || B - A**H * X ||. * * Several right hand side vectors b and solution vectors x can be * handled in a single call; they are stored as the columns of the * M-by-NRHS right hand side matrix B and the N-by-NRHS solution * matrix X. * * Arguments * ========= * * TRANS (input) CHARACTER * = 'N': the linear system involves A; * = 'C': the linear system involves A**H. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of * columns of the matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * if M >= N, A is overwritten by details of its QR * factorization as returned by CGEQRF; * if M < N, A is overwritten by details of its LQ * factorization as returned by CGELQF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the matrix B of right hand side vectors, stored * columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS * if TRANS = 'C'. * On exit, B is overwritten by the solution vectors, stored * columnwise: * if TRANS = 'N' and m >= n, rows 1 to n of B contain the least * squares solution vectors; the residual sum of squares for the * solution in each column is given by the sum of squares of * elements N+1 to M in that column; * if TRANS = 'N' and m < n, rows 1 to N of B contain the * minimum norm solution vectors; * if TRANS = 'C' and m >= n, rows 1 to M of B contain the * minimum norm solution vectors; * if TRANS = 'C' and m < n, rows 1 to M of B contain the * least squares solution vectors; the residual sum of squares * for the solution in each column is given by the sum of * squares of elements M+1 to N in that column. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= MAX(1,M,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. * LWORK >= max( 1, MN + max( MN, NRHS ) ). * For optimal performance, * LWORK >= max( 1, MN + max( MN, NRHS )*NB ). * where MN = min(M,N) and NB is the optimum block size. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.28. (cgelss m n nrhs a lda b ldb s rcond rank work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGELSS computes the minimum norm solution to a complex linear * least squares problem: * * Minimize 2-norm(| b - A*x |). * * using the singular value decomposition (SVD) of A. A is an M-by-N * matrix which may be rank-deficient. * * Several right hand side vectors b and solution vectors x can be * handled in a single call; they are stored as the columns of the * M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix * X. * * The effective rank of A is determined by treating as zero those * singular values which are less than RCOND times the largest singular * value. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, the first min(m,n) rows of A are overwritten with * its right singular vectors, stored rowwise. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the M-by-NRHS right hand side matrix B. * On exit, B is overwritten by the N-by-NRHS solution matrix X. * If m >= n and RANK = n, the residual sum-of-squares for * the solution in the i-th column is given by the sum of * squares of elements n+1:m in that column. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,M,N). * * S (output) REAL array, dimension (min(M,N)) * The singular values of A in decreasing order. * The condition number of A in the 2-norm = S(1)/S(min(m,n)). * * RCOND (input) REAL * RCOND is used to determine the effective rank of A. * Singular values S(i) <= RCOND*S(1) are treated as zero. * If RCOND < 0, machine precision is used instead. * * RANK (output) INTEGER * The effective rank of A, i.e., the number of singular values * which are greater than RCOND*S(1). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 1, and also: * LWORK >= 2*min(M,N) + max(M,N,NRHS) * For good performance, LWORK should generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (5*min(M,N)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: the algorithm for computing the SVD failed to converge; * if INFO = i, i off-diagonal elements of an intermediate * bidiagonal form did not converge to zero. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.29. (cgelsx m n nrhs a lda b ldb jpvt rcond rank work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * This routine is deprecated and has been replaced by routine CGELSY. * * CGELSX computes the minimum-norm solution to a complex linear least * squares problem: * minimize || A * X - B || * using a complete orthogonal factorization of A. A is an M-by-N * matrix which may be rank-deficient. * * Several right hand side vectors b and solution vectors x can be * handled in a single call; they are stored as the columns of the * M-by-NRHS right hand side matrix B and the N-by-NRHS solution * matrix X. * * The routine first computes a QR factorization with column pivoting: * A * P = Q * [ R11 R12 ] * [ 0 R22 ] * with R11 defined as the largest leading submatrix whose estimated * condition number is less than 1/RCOND. The order of R11, RANK, * is the effective rank of A. * * Then, R22 is considered to be negligible, and R12 is annihilated * by unitary transformations from the right, arriving at the * complete orthogonal factorization: * A * P = Q * [ T11 0 ] * Z * [ 0 0 ] * The minimum-norm solution is then * X = P * Z' [ inv(T11)*Q1'*B ] * [ 0 ] * where Q1 consists of the first RANK columns of Q. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of * columns of matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, A has been overwritten by details of its * complete orthogonal factorization. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the M-by-NRHS right hand side matrix B. * On exit, the N-by-NRHS solution matrix X. * If m >= n and RANK = n, the residual sum-of-squares for * the solution in the i-th column is given by the sum of * squares of elements N+1:M in that column. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,M,N). * * JPVT (input/output) INTEGER array, dimension (N) * On entry, if JPVT(i) .ne. 0, the i-th column of A is an * initial column, otherwise it is a free column. Before * the QR factorization of A, all initial columns are * permuted to the leading positions; only the remaining * free columns are moved as a result of column pivoting * during the factorization. * On exit, if JPVT(i) = k, then the i-th column of A*P * was the k-th column of A. * * RCOND (input) REAL * RCOND is used to determine the effective rank of A, which * is defined as the order of the largest leading triangular * submatrix R11 in the QR factorization with pivoting of A, * whose estimated condition number < 1/RCOND. * * RANK (output) INTEGER * The effective rank of A, i.e., the order of the submatrix * R11. This is the same as the order of the submatrix T11 * in the complete orthogonal factorization of A. * * WORK (workspace) COMPLEX array, dimension * (min(M,N) + max( N, 2*min(M,N)+NRHS )), * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.30. (cgelsy m n nrhs a lda b ldb jpvt rcond rank work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGELSY computes the minimum-norm solution to a complex linear least * squares problem: * minimize || A * X - B || * using a complete orthogonal factorization of A. A is an M-by-N * matrix which may be rank-deficient. * * Several right hand side vectors b and solution vectors x can be * handled in a single call; they are stored as the columns of the * M-by-NRHS right hand side matrix B and the N-by-NRHS solution * matrix X. * * The routine first computes a QR factorization with column pivoting: * A * P = Q * [ R11 R12 ] * [ 0 R22 ] * with R11 defined as the largest leading submatrix whose estimated * condition number is less than 1/RCOND. The order of R11, RANK, * is the effective rank of A. * * Then, R22 is considered to be negligible, and R12 is annihilated * by unitary transformations from the right, arriving at the * complete orthogonal factorization: * A * P = Q * [ T11 0 ] * Z * [ 0 0 ] * The minimum-norm solution is then * X = P * Z' [ inv(T11)*Q1'*B ] * [ 0 ] * where Q1 consists of the first RANK columns of Q. * * This routine is basically identical to the original xGELSX except * three differences: * o The permutation of matrix B (the right hand side) is faster and * more simple. * o The call to the subroutine xGEQPF has been substituted by the * the call to the subroutine xGEQP3. This subroutine is a Blas-3 * version of the QR factorization with column pivoting. * o Matrix B (the right hand side) is updated with Blas-3. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of * columns of matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, A has been overwritten by details of its * complete orthogonal factorization. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the M-by-NRHS right hand side matrix B. * On exit, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,M,N). * * JPVT (input/output) INTEGER array, dimension (N) * On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted * to the front of AP, otherwise column i is a free column. * On exit, if JPVT(i) = k, then the i-th column of A*P * was the k-th column of A. * * RCOND (input) REAL * RCOND is used to determine the effective rank of A, which * is defined as the order of the largest leading triangular * submatrix R11 in the QR factorization with pivoting of A, * whose estimated condition number < 1/RCOND. * * RANK (output) INTEGER * The effective rank of A, i.e., the order of the submatrix * R11. This is the same as the order of the submatrix T11 * in the complete orthogonal factorization of A. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. * The unblocked strategy requires that: * LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS ) * where MN = min(M,N). * The block algorithm requires that: * LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS ) * where NB is an upper bound on the blocksize returned * by ILAENV for the routines CGEQP3, CTZRZF, CTZRQF, CUNMQR, * and CUNMRZ. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * Based on contributions by * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA * E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain * G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.31. (cgeql2 m n a lda tau work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEQL2 computes a QL factorization of a complex m by n matrix A: * A = Q * L. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n matrix A. * On exit, if m >= n, the lower triangle of the subarray * A(m-n+1:m,1:n) contains the n by n lower triangular matrix L; * if m <= n, the elements on and below the (n-m)-th * superdiagonal contain the m by n lower trapezoidal matrix L; * the remaining elements, with the array TAU, represent the * unitary matrix Q as a product of elementary reflectors * (see Further Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace) COMPLEX array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(k) . . . H(2) H(1), where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in * A(1:m-k+i-1,n-k+i), and tau in TAU(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.32. (cgeqlf m n a lda tau work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEQLF computes a QL factorization of a complex M-by-N matrix A: * A = Q * L. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, * if m >= n, the lower triangle of the subarray * A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L; * if m <= n, the elements on and below the (n-m)-th * superdiagonal contain the M-by-N lower trapezoidal matrix L; * the remaining elements, with the array TAU, represent the * unitary matrix Q as a product of elementary reflectors * (see Further Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N). * For optimum performance LWORK >= N*NB, where NB is * the optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(k) . . . H(2) H(1), where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in * A(1:m-k+i-1,n-k+i), and tau in TAU(i). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.33. (cgeqp3 m n a lda jpvt tau work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEQP3 computes a QR factorization with column pivoting of a * matrix A: A*P = Q*R using Level 3 BLAS. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, the upper triangle of the array contains the * min(M,N)-by-N upper trapezoidal matrix R; the elements below * the diagonal, together with the array TAU, represent the * unitary matrix Q as a product of min(M,N) elementary * reflectors. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * JPVT (input/output) INTEGER array, dimension (N) * On entry, if JPVT(J).ne.0, the J-th column of A is permuted * to the front of A*P (a leading column); if JPVT(J)=0, * the J-th column of A is a free column. * On exit, if JPVT(J)=K, then the J-th column of A*P was the * the K-th column of A. * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO=0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= N+1. * For optimal performance LWORK >= ( N+1 )*NB, where NB * is the optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1) H(2) . . . H(k), where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a real/complex scalar, and v is a real/complex vector * with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in * A(i+1:m,i), and tau in TAU(i). * * Based on contributions by * G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain * X. Sun, Computer Science Dept., Duke University, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.34. (cgeqpf m n a lda jpvt tau work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * This routine is deprecated and has been replaced by routine CGEQP3. * * CGEQPF computes a QR factorization with column pivoting of a * complex M-by-N matrix A: A*P = Q*R. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0 * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, the upper triangle of the array contains the * min(M,N)-by-N upper triangular matrix R; the elements * below the diagonal, together with the array TAU, * represent the unitary matrix Q as a product of * min(m,n) elementary reflectors. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * JPVT (input/output) INTEGER array, dimension (N) * On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted * to the front of A*P (a leading column); if JPVT(i) = 0, * the i-th column of A is a free column. * On exit, if JPVT(i) = k, then the i-th column of A*P * was the k-th column of A. * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors. * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1) H(2) . . . H(n) * * Each H(i) has the form * * H = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i). * * The matrix P is represented in jpvt as follows: If * jpvt(j) = i * then the jth column of P is the ith canonical unit vector. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.35. (cgeqr2 m n a lda tau work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEQR2 computes a QR factorization of a complex m by n matrix A: * A = Q * R. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n matrix A. * On exit, the elements on and above the diagonal of the array * contain the min(m,n) by n upper trapezoidal matrix R (R is * upper triangular if m >= n); the elements below the diagonal, * with the array TAU, represent the unitary matrix Q as a * product of elementary reflectors (see Further Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace) COMPLEX array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1) H(2) . . . H(k), where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), * and tau in TAU(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.36. (cgeqrf m n a lda tau work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGEQRF computes a QR factorization of a complex M-by-N matrix A: * A = Q * R. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, the elements on and above the diagonal of the array * contain the min(M,N)-by-N upper trapezoidal matrix R (R is * upper triangular if m >= n); the elements below the diagonal, * with the array TAU, represent the unitary matrix Q as a * product of min(m,n) elementary reflectors (see Further * Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N). * For optimum performance LWORK >= N*NB, where NB is * the optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1) H(2) . . . H(k), where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), * and tau in TAU(i). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.37. (cgerfs trans n nrhs a lda af ldaf ipiv b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGERFS improves the computed solution to a system of linear * equations and provides error bounds and backward error estimates for * the solution. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The original N-by-N matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input) COMPLEX array, dimension (LDAF,N) * The factors L and U from the factorization A = P*L*U * as computed by CGETRF. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from CGETRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CGETRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.38. (cgerq2 m n a lda tau work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGERQ2 computes an RQ factorization of a complex m by n matrix A: * A = R * Q. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n matrix A. * On exit, if m <= n, the upper triangle of the subarray * A(1:m,n-m+1:n) contains the m by m upper triangular matrix R; * if m >= n, the elements on and above the (m-n)-th subdiagonal * contain the m by n upper trapezoidal matrix R; the remaining * elements, with the array TAU, represent the unitary matrix * Q as a product of elementary reflectors (see Further * Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace) COMPLEX array, dimension (M) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1)' H(2)' . . . H(k)', where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(n-k+i+1:n) = 0 and v(n-k+i) = 1; conjg(v(1:n-k+i-1)) is stored on * exit in A(m-k+i,1:n-k+i-1), and tau in TAU(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.39. (cgerqf m n a lda tau work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGERQF computes an RQ factorization of a complex M-by-N matrix A: * A = R * Q. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, * if m <= n, the upper triangle of the subarray * A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R; * if m >= n, the elements on and above the (m-n)-th subdiagonal * contain the M-by-N upper trapezoidal matrix R; * the remaining elements, with the array TAU, represent the * unitary matrix Q as a product of min(m,n) elementary * reflectors (see Further Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,M). * For optimum performance LWORK >= M*NB, where NB is * the optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1)' H(2)' . . . H(k)', where k = min(m,n). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(n-k+i+1:n) = 0 and v(n-k+i) = 1; conjg(v(1:n-k+i-1)) is stored on * exit in A(m-k+i,1:n-k+i-1), and tau in TAU(i). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.40. (cgesc2 n a lda rhs ipiv jpiv scale ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGESC2 solves a system of linear equations * * A * X = scale* RHS * * with a general N-by-N matrix A using the LU factorization with * complete pivoting computed by CGETC2. * * * Arguments * ========= * * N (input) INTEGER * The number of columns of the matrix A. * * A (input) COMPLEX array, dimension (LDA, N) * On entry, the LU part of the factorization of the n-by-n * matrix A computed by CGETC2: A = P * L * U * Q * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1, N). * * RHS (input/output) COMPLEX array, dimension N. * On entry, the right hand side vector b. * On exit, the solution vector X. * * IPIV (iput) INTEGER array, dimension (N). * The pivot indices; for 1 <= i <= N, row i of the * matrix has been interchanged with row IPIV(i). * * JPIV (iput) INTEGER array, dimension (N). * The pivot indices; for 1 <= j <= N, column j of the * matrix has been interchanged with column JPIV(j). * * SCALE (output) REAL * On exit, SCALE contains the scale factor. SCALE is chosen * 0 <= SCALE <= 1 to prevent owerflow in the solution. * * Further Details * =============== * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.41. (cgesdd jobz m n a lda s u ldu vt ldvt work lwork rwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGESDD computes the singular value decomposition (SVD) of a complex * M-by-N matrix A, optionally computing the left and/or right singular * vectors, by using divide-and-conquer method. The SVD is written * * A = U * SIGMA * conjugate-transpose(V) * * where SIGMA is an M-by-N matrix which is zero except for its * min(m,n) diagonal elements, U is an M-by-M unitary matrix, and * V is an N-by-N unitary matrix. The diagonal elements of SIGMA * are the singular values of A; they are real and non-negative, and * are returned in descending order. The first min(m,n) columns of * U and V are the left and right singular vectors of A. * * Note that the routine returns VT = V**H, not V. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * Specifies options for computing all or part of the matrix U: * = 'A': all M columns of U and all N rows of V**H are * returned in the arrays U and VT; * = 'S': the first min(M,N) columns of U and the first * min(M,N) rows of V**H are returned in the arrays U * and VT; * = 'O': If M >= N, the first N columns of U are overwritten * on the array A and all rows of V**H are returned in * the array VT; * otherwise, all columns of U are returned in the * array U and the first M rows of V**H are overwritten * in the array VT; * = 'N': no columns of U or rows of V**H are computed. * * M (input) INTEGER * The number of rows of the input matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the input matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, * if JOBZ = 'O', A is overwritten with the first N columns * of U (the left singular vectors, stored * columnwise) if M >= N; * A is overwritten with the first M rows * of V**H (the right singular vectors, stored * rowwise) otherwise. * if JOBZ .ne. 'O', the contents of A are destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * S (output) REAL array, dimension (min(M,N)) * The singular values of A, sorted so that S(i) >= S(i+1). * * U (output) COMPLEX array, dimension (LDU,UCOL) * UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; * UCOL = min(M,N) if JOBZ = 'S'. * If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M * unitary matrix U; * if JOBZ = 'S', U contains the first min(M,N) columns of U * (the left singular vectors, stored columnwise); * if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= 1; if * JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M. * * VT (output) COMPLEX array, dimension (LDVT,N) * If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the * N-by-N unitary matrix V**H; * if JOBZ = 'S', VT contains the first min(M,N) rows of * V**H (the right singular vectors, stored rowwise); * if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced. * * LDVT (input) INTEGER * The leading dimension of the array VT. LDVT >= 1; if * JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N; * if JOBZ = 'S', LDVT >= min(M,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 1. * if JOBZ = 'N', LWORK >= 2*min(M,N)+max(M,N). * if JOBZ = 'O', * LWORK >= 2*min(M,N)*min(M,N)+2*min(M,N)+max(M,N). * if JOBZ = 'S' or 'A', * LWORK >= min(M,N)*min(M,N)+2*min(M,N)+max(M,N). * For good performance, LWORK should generally be larger. * If LWORK < 0 but other input arguments are legal, WORK(1) * returns the optimal LWORK. * * RWORK (workspace) REAL array, dimension (LRWORK) * If JOBZ = 'N', LRWORK >= 7*min(M,N). * Otherwise, LRWORK >= 5*min(M,N)*min(M,N) + 5*min(M,N) * * IWORK (workspace) INTEGER array, dimension (8*min(M,N)) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: The updating process of SBDSDC did not converge. * * Further Details * =============== * * Based on contributions by * Ming Gu and Huan Ren, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.42. (cgesvd jobu jobvt m n a lda s u ldu vt ldvt work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGESVD computes the singular value decomposition (SVD) of a complex * M-by-N matrix A, optionally computing the left and/or right singular * vectors. The SVD is written * * A = U * SIGMA * conjugate-transpose(V) * * where SIGMA is an M-by-N matrix which is zero except for its * min(m,n) diagonal elements, U is an M-by-M unitary matrix, and * V is an N-by-N unitary matrix. The diagonal elements of SIGMA * are the singular values of A; they are real and non-negative, and * are returned in descending order. The first min(m,n) columns of * U and V are the left and right singular vectors of A. * * Note that the routine returns V**H, not V. * * Arguments * ========= * * JOBU (input) CHARACTER*1 * Specifies options for computing all or part of the matrix U: * = 'A': all M columns of U are returned in array U: * = 'S': the first min(m,n) columns of U (the left singular * vectors) are returned in the array U; * = 'O': the first min(m,n) columns of U (the left singular * vectors) are overwritten on the array A; * = 'N': no columns of U (no left singular vectors) are * computed. * * JOBVT (input) CHARACTER*1 * Specifies options for computing all or part of the matrix * V**H: * = 'A': all N rows of V**H are returned in the array VT; * = 'S': the first min(m,n) rows of V**H (the right singular * vectors) are returned in the array VT; * = 'O': the first min(m,n) rows of V**H (the right singular * vectors) are overwritten on the array A; * = 'N': no rows of V**H (no right singular vectors) are * computed. * * JOBVT and JOBU cannot both be 'O'. * * M (input) INTEGER * The number of rows of the input matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the input matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, * if JOBU = 'O', A is overwritten with the first min(m,n) * columns of U (the left singular vectors, * stored columnwise); * if JOBVT = 'O', A is overwritten with the first min(m,n) * rows of V**H (the right singular vectors, * stored rowwise); * if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A * are destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * S (output) REAL array, dimension (min(M,N)) * The singular values of A, sorted so that S(i) >= S(i+1). * * U (output) COMPLEX array, dimension (LDU,UCOL) * (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'. * If JOBU = 'A', U contains the M-by-M unitary matrix U; * if JOBU = 'S', U contains the first min(m,n) columns of U * (the left singular vectors, stored columnwise); * if JOBU = 'N' or 'O', U is not referenced. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= 1; if * JOBU = 'S' or 'A', LDU >= M. * * VT (output) COMPLEX array, dimension (LDVT,N) * If JOBVT = 'A', VT contains the N-by-N unitary matrix * V**H; * if JOBVT = 'S', VT contains the first min(m,n) rows of * V**H (the right singular vectors, stored rowwise); * if JOBVT = 'N' or 'O', VT is not referenced. * * LDVT (input) INTEGER * The leading dimension of the array VT. LDVT >= 1; if * JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 1. * LWORK >= 2*MIN(M,N)+MAX(M,N). * For good performance, LWORK should generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (5*min(M,N)) * On exit, if INFO > 0, RWORK(1:MIN(M,N)-1) contains the * unconverged superdiagonal elements of an upper bidiagonal * matrix B whose diagonal is in S (not necessarily sorted). * B satisfies A = U * B * VT, so it has the same singular * values as A, and singular vectors related by U and VT. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if CBDSQR did not converge, INFO specifies how many * superdiagonals of an intermediate bidiagonal form B * did not converge to zero. See the description of RWORK * above for details. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.43. (cgesv n nrhs a lda ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGESV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N matrix and X and B are N-by-NRHS matrices. * * The LU decomposition with partial pivoting and row interchanges is * used to factor A as * A = P * L * U, * where P is a permutation matrix, L is unit lower triangular, and U is * upper triangular. The factored form of A is then used to solve the * system of equations A * X = B. * * Arguments * ========= * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the N-by-N coefficient matrix A. * On exit, the factors L and U from the factorization * A = P*L*U; the unit diagonal elements of L are not stored. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * The pivot indices that define the permutation matrix P; * row i of the matrix was interchanged with row IPIV(i). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS matrix of right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, so the solution could not be computed. * * ===================================================================== * * .. External Subroutines .. * =====================================================================

8.6.2.5.44. (cgesvx fact trans n nrhs a lda af ldaf ipiv equed r c b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGESVX uses the LU factorization to compute the solution to a complex * system of linear equations * A * X = B, * where A is an N-by-N matrix and X and B are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B * TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B * TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') * or diag(C)*B (if TRANS = 'T' or 'C'). * * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the * matrix A (after equilibration if FACT = 'E') as * A = P * L * U, * where P is a permutation matrix, L is a unit lower triangular * matrix, and U is upper triangular. * * 3. If some U(i,i)=0, so that U is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so * that it solves the original system before equilibration. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AF and IPIV contain the factored form of A. * If EQUED is not 'N', the matrix A has been * equilibrated with scaling factors given by R and C. * A, AF, and IPIV are not modified. * = 'N': The matrix A will be copied to AF and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AF and factored. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is * not 'N', then A must have been equilibrated by the scaling * factors in R and/or C. A is not modified if FACT = 'F' or * 'N', or if FACT = 'E' and EQUED = 'N' on exit. * * On exit, if EQUED .ne. 'N', A is scaled as follows: * EQUED = 'R': A := diag(R) * A * EQUED = 'C': A := A * diag(C) * EQUED = 'B': A := diag(R) * A * diag(C). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input or output) COMPLEX array, dimension (LDAF,N) * If FACT = 'F', then AF is an input argument and on entry * contains the factors L and U from the factorization * A = P*L*U as computed by CGETRF. If EQUED .ne. 'N', then * AF is the factored form of the equilibrated matrix A. * * If FACT = 'N', then AF is an output argument and on exit * returns the factors L and U from the factorization A = P*L*U * of the original matrix A. * * If FACT = 'E', then AF is an output argument and on exit * returns the factors L and U from the factorization A = P*L*U * of the equilibrated matrix A (see the description of A for * the form of the equilibrated matrix). * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains the pivot indices from the factorization A = P*L*U * as computed by CGETRF; row i of the matrix was interchanged * with row IPIV(i). * * If FACT = 'N', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = P*L*U * of the original matrix A. * * If FACT = 'E', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = P*L*U * of the equilibrated matrix A. * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = 'R': Row equilibration, i.e., A has been premultiplied by * diag(R). * = 'C': Column equilibration, i.e., A has been postmultiplied * by diag(C). * = 'B': Both row and column equilibration, i.e., A has been * replaced by diag(R) * A * diag(C). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * R (input or output) REAL array, dimension (N) * The row scale factors for A. If EQUED = 'R' or 'B', A is * multiplied on the left by diag(R); if EQUED = 'N' or 'C', R * is not accessed. R is an input argument if FACT = 'F'; * otherwise, R is an output argument. If FACT = 'F' and * EQUED = 'R' or 'B', each element of R must be positive. * * C (input or output) REAL array, dimension (N) * The column scale factors for A. If EQUED = 'C' or 'B', A is * multiplied on the right by diag(C); if EQUED = 'N' or 'R', C * is not accessed. C is an input argument if FACT = 'F'; * otherwise, C is an output argument. If FACT = 'F' and * EQUED = 'C' or 'B', each element of C must be positive. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, * if EQUED = 'N', B is not modified; * if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by * diag(R)*B; * if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is * overwritten by diag(C)*B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X * to the original system of equations. Note that A and B are * modified on exit if EQUED .ne. 'N', and the solution to the * equilibrated system is inv(diag(C))*X if TRANS = 'N' and * EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' * and EQUED = 'R' or 'B'. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A after equilibration (if done). If RCOND is less than the * machine precision (in particular, if RCOND = 0), the matrix * is singular to working precision. This condition is * indicated by a return code of INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace/output) REAL array, dimension (2*N) * On exit, RWORK(1) contains the reciprocal pivot growth * factor norm(A)/norm(U). The "max absolute element" norm is * used. If RWORK(1) is much less than 1, then the stability * of the LU factorization of the (equilibrated) matrix A * could be poor. This also means that the solution X, condition * estimator RCOND, and forward error bound FERR could be * unreliable. If factorization fails with 0<INFO<=N, then * RWORK(1) contains the reciprocal pivot growth factor for the * leading INFO columns of A. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: U(i,i) is exactly zero. The factorization has * been completed, but the factor U is exactly * singular, so the solution and error bounds * could not be computed. RCOND = 0 is returned. * = N+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.45. (cgetc2 n a lda ipiv jpiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGETC2 computes an LU factorization, using complete pivoting, of the * n-by-n matrix A. The factorization has the form A = P * L * U * Q, * where P and Q are permutation matrices, L is lower triangular with * unit diagonal elements and U is upper triangular. * * This is a level 1 BLAS version of the algorithm. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the n-by-n matrix to be factored. * On exit, the factors L and U from the factorization * A = P*L*U*Q; the unit diagonal elements of L are not stored. * If U(k, k) appears to be less than SMIN, U(k, k) is given the * value of SMIN, giving a nonsingular perturbed system. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1, N). * * IPIV (output) INTEGER array, dimension (N). * The pivot indices; for 1 <= i <= N, row i of the * matrix has been interchanged with row IPIV(i). * * JPIV (output) INTEGER array, dimension (N). * The pivot indices; for 1 <= j <= N, column j of the * matrix has been interchanged with column JPIV(j). * * INFO (output) INTEGER * = 0: successful exit * > 0: if INFO = k, U(k, k) is likely to produce overflow if * one tries to solve for x in Ax = b. So U is perturbed * to avoid the overflow. * * Further Details * =============== * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.46. (cgetf2 m n a lda ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGETF2 computes an LU factorization of a general m-by-n matrix A * using partial pivoting with row interchanges. * * The factorization has the form * A = P * L * U * where P is a permutation matrix, L is lower triangular with unit * diagonal elements (lower trapezoidal if m > n), and U is upper * triangular (upper trapezoidal if m < n). * * This is the right-looking Level 2 BLAS version of the algorithm. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n matrix to be factored. * On exit, the factors L and U from the factorization * A = P*L*U; the unit diagonal elements of L are not stored. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * IPIV (output) INTEGER array, dimension (min(M,N)) * The pivot indices; for 1 <= i <= min(M,N), row i of the * matrix was interchanged with row IPIV(i). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, U(k,k) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, and division by zero will occur if it is used * to solve a system of equations. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.47. (cgetrf m n a lda ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGETRF computes an LU factorization of a general M-by-N matrix A * using partial pivoting with row interchanges. * * The factorization has the form * A = P * L * U * where P is a permutation matrix, L is lower triangular with unit * diagonal elements (lower trapezoidal if m > n), and U is upper * triangular (upper trapezoidal if m < n). * * This is the right-looking Level 3 BLAS version of the algorithm. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix to be factored. * On exit, the factors L and U from the factorization * A = P*L*U; the unit diagonal elements of L are not stored. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * IPIV (output) INTEGER array, dimension (min(M,N)) * The pivot indices; for 1 <= i <= min(M,N), row i of the * matrix was interchanged with row IPIV(i). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, and division by zero will occur if it is used * to solve a system of equations. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.48. (cgetri n a lda ipiv work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGETRI computes the inverse of a matrix using the LU factorization * computed by CGETRF. * * This method inverts U and then computes inv(A) by solving the system * inv(A)*L = inv(U) for inv(A). * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the factors L and U from the factorization * A = P*L*U as computed by CGETRF. * On exit, if INFO = 0, the inverse of the original matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from CGETRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO=0, then WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N). * For optimal performance LWORK >= N*NB, where NB is * the optimal blocksize returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero; the matrix is * singular and its inverse could not be computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.49. (cgetrs trans n nrhs a lda ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGETRS solves a system of linear equations * A * X = B, A**T * X = B, or A**H * X = B * with a general N-by-N matrix A using the LU factorization computed * by CGETRF. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The factors L and U from the factorization A = P*L*U * as computed by CGETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from CGETRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.50. (cggbak job side n ilo ihi lscale rscale m v ldv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGBAK forms the right or left eigenvectors of a complex generalized * eigenvalue problem A*x = lambda*B*x, by backward transformation on * the computed eigenvectors of the balanced pair of matrices output by * CGGBAL. * * Arguments * ========= * * JOB (input) CHARACTER*1 * Specifies the type of backward transformation required: * = 'N': do nothing, return immediately; * = 'P': do backward transformation for permutation only; * = 'S': do backward transformation for scaling only; * = 'B': do backward transformations for both permutation and * scaling. * JOB must be the same as the argument JOB supplied to CGGBAL. * * SIDE (input) CHARACTER*1 * = 'R': V contains right eigenvectors; * = 'L': V contains left eigenvectors. * * N (input) INTEGER * The number of rows of the matrix V. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * The integers ILO and IHI determined by CGGBAL. * 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. * * LSCALE (input) REAL array, dimension (N) * Details of the permutations and/or scaling factors applied * to the left side of A and B, as returned by CGGBAL. * * RSCALE (input) REAL array, dimension (N) * Details of the permutations and/or scaling factors applied * to the right side of A and B, as returned by CGGBAL. * * M (input) INTEGER * The number of columns of the matrix V. M >= 0. * * V (input/output) COMPLEX array, dimension (LDV,M) * On entry, the matrix of right or left eigenvectors to be * transformed, as returned by CTGEVC. * On exit, V is overwritten by the transformed eigenvectors. * * LDV (input) INTEGER * The leading dimension of the matrix V. LDV >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * See R.C. Ward, Balancing the generalized eigenvalue problem, * SIAM J. Sci. Stat. Comp. 2 (1981), 141-152. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.51. (cggbal job n a lda b ldb ilo ihi lscale rscale work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGBAL balances a pair of general complex matrices (A,B). This * involves, first, permuting A and B by similarity transformations to * isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N * elements on the diagonal; and second, applying a diagonal similarity * transformation to rows and columns ILO to IHI to make the rows * and columns as close in norm as possible. Both steps are optional. * * Balancing may reduce the 1-norm of the matrices, and improve the * accuracy of the computed eigenvalues and/or eigenvectors in the * generalized eigenvalue problem A*x = lambda*B*x. * * Arguments * ========= * * JOB (input) CHARACTER*1 * Specifies the operations to be performed on A and B: * = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0 * and RSCALE(I) = 1.0 for i=1,...,N; * = 'P': permute only; * = 'S': scale only; * = 'B': both permute and scale. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the input matrix A. * On exit, A is overwritten by the balanced matrix. * If JOB = 'N', A is not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB,N) * On entry, the input matrix B. * On exit, B is overwritten by the balanced matrix. * If JOB = 'N', B is not referenced. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * ILO (output) INTEGER * IHI (output) INTEGER * ILO and IHI are set to integers such that on exit * A(i,j) = 0 and B(i,j) = 0 if i > j and * j = 1,...,ILO-1 or i = IHI+1,...,N. * If JOB = 'N' or 'S', ILO = 1 and IHI = N. * * LSCALE (output) REAL array, dimension (N) * Details of the permutations and scaling factors applied * to the left side of A and B. If P(j) is the index of the * row interchanged with row j, and D(j) is the scaling factor * applied to row j, then * LSCALE(j) = P(j) for J = 1,...,ILO-1 * = D(j) for J = ILO,...,IHI * = P(j) for J = IHI+1,...,N. * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * RSCALE (output) REAL array, dimension (N) * Details of the permutations and scaling factors applied * to the right side of A and B. If P(j) is the index of the * column interchanged with column j, and D(j) is the scaling * factor applied to column j, then * RSCALE(j) = P(j) for J = 1,...,ILO-1 * = D(j) for J = ILO,...,IHI * = P(j) for J = IHI+1,...,N. * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * WORK (workspace) REAL array, dimension (6*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * See R.C. WARD, Balancing the generalized eigenvalue problem, * SIAM J. Sci. Stat. Comp. 2 (1981), 141-152. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.52. (cgges jobvsl jobvsr sort selctg n a lda b ldb sdim alpha beta vsl ldvsl vsr ldvsr work lwork rwork bwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGES computes for a pair of N-by-N complex nonsymmetric matrices * (A,B), the generalized eigenvalues, the generalized complex Schur * form (S, T), and optionally left and/or right Schur vectors (VSL * and VSR). This gives the generalized Schur factorization * * (A,B) = ( (VSL)*S*(VSR)**H, (VSL)*T*(VSR)**H ) * * where (VSR)**H is the conjugate-transpose of VSR. * * Optionally, it also orders the eigenvalues so that a selected cluster * of eigenvalues appears in the leading diagonal blocks of the upper * triangular matrix S and the upper triangular matrix T. The leading * columns of VSL and VSR then form an unitary basis for the * corresponding left and right eigenspaces (deflating subspaces). * * (If only the generalized eigenvalues are needed, use the driver * CGGEV instead, which is faster.) * * A generalized eigenvalue for a pair of matrices (A,B) is a scalar w * or a ratio alpha/beta = w, such that A - w*B is singular. It is * usually represented as the pair (alpha,beta), as there is a * reasonable interpretation for beta=0, and even for both being zero. * * A pair of matrices (S,T) is in generalized complex Schur form if S * and T are upper triangular and, in addition, the diagonal elements * of T are non-negative real numbers. * * Arguments * ========= * * JOBVSL (input) CHARACTER*1 * = 'N': do not compute the left Schur vectors; * = 'V': compute the left Schur vectors. * * JOBVSR (input) CHARACTER*1 * = 'N': do not compute the right Schur vectors; * = 'V': compute the right Schur vectors. * * SORT (input) CHARACTER*1 * Specifies whether or not to order the eigenvalues on the * diagonal of the generalized Schur form. * = 'N': Eigenvalues are not ordered; * = 'S': Eigenvalues are ordered (see SELCTG). * * SELCTG (input) LOGICAL FUNCTION of two COMPLEX arguments * SELCTG must be declared EXTERNAL in the calling subroutine. * If SORT = 'N', SELCTG is not referenced. * If SORT = 'S', SELCTG is used to select eigenvalues to sort * to the top left of the Schur form. * An eigenvalue ALPHA(j)/BETA(j) is selected if * SELCTG(ALPHA(j),BETA(j)) is true. * * Note that a selected complex eigenvalue may no longer satisfy * SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since * ordering may change the value of complex eigenvalues * (especially if the eigenvalue is ill-conditioned), in this * case INFO is set to N+2 (See INFO below). * * N (input) INTEGER * The order of the matrices A, B, VSL, and VSR. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the first of the pair of matrices. * On exit, A has been overwritten by its generalized Schur * form S. * * LDA (input) INTEGER * The leading dimension of A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the second of the pair of matrices. * On exit, B has been overwritten by its generalized Schur * form T. * * LDB (input) INTEGER * The leading dimension of B. LDB >= max(1,N). * * SDIM (output) INTEGER * If SORT = 'N', SDIM = 0. * If SORT = 'S', SDIM = number of eigenvalues (after sorting) * for which SELCTG is true. * * ALPHA (output) COMPLEX array, dimension (N) * BETA (output) COMPLEX array, dimension (N) * On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the * generalized eigenvalues. ALPHA(j), j=1,...,N and BETA(j), * j=1,...,N are the diagonals of the complex Schur form (A,B) * output by CGGES. The BETA(j) will be non-negative real. * * Note: the quotients ALPHA(j)/BETA(j) may easily over- or * underflow, and BETA(j) may even be zero. Thus, the user * should avoid naively computing the ratio alpha/beta. * However, ALPHA will be always less than and usually * comparable with norm(A) in magnitude, and BETA always less * than and usually comparable with norm(B). * * VSL (output) COMPLEX array, dimension (LDVSL,N) * If JOBVSL = 'V', VSL will contain the left Schur vectors. * Not referenced if JOBVSL = 'N'. * * LDVSL (input) INTEGER * The leading dimension of the matrix VSL. LDVSL >= 1, and * if JOBVSL = 'V', LDVSL >= N. * * VSR (output) COMPLEX array, dimension (LDVSR,N) * If JOBVSR = 'V', VSR will contain the right Schur vectors. * Not referenced if JOBVSR = 'N'. * * LDVSR (input) INTEGER * The leading dimension of the matrix VSR. LDVSR >= 1, and * if JOBVSR = 'V', LDVSR >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * For good performance, LWORK must generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (8*N) * * BWORK (workspace) LOGICAL array, dimension (N) * Not referenced if SORT = 'N'. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * =1,...,N: * The QZ iteration failed. (A,B) are not in Schur * form, but ALPHA(j) and BETA(j) should be correct for * j=INFO+1,...,N. * > N: =N+1: other than QZ iteration failed in CHGEQZ * =N+2: after reordering, roundoff changed values of * some complex eigenvalues so that leading * eigenvalues in the Generalized Schur form no * longer satisfy SELCTG=.TRUE. This could also * be caused due to scaling. * =N+3: reordering falied in CTGSEN. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.53. (cggesx jobvsl jobvsr sort selctg sense n a lda b ldb sdim alpha beta vsl ldvsl vsr ldvsr rconde rcondv work lwork rwork iwork liwork bwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGESX computes for a pair of N-by-N complex nonsymmetric matrices * (A,B), the generalized eigenvalues, the complex Schur form (S,T), * and, optionally, the left and/or right matrices of Schur vectors (VSL * and VSR). This gives the generalized Schur factorization * * (A,B) = ( (VSL) S (VSR)**H, (VSL) T (VSR)**H ) * * where (VSR)**H is the conjugate-transpose of VSR. * * Optionally, it also orders the eigenvalues so that a selected cluster * of eigenvalues appears in the leading diagonal blocks of the upper * triangular matrix S and the upper triangular matrix T; computes * a reciprocal condition number for the average of the selected * eigenvalues (RCONDE); and computes a reciprocal condition number for * the right and left deflating subspaces corresponding to the selected * eigenvalues (RCONDV). The leading columns of VSL and VSR then form * an orthonormal basis for the corresponding left and right eigenspaces * (deflating subspaces). * * A generalized eigenvalue for a pair of matrices (A,B) is a scalar w * or a ratio alpha/beta = w, such that A - w*B is singular. It is * usually represented as the pair (alpha,beta), as there is a * reasonable interpretation for beta=0 or for both being zero. * * A pair of matrices (S,T) is in generalized complex Schur form if T is * upper triangular with non-negative diagonal and S is upper * triangular. * * Arguments * ========= * * JOBVSL (input) CHARACTER*1 * = 'N': do not compute the left Schur vectors; * = 'V': compute the left Schur vectors. * * JOBVSR (input) CHARACTER*1 * = 'N': do not compute the right Schur vectors; * = 'V': compute the right Schur vectors. * * SORT (input) CHARACTER*1 * Specifies whether or not to order the eigenvalues on the * diagonal of the generalized Schur form. * = 'N': Eigenvalues are not ordered; * = 'S': Eigenvalues are ordered (see SELCTG). * * SELCTG (input) LOGICAL FUNCTION of two COMPLEX arguments * SELCTG must be declared EXTERNAL in the calling subroutine. * If SORT = 'N', SELCTG is not referenced. * If SORT = 'S', SELCTG is used to select eigenvalues to sort * to the top left of the Schur form. * Note that a selected complex eigenvalue may no longer satisfy * SELCTG(ALPHA(j),BETA(j)) = .TRUE. after ordering, since * ordering may change the value of complex eigenvalues * (especially if the eigenvalue is ill-conditioned), in this * case INFO is set to N+3 see INFO below). * * SENSE (input) CHARACTER * Determines which reciprocal condition numbers are computed. * = 'N' : None are computed; * = 'E' : Computed for average of selected eigenvalues only; * = 'V' : Computed for selected deflating subspaces only; * = 'B' : Computed for both. * If SENSE = 'E', 'V', or 'B', SORT must equal 'S'. * * N (input) INTEGER * The order of the matrices A, B, VSL, and VSR. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the first of the pair of matrices. * On exit, A has been overwritten by its generalized Schur * form S. * * LDA (input) INTEGER * The leading dimension of A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the second of the pair of matrices. * On exit, B has been overwritten by its generalized Schur * form T. * * LDB (input) INTEGER * The leading dimension of B. LDB >= max(1,N). * * SDIM (output) INTEGER * If SORT = 'N', SDIM = 0. * If SORT = 'S', SDIM = number of eigenvalues (after sorting) * for which SELCTG is true. * * ALPHA (output) COMPLEX array, dimension (N) * BETA (output) COMPLEX array, dimension (N) * On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the * generalized eigenvalues. ALPHA(j) and BETA(j),j=1,...,N are * the diagonals of the complex Schur form (S,T). BETA(j) will * be non-negative real. * * Note: the quotients ALPHA(j)/BETA(j) may easily over- or * underflow, and BETA(j) may even be zero. Thus, the user * should avoid naively computing the ratio alpha/beta. * However, ALPHA will be always less than and usually * comparable with norm(A) in magnitude, and BETA always less * than and usually comparable with norm(B). * * VSL (output) COMPLEX array, dimension (LDVSL,N) * If JOBVSL = 'V', VSL will contain the left Schur vectors. * Not referenced if JOBVSL = 'N'. * * LDVSL (input) INTEGER * The leading dimension of the matrix VSL. LDVSL >=1, and * if JOBVSL = 'V', LDVSL >= N. * * VSR (output) COMPLEX array, dimension (LDVSR,N) * If JOBVSR = 'V', VSR will contain the right Schur vectors. * Not referenced if JOBVSR = 'N'. * * LDVSR (input) INTEGER * The leading dimension of the matrix VSR. LDVSR >= 1, and * if JOBVSR = 'V', LDVSR >= N. * * RCONDE (output) REAL array, dimension ( 2 ) * If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the * reciprocal condition numbers for the average of the selected * eigenvalues. * Not referenced if SENSE = 'N' or 'V'. * * RCONDV (output) REAL array, dimension ( 2 ) * If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the * reciprocal condition number for the selected deflating * subspaces. * Not referenced if SENSE = 'N' or 'E'. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 2*N. * If SENSE = 'E', 'V', or 'B', * LWORK >= MAX(2*N, 2*SDIM*(N-SDIM)). * * RWORK (workspace) REAL array, dimension ( 8*N ) * Real workspace. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * Not referenced if SENSE = 'N'. * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array WORK. LIWORK >= N+2. * * BWORK (workspace) LOGICAL array, dimension (N) * Not referenced if SORT = 'N'. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * = 1,...,N: * The QZ iteration failed. (A,B) are not in Schur * form, but ALPHA(j) and BETA(j) should be correct for * j=INFO+1,...,N. * > N: =N+1: other than QZ iteration failed in CHGEQZ * =N+2: after reordering, roundoff changed values of * some complex eigenvalues so that leading * eigenvalues in the Generalized Schur form no * longer satisfy SELCTG=.TRUE. This could also * be caused due to scaling. * =N+3: reordering failed in CTGSEN. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.54. (cggev jobvl jobvr n a lda b ldb alpha beta vl ldvl vr ldvr work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGEV computes for a pair of N-by-N complex nonsymmetric matrices * (A,B), the generalized eigenvalues, and optionally, the left and/or * right generalized eigenvectors. * * A generalized eigenvalue for a pair of matrices (A,B) is a scalar * lambda or a ratio alpha/beta = lambda, such that A - lambda*B is * singular. It is usually represented as the pair (alpha,beta), as * there is a reasonable interpretation for beta=0, and even for both * being zero. * * The right generalized eigenvector v(j) corresponding to the * generalized eigenvalue lambda(j) of (A,B) satisfies * * A * v(j) = lambda(j) * B * v(j). * * The left generalized eigenvector u(j) corresponding to the * generalized eigenvalues lambda(j) of (A,B) satisfies * * u(j)**H * A = lambda(j) * u(j)**H * B * * where u(j)**H is the conjugate-transpose of u(j). * * Arguments * ========= * * JOBVL (input) CHARACTER*1 * = 'N': do not compute the left generalized eigenvectors; * = 'V': compute the left generalized eigenvectors. * * JOBVR (input) CHARACTER*1 * = 'N': do not compute the right generalized eigenvectors; * = 'V': compute the right generalized eigenvectors. * * N (input) INTEGER * The order of the matrices A, B, VL, and VR. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the matrix A in the pair (A,B). * On exit, A has been overwritten. * * LDA (input) INTEGER * The leading dimension of A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the matrix B in the pair (A,B). * On exit, B has been overwritten. * * LDB (input) INTEGER * The leading dimension of B. LDB >= max(1,N). * * ALPHA (output) COMPLEX array, dimension (N) * BETA (output) COMPLEX array, dimension (N) * On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the * generalized eigenvalues. * * Note: the quotients ALPHA(j)/BETA(j) may easily over- or * underflow, and BETA(j) may even be zero. Thus, the user * should avoid naively computing the ratio alpha/beta. * However, ALPHA will be always less than and usually * comparable with norm(A) in magnitude, and BETA always less * than and usually comparable with norm(B). * * VL (output) COMPLEX array, dimension (LDVL,N) * If JOBVL = 'V', the left generalized eigenvectors u(j) are * stored one after another in the columns of VL, in the same * order as their eigenvalues. * Each eigenvector will be scaled so the largest component * will have abs(real part) + abs(imag. part) = 1. * Not referenced if JOBVL = 'N'. * * LDVL (input) INTEGER * The leading dimension of the matrix VL. LDVL >= 1, and * if JOBVL = 'V', LDVL >= N. * * VR (output) COMPLEX array, dimension (LDVR,N) * If JOBVR = 'V', the right generalized eigenvectors v(j) are * stored one after another in the columns of VR, in the same * order as their eigenvalues. * Each eigenvector will be scaled so the largest component * will have abs(real part) + abs(imag. part) = 1. * Not referenced if JOBVR = 'N'. * * LDVR (input) INTEGER * The leading dimension of the matrix VR. LDVR >= 1, and * if JOBVR = 'V', LDVR >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * For good performance, LWORK must generally be larger. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, dimension (8*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * =1,...,N: * The QZ iteration failed. No eigenvectors have been * calculated, but ALPHA(j) and BETA(j) should be * correct for j=INFO+1,...,N. * > N: =N+1: other then QZ iteration failed in SHGEQZ, * =N+2: error return from STGEVC. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.55. (cggevx balanc jobvl jobvr sense n a lda b ldb alpha beta vl ldvl vr ldvr ilo ihi lscale rscale abnrm bbnrm rconde rcondv work lwork rwork iwork bwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGEVX computes for a pair of N-by-N complex nonsymmetric matrices * (A,B) the generalized eigenvalues, and optionally, the left and/or * right generalized eigenvectors. * * Optionally, it also computes a balancing transformation to improve * the conditioning of the eigenvalues and eigenvectors (ILO, IHI, * LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for * the eigenvalues (RCONDE), and reciprocal condition numbers for the * right eigenvectors (RCONDV). * * A generalized eigenvalue for a pair of matrices (A,B) is a scalar * lambda or a ratio alpha/beta = lambda, such that A - lambda*B is * singular. It is usually represented as the pair (alpha,beta), as * there is a reasonable interpretation for beta=0, and even for both * being zero. * * The right eigenvector v(j) corresponding to the eigenvalue lambda(j) * of (A,B) satisfies * A * v(j) = lambda(j) * B * v(j) . * The left eigenvector u(j) corresponding to the eigenvalue lambda(j) * of (A,B) satisfies * u(j)**H * A = lambda(j) * u(j)**H * B. * where u(j)**H is the conjugate-transpose of u(j). * * * Arguments * ========= * * BALANC (input) CHARACTER*1 * Specifies the balance option to be performed: * = 'N': do not diagonally scale or permute; * = 'P': permute only; * = 'S': scale only; * = 'B': both permute and scale. * Computed reciprocal condition numbers will be for the * matrices after permuting and/or balancing. Permuting does * not change condition numbers (in exact arithmetic), but * balancing does. * * JOBVL (input) CHARACTER*1 * = 'N': do not compute the left generalized eigenvectors; * = 'V': compute the left generalized eigenvectors. * * JOBVR (input) CHARACTER*1 * = 'N': do not compute the right generalized eigenvectors; * = 'V': compute the right generalized eigenvectors. * * SENSE (input) CHARACTER*1 * Determines which reciprocal condition numbers are computed. * = 'N': none are computed; * = 'E': computed for eigenvalues only; * = 'V': computed for eigenvectors only; * = 'B': computed for eigenvalues and eigenvectors. * * N (input) INTEGER * The order of the matrices A, B, VL, and VR. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the matrix A in the pair (A,B). * On exit, A has been overwritten. If JOBVL='V' or JOBVR='V' * or both, then A contains the first part of the complex Schur * form of the "balanced" versions of the input A and B. * * LDA (input) INTEGER * The leading dimension of A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the matrix B in the pair (A,B). * On exit, B has been overwritten. If JOBVL='V' or JOBVR='V' * or both, then B contains the second part of the complex * Schur form of the "balanced" versions of the input A and B. * * LDB (input) INTEGER * The leading dimension of B. LDB >= max(1,N). * * ALPHA (output) COMPLEX array, dimension (N) * BETA (output) COMPLEX array, dimension (N) * On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the generalized * eigenvalues. * * Note: the quotient ALPHA(j)/BETA(j) ) may easily over- or * underflow, and BETA(j) may even be zero. Thus, the user * should avoid naively computing the ratio ALPHA/BETA. * However, ALPHA will be always less than and usually * comparable with norm(A) in magnitude, and BETA always less * than and usually comparable with norm(B). * * VL (output) COMPLEX array, dimension (LDVL,N) * If JOBVL = 'V', the left generalized eigenvectors u(j) are * stored one after another in the columns of VL, in the same * order as their eigenvalues. * Each eigenvector will be scaled so the largest component * will have abs(real part) + abs(imag. part) = 1. * Not referenced if JOBVL = 'N'. * * LDVL (input) INTEGER * The leading dimension of the matrix VL. LDVL >= 1, and * if JOBVL = 'V', LDVL >= N. * * VR (output) COMPLEX array, dimension (LDVR,N) * If JOBVR = 'V', the right generalized eigenvectors v(j) are * stored one after another in the columns of VR, in the same * order as their eigenvalues. * Each eigenvector will be scaled so the largest component * will have abs(real part) + abs(imag. part) = 1. * Not referenced if JOBVR = 'N'. * * LDVR (input) INTEGER * The leading dimension of the matrix VR. LDVR >= 1, and * if JOBVR = 'V', LDVR >= N. * * ILO,IHI (output) INTEGER * ILO and IHI are integer values such that on exit * A(i,j) = 0 and B(i,j) = 0 if i > j and * j = 1,...,ILO-1 or i = IHI+1,...,N. * If BALANC = 'N' or 'S', ILO = 1 and IHI = N. * * LSCALE (output) REAL array, dimension (N) * Details of the permutations and scaling factors applied * to the left side of A and B. If PL(j) is the index of the * row interchanged with row j, and DL(j) is the scaling * factor applied to row j, then * LSCALE(j) = PL(j) for j = 1,...,ILO-1 * = DL(j) for j = ILO,...,IHI * = PL(j) for j = IHI+1,...,N. * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * RSCALE (output) REAL array, dimension (N) * Details of the permutations and scaling factors applied * to the right side of A and B. If PR(j) is the index of the * column interchanged with column j, and DR(j) is the scaling * factor applied to column j, then * RSCALE(j) = PR(j) for j = 1,...,ILO-1 * = DR(j) for j = ILO,...,IHI * = PR(j) for j = IHI+1,...,N * The order in which the interchanges are made is N to IHI+1, * then 1 to ILO-1. * * ABNRM (output) REAL * The one-norm of the balanced matrix A. * * BBNRM (output) REAL * The one-norm of the balanced matrix B. * * RCONDE (output) REAL array, dimension (N) * If SENSE = 'E' or 'B', the reciprocal condition numbers of * the selected eigenvalues, stored in consecutive elements of * the array. * If SENSE = 'V', RCONDE is not referenced. * * RCONDV (output) REAL array, dimension (N) * If JOB = 'V' or 'B', the estimated reciprocal condition * numbers of the selected eigenvectors, stored in consecutive * elements of the array. If the eigenvalues cannot be reordered * to compute RCONDV(j), RCONDV(j) is set to 0; this can only * occur when the true value would be very small anyway. * If SENSE = 'E', RCONDV is not referenced. * Not referenced if JOB = 'E'. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,2*N). * If SENSE = 'N' or 'E', LWORK >= 2*N. * If SENSE = 'V' or 'B', LWORK >= 2*N*N+2*N. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (6*N) * Real workspace. * * IWORK (workspace) INTEGER array, dimension (N+2) * If SENSE = 'E', IWORK is not referenced. * * BWORK (workspace) LOGICAL array, dimension (N) * If SENSE = 'N', BWORK is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * = 1,...,N: * The QZ iteration failed. No eigenvectors have been * calculated, but ALPHA(j) and BETA(j) should be correct * for j=INFO+1,...,N. * > N: =N+1: other than QZ iteration failed in CHGEQZ. * =N+2: error return from CTGEVC. * * Further Details * =============== * * Balancing a matrix pair (A,B) includes, first, permuting rows and * columns to isolate eigenvalues, second, applying diagonal similarity * transformation to the rows and columns to make the rows and columns * as close in norm as possible. The computed reciprocal condition * numbers correspond to the balanced matrix. Permuting rows and columns * will not change the condition numbers (in exact arithmetic) but * diagonal scaling will. For further explanation of balancing, see * section 4.11.1.2 of LAPACK Users' Guide. * * An approximate error bound on the chordal distance between the i-th * computed generalized eigenvalue w and the corresponding exact * eigenvalue lambda is * * chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I) * * An approximate error bound for the angle between the i-th computed * eigenvector VL(i) or VR(i) is given by * * EPS * norm(ABNRM, BBNRM) / DIF(i). * * For further explanation of the reciprocal condition numbers RCONDE * and RCONDV, see section 4.11 of LAPACK User's Guide. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.56. (cggglm n m p a lda b ldb d x y work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGGLM solves a general Gauss-Markov linear model (GLM) problem: * * minimize || y ||_2 subject to d = A*x + B*y * x * * where A is an N-by-M matrix, B is an N-by-P matrix, and d is a * given N-vector. It is assumed that M <= N <= M+P, and * * rank(A) = M and rank( A B ) = N. * * Under these assumptions, the constrained equation is always * consistent, and there is a unique solution x and a minimal 2-norm * solution y, which is obtained using a generalized QR factorization * of A and B. * * In particular, if matrix B is square nonsingular, then the problem * GLM is equivalent to the following weighted linear least squares * problem * * minimize || inv(B)*(d-A*x) ||_2 * x * * where inv(B) denotes the inverse of B. * * Arguments * ========= * * N (input) INTEGER * The number of rows of the matrices A and B. N >= 0. * * M (input) INTEGER * The number of columns of the matrix A. 0 <= M <= N. * * P (input) INTEGER * The number of columns of the matrix B. P >= N-M. * * A (input/output) COMPLEX array, dimension (LDA,M) * On entry, the N-by-M matrix A. * On exit, A is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB,P) * On entry, the N-by-P matrix B. * On exit, B is destroyed. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * D (input/output) COMPLEX array, dimension (N) * On entry, D is the left hand side of the GLM equation. * On exit, D is destroyed. * * X (output) COMPLEX array, dimension (M) * Y (output) COMPLEX array, dimension (P) * On exit, X and Y are the solutions of the GLM problem. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N+M+P). * For optimum performance, LWORK >= M+min(N,P)+max(N,P)*NB, * where NB is an upper bound for the optimal blocksizes for * CGEQRF, CGERQF, CUNMQR and CUNMRQ. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * =================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.57. (cgghrd compq compz n ilo ihi a lda b ldb q ldq z ldz info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGHRD reduces a pair of complex matrices (A,B) to generalized upper * Hessenberg form using unitary transformations, where A is a * general matrix and B is upper triangular: Q' * A * Z = H and * Q' * B * Z = T, where H is upper Hessenberg, T is upper triangular, * and Q and Z are unitary, and ' means conjugate transpose. * * The unitary matrices Q and Z are determined as products of Givens * rotations. They may either be formed explicitly, or they may be * postmultiplied into input matrices Q1 and Z1, so that * * Q1 * A * Z1' = (Q1*Q) * H * (Z1*Z)' * Q1 * B * Z1' = (Q1*Q) * T * (Z1*Z)' * * Arguments * ========= * * COMPQ (input) CHARACTER*1 * = 'N': do not compute Q; * = 'I': Q is initialized to the unit matrix, and the * unitary matrix Q is returned; * = 'V': Q must contain a unitary matrix Q1 on entry, * and the product Q1*Q is returned. * * COMPZ (input) CHARACTER*1 * = 'N': do not compute Q; * = 'I': Q is initialized to the unit matrix, and the * unitary matrix Q is returned; * = 'V': Q must contain a unitary matrix Q1 on entry, * and the product Q1*Q is returned. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * It is assumed that A is already upper triangular in rows and * columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally set * by a previous call to CGGBAL; otherwise they should be set * to 1 and N respectively. * 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the N-by-N general matrix to be reduced. * On exit, the upper triangle and the first subdiagonal of A * are overwritten with the upper Hessenberg matrix H, and the * rest is set to zero. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the N-by-N upper triangular matrix B. * On exit, the upper triangular matrix T = Q' B Z. The * elements below the diagonal are set to zero. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * Q (input/output) COMPLEX array, dimension (LDQ, N) * If COMPQ='N': Q is not referenced. * If COMPQ='I': on entry, Q need not be set, and on exit it * contains the unitary matrix Q, where Q' * is the product of the Givens transformations * which are applied to A and B on the left. * If COMPQ='V': on entry, Q must contain a unitary matrix * Q1, and on exit this is overwritten by Q1*Q. * * LDQ (input) INTEGER * The leading dimension of the array Q. * LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. * * Z (input/output) COMPLEX array, dimension (LDZ, N) * If COMPZ='N': Z is not referenced. * If COMPZ='I': on entry, Z need not be set, and on exit it * contains the unitary matrix Z, which is * the product of the Givens transformations * which are applied to A and B on the right. * If COMPZ='V': on entry, Z must contain a unitary matrix * Z1, and on exit this is overwritten by Z1*Z. * * LDZ (input) INTEGER * The leading dimension of the array Z. * LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * This routine reduces A to Hessenberg and B to triangular form by * an unblocked reduction, as described in _Matrix_Computations_, * by Golub and van Loan (Johns Hopkins Press). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.58. (cgglse m n p a lda b ldb c d x work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGLSE solves the linear equality-constrained least squares (LSE) * problem: * * minimize || c - A*x ||_2 subject to B*x = d * * where A is an M-by-N matrix, B is a P-by-N matrix, c is a given * M-vector, and d is a given P-vector. It is assumed that * P <= N <= M+P, and * * rank(B) = P and rank( ( A ) ) = N. * ( ( B ) ) * * These conditions ensure that the LSE problem has a unique solution, * which is obtained using a GRQ factorization of the matrices B and A. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrices A and B. N >= 0. * * P (input) INTEGER * The number of rows of the matrix B. 0 <= P <= N <= M+P. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, A is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,N) * On entry, the P-by-N matrix B. * On exit, B is destroyed. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,P). * * C (input/output) COMPLEX array, dimension (M) * On entry, C contains the right hand side vector for the * least squares part of the LSE problem. * On exit, the residual sum of squares for the solution * is given by the sum of squares of elements N-P+1 to M of * vector C. * * D (input/output) COMPLEX array, dimension (P) * On entry, D contains the right hand side vector for the * constrained equation. * On exit, D is destroyed. * * X (output) COMPLEX array, dimension (N) * On exit, X is the solution of the LSE problem. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,M+N+P). * For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB, * where NB is an upper bound for the optimal blocksizes for * CGEQRF, CGERQF, CUNMQR and CUNMRQ. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.59. (cggqrf n m p a lda taua b ldb taub work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGQRF computes a generalized QR factorization of an N-by-M matrix A * and an N-by-P matrix B: * * A = Q*R, B = Q*T*Z, * * where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix, * and R and T assume one of the forms: * * if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N, * ( 0 ) N-M N M-N * M * * where R11 is upper triangular, and * * if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P, * P-N N ( T21 ) P * P * * where T12 or T21 is upper triangular. * * In particular, if B is square and nonsingular, the GQR factorization * of A and B implicitly gives the QR factorization of inv(B)*A: * * inv(B)*A = Z'*(inv(T)*R) * * where inv(B) denotes the inverse of the matrix B, and Z' denotes the * conjugate transpose of matrix Z. * * Arguments * ========= * * N (input) INTEGER * The number of rows of the matrices A and B. N >= 0. * * M (input) INTEGER * The number of columns of the matrix A. M >= 0. * * P (input) INTEGER * The number of columns of the matrix B. P >= 0. * * A (input/output) COMPLEX array, dimension (LDA,M) * On entry, the N-by-M matrix A. * On exit, the elements on and above the diagonal of the array * contain the min(N,M)-by-M upper trapezoidal matrix R (R is * upper triangular if N >= M); the elements below the diagonal, * with the array TAUA, represent the unitary matrix Q as a * product of min(N,M) elementary reflectors (see Further * Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * TAUA (output) COMPLEX array, dimension (min(N,M)) * The scalar factors of the elementary reflectors which * represent the unitary matrix Q (see Further Details). * * B (input/output) COMPLEX array, dimension (LDB,P) * On entry, the N-by-P matrix B. * On exit, if N <= P, the upper triangle of the subarray * B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; * if N > P, the elements on and above the (N-P)-th subdiagonal * contain the N-by-P upper trapezoidal matrix T; the remaining * elements, with the array TAUB, represent the unitary * matrix Z as a product of elementary reflectors (see Further * Details). * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * TAUB (output) COMPLEX array, dimension (min(N,P)) * The scalar factors of the elementary reflectors which * represent the unitary matrix Z (see Further Details). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N,M,P). * For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), * where NB1 is the optimal blocksize for the QR factorization * of an N-by-M matrix, NB2 is the optimal blocksize for the * RQ factorization of an N-by-P matrix, and NB3 is the optimal * blocksize for a call of CUNMQR. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1) H(2) . . . H(k), where k = min(n,m). * * Each H(i) has the form * * H(i) = I - taua * v * v' * * where taua is a complex scalar, and v is a complex vector with * v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i), * and taua in TAUA(i). * To form Q explicitly, use LAPACK subroutine CUNGQR. * To use Q to update another matrix, use LAPACK subroutine CUNMQR. * * The matrix Z is represented as a product of elementary reflectors * * Z = H(1) H(2) . . . H(k), where k = min(n,p). * * Each H(i) has the form * * H(i) = I - taub * v * v' * * where taub is a complex scalar, and v is a complex vector with * v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in * B(n-k+i,1:p-k+i-1), and taub in TAUB(i). * To form Z explicitly, use LAPACK subroutine CUNGRQ. * To use Z to update another matrix, use LAPACK subroutine CUNMRQ. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.60. (cggrqf m p n a lda taua b ldb taub work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGRQF computes a generalized RQ factorization of an M-by-N matrix A * and a P-by-N matrix B: * * A = R*Q, B = Z*T*Q, * * where Q is an N-by-N unitary matrix, Z is a P-by-P unitary * matrix, and R and T assume one of the forms: * * if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N, * N-M M ( R21 ) N * N * * where R12 or R21 is upper triangular, and * * if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P, * ( 0 ) P-N P N-P * N * * where T11 is upper triangular. * * In particular, if B is square and nonsingular, the GRQ factorization * of A and B implicitly gives the RQ factorization of A*inv(B): * * A*inv(B) = (R*inv(T))*Z' * * where inv(B) denotes the inverse of the matrix B, and Z' denotes the * conjugate transpose of the matrix Z. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * P (input) INTEGER * The number of rows of the matrix B. P >= 0. * * N (input) INTEGER * The number of columns of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, if M <= N, the upper triangle of the subarray * A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R; * if M > N, the elements on and above the (M-N)-th subdiagonal * contain the M-by-N upper trapezoidal matrix R; the remaining * elements, with the array TAUA, represent the unitary * matrix Q as a product of elementary reflectors (see Further * Details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAUA (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors which * represent the unitary matrix Q (see Further Details). * * B (input/output) COMPLEX array, dimension (LDB,N) * On entry, the P-by-N matrix B. * On exit, the elements on and above the diagonal of the array * contain the min(P,N)-by-N upper trapezoidal matrix T (T is * upper triangular if P >= N); the elements below the diagonal, * with the array TAUB, represent the unitary matrix Z as a * product of elementary reflectors (see Further Details). * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,P). * * TAUB (output) COMPLEX array, dimension (min(P,N)) * The scalar factors of the elementary reflectors which * represent the unitary matrix Z (see Further Details). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N,M,P). * For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3), * where NB1 is the optimal blocksize for the RQ factorization * of an M-by-N matrix, NB2 is the optimal blocksize for the * QR factorization of a P-by-N matrix, and NB3 is the optimal * blocksize for a call of CUNMRQ. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO=-i, the i-th argument had an illegal value. * * Further Details * =============== * * The matrix Q is represented as a product of elementary reflectors * * Q = H(1) H(2) . . . H(k), where k = min(m,n). * * Each H(i) has the form * * H(i) = I - taua * v * v' * * where taua is a complex scalar, and v is a complex vector with * v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in * A(m-k+i,1:n-k+i-1), and taua in TAUA(i). * To form Q explicitly, use LAPACK subroutine CUNGRQ. * To use Q to update another matrix, use LAPACK subroutine CUNMRQ. * * The matrix Z is represented as a product of elementary reflectors * * Z = H(1) H(2) . . . H(k), where k = min(p,n). * * Each H(i) has the form * * H(i) = I - taub * v * v' * * where taub is a complex scalar, and v is a complex vector with * v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i), * and taub in TAUB(i). * To form Z explicitly, use LAPACK subroutine CUNGQR. * To use Z to update another matrix, use LAPACK subroutine CUNMQR. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.61. (cggsvd jobu jobv jobq m n p k l a lda b ldb alpha beta u ldu v ldv q ldq work rwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGSVD computes the generalized singular value decomposition (GSVD) * of an M-by-N complex matrix A and P-by-N complex matrix B: * * U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ) * * where U, V and Q are unitary matrices, and Z' means the conjugate * transpose of Z. Let K+L = the effective numerical rank of the * matrix (A',B')', then R is a (K+L)-by-(K+L) nonsingular upper * triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) "diagonal" * matrices and of the following structures, respectively: * * If M-K-L >= 0, * * K L * D1 = K ( I 0 ) * L ( 0 C ) * M-K-L ( 0 0 ) * * K L * D2 = L ( 0 S ) * P-L ( 0 0 ) * * N-K-L K L * ( 0 R ) = K ( 0 R11 R12 ) * L ( 0 0 R22 ) * where * * C = diag( ALPHA(K+1), ... , ALPHA(K+L) ), * S = diag( BETA(K+1), ... , BETA(K+L) ), * C**2 + S**2 = I. * * R is stored in A(1:K+L,N-K-L+1:N) on exit. * * If M-K-L < 0, * * K M-K K+L-M * D1 = K ( I 0 0 ) * M-K ( 0 C 0 ) * * K M-K K+L-M * D2 = M-K ( 0 S 0 ) * K+L-M ( 0 0 I ) * P-L ( 0 0 0 ) * * N-K-L K M-K K+L-M * ( 0 R ) = K ( 0 R11 R12 R13 ) * M-K ( 0 0 R22 R23 ) * K+L-M ( 0 0 0 R33 ) * * where * * C = diag( ALPHA(K+1), ... , ALPHA(M) ), * S = diag( BETA(K+1), ... , BETA(M) ), * C**2 + S**2 = I. * * (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored * ( 0 R22 R23 ) * in B(M-K+1:L,N+M-K-L+1:N) on exit. * * The routine computes C, S, R, and optionally the unitary * transformation matrices U, V and Q. * * In particular, if B is an N-by-N nonsingular matrix, then the GSVD of * A and B implicitly gives the SVD of A*inv(B): * A*inv(B) = U*(D1*inv(D2))*V'. * If ( A',B')' has orthnormal columns, then the GSVD of A and B is also * equal to the CS decomposition of A and B. Furthermore, the GSVD can * be used to derive the solution of the eigenvalue problem: * A'*A x = lambda* B'*B x. * In some literature, the GSVD of A and B is presented in the form * U'*A*X = ( 0 D1 ), V'*B*X = ( 0 D2 ) * where U and V are orthogonal and X is nonsingular, and D1 and D2 are * ``diagonal''. The former GSVD form can be converted to the latter * form by taking the nonsingular matrix X as * * X = Q*( I 0 ) * ( 0 inv(R) ) * * Arguments * ========= * * JOBU (input) CHARACTER*1 * = 'U': Unitary matrix U is computed; * = 'N': U is not computed. * * JOBV (input) CHARACTER*1 * = 'V': Unitary matrix V is computed; * = 'N': V is not computed. * * JOBQ (input) CHARACTER*1 * = 'Q': Unitary matrix Q is computed; * = 'N': Q is not computed. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrices A and B. N >= 0. * * P (input) INTEGER * The number of rows of the matrix B. P >= 0. * * K (output) INTEGER * L (output) INTEGER * On exit, K and L specify the dimension of the subblocks * described in Purpose. * K + L = effective numerical rank of (A',B')'. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, A contains the triangular matrix R, or part of R. * See Purpose for details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,N) * On entry, the P-by-N matrix B. * On exit, B contains part of the triangular matrix R if * M-K-L < 0. See Purpose for details. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,P). * * ALPHA (output) REAL array, dimension (N) * BETA (output) REAL array, dimension (N) * On exit, ALPHA and BETA contain the generalized singular * value pairs of A and B; * ALPHA(1:K) = 1, * BETA(1:K) = 0, * and if M-K-L >= 0, * ALPHA(K+1:K+L) = C, * BETA(K+1:K+L) = S, * or if M-K-L < 0, * ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0 * BETA(K+1:M) = S, BETA(M+1:K+L) = 1 * and * ALPHA(K+L+1:N) = 0 * BETA(K+L+1:N) = 0 * * U (output) COMPLEX array, dimension (LDU,M) * If JOBU = 'U', U contains the M-by-M unitary matrix U. * If JOBU = 'N', U is not referenced. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= max(1,M) if * JOBU = 'U'; LDU >= 1 otherwise. * * V (output) COMPLEX array, dimension (LDV,P) * If JOBV = 'V', V contains the P-by-P unitary matrix V. * If JOBV = 'N', V is not referenced. * * LDV (input) INTEGER * The leading dimension of the array V. LDV >= max(1,P) if * JOBV = 'V'; LDV >= 1 otherwise. * * Q (output) COMPLEX array, dimension (LDQ,N) * If JOBQ = 'Q', Q contains the N-by-N unitary matrix Q. * If JOBQ = 'N', Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max(1,N) if * JOBQ = 'Q'; LDQ >= 1 otherwise. * * WORK (workspace) COMPLEX array, dimension (max(3*N,M,P)+N) * * RWORK (workspace) REAL array, dimension (2*N) * * IWORK (workspace/output) INTEGER array, dimension (N) * On exit, IWORK stores the sorting information. More * precisely, the following loop will sort ALPHA * for I = K+1, min(M,K+L) * swap ALPHA(I) and ALPHA(IWORK(I)) * endfor * such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N). * * INFO (output)INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = 1, the Jacobi-type procedure failed to * converge. For further details, see subroutine CTGSJA. * * Internal Parameters * =================== * * TOLA REAL * TOLB REAL * TOLA and TOLB are the thresholds to determine the effective * rank of (A',B')'. Generally, they are set to * TOLA = MAX(M,N)*norm(A)*MACHEPS, * TOLB = MAX(P,N)*norm(B)*MACHEPS. * The size of TOLA and TOLB may affect the size of backward * errors of the decomposition. * * Further Details * =============== * * 2-96 Based on modifications by * Ming Gu and Huan Ren, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.62. (cggsvp jobu jobv jobq m p n a lda b ldb tola tolb k l u ldu v ldv q ldq iwork rwork tau work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGGSVP computes unitary matrices U, V and Q such that * * N-K-L K L * U'*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0; * L ( 0 0 A23 ) * M-K-L ( 0 0 0 ) * * N-K-L K L * = K ( 0 A12 A13 ) if M-K-L < 0; * M-K ( 0 0 A23 ) * * N-K-L K L * V'*B*Q = L ( 0 0 B13 ) * P-L ( 0 0 0 ) * * where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular * upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0, * otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective * numerical rank of the (M+P)-by-N matrix (A',B')'. Z' denotes the * conjugate transpose of Z. * * This decomposition is the preprocessing step for computing the * Generalized Singular Value Decomposition (GSVD), see subroutine * CGGSVD. * * Arguments * ========= * * JOBU (input) CHARACTER*1 * = 'U': Unitary matrix U is computed; * = 'N': U is not computed. * * JOBV (input) CHARACTER*1 * = 'V': Unitary matrix V is computed; * = 'N': V is not computed. * * JOBQ (input) CHARACTER*1 * = 'Q': Unitary matrix Q is computed; * = 'N': Q is not computed. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * P (input) INTEGER * The number of rows of the matrix B. P >= 0. * * N (input) INTEGER * The number of columns of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, A contains the triangular (or trapezoidal) matrix * described in the Purpose section. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,N) * On entry, the P-by-N matrix B. * On exit, B contains the triangular matrix described in * the Purpose section. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,P). * * TOLA (input) REAL * TOLB (input) REAL * TOLA and TOLB are the thresholds to determine the effective * numerical rank of matrix B and a subblock of A. Generally, * they are set to * TOLA = MAX(M,N)*norm(A)*MACHEPS, * TOLB = MAX(P,N)*norm(B)*MACHEPS. * The size of TOLA and TOLB may affect the size of backward * errors of the decomposition. * * K (output) INTEGER * L (output) INTEGER * On exit, K and L specify the dimension of the subblocks * described in Purpose section. * K + L = effective numerical rank of (A',B')'. * * U (output) COMPLEX array, dimension (LDU,M) * If JOBU = 'U', U contains the unitary matrix U. * If JOBU = 'N', U is not referenced. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= max(1,M) if * JOBU = 'U'; LDU >= 1 otherwise. * * V (output) COMPLEX array, dimension (LDV,M) * If JOBV = 'V', V contains the unitary matrix V. * If JOBV = 'N', V is not referenced. * * LDV (input) INTEGER * The leading dimension of the array V. LDV >= max(1,P) if * JOBV = 'V'; LDV >= 1 otherwise. * * Q (output) COMPLEX array, dimension (LDQ,N) * If JOBQ = 'Q', Q contains the unitary matrix Q. * If JOBQ = 'N', Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max(1,N) if * JOBQ = 'Q'; LDQ >= 1 otherwise. * * IWORK (workspace) INTEGER array, dimension (N) * * RWORK (workspace) REAL array, dimension (2*N) * * TAU (workspace) COMPLEX array, dimension (N) * * WORK (workspace) COMPLEX array, dimension (max(3*N,M,P)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * The subroutine uses LAPACK subroutine CGEQPF for the QR factorization * with column pivoting to detect the effective numerical rank of the * a matrix. It may be replaced by a better rank determination strategy. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.63. (cgtcon norm n dl d du du2 ipiv anorm rcond work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGTCON estimates the reciprocal of the condition number of a complex * tridiagonal matrix A using the LU factorization as computed by * CGTTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies whether the 1-norm condition number or the * infinity-norm condition number is required: * = '1' or 'O': 1-norm; * = 'I': Infinity-norm. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * DL (input) COMPLEX array, dimension (N-1) * The (n-1) multipliers that define the matrix L from the * LU factorization of A as computed by CGTTRF. * * D (input) COMPLEX array, dimension (N) * The n diagonal elements of the upper triangular matrix U from * the LU factorization of A. * * DU (input) COMPLEX array, dimension (N-1) * The (n-1) elements of the first superdiagonal of U. * * DU2 (input) COMPLEX array, dimension (N-2) * The (n-2) elements of the second superdiagonal of U. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= n, row i of the matrix was * interchanged with row IPIV(i). IPIV(i) will always be either * i or i+1; IPIV(i) = i indicates a row interchange was not * required. * * ANORM (input) REAL * If NORM = '1' or 'O', the 1-norm of the original matrix A. * If NORM = 'I', the infinity-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.64. (cgtrfs trans n nrhs dl d du dlf df duf du2 ipiv b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGTRFS improves the computed solution to a system of linear * equations when the coefficient matrix is tridiagonal, and provides * error bounds and backward error estimates for the solution. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * DL (input) COMPLEX array, dimension (N-1) * The (n-1) subdiagonal elements of A. * * D (input) COMPLEX array, dimension (N) * The diagonal elements of A. * * DU (input) COMPLEX array, dimension (N-1) * The (n-1) superdiagonal elements of A. * * DLF (input) COMPLEX array, dimension (N-1) * The (n-1) multipliers that define the matrix L from the * LU factorization of A as computed by CGTTRF. * * DF (input) COMPLEX array, dimension (N) * The n diagonal elements of the upper triangular matrix U from * the LU factorization of A. * * DUF (input) COMPLEX array, dimension (N-1) * The (n-1) elements of the first superdiagonal of U. * * DU2 (input) COMPLEX array, dimension (N-2) * The (n-2) elements of the second superdiagonal of U. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= n, row i of the matrix was * interchanged with row IPIV(i). IPIV(i) will always be either * i or i+1; IPIV(i) = i indicates a row interchange was not * required. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CGTTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.65. (cgtsv n nrhs dl d du b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGTSV solves the equation * * A*X = B, * * where A is an N-by-N tridiagonal matrix, by Gaussian elimination with * partial pivoting. * * Note that the equation A'*X = B may be solved by interchanging the * order of the arguments DU and DL. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * DL (input/output) COMPLEX array, dimension (N-1) * On entry, DL must contain the (n-1) subdiagonal elements of * A. * On exit, DL is overwritten by the (n-2) elements of the * second superdiagonal of the upper triangular matrix U from * the LU factorization of A, in DL(1), ..., DL(n-2). * * D (input/output) COMPLEX array, dimension (N) * On entry, D must contain the diagonal elements of A. * On exit, D is overwritten by the n diagonal elements of U. * * DU (input/output) COMPLEX array, dimension (N-1) * On entry, DU must contain the (n-1) superdiagonal elements * of A. * On exit, DU is overwritten by the (n-1) elements of the first * superdiagonal of U. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero, and the solution * has not been computed. The factorization has not been * completed unless i = N. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.66. (cgtsvx fact trans n nrhs dl d du dlf df duf du2 ipiv b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGTSVX uses the LU factorization to compute the solution to a complex * system of linear equations A * X = B, A**T * X = B, or A**H * X = B, * where A is a tridiagonal matrix of order N and X and B are N-by-NRHS * matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'N', the LU decomposition is used to factor the matrix A * as A = L * U, where L is a product of permutation and unit lower * bidiagonal matrices and U is upper triangular with nonzeros in * only the main diagonal and first two superdiagonals. * * 2. If some U(i,i)=0, so that U is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 3. The system of equations is solved for X using the factored form * of A. * * 4. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of A has been * supplied on entry. * = 'F': DLF, DF, DUF, DU2, and IPIV contain the factored form * of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV will not * be modified. * = 'N': The matrix will be copied to DLF, DF, and DUF * and factored. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * DL (input) COMPLEX array, dimension (N-1) * The (n-1) subdiagonal elements of A. * * D (input) COMPLEX array, dimension (N) * The n diagonal elements of A. * * DU (input) COMPLEX array, dimension (N-1) * The (n-1) superdiagonal elements of A. * * DLF (input or output) COMPLEX array, dimension (N-1) * If FACT = 'F', then DLF is an input argument and on entry * contains the (n-1) multipliers that define the matrix L from * the LU factorization of A as computed by CGTTRF. * * If FACT = 'N', then DLF is an output argument and on exit * contains the (n-1) multipliers that define the matrix L from * the LU factorization of A. * * DF (input or output) COMPLEX array, dimension (N) * If FACT = 'F', then DF is an input argument and on entry * contains the n diagonal elements of the upper triangular * matrix U from the LU factorization of A. * * If FACT = 'N', then DF is an output argument and on exit * contains the n diagonal elements of the upper triangular * matrix U from the LU factorization of A. * * DUF (input or output) COMPLEX array, dimension (N-1) * If FACT = 'F', then DUF is an input argument and on entry * contains the (n-1) elements of the first superdiagonal of U. * * If FACT = 'N', then DUF is an output argument and on exit * contains the (n-1) elements of the first superdiagonal of U. * * DU2 (input or output) COMPLEX array, dimension (N-2) * If FACT = 'F', then DU2 is an input argument and on entry * contains the (n-2) elements of the second superdiagonal of * U. * * If FACT = 'N', then DU2 is an output argument and on exit * contains the (n-2) elements of the second superdiagonal of * U. * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains the pivot indices from the LU factorization of A as * computed by CGTTRF. * * If FACT = 'N', then IPIV is an output argument and on exit * contains the pivot indices from the LU factorization of A; * row i of the matrix was interchanged with row IPIV(i). * IPIV(i) will always be either i or i+1; IPIV(i) = i indicates * a row interchange was not required. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A. If RCOND is less than the machine precision (in * particular, if RCOND = 0), the matrix is singular to working * precision. This condition is indicated by a return code of * INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: U(i,i) is exactly zero. The factorization * has not been completed unless i = N, but the * factor U is exactly singular, so the solution * and error bounds could not be computed. * RCOND = 0 is returned. * = N+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.67. (cgttrf n dl d du du2 ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGTTRF computes an LU factorization of a complex tridiagonal matrix A * using elimination with partial pivoting and row interchanges. * * The factorization has the form * A = L * U * where L is a product of permutation and unit lower bidiagonal * matrices and U is upper triangular with nonzeros in only the main * diagonal and first two superdiagonals. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. * * DL (input/output) COMPLEX array, dimension (N-1) * On entry, DL must contain the (n-1) sub-diagonal elements of * A. * * On exit, DL is overwritten by the (n-1) multipliers that * define the matrix L from the LU factorization of A. * * D (input/output) COMPLEX array, dimension (N) * On entry, D must contain the diagonal elements of A. * * On exit, D is overwritten by the n diagonal elements of the * upper triangular matrix U from the LU factorization of A. * * DU (input/output) COMPLEX array, dimension (N-1) * On entry, DU must contain the (n-1) super-diagonal elements * of A. * * On exit, DU is overwritten by the (n-1) elements of the first * super-diagonal of U. * * DU2 (output) COMPLEX array, dimension (N-2) * On exit, DU2 is overwritten by the (n-2) elements of the * second super-diagonal of U. * * IPIV (output) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= n, row i of the matrix was * interchanged with row IPIV(i). IPIV(i) will always be either * i or i+1; IPIV(i) = i indicates a row interchange was not * required. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, U(k,k) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, and division by zero will occur if it is used * to solve a system of equations. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.68. (cgttrs trans n nrhs dl d du du2 ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGTTRS solves one of the systems of equations * A * X = B, A**T * X = B, or A**H * X = B, * with a tridiagonal matrix A using the LU factorization computed * by CGTTRF. * * Arguments * ========= * * TRANS (input) CHARACTER * Specifies the form of the system of equations. * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * DL (input) COMPLEX array, dimension (N-1) * The (n-1) multipliers that define the matrix L from the * LU factorization of A. * * D (input) COMPLEX array, dimension (N) * The n diagonal elements of the upper triangular matrix U from * the LU factorization of A. * * DU (input) COMPLEX array, dimension (N-1) * The (n-1) elements of the first super-diagonal of U. * * DU2 (input) COMPLEX array, dimension (N-2) * The (n-2) elements of the second super-diagonal of U. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= n, row i of the matrix was * interchanged with row IPIV(i). IPIV(i) will always be either * i or i+1; IPIV(i) = i indicates a row interchange was not * required. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the matrix of right hand side vectors B. * On exit, B is overwritten by the solution vectors X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.69. (cgtts2 itrans n nrhs dl d du du2 ipiv b ldb ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CGTTS2 solves one of the systems of equations * A * X = B, A**T * X = B, or A**H * X = B, * with a tridiagonal matrix A using the LU factorization computed * by CGTTRF. * * Arguments * ========= * * ITRANS (input) INTEGER * Specifies the form of the system of equations. * = 0: A * X = B (No transpose) * = 1: A**T * X = B (Transpose) * = 2: A**H * X = B (Conjugate transpose) * * N (input) INTEGER * The order of the matrix A. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * DL (input) COMPLEX array, dimension (N-1) * The (n-1) multipliers that define the matrix L from the * LU factorization of A. * * D (input) COMPLEX array, dimension (N) * The n diagonal elements of the upper triangular matrix U from * the LU factorization of A. * * DU (input) COMPLEX array, dimension (N-1) * The (n-1) elements of the first super-diagonal of U. * * DU2 (input) COMPLEX array, dimension (N-2) * The (n-2) elements of the second super-diagonal of U. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= n, row i of the matrix was * interchanged with row IPIV(i). IPIV(i) will always be either * i or i+1; IPIV(i) = i indicates a row interchange was not * required. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the matrix of right hand side vectors B. * On exit, B is overwritten by the solution vectors X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.70. (chbevd jobz uplo n kd ab ldab w z ldz work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBEVD computes all the eigenvalues and, optionally, eigenvectors of * a complex Hermitian band matrix A. If eigenvectors are desired, it * uses a divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, AB is overwritten by values generated during the * reduction to tridiagonal form. If UPLO = 'U', the first * superdiagonal and the diagonal of the tridiagonal matrix T * are returned in rows KD and KD+1 of AB, and if UPLO = 'L', * the diagonal and first subdiagonal of T are returned in the * first two rows of AB. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD + 1. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal * eigenvectors of the matrix A, with the i-th column of Z * holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. * If N <= 1, LWORK must be at least 1. * If JOBZ = 'N' and N > 1, LWORK must be at least N. * If JOBZ = 'V' and N > 1, LWORK must be at least 2*N**2. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, * dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of array RWORK. * If N <= 1, LRWORK must be at least 1. * If JOBZ = 'N' and N > 1, LRWORK must be at least N. * If JOBZ = 'V' and N > 1, LRWORK must be at least * 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the RWORK array, * returns this value as the first entry of the RWORK array, and * no error message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of array IWORK. * If JOBZ = 'N' or N <= 1, LIWORK must be at least 1. * If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N . * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, the algorithm failed to converge; i * off-diagonal elements of an intermediate tridiagonal * form did not converge to zero. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.71. (chbev jobz uplo n kd ab ldab w z ldz work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBEV computes all the eigenvalues and, optionally, eigenvectors of * a complex Hermitian band matrix A. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, AB is overwritten by values generated during the * reduction to tridiagonal form. If UPLO = 'U', the first * superdiagonal and the diagonal of the tridiagonal matrix T * are returned in rows KD and KD+1 of AB, and if UPLO = 'L', * the diagonal and first subdiagonal of T are returned in the * first two rows of AB. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD + 1. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal * eigenvectors of the matrix A, with the i-th column of Z * holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (max(1,3*N-2)) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, the algorithm failed to converge; i * off-diagonal elements of an intermediate tridiagonal * form did not converge to zero. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.72. (chbevx jobz range uplo n kd ab ldab q ldq vl vu il iu abstol m w z ldz work rwork iwork ifail info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBEVX computes selected eigenvalues and, optionally, eigenvectors * of a complex Hermitian band matrix A. Eigenvalues and eigenvectors * can be selected by specifying either a range of values or a range of * indices for the desired eigenvalues. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found; * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found; * = 'I': the IL-th through IU-th eigenvalues will be found. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, AB is overwritten by values generated during the * reduction to tridiagonal form. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD + 1. * * Q (output) COMPLEX array, dimension (LDQ, N) * If JOBZ = 'V', the N-by-N unitary matrix used in the * reduction to tridiagonal form. * If JOBZ = 'N', the array Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. If JOBZ = 'V', then * LDQ >= max(1,N). * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing AB to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*SLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*SLAMCH('S'). * * See "Computing Small Singular Values of Bidiagonal Matrices * with Guaranteed High Relative Accuracy," by Demmel and * Kahan, LAPACK Working Note #3. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * The first M elements contain the selected eigenvalues in * ascending order. * * Z (output) COMPLEX array, dimension (LDZ, max(1,M)) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If an eigenvector fails to converge, then that column of Z * contains the latest approximation to the eigenvector, and the * index of the eigenvector is returned in IFAIL. * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, then i eigenvectors failed to converge. * Their indices are stored in array IFAIL. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.73. (chbgst vect uplo n ka kb ab ldab bb ldbb x ldx work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBGST reduces a complex Hermitian-definite banded generalized * eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y, * such that C has the same bandwidth as A. * * B must have been previously factorized as S**H*S by CPBSTF, using a * split Cholesky factorization. A is overwritten by C = X**H*A*X, where * X = S**(-1)*Q and Q is a unitary matrix chosen to preserve the * bandwidth of A. * * Arguments * ========= * * VECT (input) CHARACTER*1 * = 'N': do not form the transformation matrix X; * = 'V': form X. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * KA (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KA >= 0. * * KB (input) INTEGER * The number of superdiagonals of the matrix B if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first ka+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). * * On exit, the transformed matrix X**H*A*X, stored in the same * format as A. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KA+1. * * BB (input) COMPLEX array, dimension (LDBB,N) * The banded factor S from the split Cholesky factorization of * B, as returned by CPBSTF, stored in the first kb+1 rows of * the array. * * LDBB (input) INTEGER * The leading dimension of the array BB. LDBB >= KB+1. * * X (output) COMPLEX array, dimension (LDX,N) * If VECT = 'V', the n-by-n matrix X. * If VECT = 'N', the array X is not referenced. * * LDX (input) INTEGER * The leading dimension of the array X. * LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise. * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.74. (chbgvd jobz uplo n ka kb ab ldab bb ldbb w z ldz work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBGVD computes all the eigenvalues, and optionally, the eigenvectors * of a complex generalized Hermitian-definite banded eigenproblem, of * the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian * and banded, and B is also positive definite. If eigenvectors are * desired, it uses a divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * KA (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KA >= 0. * * KB (input) INTEGER * The number of superdiagonals of the matrix B if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KB >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first ka+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). * * On exit, the contents of AB are destroyed. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KA+1. * * BB (input/output) COMPLEX array, dimension (LDBB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix B, stored in the first kb+1 rows of the array. The * j-th column of B is stored in the j-th column of the array BB * as follows: * if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; * if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). * * On exit, the factor S from the split Cholesky factorization * B = S**H*S, as returned by CPBSTF. * * LDBB (input) INTEGER * The leading dimension of the array BB. LDBB >= KB+1. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of * eigenvectors, with the i-th column of Z holding the * eigenvector associated with W(i). The eigenvectors are * normalized so that Z**H*B*Z = I. * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO=0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. * If N <= 1, LWORK >= 1. * If JOBZ = 'N' and N > 1, LWORK >= N. * If JOBZ = 'V' and N > 1, LWORK >= 2*N**2. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, dimension (LRWORK) * On exit, if INFO=0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of array RWORK. * If N <= 1, LRWORK >= 1. * If JOBZ = 'N' and N > 1, LRWORK >= N. * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the RWORK array, * returns this value as the first entry of the RWORK array, and * no error message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO=0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of array IWORK. * If JOBZ = 'N' or N <= 1, LIWORK >= 1. * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is: * <= N: the algorithm failed to converge: * i off-diagonal elements of an intermediate * tridiagonal form did not converge to zero; * > N: if INFO = N + i, for 1 <= i <= N, then CPBSTF * returned INFO = i: B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.75. (chbgv jobz uplo n ka kb ab ldab bb ldbb w z ldz work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBGV computes all the eigenvalues, and optionally, the eigenvectors * of a complex generalized Hermitian-definite banded eigenproblem, of * the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian * and banded, and B is also positive definite. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * KA (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KA >= 0. * * KB (input) INTEGER * The number of superdiagonals of the matrix B if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KB >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first ka+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). * * On exit, the contents of AB are destroyed. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KA+1. * * BB (input/output) COMPLEX array, dimension (LDBB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix B, stored in the first kb+1 rows of the array. The * j-th column of B is stored in the j-th column of the array BB * as follows: * if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; * if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). * * On exit, the factor S from the split Cholesky factorization * B = S**H*S, as returned by CPBSTF. * * LDBB (input) INTEGER * The leading dimension of the array BB. LDBB >= KB+1. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of * eigenvectors, with the i-th column of Z holding the * eigenvector associated with W(i). The eigenvectors are * normalized so that Z**H*B*Z = I. * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= N. * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (3*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is: * <= N: the algorithm failed to converge: * i off-diagonal elements of an intermediate * tridiagonal form did not converge to zero; * > N: if INFO = N + i, for 1 <= i <= N, then CPBSTF * returned INFO = i: B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.76. (chbgvx jobz range uplo n ka kb ab ldab bb ldbb q ldq vl vu il iu abstol m w z ldz work rwork iwork ifail info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBGVX computes all the eigenvalues, and optionally, the eigenvectors * of a complex generalized Hermitian-definite banded eigenproblem, of * the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian * and banded, and B is also positive definite. Eigenvalues and * eigenvectors can be selected by specifying either all eigenvalues, * a range of values or a range of indices for the desired eigenvalues. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found; * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found; * = 'I': the IL-th through IU-th eigenvalues will be found. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * KA (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KA >= 0. * * KB (input) INTEGER * The number of superdiagonals of the matrix B if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KB >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first ka+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). * * On exit, the contents of AB are destroyed. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KA+1. * * BB (input/output) COMPLEX array, dimension (LDBB, N) * On entry, the upper or lower triangle of the Hermitian band * matrix B, stored in the first kb+1 rows of the array. The * j-th column of B is stored in the j-th column of the array BB * as follows: * if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; * if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). * * On exit, the factor S from the split Cholesky factorization * B = S**H*S, as returned by CPBSTF. * * LDBB (input) INTEGER * The leading dimension of the array BB. LDBB >= KB+1. * * Q (output) COMPLEX array, dimension (LDQ, N) * If JOBZ = 'V', the n-by-n matrix used in the reduction of * A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x, * and consequently C to tridiagonal form. * If JOBZ = 'N', the array Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. If JOBZ = 'N', * LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N). * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing AP to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*SLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*SLAMCH('S'). * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of * eigenvectors, with the i-th column of Z holding the * eigenvector associated with W(i). The eigenvectors are * normalized so that Z**H*B*Z = I. * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= N. * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is: * <= N: then i eigenvectors failed to converge. Their * indices are stored in array IFAIL. * > N: if INFO = N + i, for 1 <= i <= N, then CPBSTF * returned INFO = i: B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.77. (chbtrd vect uplo n kd ab ldab d e q ldq work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHBTRD reduces a complex Hermitian band matrix A to real symmetric * tridiagonal form T by a unitary similarity transformation: * Q**H * A * Q = T. * * Arguments * ========= * * VECT (input) CHARACTER*1 * = 'N': do not form Q; * = 'V': form Q; * = 'U': update a matrix X, by forming X*Q. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * On exit, the diagonal elements of AB are overwritten by the * diagonal elements of the tridiagonal matrix T; if KD > 0, the * elements on the first superdiagonal (if UPLO = 'U') or the * first subdiagonal (if UPLO = 'L') are overwritten by the * off-diagonal elements of T; the rest of AB is overwritten by * values generated during the reduction. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * D (output) REAL array, dimension (N) * The diagonal elements of the tridiagonal matrix T. * * E (output) REAL array, dimension (N-1) * The off-diagonal elements of the tridiagonal matrix T: * E(i) = T(i,i+1) if UPLO = 'U'; E(i) = T(i+1,i) if UPLO = 'L'. * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, if VECT = 'U', then Q must contain an N-by-N * matrix X; if VECT = 'N' or 'V', then Q need not be set. * * On exit: * if VECT = 'V', Q contains the N-by-N unitary matrix Q; * if VECT = 'U', Q contains the product X*Q; * if VECT = 'N', the array Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. * LDQ >= 1, and LDQ >= N if VECT = 'V' or 'U'. * * WORK (workspace) COMPLEX array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * Modified by Linda Kaufman, Bell Labs. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.78. (checon uplo n a lda ipiv anorm rcond work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHECON estimates the reciprocal of the condition number of a complex * Hermitian matrix A using the factorization A = U*D*U**H or * A = L*D*L**H computed by CHETRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CHETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHETRF. * * ANORM (input) REAL * The 1-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.79. (cheevd jobz uplo n a lda w work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEEVD computes all eigenvalues and, optionally, eigenvectors of a * complex Hermitian matrix A. If eigenvectors are desired, it uses a * divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * orthonormal eigenvectors of the matrix A. * If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') * or the upper triangle (if UPLO='U') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. * If N <= 1, LWORK must be at least 1. * If JOBZ = 'N' and N > 1, LWORK must be at least N + 1. * If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, * dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of the array RWORK. * If N <= 1, LRWORK must be at least 1. * If JOBZ = 'N' and N > 1, LRWORK must be at least N. * If JOBZ = 'V' and N > 1, LRWORK must be at least * 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the RWORK array, * returns this value as the first entry of the RWORK array, and * no error message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. * If N <= 1, LIWORK must be at least 1. * If JOBZ = 'N' and N > 1, LIWORK must be at least 1. * If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N. * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the algorithm failed to converge; i * off-diagonal elements of an intermediate tridiagonal * form did not converge to zero. * * Further Details * =============== * * Based on contributions by * Jeff Rutter, Computer Science Division, University of California * at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.80. (cheev jobz uplo n a lda w work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEEV computes all eigenvalues and, optionally, eigenvectors of a * complex Hermitian matrix A. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * orthonormal eigenvectors of the matrix A. * If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') * or the upper triangle (if UPLO='U') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N-1). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the blocksize for CHETRD returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (max(1, 3*N-2)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the algorithm failed to converge; i * off-diagonal elements of an intermediate tridiagonal * form did not converge to zero. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.81. (cheevr jobz range uplo n a lda vl vu il iu abstol m w z ldz isuppz work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEEVR computes selected eigenvalues and, optionally, eigenvectors * of a complex Hermitian matrix T. Eigenvalues and eigenvectors can * be selected by specifying either a range of values or a range of * indices for the desired eigenvalues. * * Whenever possible, CHEEVR calls CSTEGR to compute the * eigenspectrum using Relatively Robust Representations. CSTEGR * computes eigenvalues by the dqds algorithm, while orthogonal * eigenvectors are computed from various "good" L D L^T representations * (also known as Relatively Robust Representations). Gram-Schmidt * orthogonalization is avoided as far as possible. More specifically, * the various steps of the algorithm are as follows. For the i-th * unreduced block of T, * (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T * is a relatively robust representation, * (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high * relative accuracy by the dqds algorithm, * (c) If there is a cluster of close eigenvalues, "choose" sigma_i * close to the cluster, and go to step (a), * (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, * compute the corresponding eigenvector by forming a * rank-revealing twisted factorization. * The desired accuracy of the output can be specified by the input * parameter ABSTOL. * * For more details, see "A new O(n^2) algorithm for the symmetric * tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, * Computer Science Division Technical Report No. UCB//CSD-97-971, * UC Berkeley, May 1997. * * * Note 1 : CHEEVR calls CSTEGR when the full spectrum is requested * on machines which conform to the ieee-754 floating point standard. * CHEEVR calls SSTEBZ and CSTEIN on non-ieee machines and * when partial spectrum requests are made. * * Normal execution of CSTEGR may create NaNs and infinities and * hence may abort due to a floating point exception in environments * which do not handle NaNs and infinities in the ieee standard default * manner. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found. * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found. * = 'I': the IL-th through IU-th eigenvalues will be found. ********** For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and ********** CSTEIN are called * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, the lower triangle (if UPLO='L') or the upper * triangle (if UPLO='U') of A, including the diagonal, is * destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing A to tridiagonal form. * * See "Computing Small Singular Values of Bidiagonal Matrices * with Guaranteed High Relative Accuracy," by Demmel and * Kahan, LAPACK Working Note #3. * * If high relative accuracy is important, set ABSTOL to * SLAMCH( 'Safe minimum' ). Doing so will guarantee that * eigenvalues are computed to high relative accuracy when * possible in future releases. The current code does not * make any guarantees about high relative accuracy, but * furutre releases will. See J. Barlow and J. Demmel, * "Computing Accurate Eigensystems of Scaled Diagonally * Dominant Matrices", LAPACK Working Note #7, for a discussion * of which matrices define their eigenvalues to high relative * accuracy. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * The first M elements contain the selected eigenvalues in * ascending order. * * Z (output) COMPLEX array, dimension (LDZ, max(1,M)) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) ) * The support of the eigenvectors in Z, i.e., the indices * indicating the nonzero elements in Z. The i-th eigenvector * is nonzero only in elements ISUPPZ( 2*i-1 ) through * ISUPPZ( 2*i ). ********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1 * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the max of the blocksize for CHETRD and for * CUNMTR as returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal * (and minimal) LRWORK. * * LRWORK (input) INTEGER * The length of the array RWORK. LRWORK >= max(1,24*N). * * If LRWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the RWORK array, returns * this value as the first entry of the RWORK array, and no error * message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal * (and minimal) LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. LIWORK >= max(1,10*N). * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: Internal error * * Further Details * =============== * * Based on contributions by * Inderjit Dhillon, IBM Almaden, USA * Osni Marques, LBNL/NERSC, USA * Ken Stanley, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.82. (cheevx jobz range uplo n a lda vl vu il iu abstol m w z ldz work lwork rwork iwork ifail info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEEVX computes selected eigenvalues and, optionally, eigenvectors * of a complex Hermitian matrix A. Eigenvalues and eigenvectors can * be selected by specifying either a range of values or a range of * indices for the desired eigenvalues. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found. * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found. * = 'I': the IL-th through IU-th eigenvalues will be found. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, the lower triangle (if UPLO='L') or the upper * triangle (if UPLO='U') of A, including the diagonal, is * destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing A to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*SLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*SLAMCH('S'). * * See "Computing Small Singular Values of Bidiagonal Matrices * with Guaranteed High Relative Accuracy," by Demmel and * Kahan, LAPACK Working Note #3. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * On normal exit, the first M elements contain the selected * eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, max(1,M)) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If an eigenvector fails to converge, then that column of Z * contains the latest approximation to the eigenvector, and the * index of the eigenvector is returned in IFAIL. * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N-1). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the max of the blocksize for CHETRD and for * CUNMTR as returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, then i eigenvectors failed to converge. * Their indices are stored in array IFAIL. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.83. (chegs2 itype uplo n a lda b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEGS2 reduces a complex Hermitian-definite generalized * eigenproblem to standard form. * * If ITYPE = 1, the problem is A*x = lambda*B*x, * and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L') * * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or * B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L. * * B must have been previously factorized as U'*U or L*L' by CPOTRF. * * Arguments * ========= * * ITYPE (input) INTEGER * = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L'); * = 2 or 3: compute U*A*U' or L'*A*L. * * UPLO (input) CHARACTER * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored, and how B has been factorized. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n by n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n by n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the transformed matrix, stored in the * same format as A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input) COMPLEX array, dimension (LDB,N) * The triangular factor from the Cholesky factorization of B, * as returned by CPOTRF. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.84. (chegst itype uplo n a lda b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEGST reduces a complex Hermitian-definite generalized * eigenproblem to standard form. * * If ITYPE = 1, the problem is A*x = lambda*B*x, * and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H) * * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or * B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L. * * B must have been previously factorized as U**H*U or L*L**H by CPOTRF. * * Arguments * ========= * * ITYPE (input) INTEGER * = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H); * = 2 or 3: compute U*A*U**H or L**H*A*L. * * UPLO (input) CHARACTER * = 'U': Upper triangle of A is stored and B is factored as * U**H*U; * = 'L': Lower triangle of A is stored and B is factored as * L*L**H. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the transformed matrix, stored in the * same format as A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input) COMPLEX array, dimension (LDB,N) * The triangular factor from the Cholesky factorization of B, * as returned by CPOTRF. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.85. (chegvd itype jobz uplo n a lda b ldb w work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEGVD computes all the eigenvalues, and optionally, the eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and * B are assumed to be Hermitian and B is also positive definite. * If eigenvectors are desired, it uses a divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * matrix Z of eigenvectors. The eigenvectors are normalized * as follows: * if ITYPE = 1 or 2, Z**H*B*Z = I; * if ITYPE = 3, Z**H*inv(B)*Z = I. * If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') * or the lower triangle (if UPLO='L') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the Hermitian matrix B. If UPLO = 'U', the * leading N-by-N upper triangular part of B contains the * upper triangular part of the matrix B. If UPLO = 'L', * the leading N-by-N lower triangular part of B contains * the lower triangular part of the matrix B. * * On exit, if INFO <= N, the part of B containing the matrix is * overwritten by the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. * If N <= 1, LWORK >= 1. * If JOBZ = 'N' and N > 1, LWORK >= N + 1. * If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of the array RWORK. * If N <= 1, LRWORK >= 1. * If JOBZ = 'N' and N > 1, LRWORK >= N. * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the RWORK array, * returns this value as the first entry of the RWORK array, and * no error message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. * If N <= 1, LIWORK >= 1. * If JOBZ = 'N' and N > 1, LIWORK >= 1. * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: CPOTRF or CHEEVD returned an error code: * <= N: if INFO = i, CHEEVD failed to converge; * i off-diagonal elements of an intermediate * tridiagonal form did not converge to zero; * > N: if INFO = N + i, for 1 <= i <= N, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.86. (chegv itype jobz uplo n a lda b ldb w work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEGV computes all the eigenvalues, and optionally, the eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. * Here A and B are assumed to be Hermitian and B is also * positive definite. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * matrix Z of eigenvectors. The eigenvectors are normalized * as follows: * if ITYPE = 1 or 2, Z**H*B*Z = I; * if ITYPE = 3, Z**H*inv(B)*Z = I. * If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') * or the lower triangle (if UPLO='L') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the Hermitian positive definite matrix B. * If UPLO = 'U', the leading N-by-N upper triangular part of B * contains the upper triangular part of the matrix B. * If UPLO = 'L', the leading N-by-N lower triangular part of B * contains the lower triangular part of the matrix B. * * On exit, if INFO <= N, the part of B containing the matrix is * overwritten by the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N-1). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the blocksize for CHETRD returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (max(1, 3*N-2)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: CPOTRF or CHEEV returned an error code: * <= N: if INFO = i, CHEEV failed to converge; * i off-diagonal elements of an intermediate * tridiagonal form did not converge to zero; * > N: if INFO = N + i, for 1 <= i <= N, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.87. (chegvx itype jobz range uplo n a lda b ldb vl vu il iu abstol m w z ldz work lwork rwork iwork ifail info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHEGVX computes selected eigenvalues, and optionally, eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and * B are assumed to be Hermitian and B is also positive definite. * Eigenvalues and eigenvectors can be selected by specifying either a * range of values or a range of indices for the desired eigenvalues. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found. * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found. * = 'I': the IL-th through IU-th eigenvalues will be found. ** * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * * On exit, the lower triangle (if UPLO='L') or the upper * triangle (if UPLO='U') of A, including the diagonal, is * destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the Hermitian matrix B. If UPLO = 'U', the * leading N-by-N upper triangular part of B contains the * upper triangular part of the matrix B. If UPLO = 'L', * the leading N-by-N lower triangular part of B contains * the lower triangular part of the matrix B. * * On exit, if INFO <= N, the part of B containing the matrix is * overwritten by the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing A to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*SLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*SLAMCH('S'). * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * The first M elements contain the selected * eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, max(1,M)) * If JOBZ = 'N', then Z is not referenced. * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * The eigenvectors are normalized as follows: * if ITYPE = 1 or 2, Z**T*B*Z = I; * if ITYPE = 3, Z**T*inv(B)*Z = I. * * If an eigenvector fails to converge, then that column of Z * contains the latest approximation to the eigenvector, and the * index of the eigenvector is returned in IFAIL. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N-1). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the blocksize for CHETRD returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: CPOTRF or CHEEVX returned an error code: * <= N: if INFO = i, CHEEVX failed to converge; * i eigenvectors failed to converge. Their indices * are stored in array IFAIL. * > N: if INFO = N + i, for 1 <= i <= N, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.88. (cherfs uplo n nrhs a lda af ldaf ipiv b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHERFS improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian indefinite, and * provides error bounds and backward error estimates for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input) COMPLEX array, dimension (LDAF,N) * The factored form of the matrix A. AF contains the block * diagonal matrix D and the multipliers used to obtain the * factor U or L from the factorization A = U*D*U**H or * A = L*D*L**H as computed by CHETRF. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHETRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CHETRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.89. (chesv uplo n nrhs a lda ipiv b ldb work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHESV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS * matrices. * * The diagonal pivoting method is used to factor A as * A = U * D * U**H, if UPLO = 'U', or * A = L * D * L**H, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then * used to solve the system of equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the block diagonal matrix D and the * multipliers used to obtain the factor U or L from the * factorization A = U*D*U**H or A = L*D*L**H as computed by * CHETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D, as * determined by CHETRF. If IPIV(k) > 0, then rows and columns * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, * then rows and columns k-1 and -IPIV(k) were interchanged and * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 * diagonal block. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >= 1, and for best performance * LWORK >= N*NB, where NB is the optimal blocksize for * CHETRF. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, so the solution could not be computed. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.90. (chesvx fact uplo n nrhs a lda af ldaf ipiv b ldb x ldx rcond ferr berr work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHESVX uses the diagonal pivoting factorization to compute the * solution to a complex system of linear equations A * X = B, * where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS * matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'N', the diagonal pivoting method is used to factor A. * The form of the factorization is * A = U * D * U**H, if UPLO = 'U', or * A = L * D * L**H, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * 2. If some D(i,i)=0, so that D is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 3. The system of equations is solved for X using the factored form * of A. * * 4. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of A has been * supplied on entry. * = 'F': On entry, AF and IPIV contain the factored form * of A. A, AF and IPIV will not be modified. * = 'N': The matrix A will be copied to AF and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input or output) COMPLEX array, dimension (LDAF,N) * If FACT = 'F', then AF is an input argument and on entry * contains the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**H or A = L*D*L**H as computed by CHETRF. * * If FACT = 'N', then AF is an output argument and on exit * returns the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**H or A = L*D*L**H. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains details of the interchanges and the block structure * of D, as determined by CHETRF. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * If FACT = 'N', then IPIV is an output argument and on exit * contains details of the interchanges and the block structure * of D, as determined by CHETRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A. If RCOND is less than the machine precision (in * particular, if RCOND = 0), the matrix is singular to working * precision. This condition is indicated by a return code of * INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >= 2*N, and for best performance * LWORK >= N*NB, where NB is the optimal blocksize for * CHETRF. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: D(i,i) is exactly zero. The factorization * has been completed but the factor D is exactly * singular, so the solution and error bounds could * not be computed. RCOND = 0 is returned. * = N+1: D is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.91. (chetd2 uplo n a lda d e tau info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHETD2 reduces a complex Hermitian matrix A to real symmetric * tridiagonal form T by a unitary similarity transformation: * Q' * A * Q = T. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * On exit, if UPLO = 'U', the diagonal and first superdiagonal * of A are overwritten by the corresponding elements of the * tridiagonal matrix T, and the elements above the first * superdiagonal, with the array TAU, represent the unitary * matrix Q as a product of elementary reflectors; if UPLO * = 'L', the diagonal and first subdiagonal of A are over- * written by the corresponding elements of the tridiagonal * matrix T, and the elements below the first subdiagonal, with * the array TAU, represent the unitary matrix Q as a product * of elementary reflectors. See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * D (output) REAL array, dimension (N) * The diagonal elements of the tridiagonal matrix T: * D(i) = A(i,i). * * E (output) REAL array, dimension (N-1) * The off-diagonal elements of the tridiagonal matrix T: * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'. * * TAU (output) COMPLEX array, dimension (N-1) * The scalar factors of the elementary reflectors (see Further * Details). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * If UPLO = 'U', the matrix Q is represented as a product of elementary * reflectors * * Q = H(n-1) . . . H(2) H(1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in * A(1:i-1,i+1), and tau in TAU(i). * * If UPLO = 'L', the matrix Q is represented as a product of elementary * reflectors * * Q = H(1) H(2) . . . H(n-1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), * and tau in TAU(i). * * The contents of A on exit are illustrated by the following examples * with n = 5: * * if UPLO = 'U': if UPLO = 'L': * * ( d e v2 v3 v4 ) ( d ) * ( d e v3 v4 ) ( e d ) * ( d e v4 ) ( v1 e d ) * ( d e ) ( v1 v2 e d ) * ( d ) ( v1 v2 v3 e d ) * * where d and e denote diagonal and off-diagonal elements of T, and vi * denotes an element of the vector defining H(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.92. (chetf2 uplo n a lda ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHETF2 computes the factorization of a complex Hermitian matrix A * using the Bunch-Kaufman diagonal pivoting method: * * A = U*D*U' or A = L*D*L' * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, U' is the conjugate transpose of U, and D is * Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L (see below for further details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, D(k,k) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * 1-96 - Based on modifications by * J. Lewis, Boeing Computer Services Company * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.93. (chetrd uplo n a lda d e tau work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHETRD reduces a complex Hermitian matrix A to real symmetric * tridiagonal form T by a unitary similarity transformation: * Q**H * A * Q = T. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * On exit, if UPLO = 'U', the diagonal and first superdiagonal * of A are overwritten by the corresponding elements of the * tridiagonal matrix T, and the elements above the first * superdiagonal, with the array TAU, represent the unitary * matrix Q as a product of elementary reflectors; if UPLO * = 'L', the diagonal and first subdiagonal of A are over- * written by the corresponding elements of the tridiagonal * matrix T, and the elements below the first subdiagonal, with * the array TAU, represent the unitary matrix Q as a product * of elementary reflectors. See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * D (output) REAL array, dimension (N) * The diagonal elements of the tridiagonal matrix T: * D(i) = A(i,i). * * E (output) REAL array, dimension (N-1) * The off-diagonal elements of the tridiagonal matrix T: * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'. * * TAU (output) COMPLEX array, dimension (N-1) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 1. * For optimum performance LWORK >= N*NB, where NB is the * optimal blocksize. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * If UPLO = 'U', the matrix Q is represented as a product of elementary * reflectors * * Q = H(n-1) . . . H(2) H(1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in * A(1:i-1,i+1), and tau in TAU(i). * * If UPLO = 'L', the matrix Q is represented as a product of elementary * reflectors * * Q = H(1) H(2) . . . H(n-1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), * and tau in TAU(i). * * The contents of A on exit are illustrated by the following examples * with n = 5: * * if UPLO = 'U': if UPLO = 'L': * * ( d e v2 v3 v4 ) ( d ) * ( d e v3 v4 ) ( e d ) * ( d e v4 ) ( v1 e d ) * ( d e ) ( v1 v2 e d ) * ( d ) ( v1 v2 v3 e d ) * * where d and e denote diagonal and off-diagonal elements of T, and vi * denotes an element of the vector defining H(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.94. (chetrf uplo n a lda ipiv work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHETRF computes the factorization of a complex Hermitian matrix A * using the Bunch-Kaufman diagonal pivoting method. The form of the * factorization is * * A = U*D*U**H or A = L*D*L**H * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * This is the blocked version of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L (see below for further details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >=1. For best performance * LWORK >= N*NB, where NB is the block size returned by ILAENV. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.95. (chetri uplo n a lda ipiv work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHETRI computes the inverse of a complex Hermitian indefinite matrix * A using the factorization A = U*D*U**H or A = L*D*L**H computed by * CHETRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the block diagonal matrix D and the multipliers * used to obtain the factor U or L as computed by CHETRF. * * On exit, if INFO = 0, the (Hermitian) inverse of the original * matrix. If UPLO = 'U', the upper triangular part of the * inverse is formed and the part of A below the diagonal is not * referenced; if UPLO = 'L' the lower triangular part of the * inverse is formed and the part of A above the diagonal is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHETRF. * * WORK (workspace) COMPLEX array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its * inverse could not be computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.96. (chetrs uplo n nrhs a lda ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHETRS solves a system of linear equations A*X = B with a complex * Hermitian matrix A using the factorization A = U*D*U**H or * A = L*D*L**H computed by CHETRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CHETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHETRF. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.97. (chgeqz job compq compz n ilo ihi a lda b ldb alpha beta q ldq z ldz work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHGEQZ implements a single-shift version of the QZ * method for finding the generalized eigenvalues w(i)=ALPHA(i)/BETA(i) * of the equation * * det( A - w(i) B ) = 0 * * If JOB='S', then the pair (A,B) is simultaneously * reduced to Schur form (i.e., A and B are both upper triangular) by * applying one unitary tranformation (usually called Q) on the left and * another (usually called Z) on the right. The diagonal elements of * A are then ALPHA(1),...,ALPHA(N), and of B are BETA(1),...,BETA(N). * * If JOB='S' and COMPQ and COMPZ are 'V' or 'I', then the unitary * transformations used to reduce (A,B) are accumulated into the arrays * Q and Z s.t.: * * Q(in) A(in) Z(in)* = Q(out) A(out) Z(out)* * Q(in) B(in) Z(in)* = Q(out) B(out) Z(out)* * * Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix * Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), * pp. 241--256. * * Arguments * ========= * * JOB (input) CHARACTER*1 * = 'E': compute only ALPHA and BETA. A and B will not * necessarily be put into generalized Schur form. * = 'S': put A and B into generalized Schur form, as well * as computing ALPHA and BETA. * * COMPQ (input) CHARACTER*1 * = 'N': do not modify Q. * = 'V': multiply the array Q on the right by the conjugate * transpose of the unitary tranformation that is * applied to the left side of A and B to reduce them * to Schur form. * = 'I': like COMPQ='V', except that Q will be initialized to * the identity first. * * COMPZ (input) CHARACTER*1 * = 'N': do not modify Z. * = 'V': multiply the array Z on the right by the unitary * tranformation that is applied to the right side of * A and B to reduce them to Schur form. * = 'I': like COMPZ='V', except that Z will be initialized to * the identity first. * * N (input) INTEGER * The order of the matrices A, B, Q, and Z. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * It is assumed that A is already upper triangular in rows and * columns 1:ILO-1 and IHI+1:N. * 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. * * A (input/output) COMPLEX array, dimension (LDA, N) * On entry, the N-by-N upper Hessenberg matrix A. Elements * below the subdiagonal must be zero. * If JOB='S', then on exit A and B will have been * simultaneously reduced to upper triangular form. * If JOB='E', then on exit A will have been destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max( 1, N ). * * B (input/output) COMPLEX array, dimension (LDB, N) * On entry, the N-by-N upper triangular matrix B. Elements * below the diagonal must be zero. * If JOB='S', then on exit A and B will have been * simultaneously reduced to upper triangular form. * If JOB='E', then on exit B will have been destroyed. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max( 1, N ). * * ALPHA (output) COMPLEX array, dimension (N) * The diagonal elements of A when the pair (A,B) has been * reduced to Schur form. ALPHA(i)/BETA(i) i=1,...,N * are the generalized eigenvalues. * * BETA (output) COMPLEX array, dimension (N) * The diagonal elements of B when the pair (A,B) has been * reduced to Schur form. ALPHA(i)/BETA(i) i=1,...,N * are the generalized eigenvalues. A and B are normalized * so that BETA(1),...,BETA(N) are non-negative real numbers. * * Q (input/output) COMPLEX array, dimension (LDQ, N) * If COMPQ='N', then Q will not be referenced. * If COMPQ='V' or 'I', then the conjugate transpose of the * unitary transformations which are applied to A and B on * the left will be applied to the array Q on the right. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= 1. * If COMPQ='V' or 'I', then LDQ >= N. * * Z (input/output) COMPLEX array, dimension (LDZ, N) * If COMPZ='N', then Z will not be referenced. * If COMPZ='V' or 'I', then the unitary transformations which * are applied to A and B on the right will be applied to the * array Z on the right. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1. * If COMPZ='V' or 'I', then LDZ >= N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO >= 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N). * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * = 1,...,N: the QZ iteration did not converge. (A,B) is not * in Schur form, but ALPHA(i) and BETA(i), * i=INFO+1,...,N should be correct. * = N+1,...,2*N: the shift calculation failed. (A,B) is not * in Schur form, but ALPHA(i) and BETA(i), * i=INFO-N+1,...,N should be correct. * > 2*N: various "impossible" errors. * * Further Details * =============== * * We assume that complex ABS works as long as its value is less than * overflow. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.98. (chpcon uplo n ap ipiv anorm rcond work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPCON estimates the reciprocal of the condition number of a complex * Hermitian packed matrix A using the factorization A = U*D*U**H or * A = L*D*L**H computed by CHPTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CHPTRF, stored as a * packed triangular matrix. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHPTRF. * * ANORM (input) REAL * The 1-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.99. (chpevd jobz uplo n ap w z ldz work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPEVD computes all the eigenvalues and, optionally, eigenvectors of * a complex Hermitian matrix A in packed storage. If eigenvectors are * desired, it uses a divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * On exit, AP is overwritten by values generated during the * reduction to tridiagonal form. If UPLO = 'U', the diagonal * and first superdiagonal of the tridiagonal matrix T overwrite * the corresponding elements of A, and if UPLO = 'L', the * diagonal and first subdiagonal of T overwrite the * corresponding elements of A. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal * eigenvectors of the matrix A, with the i-th column of Z * holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of array WORK. * If N <= 1, LWORK must be at least 1. * If JOBZ = 'N' and N > 1, LWORK must be at least N. * If JOBZ = 'V' and N > 1, LWORK must be at least 2*N. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, * dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of array RWORK. * If N <= 1, LRWORK must be at least 1. * If JOBZ = 'N' and N > 1, LRWORK must be at least N. * If JOBZ = 'V' and N > 1, LRWORK must be at least * 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the RWORK array, * returns this value as the first entry of the RWORK array, and * no error message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of array IWORK. * If JOBZ = 'N' or N <= 1, LIWORK must be at least 1. * If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N. * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, the algorithm failed to converge; i * off-diagonal elements of an intermediate tridiagonal * form did not converge to zero. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.100. (chpev jobz uplo n ap w z ldz work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPEV computes all the eigenvalues and, optionally, eigenvectors of a * complex Hermitian matrix in packed storage. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * On exit, AP is overwritten by values generated during the * reduction to tridiagonal form. If UPLO = 'U', the diagonal * and first superdiagonal of the tridiagonal matrix T overwrite * the corresponding elements of A, and if UPLO = 'L', the * diagonal and first subdiagonal of T overwrite the * corresponding elements of A. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal * eigenvectors of the matrix A, with the i-th column of Z * holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace) COMPLEX array, dimension (max(1, 2*N-1)) * * RWORK (workspace) REAL array, dimension (max(1, 3*N-2)) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, the algorithm failed to converge; i * off-diagonal elements of an intermediate tridiagonal * form did not converge to zero. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.101. (chpevx jobz range uplo n ap vl vu il iu abstol m w z ldz work rwork iwork ifail info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPEVX computes selected eigenvalues and, optionally, eigenvectors * of a complex Hermitian matrix A in packed storage. * Eigenvalues/vectors can be selected by specifying either a range of * values or a range of indices for the desired eigenvalues. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found; * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found; * = 'I': the IL-th through IU-th eigenvalues will be found. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * On exit, AP is overwritten by values generated during the * reduction to tridiagonal form. If UPLO = 'U', the diagonal * and first superdiagonal of the tridiagonal matrix T overwrite * the corresponding elements of A, and if UPLO = 'L', the * diagonal and first subdiagonal of T overwrite the * corresponding elements of A. * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing AP to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*SLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*SLAMCH('S'). * * See "Computing Small Singular Values of Bidiagonal Matrices * with Guaranteed High Relative Accuracy," by Demmel and * Kahan, LAPACK Working Note #3. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * If INFO = 0, the selected eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, max(1,M)) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If an eigenvector fails to converge, then that column of Z * contains the latest approximation to the eigenvector, and * the index of the eigenvector is returned in IFAIL. * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, then i eigenvectors failed to converge. * Their indices are stored in array IFAIL. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.102. (chpgst itype uplo n ap bp info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPGST reduces a complex Hermitian-definite generalized * eigenproblem to standard form, using packed storage. * * If ITYPE = 1, the problem is A*x = lambda*B*x, * and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H) * * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or * B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L. * * B must have been previously factorized as U**H*U or L*L**H by CPPTRF. * * Arguments * ========= * * ITYPE (input) INTEGER * = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H); * = 2 or 3: compute U*A*U**H or L**H*A*L. * * UPLO (input) CHARACTER * = 'U': Upper triangle of A is stored and B is factored as * U**H*U; * = 'L': Lower triangle of A is stored and B is factored as * L*L**H. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * On exit, if INFO = 0, the transformed matrix, stored in the * same format as A. * * BP (input) COMPLEX array, dimension (N*(N+1)/2) * The triangular factor from the Cholesky factorization of B, * stored in the same format as A, as returned by CPPTRF. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.103. (chpgvd itype jobz uplo n ap bp w z ldz work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPGVD computes all the eigenvalues and, optionally, the eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and * B are assumed to be Hermitian, stored in packed format, and B is also * positive definite. * If eigenvectors are desired, it uses a divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * On exit, the contents of AP are destroyed. * * BP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * B, packed columnwise in a linear array. The j-th column of B * is stored in the array BP as follows: * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j; * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n. * * On exit, the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H, in the same storage * format as B. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of * eigenvectors. The eigenvectors are normalized as follows: * if ITYPE = 1 or 2, Z**H*B*Z = I; * if ITYPE = 3, Z**H*inv(B)*Z = I. * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of array WORK. * If N <= 1, LWORK >= 1. * If JOBZ = 'N' and N > 1, LWORK >= N. * If JOBZ = 'V' and N > 1, LWORK >= 2*N. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of array RWORK. * If N <= 1, LRWORK >= 1. * If JOBZ = 'N' and N > 1, LRWORK >= N. * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the RWORK array, * returns this value as the first entry of the RWORK array, and * no error message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of array IWORK. * If JOBZ = 'N' or N <= 1, LIWORK >= 1. * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: CPPTRF or CHPEVD returned an error code: * <= N: if INFO = i, CHPEVD failed to converge; * i off-diagonal elements of an intermediate * tridiagonal form did not convergeto zero; * > N: if INFO = N + i, for 1 <= i <= n, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.104. (chpgv itype jobz uplo n ap bp w z ldz work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPGV computes all the eigenvalues and, optionally, the eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. * Here A and B are assumed to be Hermitian, stored in packed format, * and B is also positive definite. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * On exit, the contents of AP are destroyed. * * BP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * B, packed columnwise in a linear array. The j-th column of B * is stored in the array BP as follows: * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j; * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n. * * On exit, the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H, in the same storage * format as B. * * W (output) REAL array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of * eigenvectors. The eigenvectors are normalized as follows: * if ITYPE = 1 or 2, Z**H*B*Z = I; * if ITYPE = 3, Z**H*inv(B)*Z = I. * If JOBZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace) COMPLEX array, dimension (max(1, 2*N-1)) * * RWORK (workspace) REAL array, dimension (max(1, 3*N-2)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: CPPTRF or CHPEV returned an error code: * <= N: if INFO = i, CHPEV failed to converge; * i off-diagonal elements of an intermediate * tridiagonal form did not convergeto zero; * > N: if INFO = N + i, for 1 <= i <= n, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.105. (chpgvx itype jobz range uplo n ap bp vl vu il iu abstol m w z ldz work rwork iwork ifail info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPGVX computes selected eigenvalues and, optionally, eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and * B are assumed to be Hermitian, stored in packed format, and B is also * positive definite. Eigenvalues and eigenvectors can be selected by * specifying either a range of values or a range of indices for the * desired eigenvalues. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found; * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found; * = 'I': the IL-th through IU-th eigenvalues will be found. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * On exit, the contents of AP are destroyed. * * BP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * B, packed columnwise in a linear array. The j-th column of B * is stored in the array BP as follows: * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j; * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n. * * On exit, the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H, in the same storage * format as B. * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing AP to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*SLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*SLAMCH('S'). * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * On normal exit, the first M elements contain the selected * eigenvalues in ascending order. * * Z (output) COMPLEX array, dimension (LDZ, N) * If JOBZ = 'N', then Z is not referenced. * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * The eigenvectors are normalized as follows: * if ITYPE = 1 or 2, Z**H*B*Z = I; * if ITYPE = 3, Z**H*inv(B)*Z = I. * * If an eigenvector fails to converge, then that column of Z * contains the latest approximation to the eigenvector, and the * index of the eigenvector is returned in IFAIL. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: CPPTRF or CHPEVX returned an error code: * <= N: if INFO = i, CHPEVX failed to converge; * i eigenvectors failed to converge. Their indices * are stored in array IFAIL. * > N: if INFO = N + i, for 1 <= i <= n, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.106. (chprfs uplo n nrhs ap afp ipiv b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPRFS improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian indefinite * and packed, and provides error bounds and backward error estimates * for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the Hermitian matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * AFP (input) COMPLEX array, dimension (N*(N+1)/2) * The factored form of the matrix A. AFP contains the block * diagonal matrix D and the multipliers used to obtain the * factor U or L from the factorization A = U*D*U**H or * A = L*D*L**H as computed by CHPTRF, stored as a packed * triangular matrix. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHPTRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CHPTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.107. (chpsv uplo n nrhs ap ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPSV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian matrix stored in packed format and X * and B are N-by-NRHS matrices. * * The diagonal pivoting method is used to factor A as * A = U * D * U**H, if UPLO = 'U', or * A = L * D * L**H, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, D is Hermitian and block diagonal with 1-by-1 * and 2-by-2 diagonal blocks. The factored form of A is then used to * solve the system of equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as * a packed triangular matrix in the same storage format as A. * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D, as * determined by CHPTRF. If IPIV(k) > 0, then rows and columns * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, * then rows and columns k-1 and -IPIV(k) were interchanged and * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 * diagonal block. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, so the solution could not be * computed. * * Further Details * =============== * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the Hermitian matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = conjg(aji)) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. External Functions .. * =====================================================================

8.6.2.5.108. (chpsvx fact uplo n nrhs ap afp ipiv b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPSVX uses the diagonal pivoting factorization A = U*D*U**H or * A = L*D*L**H to compute the solution to a complex system of linear * equations A * X = B, where A is an N-by-N Hermitian matrix stored * in packed format and X and B are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'N', the diagonal pivoting method is used to factor A as * A = U * D * U**H, if UPLO = 'U', or * A = L * D * L**H, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * 2. If some D(i,i)=0, so that D is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 3. The system of equations is solved for X using the factored form * of A. * * 4. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of A has been * supplied on entry. * = 'F': On entry, AFP and IPIV contain the factored form of * A. AFP and IPIV will not be modified. * = 'N': The matrix A will be copied to AFP and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the Hermitian matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. * * AFP (input or output) COMPLEX array, dimension (N*(N+1)/2) * If FACT = 'F', then AFP is an input argument and on entry * contains the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as * a packed triangular matrix in the same storage format as A. * * If FACT = 'N', then AFP is an output argument and on exit * contains the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as * a packed triangular matrix in the same storage format as A. * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains details of the interchanges and the block structure * of D, as determined by CHPTRF. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * If FACT = 'N', then IPIV is an output argument and on exit * contains details of the interchanges and the block structure * of D, as determined by CHPTRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A. If RCOND is less than the machine precision (in * particular, if RCOND = 0), the matrix is singular to working * precision. This condition is indicated by a return code of * INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: D(i,i) is exactly zero. The factorization * has been completed but the factor D is exactly * singular, so the solution and error bounds could * not be computed. RCOND = 0 is returned. * = N+1: D is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * Further Details * =============== * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the Hermitian matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = conjg(aji)) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.109. (chptrd uplo n ap d e tau info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPTRD reduces a complex Hermitian matrix A stored in packed form to * real symmetric tridiagonal form T by a unitary similarity * transformation: Q**H * A * Q = T. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * On exit, if UPLO = 'U', the diagonal and first superdiagonal * of A are overwritten by the corresponding elements of the * tridiagonal matrix T, and the elements above the first * superdiagonal, with the array TAU, represent the unitary * matrix Q as a product of elementary reflectors; if UPLO * = 'L', the diagonal and first subdiagonal of A are over- * written by the corresponding elements of the tridiagonal * matrix T, and the elements below the first subdiagonal, with * the array TAU, represent the unitary matrix Q as a product * of elementary reflectors. See Further Details. * * D (output) REAL array, dimension (N) * The diagonal elements of the tridiagonal matrix T: * D(i) = A(i,i). * * E (output) REAL array, dimension (N-1) * The off-diagonal elements of the tridiagonal matrix T: * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'. * * TAU (output) COMPLEX array, dimension (N-1) * The scalar factors of the elementary reflectors (see Further * Details). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * If UPLO = 'U', the matrix Q is represented as a product of elementary * reflectors * * Q = H(n-1) . . . H(2) H(1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP, * overwriting A(1:i-1,i+1), and tau is stored in TAU(i). * * If UPLO = 'L', the matrix Q is represented as a product of elementary * reflectors * * Q = H(1) H(2) . . . H(n-1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP, * overwriting A(i+2:n,i), and tau is stored in TAU(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.110. (chptrf uplo n ap ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPTRF computes the factorization of a complex Hermitian packed * matrix A using the Bunch-Kaufman diagonal pivoting method: * * A = U*D*U**H or A = L*D*L**H * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L, stored as a packed triangular * matrix overwriting A (see below for further details). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * 5-96 - Based on modifications by J. Lewis, Boeing Computer Services * Company * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.111. (chptri uplo n ap ipiv work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPTRI computes the inverse of a complex Hermitian indefinite matrix * A in packed storage using the factorization A = U*D*U**H or * A = L*D*L**H computed by CHPTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the block diagonal matrix D and the multipliers * used to obtain the factor U or L as computed by CHPTRF, * stored as a packed triangular matrix. * * On exit, if INFO = 0, the (Hermitian) inverse of the original * matrix, stored as a packed triangular matrix. The j-th column * of inv(A) is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = inv(A)(i,j) for 1<=i<=j; * if UPLO = 'L', * AP(i + (j-1)*(2n-j)/2) = inv(A)(i,j) for j<=i<=n. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHPTRF. * * WORK (workspace) COMPLEX array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its * inverse could not be computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.112. (chptrs uplo n nrhs ap ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHPTRS solves a system of linear equations A*X = B with a complex * Hermitian matrix A stored in packed format using the factorization * A = U*D*U**H or A = L*D*L**H computed by CHPTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CHPTRF, stored as a * packed triangular matrix. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CHPTRF. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.113. (chsein side eigsrc initv select n h ldh w vl ldvl vr ldvr mm m work rwork ifaill ifailr info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHSEIN uses inverse iteration to find specified right and/or left * eigenvectors of a complex upper Hessenberg matrix H. * * The right eigenvector x and the left eigenvector y of the matrix H * corresponding to an eigenvalue w are defined by: * * H * x = w * x, y**h * H = w * y**h * * where y**h denotes the conjugate transpose of the vector y. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'R': compute right eigenvectors only; * = 'L': compute left eigenvectors only; * = 'B': compute both right and left eigenvectors. * * EIGSRC (input) CHARACTER*1 * Specifies the source of eigenvalues supplied in W: * = 'Q': the eigenvalues were found using CHSEQR; thus, if * H has zero subdiagonal elements, and so is * block-triangular, then the j-th eigenvalue can be * assumed to be an eigenvalue of the block containing * the j-th row/column. This property allows CHSEIN to * perform inverse iteration on just one diagonal block. * = 'N': no assumptions are made on the correspondence * between eigenvalues and diagonal blocks. In this * case, CHSEIN must always perform inverse iteration * using the whole matrix H. * * INITV (input) CHARACTER*1 * = 'N': no initial vectors are supplied; * = 'U': user-supplied initial vectors are stored in the arrays * VL and/or VR. * * SELECT (input) LOGICAL array, dimension (N) * Specifies the eigenvectors to be computed. To select the * eigenvector corresponding to the eigenvalue W(j), * SELECT(j) must be set to .TRUE.. * * N (input) INTEGER * The order of the matrix H. N >= 0. * * H (input) COMPLEX array, dimension (LDH,N) * The upper Hessenberg matrix H. * * LDH (input) INTEGER * The leading dimension of the array H. LDH >= max(1,N). * * W (input/output) COMPLEX array, dimension (N) * On entry, the eigenvalues of H. * On exit, the real parts of W may have been altered since * close eigenvalues are perturbed slightly in searching for * independent eigenvectors. * * VL (input/output) COMPLEX array, dimension (LDVL,MM) * On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must * contain starting vectors for the inverse iteration for the * left eigenvectors; the starting vector for each eigenvector * must be in the same column in which the eigenvector will be * stored. * On exit, if SIDE = 'L' or 'B', the left eigenvectors * specified by SELECT will be stored consecutively in the * columns of VL, in the same order as their eigenvalues. * If SIDE = 'R', VL is not referenced. * * LDVL (input) INTEGER * The leading dimension of the array VL. * LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise. * * VR (input/output) COMPLEX array, dimension (LDVR,MM) * On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must * contain starting vectors for the inverse iteration for the * right eigenvectors; the starting vector for each eigenvector * must be in the same column in which the eigenvector will be * stored. * On exit, if SIDE = 'R' or 'B', the right eigenvectors * specified by SELECT will be stored consecutively in the * columns of VR, in the same order as their eigenvalues. * If SIDE = 'L', VR is not referenced. * * LDVR (input) INTEGER * The leading dimension of the array VR. * LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise. * * MM (input) INTEGER * The number of columns in the arrays VL and/or VR. MM >= M. * * M (output) INTEGER * The number of columns in the arrays VL and/or VR required to * store the eigenvectors (= the number of .TRUE. elements in * SELECT). * * WORK (workspace) COMPLEX array, dimension (N*N) * * RWORK (workspace) REAL array, dimension (N) * * IFAILL (output) INTEGER array, dimension (MM) * If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left * eigenvector in the i-th column of VL (corresponding to the * eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the * eigenvector converged satisfactorily. * If SIDE = 'R', IFAILL is not referenced. * * IFAILR (output) INTEGER array, dimension (MM) * If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right * eigenvector in the i-th column of VR (corresponding to the * eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the * eigenvector converged satisfactorily. * If SIDE = 'L', IFAILR is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, i is the number of eigenvectors which * failed to converge; see IFAILL and IFAILR for further * details. * * Further Details * =============== * * Each eigenvector is normalized so that the element of largest * magnitude has magnitude 1; here the magnitude of a complex number * (x,y) is taken to be |x|+|y|. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.114. (chseqr job compz n ilo ihi h ldh w z ldz work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CHSEQR computes the eigenvalues of a complex upper Hessenberg * matrix H, and, optionally, the matrices T and Z from the Schur * decomposition H = Z T Z**H, where T is an upper triangular matrix * (the Schur form), and Z is the unitary matrix of Schur vectors. * * Optionally Z may be postmultiplied into an input unitary matrix Q, * so that this routine can give the Schur factorization of a matrix A * which has been reduced to the Hessenberg form H by the unitary * matrix Q: A = Q*H*Q**H = (QZ)*T*(QZ)**H. * * Arguments * ========= * * JOB (input) CHARACTER*1 * = 'E': compute eigenvalues only; * = 'S': compute eigenvalues and the Schur form T. * * COMPZ (input) CHARACTER*1 * = 'N': no Schur vectors are computed; * = 'I': Z is initialized to the unit matrix and the matrix Z * of Schur vectors of H is returned; * = 'V': Z must contain an unitary matrix Q on entry, and * the product Q*Z is returned. * * N (input) INTEGER * The order of the matrix H. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * It is assumed that H is already upper triangular in rows * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally * set by a previous call to CGEBAL, and then passed to CGEHRD * when the matrix output by CGEBAL is reduced to Hessenberg * form. Otherwise ILO and IHI should be set to 1 and N * respectively. * 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. * * H (input/output) COMPLEX array, dimension (LDH,N) * On entry, the upper Hessenberg matrix H. * On exit, if JOB = 'S', H contains the upper triangular matrix * T from the Schur decomposition (the Schur form). If * JOB = 'E', the contents of H are unspecified on exit. * * LDH (input) INTEGER * The leading dimension of the array H. LDH >= max(1,N). * * W (output) COMPLEX array, dimension (N) * The computed eigenvalues. If JOB = 'S', the eigenvalues are * stored in the same order as on the diagonal of the Schur form * returned in H, with W(i) = H(i,i). * * Z (input/output) COMPLEX array, dimension (LDZ,N) * If COMPZ = 'N': Z is not referenced. * If COMPZ = 'I': on entry, Z need not be set, and on exit, Z * contains the unitary matrix Z of the Schur vectors of H. * If COMPZ = 'V': on entry Z must contain an N-by-N matrix Q, * which is assumed to be equal to the unit matrix except for * the submatrix Z(ILO:IHI,ILO:IHI); on exit Z contains Q*Z. * Normally Q is the unitary matrix generated by CUNGHR after * the call to CGEHRD which formed the Hessenberg matrix H. * * LDZ (input) INTEGER * The leading dimension of the array Z. * LDZ >= max(1,N) if COMPZ = 'I' or 'V'; LDZ >= 1 otherwise. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N). * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, CHSEQR failed to compute all the * eigenvalues in a total of 30*(IHI-ILO+1) iterations; * elements 1:ilo-1 and i+1:n of W contain those * eigenvalues which have been successfully computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.115. (clabrd m n nb a lda d e tauq taup x ldx y ldy ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLABRD reduces the first NB rows and columns of a complex general * m by n matrix A to upper or lower real bidiagonal form by a unitary * transformation Q' * A * P, and returns the matrices X and Y which * are needed to apply the transformation to the unreduced part of A. * * If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower * bidiagonal form. * * This is an auxiliary routine called by CGEBRD * * Arguments * ========= * * M (input) INTEGER * The number of rows in the matrix A. * * N (input) INTEGER * The number of columns in the matrix A. * * NB (input) INTEGER * The number of leading rows and columns of A to be reduced. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n general matrix to be reduced. * On exit, the first NB rows and columns of the matrix are * overwritten; the rest of the array is unchanged. * If m >= n, elements on and below the diagonal in the first NB * columns, with the array TAUQ, represent the unitary * matrix Q as a product of elementary reflectors; and * elements above the diagonal in the first NB rows, with the * array TAUP, represent the unitary matrix P as a product * of elementary reflectors. * If m < n, elements below the diagonal in the first NB * columns, with the array TAUQ, represent the unitary * matrix Q as a product of elementary reflectors, and * elements on and above the diagonal in the first NB rows, * with the array TAUP, represent the unitary matrix P as * a product of elementary reflectors. * See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * D (output) REAL array, dimension (NB) * The diagonal elements of the first NB rows and columns of * the reduced matrix. D(i) = A(i,i). * * E (output) REAL array, dimension (NB) * The off-diagonal elements of the first NB rows and columns of * the reduced matrix. * * TAUQ (output) COMPLEX array dimension (NB) * The scalar factors of the elementary reflectors which * represent the unitary matrix Q. See Further Details. * * TAUP (output) COMPLEX array, dimension (NB) * The scalar factors of the elementary reflectors which * represent the unitary matrix P. See Further Details. * * X (output) COMPLEX array, dimension (LDX,NB) * The m-by-nb matrix X required to update the unreduced part * of A. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,M). * * Y (output) COMPLEX array, dimension (LDY,NB) * The n-by-nb matrix Y required to update the unreduced part * of A. * * LDY (output) INTEGER * The leading dimension of the array Y. LDY >= max(1,N). * * Further Details * =============== * * The matrices Q and P are represented as products of elementary * reflectors: * * Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb) * * Each H(i) and G(i) has the form: * * H(i) = I - tauq * v * v' and G(i) = I - taup * u * u' * * where tauq and taup are complex scalars, and v and u are complex * vectors. * * If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in * A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in * A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i). * * If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in * A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in * A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i). * * The elements of the vectors v and u together form the m-by-nb matrix * V and the nb-by-n matrix U' which are needed, with X and Y, to apply * the transformation to the unreduced part of the matrix, using a block * update of the form: A := A - V*Y' - X*U'. * * The contents of A on exit are illustrated by the following examples * with nb = 2: * * m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): * * ( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 ) * ( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 ) * ( v1 v2 a a a ) ( v1 1 a a a a ) * ( v1 v2 a a a ) ( v1 v2 a a a a ) * ( v1 v2 a a a ) ( v1 v2 a a a a ) * ( v1 v2 a a a ) * * where a denotes an element of the original matrix which is unchanged, * vi denotes an element of the vector defining H(i), and ui an element * of the vector defining G(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.116. (clacgv n x incx ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLACGV conjugates a complex vector of length N. * * Arguments * ========= * * N (input) INTEGER * The length of the vector X. N >= 0. * * X (input/output) COMPLEX array, dimension * (1+(N-1)*abs(INCX)) * On entry, the vector of length N to be conjugated. * On exit, X is overwritten with conjg(X). * * INCX (input) INTEGER * The spacing between successive elements of X. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.117. (clacon n v x est kase ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLACON estimates the 1-norm of a square, complex matrix A. * Reverse communication is used for evaluating matrix-vector products. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix. N >= 1. * * V (workspace) COMPLEX array, dimension (N) * On the final return, V = A*W, where EST = norm(V)/norm(W) * (W is not returned). * * X (input/output) COMPLEX array, dimension (N) * On an intermediate return, X should be overwritten by * A * X, if KASE=1, * A' * X, if KASE=2, * where A' is the conjugate transpose of A, and CLACON must be * re-called with all the other parameters unchanged. * * EST (output) REAL * An estimate (a lower bound) for norm(A). * * KASE (input/output) INTEGER * On the initial call to CLACON, KASE should be 0. * On an intermediate return, KASE will be 1 or 2, indicating * whether X should be overwritten by A * X or A' * X. * On the final return from CLACON, KASE will again be 0. * * Further Details * ======= ======= * * Contributed by Nick Higham, University of Manchester. * Originally named CONEST, dated March 16, 1988. * * Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of * a real or complex matrix, with applications to condition estimation", * ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988. * * Last modified: April, 1999 * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.118. (clacp2 uplo m n a lda b ldb ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLACP2 copies all or part of a real two-dimensional matrix A to a * complex matrix B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies the part of the matrix A to be copied to B. * = 'U': Upper triangular part * = 'L': Lower triangular part * Otherwise: All of the matrix A * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input) REAL array, dimension (LDA,N) * The m by n matrix A. If UPLO = 'U', only the upper trapezium * is accessed; if UPLO = 'L', only the lower trapezium is * accessed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (output) COMPLEX array, dimension (LDB,N) * On exit, B = A in the locations specified by UPLO. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,M). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.119. (clacpy uplo m n a lda b ldb ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLACPY copies all or part of a two-dimensional matrix A to another * matrix B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies the part of the matrix A to be copied to B. * = 'U': Upper triangular part * = 'L': Lower triangular part * Otherwise: All of the matrix A * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The m by n matrix A. If UPLO = 'U', only the upper trapezium * is accessed; if UPLO = 'L', only the lower trapezium is * accessed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (output) COMPLEX array, dimension (LDB,N) * On exit, B = A in the locations specified by UPLO. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,M). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.120. (clacrm m n a lda b ldb c ldc rwork ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLACRM performs a very simple matrix-matrix multiplication: * C := A * B, * where A is M by N and complex; B is N by N and real; * C is M by N and complex. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A and of the matrix C. * M >= 0. * * N (input) INTEGER * The number of columns and rows of the matrix B and * the number of columns of the matrix C. * N >= 0. * * A (input) COMPLEX array, dimension (LDA, N) * A contains the M by N matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >=max(1,M). * * B (input) REAL array, dimension (LDB, N) * B contains the N by N matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >=max(1,N). * * C (input) COMPLEX array, dimension (LDC, N) * C contains the M by N matrix C. * * LDC (input) INTEGER * The leading dimension of the array C. LDC >=max(1,N). * * RWORK (workspace) REAL array, dimension (2*M*N) * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.121. (clacrt n cx incx cy incy c s ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLACRT performs the operation * * ( c s )( x ) ==> ( x ) * ( -s c )( y ) ( y ) * * where c and s are complex and the vectors x and y are complex. * * Arguments * ========= * * N (input) INTEGER * The number of elements in the vectors CX and CY. * * CX (input/output) COMPLEX array, dimension (N) * On input, the vector x. * On output, CX is overwritten with c*x + s*y. * * INCX (input) INTEGER * The increment between successive values of CX. INCX <> 0. * * CY (input/output) COMPLEX array, dimension (N) * On input, the vector y. * On output, CY is overwritten with -s*x + c*y. * * INCY (input) INTEGER * The increment between successive values of CY. INCY <> 0. * * C (input) COMPLEX * S (input) COMPLEX * C and S define the matrix * [ C S ]. * [ -S C ] * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.122. (cladiv x y ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLADIV := X / Y, where X and Y are complex. The computation of X / Y * will not overflow on an intermediary step unless the results * overflows. * * Arguments * ========= * * X (input) COMPLEX * Y (input) COMPLEX * The complex scalars X and Y. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.123. (claed0 qsiz n d e q ldq qstore ldqs rwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * Using the divide and conquer method, CLAED0 computes all eigenvalues * of a symmetric tridiagonal matrix which is one diagonal block of * those from reducing a dense or band Hermitian matrix and * corresponding eigenvectors of the dense or band matrix. * * Arguments * ========= * * QSIZ (input) INTEGER * The dimension of the unitary matrix used to reduce * the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1. * * N (input) INTEGER * The dimension of the symmetric tridiagonal matrix. N >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the diagonal elements of the tridiagonal matrix. * On exit, the eigenvalues in ascending order. * * E (input/output) REAL array, dimension (N-1) * On entry, the off-diagonal elements of the tridiagonal matrix. * On exit, E has been destroyed. * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, Q must contain an QSIZ x N matrix whose columns * unitarily orthonormal. It is a part of the unitary matrix * that reduces the full dense Hermitian matrix to a * (reducible) symmetric tridiagonal matrix. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max(1,N). * * IWORK (workspace) INTEGER array, * the dimension of IWORK must be at least * 6 + 6*N + 5*N*lg N * ( lg( N ) = smallest integer k * such that 2^k >= N ) * * RWORK (workspace) REAL array, * dimension (1 + 3*N + 2*N*lg N + 3*N**2) * ( lg( N ) = smallest integer k * such that 2^k >= N ) * * QSTORE (workspace) COMPLEX array, dimension (LDQS, N) * Used to store parts of * the eigenvector matrix when the updating matrix multiplies * take place. * * LDQS (input) INTEGER * The leading dimension of the array QSTORE. * LDQS >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: The algorithm failed to compute an eigenvalue while * working on the submatrix lying in rows and columns * INFO/(N+1) through mod(INFO,N+1). * * ===================================================================== * * Warning: N could be as big as QSIZ! * * .. Parameters .. * =====================================================================

8.6.2.5.124. (claed7 n cutpnt qsiz tlvls curlvl curpbm d q ldq rho indxq qstore qptr prmptr perm givptr givcol givnum work rwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAED7 computes the updated eigensystem of a diagonal * matrix after modification by a rank-one symmetric matrix. This * routine is used only for the eigenproblem which requires all * eigenvalues and optionally eigenvectors of a dense or banded * Hermitian matrix that has been reduced to tridiagonal form. * * T = Q(in) ( D(in) + RHO * Z*Z' ) Q'(in) = Q(out) * D(out) * Q'(out) * * where Z = Q'u, u is a vector of length N with ones in the * CUTPNT and CUTPNT + 1 th elements and zeros elsewhere. * * The eigenvectors of the original matrix are stored in Q, and the * eigenvalues are in D. The algorithm consists of three stages: * * The first stage consists of deflating the size of the problem * when there are multiple eigenvalues or if there is a zero in * the Z vector. For each such occurence the dimension of the * secular equation problem is reduced by one. This stage is * performed by the routine SLAED2. * * The second stage consists of calculating the updated * eigenvalues. This is done by finding the roots of the secular * equation via the routine SLAED4 (as called by SLAED3). * This routine also calculates the eigenvectors of the current * problem. * * The final stage consists of computing the updated eigenvectors * directly using the updated eigenvalues. The eigenvectors for * the current problem are multiplied with the eigenvectors from * the overall problem. * * Arguments * ========= * * N (input) INTEGER * The dimension of the symmetric tridiagonal matrix. N >= 0. * * CUTPNT (input) INTEGER * Contains the location of the last eigenvalue in the leading * sub-matrix. min(1,N) <= CUTPNT <= N. * * QSIZ (input) INTEGER * The dimension of the unitary matrix used to reduce * the full matrix to tridiagonal form. QSIZ >= N. * * TLVLS (input) INTEGER * The total number of merging levels in the overall divide and * conquer tree. * * CURLVL (input) INTEGER * The current level in the overall merge routine, * 0 <= curlvl <= tlvls. * * CURPBM (input) INTEGER * The current problem in the current level in the overall * merge routine (counting from upper left to lower right). * * D (input/output) REAL array, dimension (N) * On entry, the eigenvalues of the rank-1-perturbed matrix. * On exit, the eigenvalues of the repaired matrix. * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, the eigenvectors of the rank-1-perturbed matrix. * On exit, the eigenvectors of the repaired tridiagonal matrix. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max(1,N). * * RHO (input) REAL * Contains the subdiagonal element used to create the rank-1 * modification. * * INDXQ (output) INTEGER array, dimension (N) * This contains the permutation which will reintegrate the * subproblem just solved back into sorted order, * ie. D( INDXQ( I = 1, N ) ) will be in ascending order. * * IWORK (workspace) INTEGER array, dimension (4*N) * * RWORK (workspace) REAL array, * dimension (3*N+2*QSIZ*N) * * WORK (workspace) COMPLEX array, dimension (QSIZ*N) * * QSTORE (input/output) REAL array, dimension (N**2+1) * Stores eigenvectors of submatrices encountered during * divide and conquer, packed together. QPTR points to * beginning of the submatrices. * * QPTR (input/output) INTEGER array, dimension (N+2) * List of indices pointing to beginning of submatrices stored * in QSTORE. The submatrices are numbered starting at the * bottom left of the divide and conquer tree, from left to * right and bottom to top. * * PRMPTR (input) INTEGER array, dimension (N lg N) * Contains a list of pointers which indicate where in PERM a * level's permutation is stored. PRMPTR(i+1) - PRMPTR(i) * indicates the size of the permutation and also the size of * the full, non-deflated problem. * * PERM (input) INTEGER array, dimension (N lg N) * Contains the permutations (from deflation and sorting) to be * applied to each eigenblock. * * GIVPTR (input) INTEGER array, dimension (N lg N) * Contains a list of pointers which indicate where in GIVCOL a * level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i) * indicates the number of Givens rotations. * * GIVCOL (input) INTEGER array, dimension (2, N lg N) * Each pair of numbers indicates a pair of columns to take place * in a Givens rotation. * * GIVNUM (input) REAL array, dimension (2, N lg N) * Each number indicates the S value to be used in the * corresponding Givens rotation. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = 1, an eigenvalue did not converge * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.125. (claed8 k n qsiz q ldq d rho cutpnt z dlamda q2 ldq2 w indxp indx indxq perm givptr givcol givnum info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAED8 merges the two sets of eigenvalues together into a single * sorted set. Then it tries to deflate the size of the problem. * There are two ways in which deflation can occur: when two or more * eigenvalues are close together or if there is a tiny element in the * Z vector. For each such occurrence the order of the related secular * equation problem is reduced by one. * * Arguments * ========= * * K (output) INTEGER * Contains the number of non-deflated eigenvalues. * This is the order of the related secular equation. * * N (input) INTEGER * The dimension of the symmetric tridiagonal matrix. N >= 0. * * QSIZ (input) INTEGER * The dimension of the unitary matrix used to reduce * the dense or band matrix to tridiagonal form. * QSIZ >= N if ICOMPQ = 1. * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, Q contains the eigenvectors of the partially solved * system which has been previously updated in matrix * multiplies with other partially solved eigensystems. * On exit, Q contains the trailing (N-K) updated eigenvectors * (those which were deflated) in its last N-K columns. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max( 1, N ). * * D (input/output) REAL array, dimension (N) * On entry, D contains the eigenvalues of the two submatrices to * be combined. On exit, D contains the trailing (N-K) updated * eigenvalues (those which were deflated) sorted into increasing * order. * * RHO (input/output) REAL * Contains the off diagonal element associated with the rank-1 * cut which originally split the two submatrices which are now * being recombined. RHO is modified during the computation to * the value required by SLAED3. * * CUTPNT (input) INTEGER * Contains the location of the last eigenvalue in the leading * sub-matrix. MIN(1,N) <= CUTPNT <= N. * * Z (input) REAL array, dimension (N) * On input this vector contains the updating vector (the last * row of the first sub-eigenvector matrix and the first row of * the second sub-eigenvector matrix). The contents of Z are * destroyed during the updating process. * * DLAMDA (output) REAL array, dimension (N) * Contains a copy of the first K eigenvalues which will be used * by SLAED3 to form the secular equation. * * Q2 (output) COMPLEX array, dimension (LDQ2,N) * If ICOMPQ = 0, Q2 is not referenced. Otherwise, * Contains a copy of the first K eigenvectors which will be used * by SLAED7 in a matrix multiply (SGEMM) to update the new * eigenvectors. * * LDQ2 (input) INTEGER * The leading dimension of the array Q2. LDQ2 >= max( 1, N ). * * W (output) REAL array, dimension (N) * This will hold the first k values of the final * deflation-altered z-vector and will be passed to SLAED3. * * INDXP (workspace) INTEGER array, dimension (N) * This will contain the permutation used to place deflated * values of D at the end of the array. On output INDXP(1:K) * points to the nondeflated D-values and INDXP(K+1:N) * points to the deflated eigenvalues. * * INDX (workspace) INTEGER array, dimension (N) * This will contain the permutation used to sort the contents of * D into ascending order. * * INDXQ (input) INTEGER array, dimension (N) * This contains the permutation which separately sorts the two * sub-problems in D into ascending order. Note that elements in * the second half of this permutation must first have CUTPNT * added to their values in order to be accurate. * * PERM (output) INTEGER array, dimension (N) * Contains the permutations (from deflation and sorting) to be * applied to each eigenblock. * * GIVPTR (output) INTEGER * Contains the number of Givens rotations which took place in * this subproblem. * * GIVCOL (output) INTEGER array, dimension (2, N) * Each pair of numbers indicates a pair of columns to take place * in a Givens rotation. * * GIVNUM (output) REAL array, dimension (2, N) * Each number indicates the S value to be used in the * corresponding Givens rotation. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.126. (claein rightv noinit n h ldh w v b ldb rwork eps3 smlnum info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAEIN uses inverse iteration to find a right or left eigenvector * corresponding to the eigenvalue W of a complex upper Hessenberg * matrix H. * * Arguments * ========= * * RIGHTV (input) LOGICAL * = .TRUE. : compute right eigenvector; * = .FALSE.: compute left eigenvector. * * NOINIT (input) LOGICAL * = .TRUE. : no initial vector supplied in V * = .FALSE.: initial vector supplied in V. * * N (input) INTEGER * The order of the matrix H. N >= 0. * * H (input) COMPLEX array, dimension (LDH,N) * The upper Hessenberg matrix H. * * LDH (input) INTEGER * The leading dimension of the array H. LDH >= max(1,N). * * W (input) COMPLEX * The eigenvalue of H whose corresponding right or left * eigenvector is to be computed. * * V (input/output) COMPLEX array, dimension (N) * On entry, if NOINIT = .FALSE., V must contain a starting * vector for inverse iteration; otherwise V need not be set. * On exit, V contains the computed eigenvector, normalized so * that the component of largest magnitude has magnitude 1; here * the magnitude of a complex number (x,y) is taken to be * |x| + |y|. * * B (workspace) COMPLEX array, dimension (LDB,N) * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * RWORK (workspace) REAL array, dimension (N) * * EPS3 (input) REAL * A small machine-dependent value which is used to perturb * close eigenvalues, and to replace zero pivots. * * SMLNUM (input) REAL * A machine-dependent value close to the underflow threshold. * * INFO (output) INTEGER * = 0: successful exit * = 1: inverse iteration did not converge; V is set to the * last iterate. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.127. (claesy a b c rt1 rt2 evscal cs1 sn1 ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAESY computes the eigendecomposition of a 2-by-2 symmetric matrix * ( ( A, B );( B, C ) ) * provided the norm of the matrix of eigenvectors is larger than * some threshold value. * * RT1 is the eigenvalue of larger absolute value, and RT2 of * smaller absolute value. If the eigenvectors are computed, then * on return ( CS1, SN1 ) is the unit eigenvector for RT1, hence * * [ CS1 SN1 ] . [ A B ] . [ CS1 -SN1 ] = [ RT1 0 ] * [ -SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ] * * Arguments * ========= * * A (input) COMPLEX * The ( 1, 1 ) element of input matrix. * * B (input) COMPLEX * The ( 1, 2 ) element of input matrix. The ( 2, 1 ) element * is also given by B, since the 2-by-2 matrix is symmetric. * * C (input) COMPLEX * The ( 2, 2 ) element of input matrix. * * RT1 (output) COMPLEX * The eigenvalue of larger modulus. * * RT2 (output) COMPLEX * The eigenvalue of smaller modulus. * * EVSCAL (output) COMPLEX * The complex value by which the eigenvector matrix was scaled * to make it orthonormal. If EVSCAL is zero, the eigenvectors * were not computed. This means one of two things: the 2-by-2 * matrix could not be diagonalized, or the norm of the matrix * of eigenvectors before scaling was larger than the threshold * value THRESH (set below). * * CS1 (output) COMPLEX * SN1 (output) COMPLEX * If EVSCAL .NE. 0, ( CS1, SN1 ) is the unit right eigenvector * for RT1. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.128. (claev2 a b c rt1 rt2 cs1 sn1 ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAEV2 computes the eigendecomposition of a 2-by-2 Hermitian matrix * [ A B ] * [ CONJG(B) C ]. * On return, RT1 is the eigenvalue of larger absolute value, RT2 is the * eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right * eigenvector for RT1, giving the decomposition * * [ CS1 CONJG(SN1) ] [ A B ] [ CS1 -CONJG(SN1) ] = [ RT1 0 ] * [-SN1 CS1 ] [ CONJG(B) C ] [ SN1 CS1 ] [ 0 RT2 ]. * * Arguments * ========= * * A (input) COMPLEX * The (1,1) element of the 2-by-2 matrix. * * B (input) COMPLEX * The (1,2) element and the conjugate of the (2,1) element of * the 2-by-2 matrix. * * C (input) COMPLEX * The (2,2) element of the 2-by-2 matrix. * * RT1 (output) REAL * The eigenvalue of larger absolute value. * * RT2 (output) REAL * The eigenvalue of smaller absolute value. * * CS1 (output) REAL * SN1 (output) COMPLEX * The vector (CS1, SN1) is a unit right eigenvector for RT1. * * Further Details * =============== * * RT1 is accurate to a few ulps barring over/underflow. * * RT2 may be inaccurate if there is massive cancellation in the * determinant A*C-B*B; higher precision or correctly rounded or * correctly truncated arithmetic would be needed to compute RT2 * accurately in all cases. * * CS1 and SN1 are accurate to a few ulps barring over/underflow. * * Overflow is possible only if RT1 is within a factor of 5 of overflow. * Underflow is harmless if the input data is 0 or exceeds * underflow_threshold / macheps. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.129. (clags2 upper a1 a2 a3 b1 b2 b3 csu snu csv snv csq snq ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAGS2 computes 2-by-2 unitary matrices U, V and Q, such * that if ( UPPER ) then * * U'*A*Q = U'*( A1 A2 )*Q = ( x 0 ) * ( 0 A3 ) ( x x ) * and * V'*B*Q = V'*( B1 B2 )*Q = ( x 0 ) * ( 0 B3 ) ( x x ) * * or if ( .NOT.UPPER ) then * * U'*A*Q = U'*( A1 0 )*Q = ( x x ) * ( A2 A3 ) ( 0 x ) * and * V'*B*Q = V'*( B1 0 )*Q = ( x x ) * ( B2 B3 ) ( 0 x ) * where * * U = ( CSU SNU ), V = ( CSV SNV ), * ( -CONJG(SNU) CSU ) ( -CONJG(SNV) CSV ) * * Q = ( CSQ SNQ ) * ( -CONJG(SNQ) CSQ ) * * Z' denotes the conjugate transpose of Z. * * The rows of the transformed A and B are parallel. Moreover, if the * input 2-by-2 matrix A is not zero, then the transformed (1,1) entry * of A is not zero. If the input matrices A and B are both not zero, * then the transformed (2,2) element of B is not zero, except when the * first rows of input A and B are parallel and the second rows are * zero. * * Arguments * ========= * * UPPER (input) LOGICAL * = .TRUE.: the input matrices A and B are upper triangular. * = .FALSE.: the input matrices A and B are lower triangular. * * A1 (input) REAL * A2 (input) COMPLEX * A3 (input) REAL * On entry, A1, A2 and A3 are elements of the input 2-by-2 * upper (lower) triangular matrix A. * * B1 (input) REAL * B2 (input) COMPLEX * B3 (input) REAL * On entry, B1, B2 and B3 are elements of the input 2-by-2 * upper (lower) triangular matrix B. * * CSU (output) REAL * SNU (output) COMPLEX * The desired unitary matrix U. * * CSV (output) REAL * SNV (output) COMPLEX * The desired unitary matrix V. * * CSQ (output) REAL * SNQ (output) COMPLEX * The desired unitary matrix Q. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.130. (clagtm trans n nrhs alpha dl d du x ldx beta b ldb ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAGTM performs a matrix-vector product of the form * * B := alpha * A * X + beta * B * * where A is a tridiagonal matrix of order N, B and X are N by NRHS * matrices, and alpha and beta are real scalars, each of which may be * 0., 1., or -1. * * Arguments * ========= * * TRANS (input) CHARACTER * Specifies the operation applied to A. * = 'N': No transpose, B := alpha * A * X + beta * B * = 'T': Transpose, B := alpha * A**T * X + beta * B * = 'C': Conjugate transpose, B := alpha * A**H * X + beta * B * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices X and B. * * ALPHA (input) REAL * The scalar alpha. ALPHA must be 0., 1., or -1.; otherwise, * it is assumed to be 0. * * DL (input) COMPLEX array, dimension (N-1) * The (n-1) sub-diagonal elements of T. * * D (input) COMPLEX array, dimension (N) * The diagonal elements of T. * * DU (input) COMPLEX array, dimension (N-1) * The (n-1) super-diagonal elements of T. * * X (input) COMPLEX array, dimension (LDX,NRHS) * The N by NRHS matrix X. * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(N,1). * * BETA (input) REAL * The scalar beta. BETA must be 0., 1., or -1.; otherwise, * it is assumed to be 1. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N by NRHS matrix B. * On exit, B is overwritten by the matrix expression * B := alpha * A * X + beta * B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(N,1). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.131. (clahef uplo n nb kb a lda ipiv w ldw info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAHEF computes a partial factorization of a complex Hermitian * matrix A using the Bunch-Kaufman diagonal pivoting method. The * partial factorization has the form: * * A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: * ( 0 U22 ) ( 0 D ) ( U12' U22' ) * * A = ( L11 0 ) ( D 0 ) ( L11' L21' ) if UPLO = 'L' * ( L21 I ) ( 0 A22 ) ( 0 I ) * * where the order of D is at most NB. The actual order is returned in * the argument KB, and is either NB or NB-1, or N if N <= NB. * Note that U' denotes the conjugate transpose of U. * * CLAHEF is an auxiliary routine called by CHETRF. It uses blocked code * (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or * A22 (if UPLO = 'L'). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NB (input) INTEGER * The maximum number of columns of the matrix A that should be * factored. NB should be at least 2 to allow for 2-by-2 pivot * blocks. * * KB (output) INTEGER * The number of columns of A that were actually factored. * KB is either NB-1 or NB, or N if N <= NB. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * On exit, A contains details of the partial factorization. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If UPLO = 'U', only the last KB elements of IPIV are set; * if UPLO = 'L', only the first KB elements are set. * * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * W (workspace) COMPLEX array, dimension (LDW,NB) * * LDW (input) INTEGER * The leading dimension of the array W. LDW >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * > 0: if INFO = k, D(k,k) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.132. (clahqr wantt wantz n ilo ihi h ldh w iloz ihiz z ldz info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAHQR is an auxiliary routine called by CHSEQR to update the * eigenvalues and Schur decomposition already computed by CHSEQR, by * dealing with the Hessenberg submatrix in rows and columns ILO to IHI. * * Arguments * ========= * * WANTT (input) LOGICAL * = .TRUE. : the full Schur form T is required; * = .FALSE.: only eigenvalues are required. * * WANTZ (input) LOGICAL * = .TRUE. : the matrix of Schur vectors Z is required; * = .FALSE.: Schur vectors are not required. * * N (input) INTEGER * The order of the matrix H. N >= 0. * * ILO (input) INTEGER * IHI (input) INTEGER * It is assumed that H is already upper triangular in rows and * columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless ILO = 1). * CLAHQR works primarily with the Hessenberg submatrix in rows * and columns ILO to IHI, but applies transformations to all of * H if WANTT is .TRUE.. * 1 <= ILO <= max(1,IHI); IHI <= N. * * H (input/output) COMPLEX array, dimension (LDH,N) * On entry, the upper Hessenberg matrix H. * On exit, if WANTT is .TRUE., H is upper triangular in rows * and columns ILO:IHI, with any 2-by-2 diagonal blocks in * standard form. If WANTT is .FALSE., the contents of H are * unspecified on exit. * * LDH (input) INTEGER * The leading dimension of the array H. LDH >= max(1,N). * * W (output) COMPLEX array, dimension (N) * The computed eigenvalues ILO to IHI are stored in the * corresponding elements of W. If WANTT is .TRUE., the * eigenvalues are stored in the same order as on the diagonal * of the Schur form returned in H, with W(i) = H(i,i). * * ILOZ (input) INTEGER * IHIZ (input) INTEGER * Specify the rows of Z to which transformations must be * applied if WANTZ is .TRUE.. * 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. * * Z (input/output) COMPLEX array, dimension (LDZ,N) * If WANTZ is .TRUE., on entry Z must contain the current * matrix Z of transformations accumulated by CHSEQR, and on * exit Z has been updated; transformations are applied only to * the submatrix Z(ILOZ:IHIZ,ILO:IHI). * If WANTZ is .FALSE., Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * > 0: if INFO = i, CLAHQR failed to compute all the * eigenvalues ILO to IHI in a total of 30*(IHI-ILO+1) * iterations; elements i+1:ihi of W contain those * eigenvalues which have been successfully computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.133. (clahrd n k nb a lda tau t_ ldt y ldy ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAHRD reduces the first NB columns of a complex general n-by-(n-k+1) * matrix A so that elements below the k-th subdiagonal are zero. The * reduction is performed by a unitary similarity transformation * Q' * A * Q. The routine returns the matrices V and T which determine * Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T. * * This is an auxiliary routine called by CGEHRD. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. * * K (input) INTEGER * The offset for the reduction. Elements below the k-th * subdiagonal in the first NB columns are reduced to zero. * * NB (input) INTEGER * The number of columns to be reduced. * * A (input/output) COMPLEX array, dimension (LDA,N-K+1) * On entry, the n-by-(n-k+1) general matrix A. * On exit, the elements on and above the k-th subdiagonal in * the first NB columns are overwritten with the corresponding * elements of the reduced matrix; the elements below the k-th * subdiagonal, with the array TAU, represent the matrix Q as a * product of elementary reflectors. The other columns of A are * unchanged. See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * TAU (output) COMPLEX array, dimension (NB) * The scalar factors of the elementary reflectors. See Further * Details. * * T (output) COMPLEX array, dimension (LDT,NB) * The upper triangular matrix T. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= NB. * * Y (output) COMPLEX array, dimension (LDY,NB) * The n-by-nb matrix Y. * * LDY (input) INTEGER * The leading dimension of the array Y. LDY >= max(1,N). * * Further Details * =============== * * The matrix Q is represented as a product of nb elementary reflectors * * Q = H(1) H(2) . . . H(nb). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in * A(i+k+1:n,i), and tau in TAU(i). * * The elements of the vectors v together form the (n-k+1)-by-nb matrix * V which is needed, with T and Y, to apply the transformation to the * unreduced part of the matrix, using an update of the form: * A := (I - V*T*V') * (A - Y*V'). * * The contents of A on exit are illustrated by the following example * with n = 7, k = 3 and nb = 2: * * ( a h a a a ) * ( a h a a a ) * ( a h a a a ) * ( h h a a a ) * ( v1 h a a a ) * ( v1 v2 a a a ) * ( v1 v2 a a a ) * * where a denotes an element of the original matrix A, h denotes a * modified element of the upper Hessenberg matrix H, and vi denotes an * element of the vector defining H(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.134. (claic1 job j x sest w gamma sestpr s c ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAIC1 applies one step of incremental condition estimation in * its simplest version: * * Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j * lower triangular matrix L, such that * twonorm(L*x) = sest * Then CLAIC1 computes sestpr, s, c such that * the vector * [ s*x ] * xhat = [ c ] * is an approximate singular vector of * [ L 0 ] * Lhat = [ w' gamma ] * in the sense that * twonorm(Lhat*xhat) = sestpr. * * Depending on JOB, an estimate for the largest or smallest singular * value is computed. * * Note that [s c]' and sestpr**2 is an eigenpair of the system * * diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ] * [ conjg(gamma) ] * * where alpha = conjg(x)'*w. * * Arguments * ========= * * JOB (input) INTEGER * = 1: an estimate for the largest singular value is computed. * = 2: an estimate for the smallest singular value is computed. * * J (input) INTEGER * Length of X and W * * X (input) COMPLEX array, dimension (J) * The j-vector x. * * SEST (input) REAL * Estimated singular value of j by j matrix L * * W (input) COMPLEX array, dimension (J) * The j-vector w. * * GAMMA (input) COMPLEX * The diagonal element gamma. * * SESTPR (output) REAL * Estimated singular value of (j+1) by (j+1) matrix Lhat. * * S (output) COMPLEX * Sine needed in forming xhat. * * C (output) COMPLEX * Cosine needed in forming xhat. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.135. (clals0 icompq nl nr sqre nrhs b ldb bx ldbx perm givptr givcol ldgcol givnum ldgnum poles difl difr z k c s rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLALS0 applies back the multiplying factors of either the left or the * right singular vector matrix of a diagonal matrix appended by a row * to the right hand side matrix B in solving the least squares problem * using the divide-and-conquer SVD approach. * * For the left singular vector matrix, three types of orthogonal * matrices are involved: * * (1L) Givens rotations: the number of such rotations is GIVPTR; the * pairs of columns/rows they were applied to are stored in GIVCOL; * and the C- and S-values of these rotations are stored in GIVNUM. * * (2L) Permutation. The (NL+1)-st row of B is to be moved to the first * row, and for J=2:N, PERM(J)-th row of B is to be moved to the * J-th row. * * (3L) The left singular vector matrix of the remaining matrix. * * For the right singular vector matrix, four types of orthogonal * matrices are involved: * * (1R) The right singular vector matrix of the remaining matrix. * * (2R) If SQRE = 1, one extra Givens rotation to generate the right * null space. * * (3R) The inverse transformation of (2L). * * (4R) The inverse transformation of (1L). * * Arguments * ========= * * ICOMPQ (input) INTEGER * Specifies whether singular vectors are to be computed in * factored form: * = 0: Left singular vector matrix. * = 1: Right singular vector matrix. * * NL (input) INTEGER * The row dimension of the upper block. NL >= 1. * * NR (input) INTEGER * The row dimension of the lower block. NR >= 1. * * SQRE (input) INTEGER * = 0: the lower block is an NR-by-NR square matrix. * = 1: the lower block is an NR-by-(NR+1) rectangular matrix. * * The bidiagonal matrix has row dimension N = NL + NR + 1, * and column dimension M = N + SQRE. * * NRHS (input) INTEGER * The number of columns of B and BX. NRHS must be at least 1. * * B (input/output) COMPLEX array, dimension ( LDB, NRHS ) * On input, B contains the right hand sides of the least * squares problem in rows 1 through M. On output, B contains * the solution X in rows 1 through N. * * LDB (input) INTEGER * The leading dimension of B. LDB must be at least * max(1,MAX( M, N ) ). * * BX (workspace) COMPLEX array, dimension ( LDBX, NRHS ) * * LDBX (input) INTEGER * The leading dimension of BX. * * PERM (input) INTEGER array, dimension ( N ) * The permutations (from deflation and sorting) applied * to the two blocks. * * GIVPTR (input) INTEGER * The number of Givens rotations which took place in this * subproblem. * * GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 ) * Each pair of numbers indicates a pair of rows/columns * involved in a Givens rotation. * * LDGCOL (input) INTEGER * The leading dimension of GIVCOL, must be at least N. * * GIVNUM (input) REAL array, dimension ( LDGNUM, 2 ) * Each number indicates the C or S value used in the * corresponding Givens rotation. * * LDGNUM (input) INTEGER * The leading dimension of arrays DIFR, POLES and * GIVNUM, must be at least K. * * POLES (input) REAL array, dimension ( LDGNUM, 2 ) * On entry, POLES(1:K, 1) contains the new singular * values obtained from solving the secular equation, and * POLES(1:K, 2) is an array containing the poles in the secular * equation. * * DIFL (input) REAL array, dimension ( K ). * On entry, DIFL(I) is the distance between I-th updated * (undeflated) singular value and the I-th (undeflated) old * singular value. * * DIFR (input) REAL array, dimension ( LDGNUM, 2 ). * On entry, DIFR(I, 1) contains the distances between I-th * updated (undeflated) singular value and the I+1-th * (undeflated) old singular value. And DIFR(I, 2) is the * normalizing factor for the I-th right singular vector. * * Z (input) REAL array, dimension ( K ) * Contain the components of the deflation-adjusted updating row * vector. * * K (input) INTEGER * Contains the dimension of the non-deflated matrix, * This is the order of the related secular equation. 1 <= K <=N. * * C (input) REAL * C contains garbage if SQRE =0 and the C-value of a Givens * rotation related to the right null space if SQRE = 1. * * S (input) REAL * S contains garbage if SQRE =0 and the S-value of a Givens * rotation related to the right null space if SQRE = 1. * * RWORK (workspace) REAL array, dimension * ( K*(1+NRHS) + 2*NRHS ) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * Based on contributions by * Ming Gu and Ren-Cang Li, Computer Science Division, University of * California at Berkeley, USA * Osni Marques, LBNL/NERSC, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.136. (clalsa icompq smlsiz n nrhs b ldb bx ldbx u ldu vt k difl difr z poles givptr givcol ldgcol perm givnum c s rwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLALSA is an itermediate step in solving the least squares problem * by computing the SVD of the coefficient matrix in compact form (The * singular vectors are computed as products of simple orthorgonal * matrices.). * * If ICOMPQ = 0, CLALSA applies the inverse of the left singular vector * matrix of an upper bidiagonal matrix to the right hand side; and if * ICOMPQ = 1, CLALSA applies the right singular vector matrix to the * right hand side. The singular vector matrices were generated in * compact form by CLALSA. * * Arguments * ========= * * ICOMPQ (input) INTEGER * Specifies whether the left or the right singular vector * matrix is involved. * = 0: Left singular vector matrix * = 1: Right singular vector matrix * * SMLSIZ (input) INTEGER * The maximum size of the subproblems at the bottom of the * computation tree. * * N (input) INTEGER * The row and column dimensions of the upper bidiagonal matrix. * * NRHS (input) INTEGER * The number of columns of B and BX. NRHS must be at least 1. * * B (input) COMPLEX array, dimension ( LDB, NRHS ) * On input, B contains the right hand sides of the least * squares problem in rows 1 through M. On output, B contains * the solution X in rows 1 through N. * * LDB (input) INTEGER * The leading dimension of B in the calling subprogram. * LDB must be at least max(1,MAX( M, N ) ). * * BX (output) COMPLEX array, dimension ( LDBX, NRHS ) * On exit, the result of applying the left or right singular * vector matrix to B. * * LDBX (input) INTEGER * The leading dimension of BX. * * U (input) REAL array, dimension ( LDU, SMLSIZ ). * On entry, U contains the left singular vector matrices of all * subproblems at the bottom level. * * LDU (input) INTEGER, LDU = > N. * The leading dimension of arrays U, VT, DIFL, DIFR, * POLES, GIVNUM, and Z. * * VT (input) REAL array, dimension ( LDU, SMLSIZ+1 ). * On entry, VT' contains the right singular vector matrices of * all subproblems at the bottom level. * * K (input) INTEGER array, dimension ( N ). * * DIFL (input) REAL array, dimension ( LDU, NLVL ). * where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1. * * DIFR (input) REAL array, dimension ( LDU, 2 * NLVL ). * On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record * distances between singular values on the I-th level and * singular values on the (I -1)-th level, and DIFR(*, 2 * I) * record the normalizing factors of the right singular vectors * matrices of subproblems on I-th level. * * Z (input) REAL array, dimension ( LDU, NLVL ). * On entry, Z(1, I) contains the components of the deflation- * adjusted updating row vector for subproblems on the I-th * level. * * POLES (input) REAL array, dimension ( LDU, 2 * NLVL ). * On entry, POLES(*, 2 * I -1: 2 * I) contains the new and old * singular values involved in the secular equations on the I-th * level. * * GIVPTR (input) INTEGER array, dimension ( N ). * On entry, GIVPTR( I ) records the number of Givens * rotations performed on the I-th problem on the computation * tree. * * GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 * NLVL ). * On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records the * locations of Givens rotations performed on the I-th level on * the computation tree. * * LDGCOL (input) INTEGER, LDGCOL = > N. * The leading dimension of arrays GIVCOL and PERM. * * PERM (input) INTEGER array, dimension ( LDGCOL, NLVL ). * On entry, PERM(*, I) records permutations done on the I-th * level of the computation tree. * * GIVNUM (input) REAL array, dimension ( LDU, 2 * NLVL ). * On entry, GIVNUM(*, 2 *I -1 : 2 * I) records the C- and S- * values of Givens rotations performed on the I-th level on the * computation tree. * * C (input) REAL array, dimension ( N ). * On entry, if the I-th subproblem is not square, * C( I ) contains the C-value of a Givens rotation related to * the right null space of the I-th subproblem. * * S (input) REAL array, dimension ( N ). * On entry, if the I-th subproblem is not square, * S( I ) contains the S-value of a Givens rotation related to * the right null space of the I-th subproblem. * * RWORK (workspace) REAL array, dimension at least * max ( N, (SMLSZ+1)*NRHS*3 ). * * IWORK (workspace) INTEGER array. * The dimension must be at least 3 * N * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * Based on contributions by * Ming Gu and Ren-Cang Li, Computer Science Division, University of * California at Berkeley, USA * Osni Marques, LBNL/NERSC, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.137. (clalsd uplo smlsiz n nrhs d e b ldb rcond rank work rwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLALSD uses the singular value decomposition of A to solve the least * squares problem of finding X to minimize the Euclidean norm of each * column of A*X-B, where A is N-by-N upper bidiagonal, and X and B * are N-by-NRHS. The solution X overwrites B. * * The singular values of A smaller than RCOND times the largest * singular value are treated as zero in solving the least squares * problem; in this case a minimum norm solution is returned. * The actual singular values are returned in D in ascending order. * * This code makes very mild assumptions about floating point * arithmetic. It will work on machines with a guard digit in * add/subtract, or on those binary machines without guard digits * which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. * It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': D and E define an upper bidiagonal matrix. * = 'L': D and E define a lower bidiagonal matrix. * * SMLSIZ (input) INTEGER * The maximum size of the subproblems at the bottom of the * computation tree. * * N (input) INTEGER * The dimension of the bidiagonal matrix. N >= 0. * * NRHS (input) INTEGER * The number of columns of B. NRHS must be at least 1. * * D (input/output) REAL array, dimension (N) * On entry D contains the main diagonal of the bidiagonal * matrix. On exit, if INFO = 0, D contains its singular values. * * E (input) REAL array, dimension (N-1) * Contains the super-diagonal entries of the bidiagonal matrix. * On exit, E has been destroyed. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On input, B contains the right hand sides of the least * squares problem. On output, B contains the solution X. * * LDB (input) INTEGER * The leading dimension of B in the calling subprogram. * LDB must be at least max(1,N). * * RCOND (input) REAL * The singular values of A less than or equal to RCOND times * the largest singular value are treated as zero in solving * the least squares problem. If RCOND is negative, * machine precision is used instead. * For example, if diag(S)*X=B were the least squares problem, * where diag(S) is a diagonal matrix of singular values, the * solution would be X(i) = B(i) / S(i) if S(i) is greater than * RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to * RCOND*max(S). * * RANK (output) INTEGER * The number of singular values of A greater than RCOND times * the largest singular value. * * WORK (workspace) COMPLEX array, dimension at least * (N * NRHS). * * RWORK (workspace) REAL array, dimension at least * (9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS + (SMLSIZ+1)**2), * where * NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 ) * * IWORK (workspace) INTEGER array, dimension at least * (3*N*NLVL + 11*N). * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: The algorithm failed to compute an singular value while * working on the submatrix lying in rows and columns * INFO/(N+1) through MOD(INFO,N+1). * * Further Details * =============== * * Based on contributions by * Ming Gu and Ren-Cang Li, Computer Science Division, University of * California at Berkeley, USA * Osni Marques, LBNL/NERSC, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.138. (clangb norm n kl ku ab ldab work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANGB returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of an * n by n band matrix A, with kl sub-diagonals and ku super-diagonals. * * Description * =========== * * CLANGB returns the value * * CLANGB = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANGB as described * above. * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANGB is * set to zero. * * KL (input) INTEGER * The number of sub-diagonals of the matrix A. KL >= 0. * * KU (input) INTEGER * The number of super-diagonals of the matrix A. KU >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The band matrix A, stored in rows 1 to KL+KU+1. The j-th * column of A is stored in the j-th column of the array AB as * follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I'; otherwise, WORK is not * referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.139. (clange norm m n a lda work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANGE returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * complex matrix A. * * Description * =========== * * CLANGE returns the value * * CLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANGE as described * above. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. When M = 0, * CLANGE is set to zero. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. When N = 0, * CLANGE is set to zero. * * A (input) COMPLEX array, dimension (LDA,N) * The m by n matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(M,1). * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= M when NORM = 'I'; otherwise, WORK is not * referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.140. (clangt norm n dl d du ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANGT returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * complex tridiagonal matrix A. * * Description * =========== * * CLANGT returns the value * * CLANGT = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANGT as described * above. * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANGT is * set to zero. * * DL (input) COMPLEX array, dimension (N-1) * The (n-1) sub-diagonal elements of A. * * D (input) COMPLEX array, dimension (N) * The diagonal elements of A. * * DU (input) COMPLEX array, dimension (N-1) * The (n-1) super-diagonal elements of A. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.141. (clanhb norm uplo n k ab ldab work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANHB returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of an * n by n hermitian band matrix A, with k super-diagonals. * * Description * =========== * * CLANHB returns the value * * CLANHB = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANHB as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * band matrix A is supplied. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANHB is * set to zero. * * K (input) INTEGER * The number of super-diagonals or sub-diagonals of the * band matrix A. K >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangle of the hermitian band matrix A, * stored in the first K+1 rows of AB. The j-th column of A is * stored in the j-th column of the array AB as follows: * if UPLO = 'U', AB(k+1+i-j,j) = A(i,j) for max(1,j-k)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+k). * Note that the imaginary parts of the diagonal elements need * not be set and are assumed to be zero. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= K+1. * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, * WORK is not referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.142. (clanhe norm uplo n a lda work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANHE returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * complex hermitian matrix A. * * Description * =========== * * CLANHE returns the value * * CLANHE = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANHE as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * hermitian matrix A is to be referenced. * = 'U': Upper triangular part of A is referenced * = 'L': Lower triangular part of A is referenced * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANHE is * set to zero. * * A (input) COMPLEX array, dimension (LDA,N) * The hermitian matrix A. If UPLO = 'U', the leading n by n * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading n by n lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. Note that the imaginary parts of the diagonal * elements need not be set and are assumed to be zero. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(N,1). * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, * WORK is not referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.143. (clanhp norm uplo n ap work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANHP returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * complex hermitian matrix A, supplied in packed form. * * Description * =========== * * CLANHP returns the value * * CLANHP = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANHP as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * hermitian matrix A is supplied. * = 'U': Upper triangular part of A is supplied * = 'L': Lower triangular part of A is supplied * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANHP is * set to zero. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the hermitian matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * Note that the imaginary parts of the diagonal elements need * not be set and are assumed to be zero. * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, * WORK is not referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.144. (clanhs norm n a lda work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANHS returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * Hessenberg matrix A. * * Description * =========== * * CLANHS returns the value * * CLANHS = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANHS as described * above. * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANHS is * set to zero. * * A (input) COMPLEX array, dimension (LDA,N) * The n by n upper Hessenberg matrix A; the part of A below the * first sub-diagonal is not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(N,1). * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I'; otherwise, WORK is not * referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.145. (clanht norm n d e ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANHT returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * complex Hermitian tridiagonal matrix A. * * Description * =========== * * CLANHT returns the value * * CLANHT = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANHT as described * above. * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANHT is * set to zero. * * D (input) REAL array, dimension (N) * The diagonal elements of A. * * E (input) COMPLEX array, dimension (N-1) * The (n-1) sub-diagonal or super-diagonal elements of A. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.146. (clansb norm uplo n k ab ldab work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANSB returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of an * n by n symmetric band matrix A, with k super-diagonals. * * Description * =========== * * CLANSB returns the value * * CLANSB = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANSB as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * band matrix A is supplied. * = 'U': Upper triangular part is supplied * = 'L': Lower triangular part is supplied * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANSB is * set to zero. * * K (input) INTEGER * The number of super-diagonals or sub-diagonals of the * band matrix A. K >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangle of the symmetric band matrix A, * stored in the first K+1 rows of AB. The j-th column of A is * stored in the j-th column of the array AB as follows: * if UPLO = 'U', AB(k+1+i-j,j) = A(i,j) for max(1,j-k)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+k). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= K+1. * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, * WORK is not referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.147. (clansp norm uplo n ap work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANSP returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * complex symmetric matrix A, supplied in packed form. * * Description * =========== * * CLANSP returns the value * * CLANSP = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANSP as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is supplied. * = 'U': Upper triangular part of A is supplied * = 'L': Lower triangular part of A is supplied * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANSP is * set to zero. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the symmetric matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, * WORK is not referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.148. (clansy norm uplo n a lda work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANSY returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * complex symmetric matrix A. * * Description * =========== * * CLANSY returns the value * * CLANSY = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANSY as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is to be referenced. * = 'U': Upper triangular part of A is referenced * = 'L': Lower triangular part of A is referenced * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANSY is * set to zero. * * A (input) COMPLEX array, dimension (LDA,N) * The symmetric matrix A. If UPLO = 'U', the leading n by n * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading n by n lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(N,1). * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, * WORK is not referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.149. (clantb norm uplo diag n k ab ldab work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANTB returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of an * n by n triangular band matrix A, with ( k + 1 ) diagonals. * * Description * =========== * * CLANTB returns the value * * CLANTB = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANTB as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the matrix A is upper or lower triangular. * = 'U': Upper triangular * = 'L': Lower triangular * * DIAG (input) CHARACTER*1 * Specifies whether or not the matrix A is unit triangular. * = 'N': Non-unit triangular * = 'U': Unit triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANTB is * set to zero. * * K (input) INTEGER * The number of super-diagonals of the matrix A if UPLO = 'U', * or the number of sub-diagonals of the matrix A if UPLO = 'L'. * K >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangular band matrix A, stored in the * first k+1 rows of AB. The j-th column of A is stored * in the j-th column of the array AB as follows: * if UPLO = 'U', AB(k+1+i-j,j) = A(i,j) for max(1,j-k)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+k). * Note that when DIAG = 'U', the elements of the array AB * corresponding to the diagonal elements of the matrix A are * not referenced, but are assumed to be one. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= K+1. * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I'; otherwise, WORK is not * referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.150. (clantp norm uplo diag n ap work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANTP returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * triangular matrix A, supplied in packed form. * * Description * =========== * * CLANTP returns the value * * CLANTP = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANTP as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the matrix A is upper or lower triangular. * = 'U': Upper triangular * = 'L': Lower triangular * * DIAG (input) CHARACTER*1 * Specifies whether or not the matrix A is unit triangular. * = 'N': Non-unit triangular * = 'U': Unit triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. When N = 0, CLANTP is * set to zero. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangular matrix A, packed columnwise in * a linear array. The j-th column of A is stored in the array * AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * Note that when DIAG = 'U', the elements of the array AP * corresponding to the diagonal elements of the matrix A are * not referenced, but are assumed to be one. * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= N when NORM = 'I'; otherwise, WORK is not * referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.151. (clantr norm uplo diag m n a lda work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLANTR returns the value of the one norm, or the Frobenius norm, or * the infinity norm, or the element of largest absolute value of a * trapezoidal or triangular matrix A. * * Description * =========== * * CLANTR returns the value * * CLANTR = ( max(abs(A(i,j))), NORM = 'M' or 'm' * ( * ( norm1(A), NORM = '1', 'O' or 'o' * ( * ( normI(A), NORM = 'I' or 'i' * ( * ( normF(A), NORM = 'F', 'f', 'E' or 'e' * * where norm1 denotes the one norm of a matrix (maximum column sum), * normI denotes the infinity norm of a matrix (maximum row sum) and * normF denotes the Frobenius norm of a matrix (square root of sum of * squares). Note that max(abs(A(i,j))) is not a matrix norm. * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies the value to be returned in CLANTR as described * above. * * UPLO (input) CHARACTER*1 * Specifies whether the matrix A is upper or lower trapezoidal. * = 'U': Upper trapezoidal * = 'L': Lower trapezoidal * Note that A is triangular instead of trapezoidal if M = N. * * DIAG (input) CHARACTER*1 * Specifies whether or not the matrix A has unit diagonal. * = 'N': Non-unit diagonal * = 'U': Unit diagonal * * M (input) INTEGER * The number of rows of the matrix A. M >= 0, and if * UPLO = 'U', M <= N. When M = 0, CLANTR is set to zero. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0, and if * UPLO = 'L', N <= M. When N = 0, CLANTR is set to zero. * * A (input) COMPLEX array, dimension (LDA,N) * The trapezoidal matrix A (A is triangular if M = N). * If UPLO = 'U', the leading m by n upper trapezoidal part of * the array A contains the upper trapezoidal matrix, and the * strictly lower triangular part of A is not referenced. * If UPLO = 'L', the leading m by n lower trapezoidal part of * the array A contains the lower trapezoidal matrix, and the * strictly upper triangular part of A is not referenced. Note * that when DIAG = 'U', the diagonal elements of A are not * referenced and are assumed to be one. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(M,1). * * WORK (workspace) REAL array, dimension (LWORK), * where LWORK >= M when NORM = 'I'; otherwise, WORK is not * referenced. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.152. (clapll n x incx y incy ssmin ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * Given two column vectors X and Y, let * * A = ( X Y ). * * The subroutine first computes the QR factorization of A = Q*R, * and then computes the SVD of the 2-by-2 upper triangular matrix R. * The smaller singular value of R is returned in SSMIN, which is used * as the measurement of the linear dependency of the vectors X and Y. * * Arguments * ========= * * N (input) INTEGER * The length of the vectors X and Y. * * X (input/output) COMPLEX array, dimension (1+(N-1)*INCX) * On entry, X contains the N-vector X. * On exit, X is overwritten. * * INCX (input) INTEGER * The increment between successive elements of X. INCX > 0. * * Y (input/output) COMPLEX array, dimension (1+(N-1)*INCY) * On entry, Y contains the N-vector Y. * On exit, Y is overwritten. * * INCY (input) INTEGER * The increment between successive elements of Y. INCY > 0. * * SSMIN (output) REAL * The smallest singular value of the N-by-2 matrix A = ( X Y ). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.153. (clapmt forwrd m n x ldx k ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAPMT rearranges the columns of the M by N matrix X as specified * by the permutation K(1),K(2),...,K(N) of the integers 1,...,N. * If FORWRD = .TRUE., forward permutation: * * X(*,K(J)) is moved X(*,J) for J = 1,2,...,N. * * If FORWRD = .FALSE., backward permutation: * * X(*,J) is moved to X(*,K(J)) for J = 1,2,...,N. * * Arguments * ========= * * FORWRD (input) LOGICAL * = .TRUE., forward permutation * = .FALSE., backward permutation * * M (input) INTEGER * The number of rows of the matrix X. M >= 0. * * N (input) INTEGER * The number of columns of the matrix X. N >= 0. * * X (input/output) COMPLEX array, dimension (LDX,N) * On entry, the M by N matrix X. * On exit, X contains the permuted matrix X. * * LDX (input) INTEGER * The leading dimension of the array X, LDX >= MAX(1,M). * * K (input) INTEGER array, dimension (N) * On entry, K contains the permutation vector. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.154. (claqgb m n kl ku ab ldab r c rowcnd colcnd amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQGB equilibrates a general M by N band matrix A with KL * subdiagonals and KU superdiagonals using the row and scaling factors * in the vectors R and C. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) * * On exit, the equilibrated matrix, in the same storage format * as A. See EQUED for the form of the equilibrated matrix. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDA >= KL+KU+1. * * R (output) REAL array, dimension (M) * The row scale factors for A. * * C (output) REAL array, dimension (N) * The column scale factors for A. * * ROWCND (output) REAL * Ratio of the smallest R(i) to the largest R(i). * * COLCND (output) REAL * Ratio of the smallest C(i) to the largest C(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration * = 'R': Row equilibration, i.e., A has been premultiplied by * diag(R). * = 'C': Column equilibration, i.e., A has been postmultiplied * by diag(C). * = 'B': Both row and column equilibration, i.e., A has been * replaced by diag(R) * A * diag(C). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if row or column scaling * should be done based on the ratio of the row or column scaling * factors. If ROWCND < THRESH, row scaling is done, and if * COLCND < THRESH, column scaling is done. * * LARGE and SMALL are threshold values used to decide if row scaling * should be done based on the absolute size of the largest matrix * element. If AMAX > LARGE or AMAX < SMALL, row scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.155. (claqge m n a lda r c rowcnd colcnd amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQGE equilibrates a general M by N matrix A using the row and * scaling factors in the vectors R and C. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M by N matrix A. * On exit, the equilibrated matrix. See EQUED for the form of * the equilibrated matrix. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(M,1). * * R (input) REAL array, dimension (M) * The row scale factors for A. * * C (input) REAL array, dimension (N) * The column scale factors for A. * * ROWCND (input) REAL * Ratio of the smallest R(i) to the largest R(i). * * COLCND (input) REAL * Ratio of the smallest C(i) to the largest C(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration * = 'R': Row equilibration, i.e., A has been premultiplied by * diag(R). * = 'C': Column equilibration, i.e., A has been postmultiplied * by diag(C). * = 'B': Both row and column equilibration, i.e., A has been * replaced by diag(R) * A * diag(C). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if row or column scaling * should be done based on the ratio of the row or column scaling * factors. If ROWCND < THRESH, row scaling is done, and if * COLCND < THRESH, column scaling is done. * * LARGE and SMALL are threshold values used to decide if row scaling * should be done based on the absolute size of the largest matrix * element. If AMAX > LARGE or AMAX < SMALL, row scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.156. (claqhb uplo n kd ab ldab s scond amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQHB equilibrates a symmetric band matrix A using the scaling * factors in the vector S. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is stored. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of super-diagonals of the matrix A if UPLO = 'U', * or the number of sub-diagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the symmetric band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, if INFO = 0, the triangular factor U or L from the * Cholesky factorization A = U'*U or A = L*L' of the band * matrix A, in the same storage format as A. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * S (output) REAL array, dimension (N) * The scale factors for A. * * SCOND (input) REAL * Ratio of the smallest S(i) to the largest S(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies whether or not equilibration was done. * = 'N': No equilibration. * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if scaling should be done * based on the ratio of the scaling factors. If SCOND < THRESH, * scaling is done. * * LARGE and SMALL are threshold values used to decide if scaling should * be done based on the absolute size of the largest matrix element. * If AMAX > LARGE or AMAX < SMALL, scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.157. (claqhe uplo n a lda s scond amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQHE equilibrates a Hermitian matrix A using the scaling factors * in the vector S. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n by n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n by n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if EQUED = 'Y', the equilibrated matrix: * diag(S) * A * diag(S). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(N,1). * * S (input) REAL array, dimension (N) * The scale factors for A. * * SCOND (input) REAL * Ratio of the smallest S(i) to the largest S(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies whether or not equilibration was done. * = 'N': No equilibration. * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if scaling should be done * based on the ratio of the scaling factors. If SCOND < THRESH, * scaling is done. * * LARGE and SMALL are threshold values used to decide if scaling should * be done based on the absolute size of the largest matrix element. * If AMAX > LARGE or AMAX < SMALL, scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.158. (claqhp uplo n ap s scond amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQHP equilibrates a Hermitian matrix A using the scaling factors * in the vector S. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * On exit, the equilibrated matrix: diag(S) * A * diag(S), in * the same storage format as A. * * S (input) REAL array, dimension (N) * The scale factors for A. * * SCOND (input) REAL * Ratio of the smallest S(i) to the largest S(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies whether or not equilibration was done. * = 'N': No equilibration. * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if scaling should be done * based on the ratio of the scaling factors. If SCOND < THRESH, * scaling is done. * * LARGE and SMALL are threshold values used to decide if scaling should * be done based on the absolute size of the largest matrix element. * If AMAX > LARGE or AMAX < SMALL, scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.159. (claqp2 m n offset a lda jpvt tau vn1 vn2 work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQP2 computes a QR factorization with column pivoting of * the block A(OFFSET+1:M,1:N). * The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * OFFSET (input) INTEGER * The number of rows of the matrix A that must be pivoted * but no factorized. OFFSET >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, the upper triangle of block A(OFFSET+1:M,1:N) is * the triangular factor obtained; the elements in block * A(OFFSET+1:M,1:N) below the diagonal, together with the * array TAU, represent the orthogonal matrix Q as a product of * elementary reflectors. Block A(1:OFFSET,1:N) has been * accordingly pivoted, but no factorized. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * JPVT (input/output) INTEGER array, dimension (N) * On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted * to the front of A*P (a leading column); if JPVT(i) = 0, * the i-th column of A is a free column. * On exit, if JPVT(i) = k, then the i-th column of A*P * was the k-th column of A. * * TAU (output) COMPLEX array, dimension (min(M,N)) * The scalar factors of the elementary reflectors. * * VN1 (input/output) REAL array, dimension (N) * The vector with the partial column norms. * * VN2 (input/output) REAL array, dimension (N) * The vector with the exact column norms. * * WORK (workspace) COMPLEX array, dimension (N) * * Further Details * =============== * * Based on contributions by * G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain * X. Sun, Computer Science Dept., Duke University, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.160. (claqps m n offset nb kb a lda jpvt tau vn1 vn2 auxv f ldf ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQPS computes a step of QR factorization with column pivoting * of a complex M-by-N matrix A by using Blas-3. It tries to factorize * NB columns from A starting from the row OFFSET+1, and updates all * of the matrix with Blas-3 xGEMM. * * In some cases, due to catastrophic cancellations, it cannot * factorize NB columns. Hence, the actual number of factorized * columns is returned in KB. * * Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0 * * OFFSET (input) INTEGER * The number of rows of A that have been factorized in * previous steps. * * NB (input) INTEGER * The number of columns to factorize. * * KB (output) INTEGER * The number of columns actually factorized. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, block A(OFFSET+1:M,1:KB) is the triangular * factor obtained and block A(1:OFFSET,1:N) has been * accordingly pivoted, but no factorized. * The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has * been updated. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * JPVT (input/output) INTEGER array, dimension (N) * JPVT(I) = K <==> Column K of the full matrix A has been * permuted into position I in AP. * * TAU (output) COMPLEX array, dimension (KB) * The scalar factors of the elementary reflectors. * * VN1 (input/output) REAL array, dimension (N) * The vector with the partial column norms. * * VN2 (input/output) REAL array, dimension (N) * The vector with the exact column norms. * * AUXV (input/output) COMPLEX array, dimension (NB) * Auxiliar vector. * * F (input/output) COMPLEX array, dimension (LDF,NB) * Matrix F' = L*Y'*A. * * LDF (input) INTEGER * The leading dimension of the array F. LDF >= max(1,N). * * Further Details * =============== * * Based on contributions by * G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain * X. Sun, Computer Science Dept., Duke University, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.161. (claqsb uplo n kd ab ldab s scond amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQSB equilibrates a symmetric band matrix A using the scaling * factors in the vector S. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is stored. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of super-diagonals of the matrix A if UPLO = 'U', * or the number of sub-diagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the symmetric band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, if INFO = 0, the triangular factor U or L from the * Cholesky factorization A = U'*U or A = L*L' of the band * matrix A, in the same storage format as A. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * S (output) REAL array, dimension (N) * The scale factors for A. * * SCOND (input) REAL * Ratio of the smallest S(i) to the largest S(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies whether or not equilibration was done. * = 'N': No equilibration. * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if scaling should be done * based on the ratio of the scaling factors. If SCOND < THRESH, * scaling is done. * * LARGE and SMALL are threshold values used to decide if scaling should * be done based on the absolute size of the largest matrix element. * If AMAX > LARGE or AMAX < SMALL, scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.162. (claqsp uplo n ap s scond amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQSP equilibrates a symmetric matrix A using the scaling factors * in the vector S. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is stored. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the symmetric matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * On exit, the equilibrated matrix: diag(S) * A * diag(S), in * the same storage format as A. * * S (input) REAL array, dimension (N) * The scale factors for A. * * SCOND (input) REAL * Ratio of the smallest S(i) to the largest S(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies whether or not equilibration was done. * = 'N': No equilibration. * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if scaling should be done * based on the ratio of the scaling factors. If SCOND < THRESH, * scaling is done. * * LARGE and SMALL are threshold values used to decide if scaling should * be done based on the absolute size of the largest matrix element. * If AMAX > LARGE or AMAX < SMALL, scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.163. (claqsy uplo n a lda s scond amax equed ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAQSY equilibrates a symmetric matrix A using the scaling factors * in the vector S. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is stored. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the symmetric matrix A. If UPLO = 'U', the leading * n by n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n by n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if EQUED = 'Y', the equilibrated matrix: * diag(S) * A * diag(S). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(N,1). * * S (input) REAL array, dimension (N) * The scale factors for A. * * SCOND (input) REAL * Ratio of the smallest S(i) to the largest S(i). * * AMAX (input) REAL * Absolute value of largest matrix entry. * * EQUED (output) CHARACTER*1 * Specifies whether or not equilibration was done. * = 'N': No equilibration. * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * * Internal Parameters * =================== * * THRESH is a threshold value used to decide if scaling should be done * based on the ratio of the scaling factors. If SCOND < THRESH, * scaling is done. * * LARGE and SMALL are threshold values used to decide if scaling should * be done based on the absolute size of the largest matrix element. * If AMAX > LARGE or AMAX < SMALL, scaling is done. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.164. (clar1v n b1 bn sigma d l ld lld gersch z ztz mingma r isuppz work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAR1V computes the (scaled) r-th column of the inverse of * the sumbmatrix in rows B1 through BN of the tridiagonal matrix * L D L^T - sigma I. The following steps accomplish this computation : * (a) Stationary qd transform, L D L^T - sigma I = L(+) D(+) L(+)^T, * (b) Progressive qd transform, L D L^T - sigma I = U(-) D(-) U(-)^T, * (c) Computation of the diagonal elements of the inverse of * L D L^T - sigma I by combining the above transforms, and choosing * r as the index where the diagonal of the inverse is (one of the) * largest in magnitude. * (d) Computation of the (scaled) r-th column of the inverse using the * twisted factorization obtained by combining the top part of the * the stationary and the bottom part of the progressive transform. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix L D L^T. * * B1 (input) INTEGER * First index of the submatrix of L D L^T. * * BN (input) INTEGER * Last index of the submatrix of L D L^T. * * SIGMA (input) REAL * The shift. Initially, when R = 0, SIGMA should be a good * approximation to an eigenvalue of L D L^T. * * L (input) REAL array, dimension (N-1) * The (n-1) subdiagonal elements of the unit bidiagonal matrix * L, in elements 1 to N-1. * * D (input) REAL array, dimension (N) * The n diagonal elements of the diagonal matrix D. * * LD (input) REAL array, dimension (N-1) * The n-1 elements L(i)*D(i). * * LLD (input) REAL array, dimension (N-1) * The n-1 elements L(i)*L(i)*D(i). * * GERSCH (input) REAL array, dimension (2*N) * The n Gerschgorin intervals. These are used to restrict * the initial search for R, when R is input as 0. * * Z (output) COMPLEX array, dimension (N) * The (scaled) r-th column of the inverse. Z(R) is returned * to be 1. * * ZTZ (output) REAL * The square of the norm of Z. * * MINGMA (output) REAL * The reciprocal of the largest (in magnitude) diagonal * element of the inverse of L D L^T - sigma I. * * R (input/output) INTEGER * Initially, R should be input to be 0 and is then output as * the index where the diagonal element of the inverse is * largest in magnitude. In later iterations, this same value * of R should be input. * * ISUPPZ (output) INTEGER array, dimension (2) * The support of the vector in Z, i.e., the vector Z is * nonzero only in elements ISUPPZ(1) through ISUPPZ( 2 ). * * WORK (workspace) REAL array, dimension (4*N) * * Further Details * =============== * * Based on contributions by * Inderjit Dhillon, IBM Almaden, USA * Osni Marques, LBNL/NERSC, USA * Ken Stanley, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.165. (clar2v n x y z incx c s incc ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAR2V applies a vector of complex plane rotations with real cosines * from both sides to a sequence of 2-by-2 complex Hermitian matrices, * defined by the elements of the vectors x, y and z. For i = 1,2,...,n * * ( x(i) z(i) ) := * ( conjg(z(i)) y(i) ) * * ( c(i) conjg(s(i)) ) ( x(i) z(i) ) ( c(i) -conjg(s(i)) ) * ( -s(i) c(i) ) ( conjg(z(i)) y(i) ) ( s(i) c(i) ) * * Arguments * ========= * * N (input) INTEGER * The number of plane rotations to be applied. * * X (input/output) COMPLEX array, dimension (1+(N-1)*INCX) * The vector x; the elements of x are assumed to be real. * * Y (input/output) COMPLEX array, dimension (1+(N-1)*INCX) * The vector y; the elements of y are assumed to be real. * * Z (input/output) COMPLEX array, dimension (1+(N-1)*INCX) * The vector z. * * INCX (input) INTEGER * The increment between elements of X, Y and Z. INCX > 0. * * C (input) REAL array, dimension (1+(N-1)*INCC) * The cosines of the plane rotations. * * S (input) COMPLEX array, dimension (1+(N-1)*INCC) * The sines of the plane rotations. * * INCC (input) INTEGER * The increment between elements of C and S. INCC > 0. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.166. (clarcm m n a lda b ldb c ldc rwork ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARCM performs a very simple matrix-matrix multiplication: * C := A * B, * where A is M by M and real; B is M by N and complex; * C is M by N and complex. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A and of the matrix C. * M >= 0. * * N (input) INTEGER * The number of columns and rows of the matrix B and * the number of columns of the matrix C. * N >= 0. * * A (input) REAL array, dimension (LDA, M) * A contains the M by M matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >=max(1,M). * * B (input) REAL array, dimension (LDB, N) * B contains the M by N matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >=max(1,M). * * C (input) COMPLEX array, dimension (LDC, N) * C contains the M by N matrix C. * * LDC (input) INTEGER * The leading dimension of the array C. LDC >=max(1,M). * * RWORK (workspace) REAL array, dimension (2*M*N) * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.167. (clarfb side trans direct storev m n k v ldv t_ ldt c ldc work ldwork ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARFB applies a complex block reflector H or its transpose H' to a * complex M-by-N matrix C, from either the left or the right. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'L': apply H or H' from the Left * = 'R': apply H or H' from the Right * * TRANS (input) CHARACTER*1 * = 'N': apply H (No transpose) * = 'C': apply H' (Conjugate transpose) * * DIRECT (input) CHARACTER*1 * Indicates how H is formed from a product of elementary * reflectors * = 'F': H = H(1) H(2) . . . H(k) (Forward) * = 'B': H = H(k) . . . H(2) H(1) (Backward) * * STOREV (input) CHARACTER*1 * Indicates how the vectors which define the elementary * reflectors are stored: * = 'C': Columnwise * = 'R': Rowwise * * M (input) INTEGER * The number of rows of the matrix C. * * N (input) INTEGER * The number of columns of the matrix C. * * K (input) INTEGER * The order of the matrix T (= the number of elementary * reflectors whose product defines the block reflector). * * V (input) COMPLEX array, dimension * (LDV,K) if STOREV = 'C' * (LDV,M) if STOREV = 'R' and SIDE = 'L' * (LDV,N) if STOREV = 'R' and SIDE = 'R' * The matrix V. See further details. * * LDV (input) INTEGER * The leading dimension of the array V. * If STOREV = 'C' and SIDE = 'L', LDV >= max(1,M); * if STOREV = 'C' and SIDE = 'R', LDV >= max(1,N); * if STOREV = 'R', LDV >= K. * * T (input) COMPLEX array, dimension (LDT,K) * The triangular K-by-K matrix T in the representation of the * block reflector. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= K. * * C (input/output) COMPLEX array, dimension (LDC,N) * On entry, the M-by-N matrix C. * On exit, C is overwritten by H*C or H'*C or C*H or C*H'. * * LDC (input) INTEGER * The leading dimension of the array C. LDC >= max(1,M). * * WORK (workspace) COMPLEX array, dimension (LDWORK,K) * * LDWORK (input) INTEGER * The leading dimension of the array WORK. * If SIDE = 'L', LDWORK >= max(1,N); * if SIDE = 'R', LDWORK >= max(1,M). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.168. (clarfg n alpha x incx tau ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARFG generates a complex elementary reflector H of order n, such * that * * H' * ( alpha ) = ( beta ), H' * H = I. * ( x ) ( 0 ) * * where alpha and beta are scalars, with beta real, and x is an * (n-1)-element complex vector. H is represented in the form * * H = I - tau * ( 1 ) * ( 1 v' ) , * ( v ) * * where tau is a complex scalar and v is a complex (n-1)-element * vector. Note that H is not hermitian. * * If the elements of x are all zero and alpha is real, then tau = 0 * and H is taken to be the unit matrix. * * Otherwise 1 <= real(tau) <= 2 and abs(tau-1) <= 1 . * * Arguments * ========= * * N (input) INTEGER * The order of the elementary reflector. * * ALPHA (input/output) COMPLEX * On entry, the value alpha. * On exit, it is overwritten with the value beta. * * X (input/output) COMPLEX array, dimension * (1+(N-2)*abs(INCX)) * On entry, the vector x. * On exit, it is overwritten with the vector v. * * INCX (input) INTEGER * The increment between elements of X. INCX > 0. * * TAU (output) COMPLEX * The value tau. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.169. (clarf side m n v incv tau c ldc work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARF applies a complex elementary reflector H to a complex M-by-N * matrix C, from either the left or the right. H is represented in the * form * * H = I - tau * v * v' * * where tau is a complex scalar and v is a complex vector. * * If tau = 0, then H is taken to be the unit matrix. * * To apply H' (the conjugate transpose of H), supply conjg(tau) instead * tau. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'L': form H * C * = 'R': form C * H * * M (input) INTEGER * The number of rows of the matrix C. * * N (input) INTEGER * The number of columns of the matrix C. * * V (input) COMPLEX array, dimension * (1 + (M-1)*abs(INCV)) if SIDE = 'L' * or (1 + (N-1)*abs(INCV)) if SIDE = 'R' * The vector v in the representation of H. V is not used if * TAU = 0. * * INCV (input) INTEGER * The increment between elements of v. INCV <> 0. * * TAU (input) COMPLEX * The value tau in the representation of H. * * C (input/output) COMPLEX array, dimension (LDC,N) * On entry, the M-by-N matrix C. * On exit, C is overwritten by the matrix H * C if SIDE = 'L', * or C * H if SIDE = 'R'. * * LDC (input) INTEGER * The leading dimension of the array C. LDC >= max(1,M). * * WORK (workspace) COMPLEX array, dimension * (N) if SIDE = 'L' * or (M) if SIDE = 'R' * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.170. (clarft direct storev n k v ldv tau t_ ldt ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARFT forms the triangular factor T of a complex block reflector H * of order n, which is defined as a product of k elementary reflectors. * * If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular; * * If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular. * * If STOREV = 'C', the vector which defines the elementary reflector * H(i) is stored in the i-th column of the array V, and * * H = I - V * T * V' * * If STOREV = 'R', the vector which defines the elementary reflector * H(i) is stored in the i-th row of the array V, and * * H = I - V' * T * V * * Arguments * ========= * * DIRECT (input) CHARACTER*1 * Specifies the order in which the elementary reflectors are * multiplied to form the block reflector: * = 'F': H = H(1) H(2) . . . H(k) (Forward) * = 'B': H = H(k) . . . H(2) H(1) (Backward) * * STOREV (input) CHARACTER*1 * Specifies how the vectors which define the elementary * reflectors are stored (see also Further Details): * = 'C': columnwise * = 'R': rowwise * * N (input) INTEGER * The order of the block reflector H. N >= 0. * * K (input) INTEGER * The order of the triangular factor T (= the number of * elementary reflectors). K >= 1. * * V (input/output) COMPLEX array, dimension * (LDV,K) if STOREV = 'C' * (LDV,N) if STOREV = 'R' * The matrix V. See further details. * * LDV (input) INTEGER * The leading dimension of the array V. * If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K. * * TAU (input) COMPLEX array, dimension (K) * TAU(i) must contain the scalar factor of the elementary * reflector H(i). * * T (output) COMPLEX array, dimension (LDT,K) * The k by k triangular factor T of the block reflector. * If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is * lower triangular. The rest of the array is not used. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= K. * * Further Details * =============== * * The shape of the matrix V and the storage of the vectors which define * the H(i) is best illustrated by the following example with n = 5 and * k = 3. The elements equal to 1 are not stored; the corresponding * array elements are modified but restored on exit. The rest of the * array is not used. * * DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R': * * V = ( 1 ) V = ( 1 v1 v1 v1 v1 ) * ( v1 1 ) ( 1 v2 v2 v2 ) * ( v1 v2 1 ) ( 1 v3 v3 ) * ( v1 v2 v3 ) * ( v1 v2 v3 ) * * DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R': * * V = ( v1 v2 v3 ) V = ( v1 v1 1 ) * ( v1 v2 v3 ) ( v2 v2 v2 1 ) * ( 1 v2 v3 ) ( v3 v3 v3 v3 1 ) * ( 1 v3 ) * ( 1 ) * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.171. (clarfx side m n v tau c ldc work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARFX applies a complex elementary reflector H to a complex m by n * matrix C, from either the left or the right. H is represented in the * form * * H = I - tau * v * v' * * where tau is a complex scalar and v is a complex vector. * * If tau = 0, then H is taken to be the unit matrix * * This version uses inline code if H has order < 11. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'L': form H * C * = 'R': form C * H * * M (input) INTEGER * The number of rows of the matrix C. * * N (input) INTEGER * The number of columns of the matrix C. * * V (input) COMPLEX array, dimension (M) if SIDE = 'L' * or (N) if SIDE = 'R' * The vector v in the representation of H. * * TAU (input) COMPLEX * The value tau in the representation of H. * * C (input/output) COMPLEX array, dimension (LDC,N) * On entry, the m by n matrix C. * On exit, C is overwritten by the matrix H * C if SIDE = 'L', * or C * H if SIDE = 'R'. * * LDC (input) INTEGER * The leading dimension of the array C. LDA >= max(1,M). * * WORK (workspace) COMPLEX array, dimension (N) if SIDE = 'L' * or (M) if SIDE = 'R' * WORK is not referenced if H has order < 11. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.172. (clargv n x incx y incy c incc ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARGV generates a vector of complex plane rotations with real * cosines, determined by elements of the complex vectors x and y. * For i = 1,2,...,n * * ( c(i) s(i) ) ( x(i) ) = ( r(i) ) * ( -conjg(s(i)) c(i) ) ( y(i) ) = ( 0 ) * * where c(i)**2 + ABS(s(i))**2 = 1 * * The following conventions are used (these are the same as in CLARTG, * but differ from the BLAS1 routine CROTG): * If y(i)=0, then c(i)=1 and s(i)=0. * If x(i)=0, then c(i)=0 and s(i) is chosen so that r(i) is real. * * Arguments * ========= * * N (input) INTEGER * The number of plane rotations to be generated. * * X (input/output) COMPLEX array, dimension (1+(N-1)*INCX) * On entry, the vector x. * On exit, x(i) is overwritten by r(i), for i = 1,...,n. * * INCX (input) INTEGER * The increment between elements of X. INCX > 0. * * Y (input/output) COMPLEX array, dimension (1+(N-1)*INCY) * On entry, the vector y. * On exit, the sines of the plane rotations. * * INCY (input) INTEGER * The increment between elements of Y. INCY > 0. * * C (output) REAL array, dimension (1+(N-1)*INCC) * The cosines of the plane rotations. * * INCC (input) INTEGER * The increment between elements of C. INCC > 0. * * Further Details * ======= ======= * * 6-6-96 - Modified with a new algorithm by W. Kahan and J. Demmel * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.173. (clarnv idist iseed n x ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARNV returns a vector of n random complex numbers from a uniform or * normal distribution. * * Arguments * ========= * * IDIST (input) INTEGER * Specifies the distribution of the random numbers: * = 1: real and imaginary parts each uniform (0,1) * = 2: real and imaginary parts each uniform (-1,1) * = 3: real and imaginary parts each normal (0,1) * = 4: uniformly distributed on the disc abs(z) < 1 * = 5: uniformly distributed on the circle abs(z) = 1 * * ISEED (input/output) INTEGER array, dimension (4) * On entry, the seed of the random number generator; the array * elements must be between 0 and 4095, and ISEED(4) must be * odd. * On exit, the seed is updated. * * N (input) INTEGER * The number of random numbers to be generated. * * X (output) COMPLEX array, dimension (N) * The generated random numbers. * * Further Details * =============== * * This routine calls the auxiliary routine SLARUV to generate random * real numbers from a uniform (0,1) distribution, in batches of up to * 128 using vectorisable code. The Box-Muller method is used to * transform numbers from a uniform to a normal distribution. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.174. (clarrv n d l isplit m w iblock gersch tol z ldz isuppz work iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARRV computes the eigenvectors of the tridiagonal matrix * T = L D L^T given L, D and the eigenvalues of L D L^T. * The input eigenvalues should have high relative accuracy with * respect to the entries of L and D. The desired accuracy of the * output can be specified by the input parameter TOL. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix. N >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the n diagonal elements of the diagonal matrix D. * On exit, D may be overwritten. * * L (input/output) REAL array, dimension (N-1) * On entry, the (n-1) subdiagonal elements of the unit * bidiagonal matrix L in elements 1 to N-1 of L. L(N) need * not be set. On exit, L is overwritten. * * ISPLIT (input) INTEGER array, dimension (N) * The splitting points, at which T breaks up into submatrices. * The first submatrix consists of rows/columns 1 to * ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 * through ISPLIT( 2 ), etc. * * TOL (input) REAL * The absolute error tolerance for the * eigenvalues/eigenvectors. * Errors in the input eigenvalues must be bounded by TOL. * The eigenvectors output have residual norms * bounded by TOL, and the dot products between different * eigenvectors are bounded by TOL. TOL must be at least * N*EPS*|T|, where EPS is the machine precision and |T| is * the 1-norm of the tridiagonal matrix. * * M (input) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (input) REAL array, dimension (N) * The first M elements of W contain the eigenvalues for * which eigenvectors are to be computed. The eigenvalues * should be grouped by split-off block and ordered from * smallest to largest within the block ( The output array * W from SLARRE is expected here ). * Errors in W must be bounded by TOL (see above). * * IBLOCK (input) INTEGER array, dimension (N) * The submatrix indices associated with the corresponding * eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to * the first submatrix from the top, =2 if W(i) belongs to * the second submatrix, etc. * * Z (output) COMPLEX array, dimension (LDZ, max(1,M) ) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix T * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) ) * The support of the eigenvectors in Z, i.e., the indices * indicating the nonzero elements in Z. The i-th eigenvector * is nonzero only in elements ISUPPZ( 2*i-1 ) through * ISUPPZ( 2*i ). * * WORK (workspace) REAL array, dimension (13*N) * * IWORK (workspace) INTEGER array, dimension (6*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = 1, internal error in SLARRB * if INFO = 2, internal error in CSTEIN * * Further Details * =============== * * Based on contributions by * Inderjit Dhillon, IBM Almaden, USA * Osni Marques, LBNL/NERSC, USA * Ken Stanley, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.175. (clartg f g cs sn r ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARTG generates a plane rotation so that * * [ CS SN ] [ F ] [ R ] * [ __ ] . [ ] = [ ] where CS**2 + |SN|**2 = 1. * [ -SN CS ] [ G ] [ 0 ] * * This is a faster version of the BLAS1 routine CROTG, except for * the following differences: * F and G are unchanged on return. * If G=0, then CS=1 and SN=0. * If F=0, then CS=0 and SN is chosen so that R is real. * * Arguments * ========= * * F (input) COMPLEX * The first component of vector to be rotated. * * G (input) COMPLEX * The second component of vector to be rotated. * * CS (output) REAL * The cosine of the rotation. * * SN (output) COMPLEX * The sine of the rotation. * * R (output) COMPLEX * The nonzero component of the rotated vector. * * Further Details * ======= ======= * * 3-5-96 - Modified with a new algorithm by W. Kahan and J. Demmel * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.176. (clartv n x incx y incy c s incc ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARTV applies a vector of complex plane rotations with real cosines * to elements of the complex vectors x and y. For i = 1,2,...,n * * ( x(i) ) := ( c(i) s(i) ) ( x(i) ) * ( y(i) ) ( -conjg(s(i)) c(i) ) ( y(i) ) * * Arguments * ========= * * N (input) INTEGER * The number of plane rotations to be applied. * * X (input/output) COMPLEX array, dimension (1+(N-1)*INCX) * The vector x. * * INCX (input) INTEGER * The increment between elements of X. INCX > 0. * * Y (input/output) COMPLEX array, dimension (1+(N-1)*INCY) * The vector y. * * INCY (input) INTEGER * The increment between elements of Y. INCY > 0. * * C (input) REAL array, dimension (1+(N-1)*INCC) * The cosines of the plane rotations. * * S (input) COMPLEX array, dimension (1+(N-1)*INCC) * The sines of the plane rotations. * * INCC (input) INTEGER * The increment between elements of C and S. INCC > 0. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.177. (clarzb side trans direct storev m n k l v ldv t_ ldt c ldc work ldwork ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARZB applies a complex block reflector H or its transpose H**H * to a complex distributed M-by-N C from the left or the right. * * Currently, only STOREV = 'R' and DIRECT = 'B' are supported. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'L': apply H or H' from the Left * = 'R': apply H or H' from the Right * * TRANS (input) CHARACTER*1 * = 'N': apply H (No transpose) * = 'C': apply H' (Conjugate transpose) * * DIRECT (input) CHARACTER*1 * Indicates how H is formed from a product of elementary * reflectors * = 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet) * = 'B': H = H(k) . . . H(2) H(1) (Backward) * * STOREV (input) CHARACTER*1 * Indicates how the vectors which define the elementary * reflectors are stored: * = 'C': Columnwise (not supported yet) * = 'R': Rowwise * * M (input) INTEGER * The number of rows of the matrix C. * * N (input) INTEGER * The number of columns of the matrix C. * * K (input) INTEGER * The order of the matrix T (= the number of elementary * reflectors whose product defines the block reflector). * * L (input) INTEGER * The number of columns of the matrix V containing the * meaningful part of the Householder reflectors. * If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0. * * V (input) COMPLEX array, dimension (LDV,NV). * If STOREV = 'C', NV = K; if STOREV = 'R', NV = L. * * LDV (input) INTEGER * The leading dimension of the array V. * If STOREV = 'C', LDV >= L; if STOREV = 'R', LDV >= K. * * T (input) COMPLEX array, dimension (LDT,K) * The triangular K-by-K matrix T in the representation of the * block reflector. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= K. * * C (input/output) COMPLEX array, dimension (LDC,N) * On entry, the M-by-N matrix C. * On exit, C is overwritten by H*C or H'*C or C*H or C*H'. * * LDC (input) INTEGER * The leading dimension of the array C. LDC >= max(1,M). * * WORK (workspace) COMPLEX array, dimension (LDWORK,K) * * LDWORK (input) INTEGER * The leading dimension of the array WORK. * If SIDE = 'L', LDWORK >= max(1,N); * if SIDE = 'R', LDWORK >= max(1,M). * * Further Details * =============== * * Based on contributions by * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.178. (clarz side m n l v incv tau c ldc work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARZ applies a complex elementary reflector H to a complex * M-by-N matrix C, from either the left or the right. H is represented * in the form * * H = I - tau * v * v' * * where tau is a complex scalar and v is a complex vector. * * If tau = 0, then H is taken to be the unit matrix. * * To apply H' (the conjugate transpose of H), supply conjg(tau) instead * tau. * * H is a product of k elementary reflectors as returned by CTZRZF. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'L': form H * C * = 'R': form C * H * * M (input) INTEGER * The number of rows of the matrix C. * * N (input) INTEGER * The number of columns of the matrix C. * * L (input) INTEGER * The number of entries of the vector V containing * the meaningful part of the Householder vectors. * If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0. * * V (input) COMPLEX array, dimension (1+(L-1)*abs(INCV)) * The vector v in the representation of H as returned by * CTZRZF. V is not used if TAU = 0. * * INCV (input) INTEGER * The increment between elements of v. INCV <> 0. * * TAU (input) COMPLEX * The value tau in the representation of H. * * C (input/output) COMPLEX array, dimension (LDC,N) * On entry, the M-by-N matrix C. * On exit, C is overwritten by the matrix H * C if SIDE = 'L', * or C * H if SIDE = 'R'. * * LDC (input) INTEGER * The leading dimension of the array C. LDC >= max(1,M). * * WORK (workspace) COMPLEX array, dimension * (N) if SIDE = 'L' * or (M) if SIDE = 'R' * * Further Details * =============== * * Based on contributions by * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.179. (clarzt direct storev n k v ldv tau t_ ldt ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLARZT forms the triangular factor T of a complex block reflector * H of order > n, which is defined as a product of k elementary * reflectors. * * If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular; * * If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular. * * If STOREV = 'C', the vector which defines the elementary reflector * H(i) is stored in the i-th column of the array V, and * * H = I - V * T * V' * * If STOREV = 'R', the vector which defines the elementary reflector * H(i) is stored in the i-th row of the array V, and * * H = I - V' * T * V * * Currently, only STOREV = 'R' and DIRECT = 'B' are supported. * * Arguments * ========= * * DIRECT (input) CHARACTER*1 * Specifies the order in which the elementary reflectors are * multiplied to form the block reflector: * = 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet) * = 'B': H = H(k) . . . H(2) H(1) (Backward) * * STOREV (input) CHARACTER*1 * Specifies how the vectors which define the elementary * reflectors are stored (see also Further Details): * = 'C': columnwise (not supported yet) * = 'R': rowwise * * N (input) INTEGER * The order of the block reflector H. N >= 0. * * K (input) INTEGER * The order of the triangular factor T (= the number of * elementary reflectors). K >= 1. * * V (input/output) COMPLEX array, dimension * (LDV,K) if STOREV = 'C' * (LDV,N) if STOREV = 'R' * The matrix V. See further details. * * LDV (input) INTEGER * The leading dimension of the array V. * If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K. * * TAU (input) COMPLEX array, dimension (K) * TAU(i) must contain the scalar factor of the elementary * reflector H(i). * * T (output) COMPLEX array, dimension (LDT,K) * The k by k triangular factor T of the block reflector. * If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is * lower triangular. The rest of the array is not used. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= K. * * Further Details * =============== * * Based on contributions by * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA * * The shape of the matrix V and the storage of the vectors which define * the H(i) is best illustrated by the following example with n = 5 and * k = 3. The elements equal to 1 are not stored; the corresponding * array elements are modified but restored on exit. The rest of the * array is not used. * * DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R': * * ______V_____ * ( v1 v2 v3 ) / \ * ( v1 v2 v3 ) ( v1 v1 v1 v1 v1 . . . . 1 ) * V = ( v1 v2 v3 ) ( v2 v2 v2 v2 v2 . . . 1 ) * ( v1 v2 v3 ) ( v3 v3 v3 v3 v3 . . 1 ) * ( v1 v2 v3 ) * . . . * . . . * 1 . . * 1 . * 1 * * DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R': * * ______V_____ * 1 / \ * . 1 ( 1 . . . . v1 v1 v1 v1 v1 ) * . . 1 ( . 1 . . . v2 v2 v2 v2 v2 ) * . . . ( . . 1 . . v3 v3 v3 v3 v3 ) * . . . * ( v1 v2 v3 ) * ( v1 v2 v3 ) * V = ( v1 v2 v3 ) * ( v1 v2 v3 ) * ( v1 v2 v3 ) * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.180. (clascl type kl ku cfrom cto m n a lda info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLASCL multiplies the M by N complex matrix A by the real scalar * CTO/CFROM. This is done without over/underflow as long as the final * result CTO*A(I,J)/CFROM does not over/underflow. TYPE specifies that * A may be full, upper triangular, lower triangular, upper Hessenberg, * or banded. * * Arguments * ========= * * TYPE (input) CHARACTER*1 * TYPE indices the storage type of the input matrix. * = 'G': A is a full matrix. * = 'L': A is a lower triangular matrix. * = 'U': A is an upper triangular matrix. * = 'H': A is an upper Hessenberg matrix. * = 'B': A is a symmetric band matrix with lower bandwidth KL * and upper bandwidth KU and with the only the lower * half stored. * = 'Q': A is a symmetric band matrix with lower bandwidth KL * and upper bandwidth KU and with the only the upper * half stored. * = 'Z': A is a band matrix with lower bandwidth KL and upper * bandwidth KU. * * KL (input) INTEGER * The lower bandwidth of A. Referenced only if TYPE = 'B', * 'Q' or 'Z'. * * KU (input) INTEGER * The upper bandwidth of A. Referenced only if TYPE = 'B', * 'Q' or 'Z'. * * CFROM (input) REAL * CTO (input) REAL * The matrix A is multiplied by CTO/CFROM. A(I,J) is computed * without over/underflow if the final result CTO*A(I,J)/CFROM * can be represented without over/underflow. CFROM must be * nonzero. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,M) * The matrix to be multiplied by CTO/CFROM. See TYPE for the * storage type. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * INFO (output) INTEGER * 0 - successful exit * <0 - if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.181. (claset uplo m n alpha beta a lda ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLASET initializes a 2-D array A to BETA on the diagonal and * ALPHA on the offdiagonals. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies the part of the matrix A to be set. * = 'U': Upper triangular part is set. The lower triangle * is unchanged. * = 'L': Lower triangular part is set. The upper triangle * is unchanged. * Otherwise: All of the matrix A is set. * * M (input) INTEGER * On entry, M specifies the number of rows of A. * * N (input) INTEGER * On entry, N specifies the number of columns of A. * * ALPHA (input) COMPLEX * All the offdiagonal array elements are set to ALPHA. * * BETA (input) COMPLEX * All the diagonal array elements are set to BETA. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the m by n matrix A. * On exit, A(i,j) = ALPHA, 1 <= i <= m, 1 <= j <= n, i.ne.j; * A(i,i) = BETA , 1 <= i <= min(m,n) * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.182. (clasr side pivot direct m n c s a lda ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLASR performs the transformation * * A := P*A, when SIDE = 'L' or 'l' ( Left-hand side ) * * A := A*P', when SIDE = 'R' or 'r' ( Right-hand side ) * * where A is an m by n complex matrix and P is an orthogonal matrix, * consisting of a sequence of plane rotations determined by the * parameters PIVOT and DIRECT as follows ( z = m when SIDE = 'L' or 'l' * and z = n when SIDE = 'R' or 'r' ): * * When DIRECT = 'F' or 'f' ( Forward sequence ) then * * P = P( z - 1 )*...*P( 2 )*P( 1 ), * * and when DIRECT = 'B' or 'b' ( Backward sequence ) then * * P = P( 1 )*P( 2 )*...*P( z - 1 ), * * where P( k ) is a plane rotation matrix for the following planes: * * when PIVOT = 'V' or 'v' ( Variable pivot ), * the plane ( k, k + 1 ) * * when PIVOT = 'T' or 't' ( Top pivot ), * the plane ( 1, k + 1 ) * * when PIVOT = 'B' or 'b' ( Bottom pivot ), * the plane ( k, z ) * * c( k ) and s( k ) must contain the cosine and sine that define the * matrix P( k ). The two by two plane rotation part of the matrix * P( k ), R( k ), is assumed to be of the form * * R( k ) = ( c( k ) s( k ) ). * ( -s( k ) c( k ) ) * * Arguments * ========= * * SIDE (input) CHARACTER*1 * Specifies whether the plane rotation matrix P is applied to * A on the left or the right. * = 'L': Left, compute A := P*A * = 'R': Right, compute A:= A*P' * * DIRECT (input) CHARACTER*1 * Specifies whether P is a forward or backward sequence of * plane rotations. * = 'F': Forward, P = P( z - 1 )*...*P( 2 )*P( 1 ) * = 'B': Backward, P = P( 1 )*P( 2 )*...*P( z - 1 ) * * PIVOT (input) CHARACTER*1 * Specifies the plane for which P(k) is a plane rotation * matrix. * = 'V': Variable pivot, the plane (k,k+1) * = 'T': Top pivot, the plane (1,k+1) * = 'B': Bottom pivot, the plane (k,z) * * M (input) INTEGER * The number of rows of the matrix A. If m <= 1, an immediate * return is effected. * * N (input) INTEGER * The number of columns of the matrix A. If n <= 1, an * immediate return is effected. * * C, S (input) REAL arrays, dimension * (M-1) if SIDE = 'L' * (N-1) if SIDE = 'R' * c(k) and s(k) contain the cosine and sine that define the * matrix P(k). The two by two plane rotation part of the * matrix P(k), R(k), is assumed to be of the form * R( k ) = ( c( k ) s( k ) ). * ( -s( k ) c( k ) ) * * A (input/output) COMPLEX array, dimension (LDA,N) * The m by n matrix A. On exit, A is overwritten by P*A if * SIDE = 'R' or by A*P' if SIDE = 'L'. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.183. (classq n x incx scale sumsq ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLASSQ returns the values scl and ssq such that * * ( scl**2 )*ssq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq, * * where x( i ) = abs( X( 1 + ( i - 1 )*INCX ) ). The value of sumsq is * assumed to be at least unity and the value of ssq will then satisfy * * 1.0 .le. ssq .le. ( sumsq + 2*n ). * * scale is assumed to be non-negative and scl returns the value * * scl = max( scale, abs( real( x( i ) ) ), abs( aimag( x( i ) ) ) ), * i * * scale and sumsq must be supplied in SCALE and SUMSQ respectively. * SCALE and SUMSQ are overwritten by scl and ssq respectively. * * The routine makes only one pass through the vector X. * * Arguments * ========= * * N (input) INTEGER * The number of elements to be used from the vector X. * * X (input) COMPLEX array, dimension (N) * The vector x as described above. * x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n. * * INCX (input) INTEGER * The increment between successive values of the vector X. * INCX > 0. * * SCALE (input/output) REAL * On entry, the value scale in the equation above. * On exit, SCALE is overwritten with the value scl . * * SUMSQ (input/output) REAL * On entry, the value sumsq in the equation above. * On exit, SUMSQ is overwritten with the value ssq . * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.184. (claswp n a lda k1 k2 ipiv incx ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLASWP performs a series of row interchanges on the matrix A. * One row interchange is initiated for each of rows K1 through K2 of A. * * Arguments * ========= * * N (input) INTEGER * The number of columns of the matrix A. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the matrix of column dimension N to which the row * interchanges will be applied. * On exit, the permuted matrix. * * LDA (input) INTEGER * The leading dimension of the array A. * * K1 (input) INTEGER * The first element of IPIV for which a row interchange will * be done. * * K2 (input) INTEGER * The last element of IPIV for which a row interchange will * be done. * * IPIV (input) INTEGER array, dimension (M*abs(INCX)) * The vector of pivot indices. Only the elements in positions * K1 through K2 of IPIV are accessed. * IPIV(K) = L implies rows K and L are to be interchanged. * * INCX (input) INTEGER * The increment between successive values of IPIV. If IPIV * is negative, the pivots are applied in reverse order. * * Further Details * =============== * * Modified by * R. C. Whaley, Computer Science Dept., Univ. of Tenn., Knoxville, USA * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.185. (clasyf uplo n nb kb a lda ipiv w ldw info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLASYF computes a partial factorization of a complex symmetric matrix * A using the Bunch-Kaufman diagonal pivoting method. The partial * factorization has the form: * * A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: * ( 0 U22 ) ( 0 D ) ( U12' U22' ) * * A = ( L11 0 ) ( D 0 ) ( L11' L21' ) if UPLO = 'L' * ( L21 I ) ( 0 A22 ) ( 0 I ) * * where the order of D is at most NB. The actual order is returned in * the argument KB, and is either NB or NB-1, or N if N <= NB. * Note that U' denotes the transpose of U. * * CLASYF is an auxiliary routine called by CSYTRF. It uses blocked code * (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or * A22 (if UPLO = 'L'). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NB (input) INTEGER * The maximum number of columns of the matrix A that should be * factored. NB should be at least 2 to allow for 2-by-2 pivot * blocks. * * KB (output) INTEGER * The number of columns of A that were actually factored. * KB is either NB-1 or NB, or N if N <= NB. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the symmetric matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * On exit, A contains details of the partial factorization. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If UPLO = 'U', only the last KB elements of IPIV are set; * if UPLO = 'L', only the first KB elements are set. * * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * W (workspace) COMPLEX array, dimension (LDW,NB) * * LDW (input) INTEGER * The leading dimension of the array W. LDW >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * > 0: if INFO = k, D(k,k) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.186. (clatbs uplo trans diag normin n kd ab ldab x scale cnorm info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLATBS solves one of the triangular systems * * A * x = s*b, A**T * x = s*b, or A**H * x = s*b, * * with scaling to prevent overflow, where A is an upper or lower * triangular band matrix. Here A' denotes the transpose of A, x and b * are n-element vectors, and s is a scaling factor, usually less than * or equal to 1, chosen so that the components of x will be less than * the overflow threshold. If the unscaled problem will not cause * overflow, the Level 2 BLAS routine CTBSV is called. If the matrix A * is singular (A(j,j) = 0 for some j), then s is set to 0 and a * non-trivial solution to A*x = 0 is returned. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the matrix A is upper or lower triangular. * = 'U': Upper triangular * = 'L': Lower triangular * * TRANS (input) CHARACTER*1 * Specifies the operation applied to A. * = 'N': Solve A * x = s*b (No transpose) * = 'T': Solve A**T * x = s*b (Transpose) * = 'C': Solve A**H * x = s*b (Conjugate transpose) * * DIAG (input) CHARACTER*1 * Specifies whether or not the matrix A is unit triangular. * = 'N': Non-unit triangular * = 'U': Unit triangular * * NORMIN (input) CHARACTER*1 * Specifies whether CNORM has been set or not. * = 'Y': CNORM contains the column norms on entry * = 'N': CNORM is not set on entry. On exit, the norms will * be computed and stored in CNORM. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of subdiagonals or superdiagonals in the * triangular matrix A. KD >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangular band matrix A, stored in the * first KD+1 rows of the array. The j-th column of A is stored * in the j-th column of the array AB as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * X (input/output) COMPLEX array, dimension (N) * On entry, the right hand side b of the triangular system. * On exit, X is overwritten by the solution vector x. * * SCALE (output) REAL * The scaling factor s for the triangular system * A * x = s*b, A**T * x = s*b, or A**H * x = s*b. * If SCALE = 0, the matrix A is singular or badly scaled, and * the vector x is an exact or approximate solution to A*x = 0. * * CNORM (input or output) REAL array, dimension (N) * * If NORMIN = 'Y', CNORM is an input argument and CNORM(j) * contains the norm of the off-diagonal part of the j-th column * of A. If TRANS = 'N', CNORM(j) must be greater than or equal * to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j) * must be greater than or equal to the 1-norm. * * If NORMIN = 'N', CNORM is an output argument and CNORM(j) * returns the 1-norm of the offdiagonal part of the j-th column * of A. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * Further Details * ======= ======= * * A rough bound on x is computed; if that is less than overflow, CTBSV * is called, otherwise, specific code is used which checks for possible * overflow or divide-by-zero at every operation. * * A columnwise scheme is used for solving A*x = b. The basic algorithm * if A is lower triangular is * * x[1:n] := b[1:n] * for j = 1, ..., n * x(j) := x(j) / A(j,j) * x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j] * end * * Define bounds on the components of x after j iterations of the loop: * M(j) = bound on x[1:j] * G(j) = bound on x[j+1:n] * Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}. * * Then for iteration j+1 we have * M(j+1) <= G(j) / | A(j+1,j+1) | * G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] | * <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | ) * * where CNORM(j+1) is greater than or equal to the infinity-norm of * column j+1 of A, not counting the diagonal. Hence * * G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | ) * 1<=i<=j * and * * |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| ) * 1<=i< j * * Since |x(j)| <= M(j), we use the Level 2 BLAS routine CTBSV if the * reciprocal of the largest M(j), j=1,..,n, is larger than * max(underflow, 1/overflow). * * The bound on x(j) is also used to determine when a step in the * columnwise method can be performed without fear of overflow. If * the computed bound is greater than a large constant, x is scaled to * prevent overflow, but if the bound overflows, x is set to 0, x(j) to * 1, and scale to 0, and a non-trivial solution to A*x = 0 is found. * * Similarly, a row-wise scheme is used to solve A**T *x = b or * A**H *x = b. The basic algorithm for A upper triangular is * * for j = 1, ..., n * x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j) * end * * We simultaneously compute two bounds * G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j * M(j) = bound on x(i), 1<=i<=j * * The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we * add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1. * Then the bound on x(j) is * * M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) | * * <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| ) * 1<=i<=j * * and we can safely call CTBSV if 1/M(n) and 1/G(n) are both greater * than max(underflow, 1/overflow). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.187. (clatdf ijob n z ldz rhs rdsum rdscal ipiv jpiv ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLATDF computes the contribution to the reciprocal Dif-estimate * by solving for x in Z * x = b, where b is chosen such that the norm * of x is as large as possible. It is assumed that LU decomposition * of Z has been computed by CGETC2. On entry RHS = f holds the * contribution from earlier solved sub-systems, and on return RHS = x. * * The factorization of Z returned by CGETC2 has the form * Z = P * L * U * Q, where P and Q are permutation matrices. L is lower * triangular with unit diagonal elements and U is upper triangular. * * Arguments * ========= * * IJOB (input) INTEGER * IJOB = 2: First compute an approximative null-vector e * of Z using CGECON, e is normalized and solve for * Zx = +-e - f with the sign giving the greater value of * 2-norm(x). About 5 times as expensive as Default. * IJOB .ne. 2: Local look ahead strategy where * all entries of the r.h.s. b is choosen as either +1 or * -1. Default. * * N (input) INTEGER * The number of columns of the matrix Z. * * Z (input) REAL array, dimension (LDZ, N) * On entry, the LU part of the factorization of the n-by-n * matrix Z computed by CGETC2: Z = P * L * U * Q * * LDZ (input) INTEGER * The leading dimension of the array Z. LDA >= max(1, N). * * RHS (input/output) REAL array, dimension (N). * On entry, RHS contains contributions from other subsystems. * On exit, RHS contains the solution of the subsystem with * entries according to the value of IJOB (see above). * * RDSUM (input/output) REAL * On entry, the sum of squares of computed contributions to * the Dif-estimate under computation by CTGSYL, where the * scaling factor RDSCAL (see below) has been factored out. * On exit, the corresponding sum of squares updated with the * contributions from the current sub-system. * If TRANS = 'T' RDSUM is not touched. * NOTE: RDSUM only makes sense when CTGSY2 is called by CTGSYL. * * RDSCAL (input/output) REAL * On entry, scaling factor used to prevent overflow in RDSUM. * On exit, RDSCAL is updated w.r.t. the current contributions * in RDSUM. * If TRANS = 'T', RDSCAL is not touched. * NOTE: RDSCAL only makes sense when CTGSY2 is called by * CTGSYL. * * IPIV (input) INTEGER array, dimension (N). * The pivot indices; for 1 <= i <= N, row i of the * matrix has been interchanged with row IPIV(i). * * JPIV (input) INTEGER array, dimension (N). * The pivot indices; for 1 <= j <= N, column j of the * matrix has been interchanged with column JPIV(j). * * Further Details * =============== * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * This routine is a further developed implementation of algorithm * BSOLVE in [1] using complete pivoting in the LU factorization. * * [1] Bo Kagstrom and Lars Westin, * Generalized Schur Methods with Condition Estimators for * Solving the Generalized Sylvester Equation, IEEE Transactions * on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751. * * [2] Peter Poromaa, * On Efficient and Robust Estimators for the Separation * between two Regular Matrix Pairs with Applications in * Condition Estimation. Report UMINF-95.05, Department of * Computing Science, Umea University, S-901 87 Umea, Sweden, * 1995. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.188. (clatps uplo trans diag normin n ap x scale cnorm info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLATPS solves one of the triangular systems * * A * x = s*b, A**T * x = s*b, or A**H * x = s*b, * * with scaling to prevent overflow, where A is an upper or lower * triangular matrix stored in packed form. Here A**T denotes the * transpose of A, A**H denotes the conjugate transpose of A, x and b * are n-element vectors, and s is a scaling factor, usually less than * or equal to 1, chosen so that the components of x will be less than * the overflow threshold. If the unscaled problem will not cause * overflow, the Level 2 BLAS routine CTPSV is called. If the matrix A * is singular (A(j,j) = 0 for some j), then s is set to 0 and a * non-trivial solution to A*x = 0 is returned. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the matrix A is upper or lower triangular. * = 'U': Upper triangular * = 'L': Lower triangular * * TRANS (input) CHARACTER*1 * Specifies the operation applied to A. * = 'N': Solve A * x = s*b (No transpose) * = 'T': Solve A**T * x = s*b (Transpose) * = 'C': Solve A**H * x = s*b (Conjugate transpose) * * DIAG (input) CHARACTER*1 * Specifies whether or not the matrix A is unit triangular. * = 'N': Non-unit triangular * = 'U': Unit triangular * * NORMIN (input) CHARACTER*1 * Specifies whether CNORM has been set or not. * = 'Y': CNORM contains the column norms on entry * = 'N': CNORM is not set on entry. On exit, the norms will * be computed and stored in CNORM. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangular matrix A, packed columnwise in * a linear array. The j-th column of A is stored in the array * AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * X (input/output) COMPLEX array, dimension (N) * On entry, the right hand side b of the triangular system. * On exit, X is overwritten by the solution vector x. * * SCALE (output) REAL * The scaling factor s for the triangular system * A * x = s*b, A**T * x = s*b, or A**H * x = s*b. * If SCALE = 0, the matrix A is singular or badly scaled, and * the vector x is an exact or approximate solution to A*x = 0. * * CNORM (input or output) REAL array, dimension (N) * * If NORMIN = 'Y', CNORM is an input argument and CNORM(j) * contains the norm of the off-diagonal part of the j-th column * of A. If TRANS = 'N', CNORM(j) must be greater than or equal * to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j) * must be greater than or equal to the 1-norm. * * If NORMIN = 'N', CNORM is an output argument and CNORM(j) * returns the 1-norm of the offdiagonal part of the j-th column * of A. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * Further Details * ======= ======= * * A rough bound on x is computed; if that is less than overflow, CTPSV * is called, otherwise, specific code is used which checks for possible * overflow or divide-by-zero at every operation. * * A columnwise scheme is used for solving A*x = b. The basic algorithm * if A is lower triangular is * * x[1:n] := b[1:n] * for j = 1, ..., n * x(j) := x(j) / A(j,j) * x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j] * end * * Define bounds on the components of x after j iterations of the loop: * M(j) = bound on x[1:j] * G(j) = bound on x[j+1:n] * Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}. * * Then for iteration j+1 we have * M(j+1) <= G(j) / | A(j+1,j+1) | * G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] | * <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | ) * * where CNORM(j+1) is greater than or equal to the infinity-norm of * column j+1 of A, not counting the diagonal. Hence * * G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | ) * 1<=i<=j * and * * |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| ) * 1<=i< j * * Since |x(j)| <= M(j), we use the Level 2 BLAS routine CTPSV if the * reciprocal of the largest M(j), j=1,..,n, is larger than * max(underflow, 1/overflow). * * The bound on x(j) is also used to determine when a step in the * columnwise method can be performed without fear of overflow. If * the computed bound is greater than a large constant, x is scaled to * prevent overflow, but if the bound overflows, x is set to 0, x(j) to * 1, and scale to 0, and a non-trivial solution to A*x = 0 is found. * * Similarly, a row-wise scheme is used to solve A**T *x = b or * A**H *x = b. The basic algorithm for A upper triangular is * * for j = 1, ..., n * x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j) * end * * We simultaneously compute two bounds * G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j * M(j) = bound on x(i), 1<=i<=j * * The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we * add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1. * Then the bound on x(j) is * * M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) | * * <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| ) * 1<=i<=j * * and we can safely call CTPSV if 1/M(n) and 1/G(n) are both greater * than max(underflow, 1/overflow). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.189. (clatrd uplo n nb a lda e tau w ldw ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLATRD reduces NB rows and columns of a complex Hermitian matrix A to * Hermitian tridiagonal form by a unitary similarity * transformation Q' * A * Q, and returns the matrices V and W which are * needed to apply the transformation to the unreduced part of A. * * If UPLO = 'U', CLATRD reduces the last NB rows and columns of a * matrix, of which the upper triangle is supplied; * if UPLO = 'L', CLATRD reduces the first NB rows and columns of a * matrix, of which the lower triangle is supplied. * * This is an auxiliary routine called by CHETRD. * * Arguments * ========= * * UPLO (input) CHARACTER * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. * * NB (input) INTEGER * The number of rows and columns to be reduced. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * On exit: * if UPLO = 'U', the last NB columns have been reduced to * tridiagonal form, with the diagonal elements overwriting * the diagonal elements of A; the elements above the diagonal * with the array TAU, represent the unitary matrix Q as a * product of elementary reflectors; * if UPLO = 'L', the first NB columns have been reduced to * tridiagonal form, with the diagonal elements overwriting * the diagonal elements of A; the elements below the diagonal * with the array TAU, represent the unitary matrix Q as a * product of elementary reflectors. * See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * E (output) REAL array, dimension (N-1) * If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal * elements of the last NB columns of the reduced matrix; * if UPLO = 'L', E(1:nb) contains the subdiagonal elements of * the first NB columns of the reduced matrix. * * TAU (output) COMPLEX array, dimension (N-1) * The scalar factors of the elementary reflectors, stored in * TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'. * See Further Details. * * W (output) COMPLEX array, dimension (LDW,NB) * The n-by-nb matrix W required to update the unreduced part * of A. * * LDW (input) INTEGER * The leading dimension of the array W. LDW >= max(1,N). * * Further Details * =============== * * If UPLO = 'U', the matrix Q is represented as a product of elementary * reflectors * * Q = H(n) H(n-1) . . . H(n-nb+1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i), * and tau in TAU(i-1). * * If UPLO = 'L', the matrix Q is represented as a product of elementary * reflectors * * Q = H(1) H(2) . . . H(nb). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i), * and tau in TAU(i). * * The elements of the vectors v together form the n-by-nb matrix V * which is needed, with W, to apply the transformation to the unreduced * part of the matrix, using a Hermitian rank-2k update of the form: * A := A - V*W' - W*V'. * * The contents of A on exit are illustrated by the following examples * with n = 5 and nb = 2: * * if UPLO = 'U': if UPLO = 'L': * * ( a a a v4 v5 ) ( d ) * ( a a v4 v5 ) ( 1 d ) * ( a 1 v5 ) ( v1 1 a ) * ( d 1 ) ( v1 v2 a a ) * ( d ) ( v1 v2 a a a ) * * where d denotes a diagonal element of the reduced matrix, a denotes * an element of the original matrix that is unchanged, and vi denotes * an element of the vector defining H(i). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.190. (clatrs uplo trans diag normin n a lda x scale cnorm info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLATRS solves one of the triangular systems * * A * x = s*b, A**T * x = s*b, or A**H * x = s*b, * * with scaling to prevent overflow. Here A is an upper or lower * triangular matrix, A**T denotes the transpose of A, A**H denotes the * conjugate transpose of A, x and b are n-element vectors, and s is a * scaling factor, usually less than or equal to 1, chosen so that the * components of x will be less than the overflow threshold. If the * unscaled problem will not cause overflow, the Level 2 BLAS routine * CTRSV is called. If the matrix A is singular (A(j,j) = 0 for some j), * then s is set to 0 and a non-trivial solution to A*x = 0 is returned. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the matrix A is upper or lower triangular. * = 'U': Upper triangular * = 'L': Lower triangular * * TRANS (input) CHARACTER*1 * Specifies the operation applied to A. * = 'N': Solve A * x = s*b (No transpose) * = 'T': Solve A**T * x = s*b (Transpose) * = 'C': Solve A**H * x = s*b (Conjugate transpose) * * DIAG (input) CHARACTER*1 * Specifies whether or not the matrix A is unit triangular. * = 'N': Non-unit triangular * = 'U': Unit triangular * * NORMIN (input) CHARACTER*1 * Specifies whether CNORM has been set or not. * = 'Y': CNORM contains the column norms on entry * = 'N': CNORM is not set on entry. On exit, the norms will * be computed and stored in CNORM. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The triangular matrix A. If UPLO = 'U', the leading n by n * upper triangular part of the array A contains the upper * triangular matrix, and the strictly lower triangular part of * A is not referenced. If UPLO = 'L', the leading n by n lower * triangular part of the array A contains the lower triangular * matrix, and the strictly upper triangular part of A is not * referenced. If DIAG = 'U', the diagonal elements of A are * also not referenced and are assumed to be 1. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max (1,N). * * X (input/output) COMPLEX array, dimension (N) * On entry, the right hand side b of the triangular system. * On exit, X is overwritten by the solution vector x. * * SCALE (output) REAL * The scaling factor s for the triangular system * A * x = s*b, A**T * x = s*b, or A**H * x = s*b. * If SCALE = 0, the matrix A is singular or badly scaled, and * the vector x is an exact or approximate solution to A*x = 0. * * CNORM (input or output) REAL array, dimension (N) * * If NORMIN = 'Y', CNORM is an input argument and CNORM(j) * contains the norm of the off-diagonal part of the j-th column * of A. If TRANS = 'N', CNORM(j) must be greater than or equal * to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j) * must be greater than or equal to the 1-norm. * * If NORMIN = 'N', CNORM is an output argument and CNORM(j) * returns the 1-norm of the offdiagonal part of the j-th column * of A. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * Further Details * ======= ======= * * A rough bound on x is computed; if that is less than overflow, CTRSV * is called, otherwise, specific code is used which checks for possible * overflow or divide-by-zero at every operation. * * A columnwise scheme is used for solving A*x = b. The basic algorithm * if A is lower triangular is * * x[1:n] := b[1:n] * for j = 1, ..., n * x(j) := x(j) / A(j,j) * x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j] * end * * Define bounds on the components of x after j iterations of the loop: * M(j) = bound on x[1:j] * G(j) = bound on x[j+1:n] * Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}. * * Then for iteration j+1 we have * M(j+1) <= G(j) / | A(j+1,j+1) | * G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] | * <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | ) * * where CNORM(j+1) is greater than or equal to the infinity-norm of * column j+1 of A, not counting the diagonal. Hence * * G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | ) * 1<=i<=j * and * * |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| ) * 1<=i< j * * Since |x(j)| <= M(j), we use the Level 2 BLAS routine CTRSV if the * reciprocal of the largest M(j), j=1,..,n, is larger than * max(underflow, 1/overflow). * * The bound on x(j) is also used to determine when a step in the * columnwise method can be performed without fear of overflow. If * the computed bound is greater than a large constant, x is scaled to * prevent overflow, but if the bound overflows, x is set to 0, x(j) to * 1, and scale to 0, and a non-trivial solution to A*x = 0 is found. * * Similarly, a row-wise scheme is used to solve A**T *x = b or * A**H *x = b. The basic algorithm for A upper triangular is * * for j = 1, ..., n * x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j) * end * * We simultaneously compute two bounds * G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j * M(j) = bound on x(i), 1<=i<=j * * The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we * add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1. * Then the bound on x(j) is * * M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) | * * <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| ) * 1<=i<=j * * and we can safely call CTRSV if 1/M(n) and 1/G(n) are both greater * than max(underflow, 1/overflow). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.191. (clatrz m n l a lda tau work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLATRZ factors the M-by-(M+L) complex upper trapezoidal matrix * [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z by means * of unitary transformations, where Z is an (M+L)-by-(M+L) unitary * matrix and, R and A1 are M-by-M upper triangular matrices. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * L (input) INTEGER * The number of columns of the matrix A containing the * meaningful part of the Householder vectors. N-M >= L >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the leading M-by-N upper trapezoidal part of the * array A must contain the matrix to be factorized. * On exit, the leading M-by-M upper triangular part of A * contains the upper triangular matrix R, and elements N-L+1 to * N of the first M rows of A, with the array TAU, represent the * unitary matrix Z as a product of M elementary reflectors. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * TAU (output) COMPLEX array, dimension (M) * The scalar factors of the elementary reflectors. * * WORK (workspace) COMPLEX array, dimension (M) * * Further Details * =============== * * Based on contributions by * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA * * The factorization is obtained by Householder's method. The kth * transformation matrix, Z( k ), which is used to introduce zeros into * the ( m - k + 1 )th row of A, is given in the form * * Z( k ) = ( I 0 ), * ( 0 T( k ) ) * * where * * T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ), * ( 0 ) * ( z( k ) ) * * tau is a scalar and z( k ) is an l element vector. tau and z( k ) * are chosen to annihilate the elements of the kth row of A2. * * The scalar tau is returned in the kth element of TAU and the vector * u( k ) in the kth row of A2, such that the elements of z( k ) are * in a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in * the upper triangular part of A1. * * Z is given by * * Z = Z( 1 ) * Z( 2 ) * ... * Z( m ). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.192. (clatzm side m n v incv tau c1 c2 ldc work ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * This routine is deprecated and has been replaced by routine CUNMRZ. * * CLATZM applies a Householder matrix generated by CTZRQF to a matrix. * * Let P = I - tau*u*u', u = ( 1 ), * ( v ) * where v is an (m-1) vector if SIDE = 'L', or a (n-1) vector if * SIDE = 'R'. * * If SIDE equals 'L', let * C = [ C1 ] 1 * [ C2 ] m-1 * n * Then C is overwritten by P*C. * * If SIDE equals 'R', let * C = [ C1, C2 ] m * 1 n-1 * Then C is overwritten by C*P. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'L': form P * C * = 'R': form C * P * * M (input) INTEGER * The number of rows of the matrix C. * * N (input) INTEGER * The number of columns of the matrix C. * * V (input) COMPLEX array, dimension * (1 + (M-1)*abs(INCV)) if SIDE = 'L' * (1 + (N-1)*abs(INCV)) if SIDE = 'R' * The vector v in the representation of P. V is not used * if TAU = 0. * * INCV (input) INTEGER * The increment between elements of v. INCV <> 0 * * TAU (input) COMPLEX * The value tau in the representation of P. * * C1 (input/output) COMPLEX array, dimension * (LDC,N) if SIDE = 'L' * (M,1) if SIDE = 'R' * On entry, the n-vector C1 if SIDE = 'L', or the m-vector C1 * if SIDE = 'R'. * * On exit, the first row of P*C if SIDE = 'L', or the first * column of C*P if SIDE = 'R'. * * C2 (input/output) COMPLEX array, dimension * (LDC, N) if SIDE = 'L' * (LDC, N-1) if SIDE = 'R' * On entry, the (m - 1) x n matrix C2 if SIDE = 'L', or the * m x (n - 1) matrix C2 if SIDE = 'R'. * * On exit, rows 2:m of P*C if SIDE = 'L', or columns 2:m of C*P * if SIDE = 'R'. * * LDC (input) INTEGER * The leading dimension of the arrays C1 and C2. * LDC >= max(1,M). * * WORK (workspace) COMPLEX array, dimension * (N) if SIDE = 'L' * (M) if SIDE = 'R' * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.193. (clauu2 uplo n a lda info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAUU2 computes the product U * U' or L' * L, where the triangular * factor U or L is stored in the upper or lower triangular part of * the array A. * * If UPLO = 'U' or 'u' then the upper triangle of the result is stored, * overwriting the factor U in A. * If UPLO = 'L' or 'l' then the lower triangle of the result is stored, * overwriting the factor L in A. * * This is the unblocked form of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the triangular factor stored in the array A * is upper or lower triangular: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the triangular factor U or L. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the triangular factor U or L. * On exit, if UPLO = 'U', the upper triangle of A is * overwritten with the upper triangle of the product U * U'; * if UPLO = 'L', the lower triangle of A is overwritten with * the lower triangle of the product L' * L. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.194. (clauum uplo n a lda info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CLAUUM computes the product U * U' or L' * L, where the triangular * factor U or L is stored in the upper or lower triangular part of * the array A. * * If UPLO = 'U' or 'u' then the upper triangle of the result is stored, * overwriting the factor U in A. * If UPLO = 'L' or 'l' then the lower triangle of the result is stored, * overwriting the factor L in A. * * This is the blocked form of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the triangular factor stored in the array A * is upper or lower triangular: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the triangular factor U or L. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the triangular factor U or L. * On exit, if UPLO = 'U', the upper triangle of A is * overwritten with the upper triangle of the product U * U'; * if UPLO = 'L', the lower triangle of A is overwritten with * the lower triangle of the product L' * L. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.195. (cpbcon uplo n kd ab ldab anorm rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBCON estimates the reciprocal of the condition number (in the * 1-norm) of a complex Hermitian positive definite band matrix using * the Cholesky factorization A = U**H*U or A = L*L**H computed by * CPBTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangular factor stored in AB; * = 'L': Lower triangular factor stored in AB. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of sub-diagonals if UPLO = 'L'. KD >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H of the band matrix A, stored in the * first KD+1 rows of the array. The j-th column of U or L is * stored in the j-th column of the array AB as follows: * if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; * if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * ANORM (input) REAL * The 1-norm (or infinity-norm) of the Hermitian band matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.196. (cpbequ uplo n kd ab ldab s scond amax info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBEQU computes row and column scalings intended to equilibrate a * Hermitian positive definite band matrix A and reduce its condition * number (with respect to the two-norm). S contains the scale factors, * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This * choice of S puts the condition number of B within a factor N of the * smallest possible condition number over all possible diagonal * scalings. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangular of A is stored; * = 'L': Lower triangular of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangle of the Hermitian band matrix A, * stored in the first KD+1 rows of the array. The j-th column * of A is stored in the j-th column of the array AB as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * LDAB (input) INTEGER * The leading dimension of the array A. LDAB >= KD+1. * * S (output) REAL array, dimension (N) * If INFO = 0, S contains the scale factors for A. * * SCOND (output) REAL * If INFO = 0, S contains the ratio of the smallest S(i) to * the largest S(i). If SCOND >= 0.1 and AMAX is neither too * large nor too small, it is not worth scaling by S. * * AMAX (output) REAL * Absolute value of largest matrix element. If AMAX is very * close to overflow or very close to underflow, the matrix * should be scaled. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, the i-th diagonal element is nonpositive. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.197. (cpbrfs uplo n kd nrhs ab ldab afb ldafb b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBRFS improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian positive definite * and banded, and provides error bounds and backward error estimates * for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangle of the Hermitian band matrix A, * stored in the first KD+1 rows of the array. The j-th column * of A is stored in the j-th column of the array AB as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * AFB (input) COMPLEX array, dimension (LDAFB,N) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H of the band matrix A as computed by * CPBTRF, in the same storage format as A (see AB). * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= KD+1. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CPBTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.198. (cpbstf uplo n kd ab ldab info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBSTF computes a split Cholesky factorization of a complex * Hermitian positive definite band matrix A. * * This routine is designed to be used in conjunction with CHBGST. * * The factorization has the form A = S**H*S where S is a band matrix * of the same bandwidth as A and the following structure: * * S = ( U ) * ( M L ) * * where U is upper triangular of order m = (n+kd)/2, and L is lower * triangular of order n-m. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first kd+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, if INFO = 0, the factor S from the split Cholesky * factorization A = S**H*S. See Further Details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the factorization could not be completed, * because the updated element a(i,i) was negative; the * matrix A is not positive definite. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * N = 7, KD = 2: * * S = ( s11 s12 s13 ) * ( s22 s23 s24 ) * ( s33 s34 ) * ( s44 ) * ( s53 s54 s55 ) * ( s64 s65 s66 ) * ( s75 s76 s77 ) * * If UPLO = 'U', the array AB holds: * * on entry: on exit: * * * * a13 a24 a35 a46 a57 * * s13 s24 s53' s64' s75' * * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54' s65' s76' * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77 * * If UPLO = 'L', the array AB holds: * * on entry: on exit: * * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77 * a21 a32 a43 a54 a65 a76 * s12' s23' s34' s54 s65 s76 * * a31 a42 a53 a64 a64 * * s13' s24' s53 s64 s75 * * * * Array elements marked * are not used by the routine; s12' denotes * conjg(s12); the diagonal elements of S are real. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.199. (cpbsv uplo n kd nrhs ab ldab b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBSV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian positive definite band matrix and X * and B are N-by-NRHS matrices. * * The Cholesky decomposition is used to factor A as * A = U**H * U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular band matrix, and L is a lower * triangular band matrix, with the same number of superdiagonals or * subdiagonals as A. The factored form of A is then used to solve the * system of equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD). * See below for further details. * * On exit, if INFO = 0, the triangular factor U or L from the * Cholesky factorization A = U**H*U or A = L*L**H of the band * matrix A, in the same storage format as A. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the leading minor of order i of A is not * positive definite, so the factorization could not be * completed, and the solution has not been computed. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * N = 6, KD = 2, and UPLO = 'U': * * On entry: On exit: * * * * a13 a24 a35 a46 * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * * Similarly, if UPLO = 'L' the format of A is as follows: * * On entry: On exit: * * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * * a31 a42 a53 a64 * * l31 l42 l53 l64 * * * * Array elements marked * are not used by the routine. * * ===================================================================== * * .. External Functions .. * =====================================================================

8.6.2.5.200. (cpbsvx fact uplo n kd nrhs ab ldab afb ldafb equed s b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to * compute the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian positive definite band matrix and X * and B are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(S)*A*diag(S) and B by diag(S)*B. * * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to * factor the matrix A (after equilibration if FACT = 'E') as * A = U**H * U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular band matrix, and L is a lower * triangular band matrix. * * 3. If the leading i-by-i principal minor is not positive definite, * then the routine returns with INFO = i. Otherwise, the factored * form of A is used to estimate the condition number of the matrix * A. If the reciprocal of the condition number is less than machine * precision, INFO = N+1 is returned as a warning, but the routine * still goes on to solve for X and compute error bounds as * described below. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(S) so that it solves the original system before * equilibration. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AFB contains the factored form of A. * If EQUED = 'Y', the matrix A has been equilibrated * with scaling factors given by S. AB and AFB will not * be modified. * = 'N': The matrix A will be copied to AFB and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AFB and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * NRHS (input) INTEGER * The number of right-hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array, except * if FACT = 'F' and EQUED = 'Y', then A must contain the * equilibrated matrix diag(S)*A*diag(S). The j-th column of A * is stored in the j-th column of the array AB as follows: * if UPLO = 'U', AB(KD+1+i-j,j) = A(i,j) for max(1,j-KD)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(N,j+KD). * See below for further details. * * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by * diag(S)*A*diag(S). * * LDAB (input) INTEGER * The leading dimension of the array A. LDAB >= KD+1. * * AFB (input or output) COMPLEX array, dimension (LDAFB,N) * If FACT = 'F', then AFB is an input argument and on entry * contains the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H of the band matrix * A, in the same storage format as A (see AB). If EQUED = 'Y', * then AFB is the factored form of the equilibrated matrix A. * * If FACT = 'N', then AFB is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H. * * If FACT = 'E', then AFB is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H of the equilibrated * matrix A (see the description of A for the form of the * equilibrated matrix). * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= KD+1. * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * S (input or output) REAL array, dimension (N) * The scale factors for A; not accessed if EQUED = 'N'. S is * an input argument if FACT = 'F'; otherwise, S is an output * argument. If FACT = 'F' and EQUED = 'Y', each element of S * must be positive. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', * B is overwritten by diag(S) * B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to * the original system of equations. Note that if EQUED = 'Y', * A and B are modified on exit, and the solution to the * equilibrated system is inv(diag(S))*X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A after equilibration (if done). If RCOND is less than the * machine precision (in particular, if RCOND = 0), the matrix * is singular to working precision. This condition is * indicated by a return code of INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: the leading minor of order i of A is * not positive definite, so the factorization * could not be completed, and the solution has not * been computed. RCOND = 0 is returned. * = N+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * N = 6, KD = 2, and UPLO = 'U': * * Two-dimensional storage of the Hermitian matrix A: * * a11 a12 a13 * a22 a23 a24 * a33 a34 a35 * a44 a45 a46 * a55 a56 * (aij=conjg(aji)) a66 * * Band storage of the upper triangle of A: * * * * a13 a24 a35 a46 * * a12 a23 a34 a45 a56 * a11 a22 a33 a44 a55 a66 * * Similarly, if UPLO = 'L' the format of A is as follows: * * a11 a22 a33 a44 a55 a66 * a21 a32 a43 a54 a65 * * a31 a42 a53 a64 * * * * Array elements marked * are not used by the routine. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.201. (cpbtf2 uplo n kd ab ldab info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBTF2 computes the Cholesky factorization of a complex Hermitian * positive definite band matrix A. * * The factorization has the form * A = U' * U , if UPLO = 'U', or * A = L * L', if UPLO = 'L', * where U is an upper triangular matrix, U' is the conjugate transpose * of U, and L is lower triangular. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of super-diagonals of the matrix A if UPLO = 'U', * or the number of sub-diagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, if INFO = 0, the triangular factor U or L from the * Cholesky factorization A = U'*U or A = L*L' of the band * matrix A, in the same storage format as A. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, the leading minor of order k is not * positive definite, and the factorization could not be * completed. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * N = 6, KD = 2, and UPLO = 'U': * * On entry: On exit: * * * * a13 a24 a35 a46 * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * * Similarly, if UPLO = 'L' the format of A is as follows: * * On entry: On exit: * * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * * a31 a42 a53 a64 * * l31 l42 l53 l64 * * * * Array elements marked * are not used by the routine. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.202. (cpbtrf uplo n kd ab ldab info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBTRF computes the Cholesky factorization of a complex Hermitian * positive definite band matrix A. * * The factorization has the form * A = U**H * U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular matrix and L is lower triangular. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the upper or lower triangle of the Hermitian band * matrix A, stored in the first KD+1 rows of the array. The * j-th column of A is stored in the j-th column of the array AB * as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * * On exit, if INFO = 0, the triangular factor U or L from the * Cholesky factorization A = U**H*U or A = L*L**H of the band * matrix A, in the same storage format as A. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the leading minor of order i is not * positive definite, and the factorization could not be * completed. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * N = 6, KD = 2, and UPLO = 'U': * * On entry: On exit: * * * * a13 a24 a35 a46 * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * * Similarly, if UPLO = 'L' the format of A is as follows: * * On entry: On exit: * * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * * a31 a42 a53 a64 * * l31 l42 l53 l64 * * * * Array elements marked * are not used by the routine. * * Contributed by * Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989 * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.203. (cpbtrs uplo n kd nrhs ab ldab b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPBTRS solves a system of linear equations A*X = B with a Hermitian * positive definite band matrix A using the Cholesky factorization * A = U**H*U or A = L*L**H computed by CPBTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangular factor stored in AB; * = 'L': Lower triangular factor stored in AB. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals of the matrix A if UPLO = 'U', * or the number of subdiagonals if UPLO = 'L'. KD >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H of the band matrix A, stored in the * first KD+1 rows of the array. The j-th column of U or L is * stored in the j-th column of the array AB as follows: * if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; * if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.204. (cpocon uplo n a lda anorm rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOCON estimates the reciprocal of the condition number (in the * 1-norm) of a complex Hermitian positive definite matrix using the * Cholesky factorization A = U**H*U or A = L*L**H computed by CPOTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H, as computed by CPOTRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * ANORM (input) REAL * The 1-norm (or infinity-norm) of the Hermitian matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.205. (cpoequ n a lda s scond amax info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOEQU computes row and column scalings intended to equilibrate a * Hermitian positive definite matrix A and reduce its condition number * (with respect to the two-norm). S contains the scale factors, * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This * choice of S puts the condition number of B within a factor N of the * smallest possible condition number over all possible diagonal * scalings. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The N-by-N Hermitian positive definite matrix whose scaling * factors are to be computed. Only the diagonal elements of A * are referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * S (output) REAL array, dimension (N) * If INFO = 0, S contains the scale factors for A. * * SCOND (output) REAL * If INFO = 0, S contains the ratio of the smallest S(i) to * the largest S(i). If SCOND >= 0.1 and AMAX is neither too * large nor too small, it is not worth scaling by S. * * AMAX (output) REAL * Absolute value of largest matrix element. If AMAX is very * close to overflow or very close to underflow, the matrix * should be scaled. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the i-th diagonal element is nonpositive. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.206. (cporfs uplo n nrhs a lda af ldaf b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPORFS improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian positive definite, * and provides error bounds and backward error estimates for the * solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input) COMPLEX array, dimension (LDAF,N) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H, as computed by CPOTRF. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CPOTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ==================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.207. (cposv uplo n nrhs a lda b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOSV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian positive definite matrix and X and B * are N-by-NRHS matrices. * * The Cholesky decomposition is used to factor A as * A = U**H* U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular matrix and L is a lower triangular * matrix. The factored form of A is then used to solve the system of * equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the leading minor of order i of A is not * positive definite, so the factorization could not be * completed, and the solution has not been computed. * * ===================================================================== * * .. External Functions .. * =====================================================================

8.6.2.5.208. (cposvx fact uplo n nrhs a lda af ldaf equed s b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to * compute the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian positive definite matrix and X and B * are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(S)*A*diag(S) and B by diag(S)*B. * * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to * factor the matrix A (after equilibration if FACT = 'E') as * A = U**H* U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular matrix and L is a lower triangular * matrix. * * 3. If the leading i-by-i principal minor is not positive definite, * then the routine returns with INFO = i. Otherwise, the factored * form of A is used to estimate the condition number of the matrix * A. If the reciprocal of the condition number is less than machine * precision, INFO = N+1 is returned as a warning, but the routine * still goes on to solve for X and compute error bounds as * described below. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(S) so that it solves the original system before * equilibration. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AF contains the factored form of A. * If EQUED = 'Y', the matrix A has been equilibrated * with scaling factors given by S. A and AF will not * be modified. * = 'N': The matrix A will be copied to AF and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AF and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A, except if FACT = 'F' and * EQUED = 'Y', then A must contain the equilibrated matrix * diag(S)*A*diag(S). If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. A is not modified if * FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. * * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by * diag(S)*A*diag(S). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input or output) COMPLEX array, dimension (LDAF,N) * If FACT = 'F', then AF is an input argument and on entry * contains the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H, in the same storage * format as A. If EQUED .ne. 'N', then AF is the factored form * of the equilibrated matrix diag(S)*A*diag(S). * * If FACT = 'N', then AF is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H of the original * matrix A. * * If FACT = 'E', then AF is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H of the equilibrated * matrix A (see the description of A for the form of the * equilibrated matrix). * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * S (input or output) REAL array, dimension (N) * The scale factors for A; not accessed if EQUED = 'N'. S is * an input argument if FACT = 'F'; otherwise, S is an output * argument. If FACT = 'F' and EQUED = 'Y', each element of S * must be positive. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS righthand side matrix B. * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', * B is overwritten by diag(S) * B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to * the original system of equations. Note that if EQUED = 'Y', * A and B are modified on exit, and the solution to the * equilibrated system is inv(diag(S))*X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A after equilibration (if done). If RCOND is less than the * machine precision (in particular, if RCOND = 0), the matrix * is singular to working precision. This condition is * indicated by a return code of INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: the leading minor of order i of A is * not positive definite, so the factorization * could not be completed, and the solution has not * been computed. RCOND = 0 is returned. * = N+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.209. (cpotf2 uplo n a lda info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOTF2 computes the Cholesky factorization of a complex Hermitian * positive definite matrix A. * * The factorization has the form * A = U' * U , if UPLO = 'U', or * A = L * L', if UPLO = 'L', * where U is an upper triangular matrix and L is lower triangular. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n by n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n by n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the factor U or L from the Cholesky * factorization A = U'*U or A = L*L'. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, the leading minor of order k is not * positive definite, and the factorization could not be * completed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.210. (cpotrf uplo n a lda info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOTRF computes the Cholesky factorization of a complex Hermitian * positive definite matrix A. * * The factorization has the form * A = U**H * U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular matrix and L is lower triangular. * * This is the block version of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the leading minor of order i is not * positive definite, and the factorization could not be * completed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.211. (cpotri uplo n a lda info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOTRI computes the inverse of a complex Hermitian positive definite * matrix A using the Cholesky factorization A = U**H*U or A = L*L**H * computed by CPOTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H, as computed by * CPOTRF. * On exit, the upper or lower triangle of the (Hermitian) * inverse of A, overwriting the input factor U or L. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the (i,i) element of the factor U or L is * zero, and the inverse could not be computed. * * ===================================================================== * * .. External Functions .. * =====================================================================

8.6.2.5.212. (cpotrs uplo n nrhs a lda b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPOTRS solves a system of linear equations A*X = B with a Hermitian * positive definite matrix A using the Cholesky factorization * A = U**H*U or A = L*L**H computed by CPOTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H, as computed by CPOTRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.213. (cppcon uplo n ap anorm rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPCON estimates the reciprocal of the condition number (in the * 1-norm) of a complex Hermitian positive definite packed matrix using * the Cholesky factorization A = U**H*U or A = L*L**H computed by * CPPTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H, packed columnwise in a linear * array. The j-th column of U or L is stored in the array AP * as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n. * * ANORM (input) REAL * The 1-norm (or infinity-norm) of the Hermitian matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.214. (cppequ uplo n ap s scond amax info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPEQU computes row and column scalings intended to equilibrate a * Hermitian positive definite matrix A in packed storage and reduce * its condition number (with respect to the two-norm). S contains the * scale factors, S(i)=1/sqrt(A(i,i)), chosen so that the scaled matrix * B with elements B(i,j)=S(i)*A(i,j)*S(j) has ones on the diagonal. * This choice of S puts the condition number of B within a factor N of * the smallest possible condition number over all possible diagonal * scalings. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the Hermitian matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * S (output) REAL array, dimension (N) * If INFO = 0, S contains the scale factors for A. * * SCOND (output) REAL * If INFO = 0, S contains the ratio of the smallest S(i) to * the largest S(i). If SCOND >= 0.1 and AMAX is neither too * large nor too small, it is not worth scaling by S. * * AMAX (output) REAL * Absolute value of largest matrix element. If AMAX is very * close to overflow or very close to underflow, the matrix * should be scaled. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the i-th diagonal element is nonpositive. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.215. (cpprfs uplo n nrhs ap afp b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPRFS improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian positive definite * and packed, and provides error bounds and backward error estimates * for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the Hermitian matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * AFP (input) COMPLEX array, dimension (N*(N+1)/2) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H, as computed by SPPTRF/CPPTRF, * packed columnwise in a linear array in the same format as A * (see AP). * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CPPTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ==================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.216. (cppsv uplo n nrhs ap b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPSV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian positive definite matrix stored in * packed format and X and B are N-by-NRHS matrices. * * The Cholesky decomposition is used to factor A as * A = U**H* U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular matrix and L is a lower triangular * matrix. The factored form of A is then used to solve the system of * equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. * * On exit, if INFO = 0, the factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H, in the same storage * format as A. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the leading minor of order i of A is not * positive definite, so the factorization could not be * completed, and the solution has not been computed. * * Further Details * =============== * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the Hermitian matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = conjg(aji)) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. External Functions .. * =====================================================================

8.6.2.5.217. (cppsvx fact uplo n nrhs ap afp equed s b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to * compute the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian positive definite matrix stored in * packed format and X and B are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(S)*A*diag(S) and B by diag(S)*B. * * 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to * factor the matrix A (after equilibration if FACT = 'E') as * A = U'* U , if UPLO = 'U', or * A = L * L', if UPLO = 'L', * where U is an upper triangular matrix, L is a lower triangular * matrix, and ' indicates conjugate transpose. * * 3. If the leading i-by-i principal minor is not positive definite, * then the routine returns with INFO = i. Otherwise, the factored * form of A is used to estimate the condition number of the matrix * A. If the reciprocal of the condition number is less than machine * precision, INFO = N+1 is returned as a warning, but the routine * still goes on to solve for X and compute error bounds as * described below. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(S) so that it solves the original system before * equilibration. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AFP contains the factored form of A. * If EQUED = 'Y', the matrix A has been equilibrated * with scaling factors given by S. AP and AFP will not * be modified. * = 'N': The matrix A will be copied to AFP and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AFP and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array, except if FACT = 'F' * and EQUED = 'Y', then A must contain the equilibrated matrix * diag(S)*A*diag(S). The j-th column of A is stored in the * array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. A is not modified if * FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. * * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by * diag(S)*A*diag(S). * * AFP (input or output) COMPLEX array, dimension (N*(N+1)/2) * If FACT = 'F', then AFP is an input argument and on entry * contains the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H, in the same storage * format as A. If EQUED .ne. 'N', then AFP is the factored * form of the equilibrated matrix A. * * If FACT = 'N', then AFP is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H of the original * matrix A. * * If FACT = 'E', then AFP is an output argument and on exit * returns the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H of the equilibrated * matrix A (see the description of AP for the form of the * equilibrated matrix). * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = 'Y': Equilibration was done, i.e., A has been replaced by * diag(S) * A * diag(S). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * S (input or output) REAL array, dimension (N) * The scale factors for A; not accessed if EQUED = 'N'. S is * an input argument if FACT = 'F'; otherwise, S is an output * argument. If FACT = 'F' and EQUED = 'Y', each element of S * must be positive. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', * B is overwritten by diag(S) * B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to * the original system of equations. Note that if EQUED = 'Y', * A and B are modified on exit, and the solution to the * equilibrated system is inv(diag(S))*X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A after equilibration (if done). If RCOND is less than the * machine precision (in particular, if RCOND = 0), the matrix * is singular to working precision. This condition is * indicated by a return code of INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: the leading minor of order i of A is * not positive definite, so the factorization * could not be completed, and the solution has not * been computed. RCOND = 0 is returned. * = N+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * Further Details * =============== * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the Hermitian matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = conjg(aji)) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.218. (cpptrf uplo n ap info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPTRF computes the Cholesky factorization of a complex Hermitian * positive definite matrix A stored in packed format. * * The factorization has the form * A = U**H * U, if UPLO = 'U', or * A = L * L**H, if UPLO = 'L', * where U is an upper triangular matrix and L is lower triangular. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the Hermitian matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. * * On exit, if INFO = 0, the triangular factor U or L from the * Cholesky factorization A = U**H*U or A = L*L**H, in the same * storage format as A. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the leading minor of order i is not * positive definite, and the factorization could not be * completed. * * Further Details * =============== * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the Hermitian matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = conjg(aji)) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.219. (cpptri uplo n ap info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPTRI computes the inverse of a complex Hermitian positive definite * matrix A using the Cholesky factorization A = U**H*U or A = L*L**H * computed by CPPTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangular factor is stored in AP; * = 'L': Lower triangular factor is stored in AP. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the triangular factor U or L from the Cholesky * factorization A = U**H*U or A = L*L**H, packed columnwise as * a linear array. The j-th column of U or L is stored in the * array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n. * * On exit, the upper or lower triangle of the (Hermitian) * inverse of A, overwriting the input factor U or L. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the (i,i) element of the factor U or L is * zero, and the inverse could not be computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.220. (cpptrs uplo n nrhs ap b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPPTRS solves a system of linear equations A*X = B with a Hermitian * positive definite matrix A in packed storage using the Cholesky * factorization A = U**H*U or A = L*L**H computed by CPPTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The triangular factor U or L from the Cholesky factorization * A = U**H*U or A = L*L**H, packed columnwise in a linear * array. The j-th column of U or L is stored in the array AP * as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.221. (cptcon n d e anorm rcond rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTCON computes the reciprocal of the condition number (in the * 1-norm) of a complex Hermitian positive definite tridiagonal matrix * using the factorization A = L*D*L**H or A = U**H*D*U computed by * CPTTRF. * * Norm(inv(A)) is computed by a direct method, and the reciprocal of * the condition number is computed as * RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * D (input) REAL array, dimension (N) * The n diagonal elements of the diagonal matrix D from the * factorization of A, as computed by CPTTRF. * * E (input) COMPLEX array, dimension (N-1) * The (n-1) off-diagonal elements of the unit bidiagonal factor * U or L from the factorization of A, as computed by CPTTRF. * * ANORM (input) REAL * The 1-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the * 1-norm of inv(A) computed in this routine. * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The method used is described in Nicholas J. Higham, "Efficient * Algorithms for Computing the Condition Number of a Tridiagonal * Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.222. (cpteqr compz n d e z ldz work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTEQR computes all eigenvalues and, optionally, eigenvectors of a * symmetric positive definite tridiagonal matrix by first factoring the * matrix using SPTTRF and then calling CBDSQR to compute the singular * values of the bidiagonal factor. * * This routine computes the eigenvalues of the positive definite * tridiagonal matrix to high relative accuracy. This means that if the * eigenvalues range over many orders of magnitude in size, then the * small eigenvalues and corresponding eigenvectors will be computed * more accurately than, for example, with the standard QR method. * * The eigenvectors of a full or band positive definite Hermitian matrix * can also be found if CHETRD, CHPTRD, or CHBTRD has been used to * reduce this matrix to tridiagonal form. (The reduction to * tridiagonal form, however, may preclude the possibility of obtaining * high relative accuracy in the small eigenvalues of the original * matrix, if these eigenvalues range over many orders of magnitude.) * * Arguments * ========= * * COMPZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only. * = 'V': Compute eigenvectors of original Hermitian * matrix also. Array Z contains the unitary matrix * used to reduce the original matrix to tridiagonal * form. * = 'I': Compute eigenvectors of tridiagonal matrix also. * * N (input) INTEGER * The order of the matrix. N >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the n diagonal elements of the tridiagonal matrix. * On normal exit, D contains the eigenvalues, in descending * order. * * E (input/output) REAL array, dimension (N-1) * On entry, the (n-1) subdiagonal elements of the tridiagonal * matrix. * On exit, E has been destroyed. * * Z (input/output) COMPLEX array, dimension (LDZ, N) * On entry, if COMPZ = 'V', the unitary matrix used in the * reduction to tridiagonal form. * On exit, if COMPZ = 'V', the orthonormal eigenvectors of the * original Hermitian matrix; * if COMPZ = 'I', the orthonormal eigenvectors of the * tridiagonal matrix. * If INFO > 0 on exit, Z contains the eigenvectors associated * with only the stored eigenvalues. * If COMPZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * COMPZ = 'V' or 'I', LDZ >= max(1,N). * * WORK (workspace) REAL array, dimension (4*N) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = i, and i is: * <= N the Cholesky factorization of the matrix could * not be performed because the i-th principal minor * was not positive definite. * > N the SVD algorithm failed to converge; * if INFO = N+i, i off-diagonal elements of the * bidiagonal factor did not converge to zero. * * ==================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.223. (cptrfs uplo n nrhs d e df ef b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTRFS improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian positive definite * and tridiagonal, and provides error bounds and backward error * estimates for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the superdiagonal or the subdiagonal of the * tridiagonal matrix A is stored and the form of the * factorization: * = 'U': E is the superdiagonal of A, and A = U**H*D*U; * = 'L': E is the subdiagonal of A, and A = L*D*L**H. * (The two forms are equivalent if A is real.) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * D (input) REAL array, dimension (N) * The n real diagonal elements of the tridiagonal matrix A. * * E (input) COMPLEX array, dimension (N-1) * The (n-1) off-diagonal elements of the tridiagonal matrix A * (see UPLO). * * DF (input) REAL array, dimension (N) * The n diagonal elements of the diagonal matrix D from * the factorization computed by CPTTRF. * * EF (input) COMPLEX array, dimension (N-1) * The (n-1) off-diagonal elements of the unit bidiagonal * factor U or L from the factorization computed by CPTTRF * (see UPLO). * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CPTTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.224. (cptsv n nrhs d e b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTSV computes the solution to a complex system of linear equations * A*X = B, where A is an N-by-N Hermitian positive definite tridiagonal * matrix, and X and B are N-by-NRHS matrices. * * A is factored as A = L*D*L**H, and the factored form of A is then * used to solve the system of equations. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the n diagonal elements of the tridiagonal matrix * A. On exit, the n diagonal elements of the diagonal matrix * D from the factorization A = L*D*L**H. * * E (input/output) COMPLEX array, dimension (N-1) * On entry, the (n-1) subdiagonal elements of the tridiagonal * matrix A. On exit, the (n-1) subdiagonal elements of the * unit bidiagonal factor L from the L*D*L**H factorization of * A. E can also be regarded as the superdiagonal of the unit * bidiagonal factor U from the U**H*D*U factorization of A. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the leading minor of order i is not * positive definite, and the solution has not been * computed. The factorization has not been completed * unless i = N. * * ===================================================================== * * .. External Subroutines .. * =====================================================================

8.6.2.5.225. (cptsvx fact n nrhs d e df ef b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTSVX uses the factorization A = L*D*L**H to compute the solution * to a complex system of linear equations A*X = B, where A is an * N-by-N Hermitian positive definite tridiagonal matrix and X and B * are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'N', the matrix A is factored as A = L*D*L**H, where L * is a unit lower bidiagonal matrix and D is diagonal. The * factorization can also be regarded as having the form * A = U**H*D*U. * * 2. If the leading i-by-i principal minor is not positive definite, * then the routine returns with INFO = i. Otherwise, the factored * form of A is used to estimate the condition number of the matrix * A. If the reciprocal of the condition number is less than machine * precision, INFO = N+1 is returned as a warning, but the routine * still goes on to solve for X and compute error bounds as * described below. * * 3. The system of equations is solved for X using the factored form * of A. * * 4. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix * A is supplied on entry. * = 'F': On entry, DF and EF contain the factored form of A. * D, E, DF, and EF will not be modified. * = 'N': The matrix A will be copied to DF and EF and * factored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * D (input) REAL array, dimension (N) * The n diagonal elements of the tridiagonal matrix A. * * E (input) COMPLEX array, dimension (N-1) * The (n-1) subdiagonal elements of the tridiagonal matrix A. * * DF (input or output) REAL array, dimension (N) * If FACT = 'F', then DF is an input argument and on entry * contains the n diagonal elements of the diagonal matrix D * from the L*D*L**H factorization of A. * If FACT = 'N', then DF is an output argument and on exit * contains the n diagonal elements of the diagonal matrix D * from the L*D*L**H factorization of A. * * EF (input or output) COMPLEX array, dimension (N-1) * If FACT = 'F', then EF is an input argument and on entry * contains the (n-1) subdiagonal elements of the unit * bidiagonal factor L from the L*D*L**H factorization of A. * If FACT = 'N', then EF is an output argument and on exit * contains the (n-1) subdiagonal elements of the unit * bidiagonal factor L from the L*D*L**H factorization of A. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The reciprocal condition number of the matrix A. If RCOND * is less than the machine precision (in particular, if * RCOND = 0), the matrix is singular to working precision. * This condition is indicated by a return code of INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in any * element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: the leading minor of order i of A is * not positive definite, so the factorization * could not be completed, and the solution has not * been computed. RCOND = 0 is returned. * = N+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.226. (cpttrf n d e info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTTRF computes the L*D*L' factorization of a complex Hermitian * positive definite tridiagonal matrix A. The factorization may also * be regarded as having the form A = U'*D*U. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the n diagonal elements of the tridiagonal matrix * A. On exit, the n diagonal elements of the diagonal matrix * D from the L*D*L' factorization of A. * * E (input/output) COMPLEX array, dimension (N-1) * On entry, the (n-1) subdiagonal elements of the tridiagonal * matrix A. On exit, the (n-1) subdiagonal elements of the * unit bidiagonal factor L from the L*D*L' factorization of A. * E can also be regarded as the superdiagonal of the unit * bidiagonal factor U from the U'*D*U factorization of A. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, the leading minor of order k is not * positive definite; if k < N, the factorization could not * be completed, while if k = N, the factorization was * completed, but D(N) = 0. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.227. (cpttrs uplo n nrhs d e b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTTRS solves a tridiagonal system of the form * A * X = B * using the factorization A = U'*D*U or A = L*D*L' computed by CPTTRF. * D is a diagonal matrix specified in the vector D, U (or L) is a unit * bidiagonal matrix whose superdiagonal (subdiagonal) is specified in * the vector E, and X and B are N by NRHS matrices. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies the form of the factorization and whether the * vector E is the superdiagonal of the upper bidiagonal factor * U or the subdiagonal of the lower bidiagonal factor L. * = 'U': A = U'*D*U, E is the superdiagonal of U * = 'L': A = L*D*L', E is the subdiagonal of L * * N (input) INTEGER * The order of the tridiagonal matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * D (input) REAL array, dimension (N) * The n diagonal elements of the diagonal matrix D from the * factorization A = U'*D*U or A = L*D*L'. * * E (input) COMPLEX array, dimension (N-1) * If UPLO = 'U', the (n-1) superdiagonal elements of the unit * bidiagonal factor U from the factorization A = U'*D*U. * If UPLO = 'L', the (n-1) subdiagonal elements of the unit * bidiagonal factor L from the factorization A = L*D*L'. * * B (input/output) REAL array, dimension (LDB,NRHS) * On entry, the right hand side vectors B for the system of * linear equations. * On exit, the solution vectors, X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.228. (cptts2 iuplo n nrhs d e b ldb ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CPTTS2 solves a tridiagonal system of the form * A * X = B * using the factorization A = U'*D*U or A = L*D*L' computed by CPTTRF. * D is a diagonal matrix specified in the vector D, U (or L) is a unit * bidiagonal matrix whose superdiagonal (subdiagonal) is specified in * the vector E, and X and B are N by NRHS matrices. * * Arguments * ========= * * IUPLO (input) INTEGER * Specifies the form of the factorization and whether the * vector E is the superdiagonal of the upper bidiagonal factor * U or the subdiagonal of the lower bidiagonal factor L. * = 1: A = U'*D*U, E is the superdiagonal of U * = 0: A = L*D*L', E is the subdiagonal of L * * N (input) INTEGER * The order of the tridiagonal matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * D (input) REAL array, dimension (N) * The n diagonal elements of the diagonal matrix D from the * factorization A = U'*D*U or A = L*D*L'. * * E (input) COMPLEX array, dimension (N-1) * If IUPLO = 1, the (n-1) superdiagonal elements of the unit * bidiagonal factor U from the factorization A = U'*D*U. * If IUPLO = 0, the (n-1) subdiagonal elements of the unit * bidiagonal factor L from the factorization A = L*D*L'. * * B (input/output) REAL array, dimension (LDB,NRHS) * On entry, the right hand side vectors B for the system of * linear equations. * On exit, the solution vectors, X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.229. (crot n cx incx cy incy c s ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CROT applies a plane rotation, where the cos (C) is real and the * sin (S) is complex, and the vectors CX and CY are complex. * * Arguments * ========= * * N (input) INTEGER * The number of elements in the vectors CX and CY. * * CX (input/output) COMPLEX array, dimension (N) * On input, the vector X. * On output, CX is overwritten with C*X + S*Y. * * INCX (input) INTEGER * The increment between successive values of CY. INCX <> 0. * * CY (input/output) COMPLEX array, dimension (N) * On input, the vector Y. * On output, CY is overwritten with -CONJG(S)*X + C*Y. * * INCY (input) INTEGER * The increment between successive values of CY. INCX <> 0. * * C (input) REAL * S (input) COMPLEX * C and S define a rotation * [ C S ] * [ -conjg(S) C ] * where C*C + S*CONJG(S) = 1.0. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.230. (cspcon uplo n ap ipiv anorm rcond work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPCON estimates the reciprocal of the condition number (in the * 1-norm) of a complex symmetric packed matrix A using the * factorization A = U*D*U**T or A = L*D*L**T computed by CSPTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**T; * = 'L': Lower triangular, form is A = L*D*L**T. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CSPTRF, stored as a * packed triangular matrix. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSPTRF. * * ANORM (input) REAL * The 1-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.231. (cspmv uplo n alpha ap x incx beta y incy ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPMV performs the matrix-vector operation * * y := alpha*A*x + beta*y, * * where alpha and beta are scalars, x and y are n element vectors and * A is an n by n symmetric matrix, supplied in packed form. * * Arguments * ========== * * UPLO - CHARACTER*1 * On entry, UPLO specifies whether the upper or lower * triangular part of the matrix A is supplied in the packed * array AP as follows: * * UPLO = 'U' or 'u' The upper triangular part of A is * supplied in AP. * * UPLO = 'L' or 'l' The lower triangular part of A is * supplied in AP. * * Unchanged on exit. * * N - INTEGER * On entry, N specifies the order of the matrix A. * N must be at least zero. * Unchanged on exit. * * ALPHA - COMPLEX * On entry, ALPHA specifies the scalar alpha. * Unchanged on exit. * * AP - COMPLEX array, dimension at least * ( ( N*( N + 1 ) )/2 ). * Before entry, with UPLO = 'U' or 'u', the array AP must * contain the upper triangular part of the symmetric matrix * packed sequentially, column by column, so that AP( 1 ) * contains a( 1, 1 ), AP( 2 ) and AP( 3 ) contain a( 1, 2 ) * and a( 2, 2 ) respectively, and so on. * Before entry, with UPLO = 'L' or 'l', the array AP must * contain the lower triangular part of the symmetric matrix * packed sequentially, column by column, so that AP( 1 ) * contains a( 1, 1 ), AP( 2 ) and AP( 3 ) contain a( 2, 1 ) * and a( 3, 1 ) respectively, and so on. * Unchanged on exit. * * X - COMPLEX array, dimension at least * ( 1 + ( N - 1 )*abs( INCX ) ). * Before entry, the incremented array X must contain the N- * element vector x. * Unchanged on exit. * * INCX - INTEGER * On entry, INCX specifies the increment for the elements of * X. INCX must not be zero. * Unchanged on exit. * * BETA - COMPLEX * On entry, BETA specifies the scalar beta. When BETA is * supplied as zero then Y need not be set on input. * Unchanged on exit. * * Y - COMPLEX array, dimension at least * ( 1 + ( N - 1 )*abs( INCY ) ). * Before entry, the incremented array Y must contain the n * element vector y. On exit, Y is overwritten by the updated * vector y. * * INCY - INTEGER * On entry, INCY specifies the increment for the elements of * Y. INCY must not be zero. * Unchanged on exit. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.232. (csprfs uplo n nrhs ap afp ipiv b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPRFS improves the computed solution to a system of linear * equations when the coefficient matrix is symmetric indefinite * and packed, and provides error bounds and backward error estimates * for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the symmetric matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * AFP (input) COMPLEX array, dimension (N*(N+1)/2) * The factored form of the matrix A. AFP contains the block * diagonal matrix D and the multipliers used to obtain the * factor U or L from the factorization A = U*D*U**T or * A = L*D*L**T as computed by CSPTRF, stored as a packed * triangular matrix. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSPTRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CSPTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.233. (cspr uplo n alpha x incx ap ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPR performs the symmetric rank 1 operation * * A := alpha*x*conjg( x' ) + A, * * where alpha is a complex scalar, x is an n element vector and A is an * n by n symmetric matrix, supplied in packed form. * * Arguments * ========== * * UPLO - CHARACTER*1 * On entry, UPLO specifies whether the upper or lower * triangular part of the matrix A is supplied in the packed * array AP as follows: * * UPLO = 'U' or 'u' The upper triangular part of A is * supplied in AP. * * UPLO = 'L' or 'l' The lower triangular part of A is * supplied in AP. * * Unchanged on exit. * * N - INTEGER * On entry, N specifies the order of the matrix A. * N must be at least zero. * Unchanged on exit. * * ALPHA - COMPLEX * On entry, ALPHA specifies the scalar alpha. * Unchanged on exit. * * X - COMPLEX array, dimension at least * ( 1 + ( N - 1 )*abs( INCX ) ). * Before entry, the incremented array X must contain the N- * element vector x. * Unchanged on exit. * * INCX - INTEGER * On entry, INCX specifies the increment for the elements of * X. INCX must not be zero. * Unchanged on exit. * * AP - COMPLEX array, dimension at least * ( ( N*( N + 1 ) )/2 ). * Before entry, with UPLO = 'U' or 'u', the array AP must * contain the upper triangular part of the symmetric matrix * packed sequentially, column by column, so that AP( 1 ) * contains a( 1, 1 ), AP( 2 ) and AP( 3 ) contain a( 1, 2 ) * and a( 2, 2 ) respectively, and so on. On exit, the array * AP is overwritten by the upper triangular part of the * updated matrix. * Before entry, with UPLO = 'L' or 'l', the array AP must * contain the lower triangular part of the symmetric matrix * packed sequentially, column by column, so that AP( 1 ) * contains a( 1, 1 ), AP( 2 ) and AP( 3 ) contain a( 2, 1 ) * and a( 3, 1 ) respectively, and so on. On exit, the array * AP is overwritten by the lower triangular part of the * updated matrix. * Note that the imaginary parts of the diagonal elements need * not be set, they are assumed to be zero, and on exit they * are set to zero. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.234. (cspsv uplo n nrhs ap ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPSV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N symmetric matrix stored in packed format and X * and B are N-by-NRHS matrices. * * The diagonal pivoting method is used to factor A as * A = U * D * U**T, if UPLO = 'U', or * A = L * D * L**T, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, D is symmetric and block diagonal with 1-by-1 * and 2-by-2 diagonal blocks. The factored form of A is then used to * solve the system of equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the symmetric matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**T or A = L*D*L**T as computed by CSPTRF, stored as * a packed triangular matrix in the same storage format as A. * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D, as * determined by CSPTRF. If IPIV(k) > 0, then rows and columns * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, * then rows and columns k-1 and -IPIV(k) were interchanged and * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 * diagonal block. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, so the solution could not be * computed. * * Further Details * =============== * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the symmetric matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = aji) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. External Functions .. * =====================================================================

8.6.2.5.235. (cspsvx fact uplo n nrhs ap afp ipiv b ldb x ldx rcond ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPSVX uses the diagonal pivoting factorization A = U*D*U**T or * A = L*D*L**T to compute the solution to a complex system of linear * equations A * X = B, where A is an N-by-N symmetric matrix stored * in packed format and X and B are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'N', the diagonal pivoting method is used to factor A as * A = U * D * U**T, if UPLO = 'U', or * A = L * D * L**T, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices and D is symmetric and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * 2. If some D(i,i)=0, so that D is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 3. The system of equations is solved for X using the factored form * of A. * * 4. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of A has been * supplied on entry. * = 'F': On entry, AFP and IPIV contain the factored form * of A. AP, AFP and IPIV will not be modified. * = 'N': The matrix A will be copied to AFP and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangle of the symmetric matrix A, packed * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. * * AFP (input or output) COMPLEX array, dimension (N*(N+1)/2) * If FACT = 'F', then AFP is an input argument and on entry * contains the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**T or A = L*D*L**T as computed by CSPTRF, stored as * a packed triangular matrix in the same storage format as A. * * If FACT = 'N', then AFP is an output argument and on exit * contains the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**T or A = L*D*L**T as computed by CSPTRF, stored as * a packed triangular matrix in the same storage format as A. * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains details of the interchanges and the block structure * of D, as determined by CSPTRF. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * If FACT = 'N', then IPIV is an output argument and on exit * contains details of the interchanges and the block structure * of D, as determined by CSPTRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A. If RCOND is less than the machine precision (in * particular, if RCOND = 0), the matrix is singular to working * precision. This condition is indicated by a return code of * INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: D(i,i) is exactly zero. The factorization * has been completed but the factor D is exactly * singular, so the solution and error bounds could * not be computed. RCOND = 0 is returned. * = N+1: D is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * Further Details * =============== * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the symmetric matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = aji) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.236. (csptrf uplo n ap ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPTRF computes the factorization of a complex symmetric matrix A * stored in packed format using the Bunch-Kaufman diagonal pivoting * method: * * A = U*D*U**T or A = L*D*L**T * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is symmetric and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the symmetric matrix * A, packed columnwise in a linear array. The j-th column of A * is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L, stored as a packed triangular * matrix overwriting A (see below for further details). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * 5-96 - Based on modifications by J. Lewis, Boeing Computer Services * Company * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.237. (csptri uplo n ap ipiv work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPTRI computes the inverse of a complex symmetric indefinite matrix * A in packed storage using the factorization A = U*D*U**T or * A = L*D*L**T computed by CSPTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**T; * = 'L': Lower triangular, form is A = L*D*L**T. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the block diagonal matrix D and the multipliers * used to obtain the factor U or L as computed by CSPTRF, * stored as a packed triangular matrix. * * On exit, if INFO = 0, the (symmetric) inverse of the original * matrix, stored as a packed triangular matrix. The j-th column * of inv(A) is stored in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = inv(A)(i,j) for 1<=i<=j; * if UPLO = 'L', * AP(i + (j-1)*(2n-j)/2) = inv(A)(i,j) for j<=i<=n. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSPTRF. * * WORK (workspace) COMPLEX array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its * inverse could not be computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.238. (csptrs uplo n nrhs ap ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSPTRS solves a system of linear equations A*X = B with a complex * symmetric matrix A stored in packed format using the factorization * A = U*D*U**T or A = L*D*L**T computed by CSPTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**T; * = 'L': Lower triangular, form is A = L*D*L**T. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CSPTRF, stored as a * packed triangular matrix. * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSPTRF. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.239. (csrot n cx incx cy incy c s ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * applies a plane rotation, where the cos and sin (c and s) are real * and the vectors cx and cy are complex. * jack dongarra, linpack, 3/11/78. * * ===================================================================== * =====================================================================

8.6.2.5.240. (csrscl n sa sx incx ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSRSCL multiplies an n-element complex vector x by the real scalar * 1/a. This is done without overflow or underflow as long as * the final result x/a does not overflow or underflow. * * Arguments * ========= * * N (input) INTEGER * The number of components of the vector x. * * SA (input) REAL * The scalar a which is used to divide each component of x. * SA must be >= 0, or the subroutine will divide by zero. * * SX (input/output) COMPLEX array, dimension * (1+(N-1)*abs(INCX)) * The n-element vector x. * * INCX (input) INTEGER * The increment between successive values of the vector SX. * > 0: SX(1) = X(1) and SX(1+(i-1)*INCX) = x(i), 1< i<= n * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.241. (cstedc compz n d e z ldz work lwork rwork lrwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSTEDC computes all eigenvalues and, optionally, eigenvectors of a * symmetric tridiagonal matrix using the divide and conquer method. * The eigenvectors of a full or band complex Hermitian matrix can also * be found if CHETRD or CHPTRD or CHBTRD has been used to reduce this * matrix to tridiagonal form. * * This code makes very mild assumptions about floating point * arithmetic. It will work on machines with a guard digit in * add/subtract, or on those binary machines without guard digits * which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. * It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. See SLAED3 for details. * * Arguments * ========= * * COMPZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only. * = 'I': Compute eigenvectors of tridiagonal matrix also. * = 'V': Compute eigenvectors of original Hermitian matrix * also. On entry, Z contains the unitary matrix used * to reduce the original matrix to tridiagonal form. * * N (input) INTEGER * The dimension of the symmetric tridiagonal matrix. N >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the diagonal elements of the tridiagonal matrix. * On exit, if INFO = 0, the eigenvalues in ascending order. * * E (input/output) REAL array, dimension (N-1) * On entry, the subdiagonal elements of the tridiagonal matrix. * On exit, E has been destroyed. * * Z (input/output) COMPLEX array, dimension (LDZ,N) * On entry, if COMPZ = 'V', then Z contains the unitary * matrix used in the reduction to tridiagonal form. * On exit, if INFO = 0, then if COMPZ = 'V', Z contains the * orthonormal eigenvectors of the original Hermitian matrix, * and if COMPZ = 'I', Z contains the orthonormal eigenvectors * of the symmetric tridiagonal matrix. * If COMPZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1. * If eigenvectors are desired, then LDZ >= max(1,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. * If COMPZ = 'N' or 'I', or N <= 1, LWORK must be at least 1. * If COMPZ = 'V' and N > 1, LWORK must be at least N*N. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace/output) REAL array, * dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of the array RWORK. * If COMPZ = 'N' or N <= 1, LRWORK must be at least 1. * If COMPZ = 'V' and N > 1, LRWORK must be at least * 1 + 3*N + 2*N*lg N + 3*N**2 , * where lg( N ) = smallest integer k such * that 2**k >= N. * If COMPZ = 'I' and N > 1, LRWORK must be at least * 1 + 4*N + 2*N**2 . * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the RWORK array, * returns this value as the first entry of the RWORK array, and * no error message related to LRWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. * If COMPZ = 'N' or N <= 1, LIWORK must be at least 1. * If COMPZ = 'V' or N > 1, LIWORK must be at least * 6 + 6*N + 5*N*lg N. * If COMPZ = 'I' or N > 1, LIWORK must be at least * 3 + 5*N . * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: The algorithm failed to compute an eigenvalue while * working on the submatrix lying in rows and columns * INFO/(N+1) through mod(INFO,N+1). * * Further Details * =============== * * Based on contributions by * Jeff Rutter, Computer Science Division, University of California * at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.242. (cstegr jobz range n d e vl vu il iu abstol m w z ldz isuppz work lwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSTEGR computes selected eigenvalues and, optionally, eigenvectors * of a real symmetric tridiagonal matrix T. Eigenvalues and * eigenvectors can be selected by specifying either a range of values * or a range of indices for the desired eigenvalues. The eigenvalues * are computed by the dqds algorithm, while orthogonal eigenvectors are * computed from various ``good'' L D L^T representations (also known as * Relatively Robust Representations). Gram-Schmidt orthogonalization is * avoided as far as possible. More specifically, the various steps of * the algorithm are as follows. For the i-th unreduced block of T, * (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T * is a relatively robust representation, * (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high * relative accuracy by the dqds algorithm, * (c) If there is a cluster of close eigenvalues, "choose" sigma_i * close to the cluster, and go to step (a), * (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, * compute the corresponding eigenvector by forming a * rank-revealing twisted factorization. * The desired accuracy of the output can be specified by the input * parameter ABSTOL. * * For more details, see "A new O(n^2) algorithm for the symmetric * tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, * Computer Science Division Technical Report No. UCB/CSD-97-971, * UC Berkeley, May 1997. * * Note 1 : Currently CSTEGR is only set up to find ALL the n * eigenvalues and eigenvectors of T in O(n^2) time * Note 2 : Currently the routine CSTEIN is called when an appropriate * sigma_i cannot be chosen in step (c) above. CSTEIN invokes modified * Gram-Schmidt when eigenvalues are close. * Note 3 : CSTEGR works only on machines which follow ieee-754 * floating-point standard in their handling of infinities and NaNs. * Normal execution of CSTEGR may create NaNs and infinities and hence * may abort due to a floating point exception in environments which * do not conform to the ieee standard. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found. * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found. * = 'I': the IL-th through IU-th eigenvalues will be found. ********** Only RANGE = 'A' is currently supported ********************* * * N (input) INTEGER * The order of the matrix. N >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the n diagonal elements of the tridiagonal matrix * T. On exit, D is overwritten. * * E (input/output) REAL array, dimension (N) * On entry, the (n-1) subdiagonal elements of the tridiagonal * matrix T in elements 1 to N-1 of E; E(N) need not be set. * On exit, E is overwritten. * * VL (input) REAL * VU (input) REAL * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) REAL * The absolute error tolerance for the * eigenvalues/eigenvectors. IF JOBZ = 'V', the eigenvalues and * eigenvectors output have residual norms bounded by ABSTOL, * and the dot products between different eigenvectors are * bounded by ABSTOL. If ABSTOL is less than N*EPS*|T|, then * N*EPS*|T| will be used in its place, where EPS is the * machine precision and |T| is the 1-norm of the tridiagonal * matrix. The eigenvalues are computed to an accuracy of * EPS*|T| irrespective of ABSTOL. If high relative accuracy * is important, set ABSTOL to DLAMCH( 'Safe minimum' ). * See Barlow and Demmel "Computing Accurate Eigensystems of * Scaled Diagonally Dominant Matrices", LAPACK Working Note #7 * for a discussion of which matrices define their eigenvalues * to high relative accuracy. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) REAL array, dimension (N) * The first M elements contain the selected eigenvalues in * ascending order. * * Z (output) COMPLEX array, dimension (LDZ, max(1,M) ) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix T * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) ) * The support of the eigenvectors in Z, i.e., the indices * indicating the nonzero elements in Z. The i-th eigenvector * is nonzero only in elements ISUPPZ( 2*i-1 ) through * ISUPPZ( 2*i ). * * WORK (workspace/output) REAL array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal * (and minimal) LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,18*N) * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. LIWORK >= max(1,10*N) * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = 1, internal error in SLARRE, * if INFO = 2, internal error in CLARRV. * * Further Details * =============== * * Based on contributions by * Inderjit Dhillon, IBM Almaden, USA * Osni Marques, LBNL/NERSC, USA * Ken Stanley, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.243. (cstein n d e m w iblock isplit z ldz work iwork ifail info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSTEIN computes the eigenvectors of a real symmetric tridiagonal * matrix T corresponding to specified eigenvalues, using inverse * iteration. * * The maximum number of iterations allowed for each eigenvector is * specified by an internal parameter MAXITS (currently set to 5). * * Although the eigenvectors are real, they are stored in a complex * array, which may be passed to CUNMTR or CUPMTR for back * transformation to the eigenvectors of a complex Hermitian matrix * which was reduced to tridiagonal form. * * * Arguments * ========= * * N (input) INTEGER * The order of the matrix. N >= 0. * * D (input) REAL array, dimension (N) * The n diagonal elements of the tridiagonal matrix T. * * E (input) REAL array, dimension (N) * The (n-1) subdiagonal elements of the tridiagonal matrix * T, stored in elements 1 to N-1; E(N) need not be set. * * M (input) INTEGER * The number of eigenvectors to be found. 0 <= M <= N. * * W (input) REAL array, dimension (N) * The first M elements of W contain the eigenvalues for * which eigenvectors are to be computed. The eigenvalues * should be grouped by split-off block and ordered from * smallest to largest within the block. ( The output array * W from SSTEBZ with ORDER = 'B' is expected here. ) * * IBLOCK (input) INTEGER array, dimension (N) * The submatrix indices associated with the corresponding * eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to * the first submatrix from the top, =2 if W(i) belongs to * the second submatrix, etc. ( The output array IBLOCK * from SSTEBZ is expected here. ) * * ISPLIT (input) INTEGER array, dimension (N) * The splitting points, at which T breaks up into submatrices. * The first submatrix consists of rows/columns 1 to * ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 * through ISPLIT( 2 ), etc. * ( The output array ISPLIT from SSTEBZ is expected here. ) * * Z (output) COMPLEX array, dimension (LDZ, M) * The computed eigenvectors. The eigenvector associated * with the eigenvalue W(i) is stored in the i-th column of * Z. Any vector which fails to converge is set to its current * iterate after MAXITS iterations. * The imaginary parts of the eigenvectors are set to zero. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= max(1,N). * * WORK (workspace) REAL array, dimension (5*N) * * IWORK (workspace) INTEGER array, dimension (N) * * IFAIL (output) INTEGER array, dimension (M) * On normal exit, all elements of IFAIL are zero. * If one or more eigenvectors fail to converge after * MAXITS iterations, then their indices are stored in * array IFAIL. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, then i eigenvectors failed to converge * in MAXITS iterations. Their indices are stored in * array IFAIL. * * Internal Parameters * =================== * * MAXITS INTEGER, default = 5 * The maximum number of iterations performed. * * EXTRA INTEGER, default = 2 * The number of iterations performed after norm growth * criterion is satisfied, should be at least 1. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.244. (csteqr compz n d e z ldz work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSTEQR computes all eigenvalues and, optionally, eigenvectors of a * symmetric tridiagonal matrix using the implicit QL or QR method. * The eigenvectors of a full or band complex Hermitian matrix can also * be found if CHETRD or CHPTRD or CHBTRD has been used to reduce this * matrix to tridiagonal form. * * Arguments * ========= * * COMPZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only. * = 'V': Compute eigenvalues and eigenvectors of the original * Hermitian matrix. On entry, Z must contain the * unitary matrix used to reduce the original matrix * to tridiagonal form. * = 'I': Compute eigenvalues and eigenvectors of the * tridiagonal matrix. Z is initialized to the identity * matrix. * * N (input) INTEGER * The order of the matrix. N >= 0. * * D (input/output) REAL array, dimension (N) * On entry, the diagonal elements of the tridiagonal matrix. * On exit, if INFO = 0, the eigenvalues in ascending order. * * E (input/output) REAL array, dimension (N-1) * On entry, the (n-1) subdiagonal elements of the tridiagonal * matrix. * On exit, E has been destroyed. * * Z (input/output) COMPLEX array, dimension (LDZ, N) * On entry, if COMPZ = 'V', then Z contains the unitary * matrix used in the reduction to tridiagonal form. * On exit, if INFO = 0, then if COMPZ = 'V', Z contains the * orthonormal eigenvectors of the original Hermitian matrix, * and if COMPZ = 'I', Z contains the orthonormal eigenvectors * of the symmetric tridiagonal matrix. * If COMPZ = 'N', then Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * eigenvectors are desired, then LDZ >= max(1,N). * * WORK (workspace) REAL array, dimension (max(1,2*N-2)) * If COMPZ = 'N', then WORK is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: the algorithm has failed to find all the eigenvalues in * a total of 30*N iterations; if INFO = i, then i * elements of E have not converged to zero; on exit, D * and E contain the elements of a symmetric tridiagonal * matrix which is unitarily similar to the original * matrix. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.245. (csycon uplo n a lda ipiv anorm rcond work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYCON estimates the reciprocal of the condition number (in the * 1-norm) of a complex symmetric matrix A using the factorization * A = U*D*U**T or A = L*D*L**T computed by CSYTRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**T; * = 'L': Lower triangular, form is A = L*D*L**T. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CSYTRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSYTRF. * * ANORM (input) REAL * The 1-norm of the original matrix A. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.246. (csymv uplo n alpha a lda x incx beta y incy ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYMV performs the matrix-vector operation * * y := alpha*A*x + beta*y, * * where alpha and beta are scalars, x and y are n element vectors and * A is an n by n symmetric matrix. * * Arguments * ========== * * UPLO - CHARACTER*1 * On entry, UPLO specifies whether the upper or lower * triangular part of the array A is to be referenced as * follows: * * UPLO = 'U' or 'u' Only the upper triangular part of A * is to be referenced. * * UPLO = 'L' or 'l' Only the lower triangular part of A * is to be referenced. * * Unchanged on exit. * * N - INTEGER * On entry, N specifies the order of the matrix A. * N must be at least zero. * Unchanged on exit. * * ALPHA - COMPLEX * On entry, ALPHA specifies the scalar alpha. * Unchanged on exit. * * A - COMPLEX array, dimension ( LDA, N ) * Before entry, with UPLO = 'U' or 'u', the leading n by n * upper triangular part of the array A must contain the upper * triangular part of the symmetric matrix and the strictly * lower triangular part of A is not referenced. * Before entry, with UPLO = 'L' or 'l', the leading n by n * lower triangular part of the array A must contain the lower * triangular part of the symmetric matrix and the strictly * upper triangular part of A is not referenced. * Unchanged on exit. * * LDA - INTEGER * On entry, LDA specifies the first dimension of A as declared * in the calling (sub) program. LDA must be at least * max( 1, N ). * Unchanged on exit. * * X - COMPLEX array, dimension at least * ( 1 + ( N - 1 )*abs( INCX ) ). * Before entry, the incremented array X must contain the N- * element vector x. * Unchanged on exit. * * INCX - INTEGER * On entry, INCX specifies the increment for the elements of * X. INCX must not be zero. * Unchanged on exit. * * BETA - COMPLEX * On entry, BETA specifies the scalar beta. When BETA is * supplied as zero then Y need not be set on input. * Unchanged on exit. * * Y - COMPLEX array, dimension at least * ( 1 + ( N - 1 )*abs( INCY ) ). * Before entry, the incremented array Y must contain the n * element vector y. On exit, Y is overwritten by the updated * vector y. * * INCY - INTEGER * On entry, INCY specifies the increment for the elements of * Y. INCY must not be zero. * Unchanged on exit. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.247. (csyrfs uplo n nrhs a lda af ldaf ipiv b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYRFS improves the computed solution to a system of linear * equations when the coefficient matrix is symmetric indefinite, and * provides error bounds and backward error estimates for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The symmetric matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input) COMPLEX array, dimension (LDAF,N) * The factored form of the matrix A. AF contains the block * diagonal matrix D and the multipliers used to obtain the * factor U or L from the factorization A = U*D*U**T or * A = L*D*L**T as computed by CSYTRF. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSYTRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CSYTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Internal Parameters * =================== * * ITMAX is the maximum number of steps of iterative refinement. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.248. (csyr uplo n alpha x incx a lda ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYR performs the symmetric rank 1 operation * * A := alpha*x*( x' ) + A, * * where alpha is a complex scalar, x is an n element vector and A is an * n by n symmetric matrix. * * Arguments * ========== * * UPLO - CHARACTER*1 * On entry, UPLO specifies whether the upper or lower * triangular part of the array A is to be referenced as * follows: * * UPLO = 'U' or 'u' Only the upper triangular part of A * is to be referenced. * * UPLO = 'L' or 'l' Only the lower triangular part of A * is to be referenced. * * Unchanged on exit. * * N - INTEGER * On entry, N specifies the order of the matrix A. * N must be at least zero. * Unchanged on exit. * * ALPHA - COMPLEX * On entry, ALPHA specifies the scalar alpha. * Unchanged on exit. * * X - COMPLEX array, dimension at least * ( 1 + ( N - 1 )*abs( INCX ) ). * Before entry, the incremented array X must contain the N- * element vector x. * Unchanged on exit. * * INCX - INTEGER * On entry, INCX specifies the increment for the elements of * X. INCX must not be zero. * Unchanged on exit. * * A - COMPLEX array, dimension ( LDA, N ) * Before entry, with UPLO = 'U' or 'u', the leading n by n * upper triangular part of the array A must contain the upper * triangular part of the symmetric matrix and the strictly * lower triangular part of A is not referenced. On exit, the * upper triangular part of the array A is overwritten by the * upper triangular part of the updated matrix. * Before entry, with UPLO = 'L' or 'l', the leading n by n * lower triangular part of the array A must contain the lower * triangular part of the symmetric matrix and the strictly * upper triangular part of A is not referenced. On exit, the * lower triangular part of the array A is overwritten by the * lower triangular part of the updated matrix. * * LDA - INTEGER * On entry, LDA specifies the first dimension of A as declared * in the calling (sub) program. LDA must be at least * max( 1, N ). * Unchanged on exit. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.249. (csysv uplo n nrhs a lda ipiv b ldb work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYSV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N symmetric matrix and X and B are N-by-NRHS * matrices. * * The diagonal pivoting method is used to factor A as * A = U * D * U**T, if UPLO = 'U', or * A = L * D * L**T, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is symmetric and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then * used to solve the system of equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the symmetric matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the block diagonal matrix D and the * multipliers used to obtain the factor U or L from the * factorization A = U*D*U**T or A = L*D*L**T as computed by * CSYTRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D, as * determined by CSYTRF. If IPIV(k) > 0, then rows and columns * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, * then rows and columns k-1 and -IPIV(k) were interchanged and * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 * diagonal block. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >= 1, and for best performance * LWORK >= N*NB, where NB is the optimal blocksize for * CSYTRF. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, so the solution could not be computed. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.250. (csysvx fact uplo n nrhs a lda af ldaf ipiv b ldb x ldx rcond ferr berr work lwork rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYSVX uses the diagonal pivoting factorization to compute the * solution to a complex system of linear equations A * X = B, * where A is an N-by-N symmetric matrix and X and B are N-by-NRHS * matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'N', the diagonal pivoting method is used to factor A. * The form of the factorization is * A = U * D * U**T, if UPLO = 'U', or * A = L * D * L**T, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is symmetric and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * 2. If some D(i,i)=0, so that D is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 3. The system of equations is solved for X using the factored form * of A. * * 4. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of A has been * supplied on entry. * = 'F': On entry, AF and IPIV contain the factored form * of A. A, AF and IPIV will not be modified. * = 'N': The matrix A will be copied to AF and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The symmetric matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input or output) COMPLEX array, dimension (LDAF,N) * If FACT = 'F', then AF is an input argument and on entry * contains the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**T or A = L*D*L**T as computed by CSYTRF. * * If FACT = 'N', then AF is an output argument and on exit * returns the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**T or A = L*D*L**T. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains details of the interchanges and the block structure * of D, as determined by CSYTRF. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * If FACT = 'N', then IPIV is an output argument and on exit * contains details of the interchanges and the block structure * of D, as determined by CSYTRF. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A. If RCOND is less than the machine precision (in * particular, if RCOND = 0), the matrix is singular to working * precision. This condition is indicated by a return code of * INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >= 2*N, and for best performance * LWORK >= N*NB, where NB is the optimal blocksize for * CSYTRF. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, and i is * <= N: D(i,i) is exactly zero. The factorization * has been completed but the factor D is exactly * singular, so the solution and error bounds could * not be computed. RCOND = 0 is returned. * = N+1: D is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.251. (csytf2 uplo n a lda ipiv info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYTF2 computes the factorization of a complex symmetric matrix A * using the Bunch-Kaufman diagonal pivoting method: * * A = U*D*U' or A = L*D*L' * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, U' is the transpose of U, and D is symmetric and * block diagonal with 1-by-1 and 2-by-2 diagonal blocks. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * symmetric matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the symmetric matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L (see below for further details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, D(k,k) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * 1-96 - Based on modifications by J. Lewis, Boeing Computer Services * Company * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.252. (csytrf uplo n a lda ipiv work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYTRF computes the factorization of a complex symmetric matrix A * using the Bunch-Kaufman diagonal pivoting method. The form of the * factorization is * * A = U*D*U**T or A = L*D*L**T * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is symmetric and block diagonal with * with 1-by-1 and 2-by-2 diagonal blocks. * * This is the blocked version of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the symmetric matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L (see below for further details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >=1. For best performance * LWORK >= N*NB, where NB is the block size returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.253. (csytri uplo n a lda ipiv work info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYTRI computes the inverse of a complex symmetric indefinite matrix * A using the factorization A = U*D*U**T or A = L*D*L**T computed by * CSYTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**T; * = 'L': Lower triangular, form is A = L*D*L**T. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the block diagonal matrix D and the multipliers * used to obtain the factor U or L as computed by CSYTRF. * * On exit, if INFO = 0, the (symmetric) inverse of the original * matrix. If UPLO = 'U', the upper triangular part of the * inverse is formed and the part of A below the diagonal is not * referenced; if UPLO = 'L' the lower triangular part of the * inverse is formed and the part of A above the diagonal is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSYTRF. * * WORK (workspace) COMPLEX array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its * inverse could not be computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.254. (csytrs uplo n nrhs a lda ipiv b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CSYTRS solves a system of linear equations A*X = B with a complex * symmetric matrix A using the factorization A = U*D*U**T or * A = L*D*L**T computed by CSYTRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**T; * = 'L': Lower triangular, form is A = L*D*L**T. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by CSYTRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by CSYTRF. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.255. (ctbcon norm uplo diag n kd ab ldab rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTBCON estimates the reciprocal of the condition number of a * triangular band matrix A, in either the 1-norm or the infinity-norm. * * The norm of A is computed and an estimate is obtained for * norm(inv(A)), then the reciprocal of the condition number is * computed as * RCOND = 1 / ( norm(A) * norm(inv(A)) ). * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies whether the 1-norm condition number or the * infinity-norm condition number is required: * = '1' or 'O': 1-norm; * = 'I': Infinity-norm. * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals or subdiagonals of the * triangular band matrix A. KD >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangular band matrix A, stored in the * first kd+1 rows of the array. The j-th column of A is stored * in the j-th column of the array AB as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * If DIAG = 'U', the diagonal elements of A are not referenced * and are assumed to be 1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(norm(A) * norm(inv(A))). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.256. (ctbrfs uplo trans diag n kd nrhs ab ldab b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTBRFS provides error bounds and backward error estimates for the * solution to a system of linear equations with a triangular band * coefficient matrix. * * The solution matrix X must be computed by CTBTRS or some other * means before entering this routine. CTBRFS does not do iterative * refinement because doing so cannot improve the backward error. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals or subdiagonals of the * triangular band matrix A. KD >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangular band matrix A, stored in the * first kd+1 rows of the array. The j-th column of A is stored * in the j-th column of the array AB as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * If DIAG = 'U', the diagonal elements of A are not referenced * and are assumed to be 1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input) COMPLEX array, dimension (LDX,NRHS) * The solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.257. (ctbtrs uplo trans diag n kd nrhs ab ldab b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTBTRS solves a triangular system of the form * * A * X = B, A**T * X = B, or A**H * X = B, * * where A is a triangular band matrix of order N, and B is an * N-by-NRHS matrix. A check is made to verify that A is nonsingular. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KD (input) INTEGER * The number of superdiagonals or subdiagonals of the * triangular band matrix A. KD >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The upper or lower triangular band matrix A, stored in the * first kd+1 rows of AB. The j-th column of A is stored * in the j-th column of the array AB as follows: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). * If DIAG = 'U', the diagonal elements of A are not referenced * and are assumed to be 1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KD+1. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, if INFO = 0, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the i-th diagonal element of A is zero, * indicating that the matrix is singular and the * solutions X have not been computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.258. (ctgevc side howmny select n a lda b ldb vl ldvl vr ldvr mm m work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGEVC computes some or all of the right and/or left generalized * eigenvectors of a pair of complex upper triangular matrices (A,B). * * The right generalized eigenvector x and the left generalized * eigenvector y of (A,B) corresponding to a generalized eigenvalue * w are defined by: * * (A - wB) * x = 0 and y**H * (A - wB) = 0 * * where y**H denotes the conjugate tranpose of y. * * If an eigenvalue w is determined by zero diagonal elements of both A * and B, a unit vector is returned as the corresponding eigenvector. * * If all eigenvectors are requested, the routine may either return * the matrices X and/or Y of right or left eigenvectors of (A,B), or * the products Z*X and/or Q*Y, where Z and Q are input unitary * matrices. If (A,B) was obtained from the generalized Schur * factorization of an original pair of matrices * (A0,B0) = (Q*A*Z**H,Q*B*Z**H), * then Z*X and Q*Y are the matrices of right or left eigenvectors of * A. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'R': compute right eigenvectors only; * = 'L': compute left eigenvectors only; * = 'B': compute both right and left eigenvectors. * * HOWMNY (input) CHARACTER*1 * = 'A': compute all right and/or left eigenvectors; * = 'B': compute all right and/or left eigenvectors, and * backtransform them using the input matrices supplied * in VR and/or VL; * = 'S': compute selected right and/or left eigenvectors, * specified by the logical array SELECT. * * SELECT (input) LOGICAL array, dimension (N) * If HOWMNY='S', SELECT specifies the eigenvectors to be * computed. * If HOWMNY='A' or 'B', SELECT is not referenced. * To select the eigenvector corresponding to the j-th * eigenvalue, SELECT(j) must be set to .TRUE.. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The upper triangular matrix A. * * LDA (input) INTEGER * The leading dimension of array A. LDA >= max(1,N). * * B (input) COMPLEX array, dimension (LDB,N) * The upper triangular matrix B. B must have real diagonal * elements. * * LDB (input) INTEGER * The leading dimension of array B. LDB >= max(1,N). * * VL (input/output) COMPLEX array, dimension (LDVL,MM) * On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must * contain an N-by-N matrix Q (usually the unitary matrix Q * of left Schur vectors returned by CHGEQZ). * On exit, if SIDE = 'L' or 'B', VL contains: * if HOWMNY = 'A', the matrix Y of left eigenvectors of (A,B); * if HOWMNY = 'B', the matrix Q*Y; * if HOWMNY = 'S', the left eigenvectors of (A,B) specified by * SELECT, stored consecutively in the columns of * VL, in the same order as their eigenvalues. * If SIDE = 'R', VL is not referenced. * * LDVL (input) INTEGER * The leading dimension of array VL. * LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise. * * VR (input/output) COMPLEX array, dimension (LDVR,MM) * On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must * contain an N-by-N matrix Q (usually the unitary matrix Z * of right Schur vectors returned by CHGEQZ). * On exit, if SIDE = 'R' or 'B', VR contains: * if HOWMNY = 'A', the matrix X of right eigenvectors of (A,B); * if HOWMNY = 'B', the matrix Z*X; * if HOWMNY = 'S', the right eigenvectors of (A,B) specified by * SELECT, stored consecutively in the columns of * VR, in the same order as their eigenvalues. * If SIDE = 'L', VR is not referenced. * * LDVR (input) INTEGER * The leading dimension of the array VR. * LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise. * * MM (input) INTEGER * The number of columns in the arrays VL and/or VR. MM >= M. * * M (output) INTEGER * The number of columns in the arrays VL and/or VR actually * used to store the eigenvectors. If HOWMNY = 'A' or 'B', M * is set to N. Each selected eigenvector occupies one column. * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.259. (ctgex2 wantq wantz n a lda b ldb q ldq z ldz j1 info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22) * in an upper triangular matrix pair (A, B) by an unitary equivalence * transformation. * * (A, B) must be in generalized Schur canonical form, that is, A and * B are both upper triangular. * * Optionally, the matrices Q and Z of generalized Schur vectors are * updated. * * Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)' * Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)' * * * Arguments * ========= * * WANTQ (input) LOGICAL * .TRUE. : update the left transformation matrix Q; * .FALSE.: do not update Q. * * WANTZ (input) LOGICAL * .TRUE. : update the right transformation matrix Z; * .FALSE.: do not update Z. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX arrays, dimensions (LDA,N) * On entry, the matrix A in the pair (A, B). * On exit, the updated matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX arrays, dimensions (LDB,N) * On entry, the matrix B in the pair (A, B). * On exit, the updated matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * Q (input/output) COMPLEX array, dimension (LDZ,N) * If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit, * the updated matrix Q. * Not referenced if WANTQ = .FALSE.. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= 1; * If WANTQ = .TRUE., LDQ >= N. * * Z (input/output) COMPLEX array, dimension (LDZ,N) * If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit, * the updated matrix Z. * Not referenced if WANTZ = .FALSE.. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1; * If WANTZ = .TRUE., LDZ >= N. * * J1 (input) INTEGER * The index to the first block (A11, B11). * * INFO (output) INTEGER * =0: Successful exit. * =1: The transformed matrix pair (A, B) would be too far * from generalized Schur form; the problem is ill- * conditioned. (A, B) may have been partially reordered, * and ILST points to the first row of the current * position of the block being moved. * * * Further Details * =============== * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * In the current code both weak and strong stability tests are * performed. The user can omit the strong stability test by changing * the internal logical parameter WANDS to .FALSE.. See ref. [2] for * details. * * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in * M.S. Moonen et al (eds), Linear Algebra for Large Scale and * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. * * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified * Eigenvalues of a Regular Matrix Pair (A, B) and Condition * Estimation: Theory, Algorithms and Software, Report UMINF-94.04, * Department of Computing Science, Umea University, S-901 87 Umea, * Sweden, 1994. Also as LAPACK Working Note 87. To appear in * Numerical Algorithms, 1996. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.260. (ctgexc wantq wantz n a lda b ldb q ldq z ldz ifst ilst info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGEXC reorders the generalized Schur decomposition of a complex * matrix pair (A,B), using an unitary equivalence transformation * (A, B) := Q * (A, B) * Z', so that the diagonal block of (A, B) with * row index IFST is moved to row ILST. * * (A, B) must be in generalized Schur canonical form, that is, A and * B are both upper triangular. * * Optionally, the matrices Q and Z of generalized Schur vectors are * updated. * * Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)' * Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)' * * Arguments * ========= * * WANTQ (input) LOGICAL * .TRUE. : update the left transformation matrix Q; * .FALSE.: do not update Q. * * WANTZ (input) LOGICAL * .TRUE. : update the right transformation matrix Z; * .FALSE.: do not update Z. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the upper triangular matrix A in the pair (A, B). * On exit, the updated matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension (LDB,N) * On entry, the upper triangular matrix B in the pair (A, B). * On exit, the updated matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * Q (input/output) COMPLEX array, dimension (LDZ,N) * On entry, if WANTQ = .TRUE., the unitary matrix Q. * On exit, the updated matrix Q. * If WANTQ = .FALSE., Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= 1; * If WANTQ = .TRUE., LDQ >= N. * * Z (input/output) COMPLEX array, dimension (LDZ,N) * On entry, if WANTZ = .TRUE., the unitary matrix Z. * On exit, the updated matrix Z. * If WANTZ = .FALSE., Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1; * If WANTZ = .TRUE., LDZ >= N. * * IFST (input/output) INTEGER * ILST (input/output) INTEGER * Specify the reordering of the diagonal blocks of (A, B). * The block with row index IFST is moved to row ILST, by a * sequence of swapping between adjacent blocks. * * INFO (output) INTEGER * =0: Successful exit. * <0: if INFO = -i, the i-th argument had an illegal value. * =1: The transformed matrix pair (A, B) would be too far * from generalized Schur form; the problem is ill- * conditioned. (A, B) may have been partially reordered, * and ILST points to the first row of the current * position of the block being moved. * * * Further Details * =============== * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in * M.S. Moonen et al (eds), Linear Algebra for Large Scale and * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. * * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified * Eigenvalues of a Regular Matrix Pair (A, B) and Condition * Estimation: Theory, Algorithms and Software, Report * UMINF - 94.04, Department of Computing Science, Umea University, * S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. * To appear in Numerical Algorithms, 1996. * * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software * for Solving the Generalized Sylvester Equation and Estimating the * Separation between Regular Matrix Pairs, Report UMINF - 93.23, * Department of Computing Science, Umea University, S-901 87 Umea, * Sweden, December 1993, Revised April 1994, Also as LAPACK working * Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, * 1996. * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.261. (ctgsen ijob wantq wantz select n a lda b ldb alpha beta q ldq z ldz m pl pr dif work lwork iwork liwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGSEN reorders the generalized Schur decomposition of a complex * matrix pair (A, B) (in terms of an unitary equivalence trans- * formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues * appears in the leading diagonal blocks of the pair (A,B). The leading * columns of Q and Z form unitary bases of the corresponding left and * right eigenspaces (deflating subspaces). (A, B) must be in * generalized Schur canonical form, that is, A and B are both upper * triangular. * * CTGSEN also computes the generalized eigenvalues * * w(j)= ALPHA(j) / BETA(j) * * of the reordered matrix pair (A, B). * * Optionally, the routine computes estimates of reciprocal condition * numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11), * (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s) * between the matrix pairs (A11, B11) and (A22,B22) that correspond to * the selected cluster and the eigenvalues outside the cluster, resp., * and norms of "projections" onto left and right eigenspaces w.r.t. * the selected cluster in the (1,1)-block. * * * Arguments * ========= * * IJOB (input) integer * Specifies whether condition numbers are required for the * cluster of eigenvalues (PL and PR) or the deflating subspaces * (Difu and Difl): * =0: Only reorder w.r.t. SELECT. No extras. * =1: Reciprocal of norms of "projections" onto left and right * eigenspaces w.r.t. the selected cluster (PL and PR). * =2: Upper bounds on Difu and Difl. F-norm-based estimate * (DIF(1:2)). * =3: Estimate of Difu and Difl. 1-norm-based estimate * (DIF(1:2)). * About 5 times as expensive as IJOB = 2. * =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic * version to get it all. * =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above) * * WANTQ (input) LOGICAL * .TRUE. : update the left transformation matrix Q; * .FALSE.: do not update Q. * * WANTZ (input) LOGICAL * .TRUE. : update the right transformation matrix Z; * .FALSE.: do not update Z. * * SELECT (input) LOGICAL array, dimension (N) * SELECT specifies the eigenvalues in the selected cluster. To * select an eigenvalue w(j), SELECT(j) must be set to * .TRUE.. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX array, dimension(LDA,N) * On entry, the upper triangular matrix A, in generalized * Schur canonical form. * On exit, A is overwritten by the reordered matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX array, dimension(LDB,N) * On entry, the upper triangular matrix B, in generalized * Schur canonical form. * On exit, B is overwritten by the reordered matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * ALPHA (output) COMPLEX array, dimension (N) * BETA (output) COMPLEX array, dimension (N) * The diagonal elements of A and B, respectively, * when the pair (A,B) has been reduced to generalized Schur * form. ALPHA(i)/BETA(i) i=1,...,N are the generalized * eigenvalues. * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, if WANTQ = .TRUE., Q is an N-by-N matrix. * On exit, Q has been postmultiplied by the left unitary * transformation matrix which reorder (A, B); The leading M * columns of Q form orthonormal bases for the specified pair of * left eigenspaces (deflating subspaces). * If WANTQ = .FALSE., Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= 1. * If WANTQ = .TRUE., LDQ >= N. * * Z (input/output) COMPLEX array, dimension (LDZ,N) * On entry, if WANTZ = .TRUE., Z is an N-by-N matrix. * On exit, Z has been postmultiplied by the left unitary * transformation matrix which reorder (A, B); The leading M * columns of Z form orthonormal bases for the specified pair of * left eigenspaces (deflating subspaces). * If WANTZ = .FALSE., Z is not referenced. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1. * If WANTZ = .TRUE., LDZ >= N. * * M (output) INTEGER * The dimension of the specified pair of left and right * eigenspaces, (deflating subspaces) 0 <= M <= N. * * PL, PR (output) REAL * If IJOB = 1, 4 or 5, PL, PR are lower bounds on the * reciprocal of the norm of "projections" onto left and right * eigenspace with respect to the selected cluster. * 0 < PL, PR <= 1. * If M = 0 or M = N, PL = PR = 1. * If IJOB = 0, 2 or 3 PL, PR are not referenced. * * DIF (output) REAL array, dimension (2). * If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl. * If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on * Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based * estimates of Difu and Difl, computed using reversed * communication with CLACON. * If M = 0 or N, DIF(1:2) = F-norm([A, B]). * If IJOB = 0 or 1, DIF is not referenced. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * IF IJOB = 0, WORK is not referenced. Otherwise, * on exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 1 * If IJOB = 1, 2 or 4, LWORK >= 2*M*(N-M) * If IJOB = 3 or 5, LWORK >= 4*M*(N-M) * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER, dimension (LIWORK) * IF IJOB = 0, IWORK is not referenced. Otherwise, * on exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. LIWORK >= 1. * If IJOB = 1, 2 or 4, LIWORK >= N+2; * If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M)); * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * =0: Successful exit. * <0: If INFO = -i, the i-th argument had an illegal value. * =1: Reordering of (A, B) failed because the transformed * matrix pair (A, B) would be too far from generalized * Schur form; the problem is very ill-conditioned. * (A, B) may have been partially reordered. * If requested, 0 is returned in DIF(*), PL and PR. * * * Further Details * =============== * * CTGSEN first collects the selected eigenvalues by computing unitary * U and W that move them to the top left corner of (A, B). In other * words, the selected eigenvalues are the eigenvalues of (A11, B11) in * * U'*(A, B)*W = (A11 A12) (B11 B12) n1 * ( 0 A22),( 0 B22) n2 * n1 n2 n1 n2 * * where N = n1+n2 and U' means the conjugate transpose of U. The first * n1 columns of U and W span the specified pair of left and right * eigenspaces (deflating subspaces) of (A, B). * * If (A, B) has been obtained from the generalized real Schur * decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the * reordered generalized Schur form of (C, D) is given by * * (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)', * * and the first n1 columns of Q*U and Z*W span the corresponding * deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.). * * Note that if the selected eigenvalue is sufficiently ill-conditioned, * then its value may differ significantly from its value before * reordering. * * The reciprocal condition numbers of the left and right eigenspaces * spanned by the first n1 columns of U and W (or Q*U and Z*W) may * be returned in DIF(1:2), corresponding to Difu and Difl, resp. * * The Difu and Difl are defined as: * * Difu[(A11, B11), (A22, B22)] = sigma-min( Zu ) * and * Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)], * * where sigma-min(Zu) is the smallest singular value of the * (2*n1*n2)-by-(2*n1*n2) matrix * * Zu = [ kron(In2, A11) -kron(A22', In1) ] * [ kron(In2, B11) -kron(B22', In1) ]. * * Here, Inx is the identity matrix of size nx and A22' is the * transpose of A22. kron(X, Y) is the Kronecker product between * the matrices X and Y. * * When DIF(2) is small, small changes in (A, B) can cause large changes * in the deflating subspace. An approximate (asymptotic) bound on the * maximum angular error in the computed deflating subspaces is * * EPS * norm((A, B)) / DIF(2), * * where EPS is the machine precision. * * The reciprocal norm of the projectors on the left and right * eigenspaces associated with (A11, B11) may be returned in PL and PR. * They are computed as follows. First we compute L and R so that * P*(A, B)*Q is block diagonal, where * * P = ( I -L ) n1 Q = ( I R ) n1 * ( 0 I ) n2 and ( 0 I ) n2 * n1 n2 n1 n2 * * and (L, R) is the solution to the generalized Sylvester equation * * A11*R - L*A22 = -A12 * B11*R - L*B22 = -B12 * * Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2). * An approximate (asymptotic) bound on the average absolute error of * the selected eigenvalues is * * EPS * norm((A, B)) / PL. * * There are also global error bounds which valid for perturbations up * to a certain restriction: A lower bound (x) on the smallest * F-norm(E,F) for which an eigenvalue of (A11, B11) may move and * coalesce with an eigenvalue of (A22, B22) under perturbation (E,F), * (i.e. (A + E, B + F), is * * x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)). * * An approximate bound on x can be computed from DIF(1:2), PL and PR. * * If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed * (L', R') and unperturbed (L, R) left and right deflating subspaces * associated with the selected cluster in the (1,1)-blocks can be * bounded as * * max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2)) * max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2)) * * See LAPACK User's Guide section 4.11 or the following references * for more information. * * Note that if the default method for computing the Frobenius-norm- * based estimate DIF is not wanted (see CLATDF), then the parameter * IDIFJB (see below) should be changed from 3 to 4 (routine CLATDF * (IJOB = 2 will be used)). See CTGSYL for more details. * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * References * ========== * * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in * M.S. Moonen et al (eds), Linear Algebra for Large Scale and * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. * * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified * Eigenvalues of a Regular Matrix Pair (A, B) and Condition * Estimation: Theory, Algorithms and Software, Report * UMINF - 94.04, Department of Computing Science, Umea University, * S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. * To appear in Numerical Algorithms, 1996. * * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software * for Solving the Generalized Sylvester Equation and Estimating the * Separation between Regular Matrix Pairs, Report UMINF - 93.23, * Department of Computing Science, Umea University, S-901 87 Umea, * Sweden, December 1993, Revised April 1994, Also as LAPACK working * Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, * 1996. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.262. (ctgsja jobu jobv jobq m p n k l a lda b ldb tola tolb alpha beta u ldu v ldv q ldq work ncycle info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGSJA computes the generalized singular value decomposition (GSVD) * of two complex upper triangular (or trapezoidal) matrices A and B. * * On entry, it is assumed that matrices A and B have the following * forms, which may be obtained by the preprocessing subroutine CGGSVP * from a general M-by-N matrix A and P-by-N matrix B: * * N-K-L K L * A = K ( 0 A12 A13 ) if M-K-L >= 0; * L ( 0 0 A23 ) * M-K-L ( 0 0 0 ) * * N-K-L K L * A = K ( 0 A12 A13 ) if M-K-L < 0; * M-K ( 0 0 A23 ) * * N-K-L K L * B = L ( 0 0 B13 ) * P-L ( 0 0 0 ) * * where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular * upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0, * otherwise A23 is (M-K)-by-L upper trapezoidal. * * On exit, * * U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ), * * where U, V and Q are unitary matrices, Z' denotes the conjugate * transpose of Z, R is a nonsingular upper triangular matrix, and D1 * and D2 are ``diagonal'' matrices, which are of the following * structures: * * If M-K-L >= 0, * * K L * D1 = K ( I 0 ) * L ( 0 C ) * M-K-L ( 0 0 ) * * K L * D2 = L ( 0 S ) * P-L ( 0 0 ) * * N-K-L K L * ( 0 R ) = K ( 0 R11 R12 ) K * L ( 0 0 R22 ) L * * where * * C = diag( ALPHA(K+1), ... , ALPHA(K+L) ), * S = diag( BETA(K+1), ... , BETA(K+L) ), * C**2 + S**2 = I. * * R is stored in A(1:K+L,N-K-L+1:N) on exit. * * If M-K-L < 0, * * K M-K K+L-M * D1 = K ( I 0 0 ) * M-K ( 0 C 0 ) * * K M-K K+L-M * D2 = M-K ( 0 S 0 ) * K+L-M ( 0 0 I ) * P-L ( 0 0 0 ) * * N-K-L K M-K K+L-M * ( 0 R ) = K ( 0 R11 R12 R13 ) * M-K ( 0 0 R22 R23 ) * K+L-M ( 0 0 0 R33 ) * * where * C = diag( ALPHA(K+1), ... , ALPHA(M) ), * S = diag( BETA(K+1), ... , BETA(M) ), * C**2 + S**2 = I. * * R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored * ( 0 R22 R23 ) * in B(M-K+1:L,N+M-K-L+1:N) on exit. * * The computation of the unitary transformation matrices U, V or Q * is optional. These matrices may either be formed explicitly, or they * may be postmultiplied into input matrices U1, V1, or Q1. * * Arguments * ========= * * JOBU (input) CHARACTER*1 * = 'U': U must contain a unitary matrix U1 on entry, and * the product U1*U is returned; * = 'I': U is initialized to the unit matrix, and the * unitary matrix U is returned; * = 'N': U is not computed. * * JOBV (input) CHARACTER*1 * = 'V': V must contain a unitary matrix V1 on entry, and * the product V1*V is returned; * = 'I': V is initialized to the unit matrix, and the * unitary matrix V is returned; * = 'N': V is not computed. * * JOBQ (input) CHARACTER*1 * = 'Q': Q must contain a unitary matrix Q1 on entry, and * the product Q1*Q is returned; * = 'I': Q is initialized to the unit matrix, and the * unitary matrix Q is returned; * = 'N': Q is not computed. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * P (input) INTEGER * The number of rows of the matrix B. P >= 0. * * N (input) INTEGER * The number of columns of the matrices A and B. N >= 0. * * K (input) INTEGER * L (input) INTEGER * K and L specify the subblocks in the input matrices A and B: * A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N) * of A and B, whose GSVD is going to be computed by CTGSJA. * See Further details. * * A (input/output) COMPLEX array, dimension (LDA,N) * On entry, the M-by-N matrix A. * On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular * matrix R or part of R. See Purpose for details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * B (input/output) COMPLEX array, dimension (LDB,N) * On entry, the P-by-N matrix B. * On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains * a part of R. See Purpose for details. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,P). * * TOLA (input) REAL * TOLB (input) REAL * TOLA and TOLB are the convergence criteria for the Jacobi- * Kogbetliantz iteration procedure. Generally, they are the * same as used in the preprocessing step, say * TOLA = MAX(M,N)*norm(A)*MACHEPS, * TOLB = MAX(P,N)*norm(B)*MACHEPS. * * ALPHA (output) REAL array, dimension (N) * BETA (output) REAL array, dimension (N) * On exit, ALPHA and BETA contain the generalized singular * value pairs of A and B; * ALPHA(1:K) = 1, * BETA(1:K) = 0, * and if M-K-L >= 0, * ALPHA(K+1:K+L) = diag(C), * BETA(K+1:K+L) = diag(S), * or if M-K-L < 0, * ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0 * BETA(K+1:M) = S, BETA(M+1:K+L) = 1. * Furthermore, if K+L < N, * ALPHA(K+L+1:N) = 0 * BETA(K+L+1:N) = 0. * * U (input/output) COMPLEX array, dimension (LDU,M) * On entry, if JOBU = 'U', U must contain a matrix U1 (usually * the unitary matrix returned by CGGSVP). * On exit, * if JOBU = 'I', U contains the unitary matrix U; * if JOBU = 'U', U contains the product U1*U. * If JOBU = 'N', U is not referenced. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= max(1,M) if * JOBU = 'U'; LDU >= 1 otherwise. * * V (input/output) COMPLEX array, dimension (LDV,P) * On entry, if JOBV = 'V', V must contain a matrix V1 (usually * the unitary matrix returned by CGGSVP). * On exit, * if JOBV = 'I', V contains the unitary matrix V; * if JOBV = 'V', V contains the product V1*V. * If JOBV = 'N', V is not referenced. * * LDV (input) INTEGER * The leading dimension of the array V. LDV >= max(1,P) if * JOBV = 'V'; LDV >= 1 otherwise. * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually * the unitary matrix returned by CGGSVP). * On exit, * if JOBQ = 'I', Q contains the unitary matrix Q; * if JOBQ = 'Q', Q contains the product Q1*Q. * If JOBQ = 'N', Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max(1,N) if * JOBQ = 'Q'; LDQ >= 1 otherwise. * * WORK (workspace) COMPLEX array, dimension (2*N) * * NCYCLE (output) INTEGER * The number of cycles required for convergence. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * = 1: the procedure does not converge after MAXIT cycles. * * Internal Parameters * =================== * * MAXIT INTEGER * MAXIT specifies the total loops that the iterative procedure * may take. If after MAXIT cycles, the routine fails to * converge, we return INFO = 1. * * Further Details * =============== * * CTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce * min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L * matrix B13 to the form: * * U1'*A13*Q1 = C1*R1; V1'*B13*Q1 = S1*R1, * * where U1, V1 and Q1 are unitary matrix, and Z' is the conjugate * transpose of Z. C1 and S1 are diagonal matrices satisfying * * C1**2 + S1**2 = I, * * and R1 is an L-by-L nonsingular upper triangular matrix. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.263. (ctgsna job howmny select n a lda b ldb vl ldvl vr ldvr s dif mm m work lwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGSNA estimates reciprocal condition numbers for specified * eigenvalues and/or eigenvectors of a matrix pair (A, B). * * (A, B) must be in generalized Schur canonical form, that is, A and * B are both upper triangular. * * Arguments * ========= * * JOB (input) CHARACTER*1 * Specifies whether condition numbers are required for * eigenvalues (S) or eigenvectors (DIF): * = 'E': for eigenvalues only (S); * = 'V': for eigenvectors only (DIF); * = 'B': for both eigenvalues and eigenvectors (S and DIF). * * HOWMNY (input) CHARACTER*1 * = 'A': compute condition numbers for all eigenpairs; * = 'S': compute condition numbers for selected eigenpairs * specified by the array SELECT. * * SELECT (input) LOGICAL array, dimension (N) * If HOWMNY = 'S', SELECT specifies the eigenpairs for which * condition numbers are required. To select condition numbers * for the corresponding j-th eigenvalue and/or eigenvector, * SELECT(j) must be set to .TRUE.. * If HOWMNY = 'A', SELECT is not referenced. * * N (input) INTEGER * The order of the square matrix pair (A, B). N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The upper triangular matrix A in the pair (A,B). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input) COMPLEX array, dimension (LDB,N) * The upper triangular matrix B in the pair (A, B). * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * VL (input) COMPLEX array, dimension (LDVL,M) * IF JOB = 'E' or 'B', VL must contain left eigenvectors of * (A, B), corresponding to the eigenpairs specified by HOWMNY * and SELECT. The eigenvectors must be stored in consecutive * columns of VL, as returned by CTGEVC. * If JOB = 'V', VL is not referenced. * * LDVL (input) INTEGER * The leading dimension of the array VL. LDVL >= 1; and * If JOB = 'E' or 'B', LDVL >= N. * * VR (input) COMPLEX array, dimension (LDVR,M) * IF JOB = 'E' or 'B', VR must contain right eigenvectors of * (A, B), corresponding to the eigenpairs specified by HOWMNY * and SELECT. The eigenvectors must be stored in consecutive * columns of VR, as returned by CTGEVC. * If JOB = 'V', VR is not referenced. * * LDVR (input) INTEGER * The leading dimension of the array VR. LDVR >= 1; * If JOB = 'E' or 'B', LDVR >= N. * * S (output) REAL array, dimension (MM) * If JOB = 'E' or 'B', the reciprocal condition numbers of the * selected eigenvalues, stored in consecutive elements of the * array. * If JOB = 'V', S is not referenced. * * DIF (output) REAL array, dimension (MM) * If JOB = 'V' or 'B', the estimated reciprocal condition * numbers of the selected eigenvectors, stored in consecutive * elements of the array. * If the eigenvalues cannot be reordered to compute DIF(j), * DIF(j) is set to 0; this can only occur when the true value * would be very small anyway. * For each eigenvalue/vector specified by SELECT, DIF stores * a Frobenius norm-based estimate of Difl. * If JOB = 'E', DIF is not referenced. * * MM (input) INTEGER * The number of elements in the arrays S and DIF. MM >= M. * * M (output) INTEGER * The number of elements of the arrays S and DIF used to store * the specified condition numbers; for each selected eigenvalue * one element is used. If HOWMNY = 'A', M is set to N. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * If JOB = 'E', WORK is not referenced. Otherwise, * on exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 1. * If JOB = 'V' or 'B', LWORK >= 2*N*N. * * IWORK (workspace) INTEGER array, dimension (N+2) * If JOB = 'E', IWORK is not referenced. * * INFO (output) INTEGER * = 0: Successful exit * < 0: If INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The reciprocal of the condition number of the i-th generalized * eigenvalue w = (a, b) is defined as * * S(I) = (|v'Au|**2 + |v'Bu|**2)**(1/2) / (norm(u)*norm(v)) * * where u and v are the right and left eigenvectors of (A, B) * corresponding to w; |z| denotes the absolute value of the complex * number, and norm(u) denotes the 2-norm of the vector u. The pair * (a, b) corresponds to an eigenvalue w = a/b (= v'Au/v'Bu) of the * matrix pair (A, B). If both a and b equal zero, then (A,B) is * singular and S(I) = -1 is returned. * * An approximate error bound on the chordal distance between the i-th * computed generalized eigenvalue w and the corresponding exact * eigenvalue lambda is * * chord(w, lambda) <= EPS * norm(A, B) / S(I), * * where EPS is the machine precision. * * The reciprocal of the condition number of the right eigenvector u * and left eigenvector v corresponding to the generalized eigenvalue w * is defined as follows. Suppose * * (A, B) = ( a * ) ( b * ) 1 * ( 0 A22 ),( 0 B22 ) n-1 * 1 n-1 1 n-1 * * Then the reciprocal condition number DIF(I) is * * Difl[(a, b), (A22, B22)] = sigma-min( Zl ) * * where sigma-min(Zl) denotes the smallest singular value of * * Zl = [ kron(a, In-1) -kron(1, A22) ] * [ kron(b, In-1) -kron(1, B22) ]. * * Here In-1 is the identity matrix of size n-1 and X' is the conjugate * transpose of X. kron(X, Y) is the Kronecker product between the * matrices X and Y. * * We approximate the smallest singular value of Zl with an upper * bound. This is done by CLATDF. * * An approximate error bound for a computed eigenvector VL(i) or * VR(i) is given by * * EPS * norm(A, B) / DIF(i). * * See ref. [2-3] for more details and further references. * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * References * ========== * * [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the * Generalized Real Schur Form of a Regular Matrix Pair (A, B), in * M.S. Moonen et al (eds), Linear Algebra for Large Scale and * Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. * * [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified * Eigenvalues of a Regular Matrix Pair (A, B) and Condition * Estimation: Theory, Algorithms and Software, Report * UMINF - 94.04, Department of Computing Science, Umea University, * S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. * To appear in Numerical Algorithms, 1996. * * [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software * for Solving the Generalized Sylvester Equation and Estimating the * Separation between Regular Matrix Pairs, Report UMINF - 93.23, * Department of Computing Science, Umea University, S-901 87 Umea, * Sweden, December 1993, Revised April 1994, Also as LAPACK Working * Note 75. * To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.264. (ctgsy2 trans ijob m n a lda b ldb c ldc d ldd e lde f ldf scale rdsum rdscal info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGSY2 solves the generalized Sylvester equation * * A * R - L * B = scale * C (1) * D * R - L * E = scale * F * * using Level 1 and 2 BLAS, where R and L are unknown M-by-N matrices, * (A, D), (B, E) and (C, F) are given matrix pairs of size M-by-M, * N-by-N and M-by-N, respectively. A, B, D and E are upper triangular * (i.e., (A,D) and (B,E) in generalized Schur form). * * The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output * scaling factor chosen to avoid overflow. * * In matrix notation solving equation (1) corresponds to solve * Zx = scale * b, where Z is defined as * * Z = [ kron(In, A) -kron(B', Im) ] (2) * [ kron(In, D) -kron(E', Im) ], * * Ik is the identity matrix of size k and X' is the transpose of X. * kron(X, Y) is the Kronecker product between the matrices X and Y. * * If TRANS = 'C', y in the conjugate transposed system Z'y = scale*b * is solved for, which is equivalent to solve for R and L in * * A' * R + D' * L = scale * C (3) * R * B' + L * E' = scale * -F * * This case is used to compute an estimate of Dif[(A, D), (B, E)] = * = sigma_min(Z) using reverse communicaton with CLACON. * * CTGSY2 also (IJOB >= 1) contributes to the computation in CTGSYL * of an upper bound on the separation between to matrix pairs. Then * the input (A, D), (B, E) are sub-pencils of two matrix pairs in * CTGSYL. * * Arguments * ========= * * TRANS (input) CHARACTER * = 'N', solve the generalized Sylvester equation (1). * = 'T': solve the 'transposed' system (3). * * IJOB (input) INTEGER * Specifies what kind of functionality to be performed. * =0: solve (1) only. * =1: A contribution from this subsystem to a Frobenius * norm-based estimate of the separation between two matrix * pairs is computed. (look ahead strategy is used). * =2: A contribution from this subsystem to a Frobenius * norm-based estimate of the separation between two matrix * pairs is computed. (SGECON on sub-systems is used.) * Not referenced if TRANS = 'T'. * * M (input) INTEGER * On entry, M specifies the order of A and D, and the row * dimension of C, F, R and L. * * N (input) INTEGER * On entry, N specifies the order of B and E, and the column * dimension of C, F, R and L. * * A (input) COMPLEX array, dimension (LDA, M) * On entry, A contains an upper triangular matrix. * * LDA (input) INTEGER * The leading dimension of the matrix A. LDA >= max(1, M). * * B (input) COMPLEX array, dimension (LDB, N) * On entry, B contains an upper triangular matrix. * * LDB (input) INTEGER * The leading dimension of the matrix B. LDB >= max(1, N). * * C (input/ output) COMPLEX array, dimension (LDC, N) * On entry, C contains the right-hand-side of the first matrix * equation in (1). * On exit, if IJOB = 0, C has been overwritten by the solution * R. * * LDC (input) INTEGER * The leading dimension of the matrix C. LDC >= max(1, M). * * D (input) COMPLEX array, dimension (LDD, M) * On entry, D contains an upper triangular matrix. * * LDD (input) INTEGER * The leading dimension of the matrix D. LDD >= max(1, M). * * E (input) COMPLEX array, dimension (LDE, N) * On entry, E contains an upper triangular matrix. * * LDE (input) INTEGER * The leading dimension of the matrix E. LDE >= max(1, N). * * F (input/ output) COMPLEX array, dimension (LDF, N) * On entry, F contains the right-hand-side of the second matrix * equation in (1). * On exit, if IJOB = 0, F has been overwritten by the solution * L. * * LDF (input) INTEGER * The leading dimension of the matrix F. LDF >= max(1, M). * * SCALE (output) REAL * On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions * R and L (C and F on entry) will hold the solutions to a * slightly perturbed system but the input matrices A, B, D and * E have not been changed. If SCALE = 0, R and L will hold the * solutions to the homogeneous system with C = F = 0. * Normally, SCALE = 1. * * RDSUM (input/output) REAL * On entry, the sum of squares of computed contributions to * the Dif-estimate under computation by CTGSYL, where the * scaling factor RDSCAL (see below) has been factored out. * On exit, the corresponding sum of squares updated with the * contributions from the current sub-system. * If TRANS = 'T' RDSUM is not touched. * NOTE: RDSUM only makes sense when CTGSY2 is called by * CTGSYL. * * RDSCAL (input/output) REAL * On entry, scaling factor used to prevent overflow in RDSUM. * On exit, RDSCAL is updated w.r.t. the current contributions * in RDSUM. * If TRANS = 'T', RDSCAL is not touched. * NOTE: RDSCAL only makes sense when CTGSY2 is called by * CTGSYL. * * INFO (output) INTEGER * On exit, if INFO is set to * =0: Successful exit * <0: If INFO = -i, input argument number i is illegal. * >0: The matrix pairs (A, D) and (B, E) have common or very * close eigenvalues. * * Further Details * =============== * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.265. (ctgsyl trans ijob m n a lda b ldb c ldc d ldd e lde f ldf scale dif work lwork iwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTGSYL solves the generalized Sylvester equation: * * A * R - L * B = scale * C (1) * D * R - L * E = scale * F * * where R and L are unknown m-by-n matrices, (A, D), (B, E) and * (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n, * respectively, with complex entries. A, B, D and E are upper * triangular (i.e., (A,D) and (B,E) in generalized Schur form). * * The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 * is an output scaling factor chosen to avoid overflow. * * In matrix notation (1) is equivalent to solve Zx = scale*b, where Z * is defined as * * Z = [ kron(In, A) -kron(B', Im) ] (2) * [ kron(In, D) -kron(E', Im) ], * * Here Ix is the identity matrix of size x and X' is the conjugate * transpose of X. Kron(X, Y) is the Kronecker product between the * matrices X and Y. * * If TRANS = 'C', y in the conjugate transposed system Z'*y = scale*b * is solved for, which is equivalent to solve for R and L in * * A' * R + D' * L = scale * C (3) * R * B' + L * E' = scale * -F * * This case (TRANS = 'C') is used to compute an one-norm-based estimate * of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D) * and (B,E), using CLACON. * * If IJOB >= 1, CTGSYL computes a Frobenius norm-based estimate of * Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the * reciprocal of the smallest singular value of Z. * * This is a level-3 BLAS algorithm. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * = 'N': solve the generalized sylvester equation (1). * = 'C': solve the "conjugate transposed" system (3). * * IJOB (input) INTEGER * Specifies what kind of functionality to be performed. * =0: solve (1) only. * =1: The functionality of 0 and 3. * =2: The functionality of 0 and 4. * =3: Only an estimate of Dif[(A,D), (B,E)] is computed. * (look ahead strategy is used). * =4: Only an estimate of Dif[(A,D), (B,E)] is computed. * (CGECON on sub-systems is used). * Not referenced if TRANS = 'C'. * * M (input) INTEGER * The order of the matrices A and D, and the row dimension of * the matrices C, F, R and L. * * N (input) INTEGER * The order of the matrices B and E, and the column dimension * of the matrices C, F, R and L. * * A (input) COMPLEX array, dimension (LDA, M) * The upper triangular matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1, M). * * B (input) COMPLEX array, dimension (LDB, N) * The upper triangular matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1, N). * * C (input/output) COMPLEX array, dimension (LDC, N) * On entry, C contains the right-hand-side of the first matrix * equation in (1) or (3). * On exit, if IJOB = 0, 1 or 2, C has been overwritten by * the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R, * the solution achieved during the computation of the * Dif-estimate. * * LDC (input) INTEGER * The leading dimension of the array C. LDC >= max(1, M). * * D (input) COMPLEX array, dimension (LDD, M) * The upper triangular matrix D. * * LDD (input) INTEGER * The leading dimension of the array D. LDD >= max(1, M). * * E (input) COMPLEX array, dimension (LDE, N) * The upper triangular matrix E. * * LDE (input) INTEGER * The leading dimension of the array E. LDE >= max(1, N). * * F (input/output) COMPLEX array, dimension (LDF, N) * On entry, F contains the right-hand-side of the second matrix * equation in (1) or (3). * On exit, if IJOB = 0, 1 or 2, F has been overwritten by * the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L, * the solution achieved during the computation of the * Dif-estimate. * * LDF (input) INTEGER * The leading dimension of the array F. LDF >= max(1, M). * * DIF (output) REAL * On exit DIF is the reciprocal of a lower bound of the * reciprocal of the Dif-function, i.e. DIF is an upper bound of * Dif[(A,D), (B,E)] = sigma-min(Z), where Z as in (2). * IF IJOB = 0 or TRANS = 'C', DIF is not referenced. * * SCALE (output) REAL * On exit SCALE is the scaling factor in (1) or (3). * If 0 < SCALE < 1, C and F hold the solutions R and L, resp., * to a slightly perturbed system but the input matrices A, B, * D and E have not been changed. If SCALE = 0, R and L will * hold the solutions to the homogenious system with C = F = 0. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * IF IJOB = 0, WORK is not referenced. Otherwise, * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK > = 1. * If IJOB = 1 or 2 and TRANS = 'N', LWORK >= 2*M*N. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK array, and no error * message related to LWORK is issued by XERBLA. * * IWORK (workspace) INTEGER array, dimension (M+N+2) * If IJOB = 0, IWORK is not referenced. * * INFO (output) INTEGER * =0: successful exit * <0: If INFO = -i, the i-th argument had an illegal value. * >0: (A, D) and (B, E) have common or very close * eigenvalues. * * Further Details * =============== * * Based on contributions by * Bo Kagstrom and Peter Poromaa, Department of Computing Science, * Umea University, S-901 87 Umea, Sweden. * * [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software * for Solving the Generalized Sylvester Equation and Estimating the * Separation between Regular Matrix Pairs, Report UMINF - 93.23, * Department of Computing Science, Umea University, S-901 87 Umea, * Sweden, December 1993, Revised April 1994, Also as LAPACK Working * Note 75. To appear in ACM Trans. on Math. Software, Vol 22, * No 1, 1996. * * [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester * Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal. * Appl., 15(4):1045-1060, 1994. * * [3] B. Kagstrom and L. Westin, Generalized Schur Methods with * Condition Estimators for Solving the Generalized Sylvester * Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7, * July 1989, pp 745-751. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.266. (ctpcon norm uplo diag n ap rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTPCON estimates the reciprocal of the condition number of a packed * triangular matrix A, in either the 1-norm or the infinity-norm. * * The norm of A is computed and an estimate is obtained for * norm(inv(A)), then the reciprocal of the condition number is * computed as * RCOND = 1 / ( norm(A) * norm(inv(A)) ). * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies whether the 1-norm condition number or the * infinity-norm condition number is required: * = '1' or 'O': 1-norm; * = 'I': Infinity-norm. * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangular matrix A, packed columnwise in * a linear array. The j-th column of A is stored in the array * AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * If DIAG = 'U', the diagonal elements of A are not referenced * and are assumed to be 1. * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(norm(A) * norm(inv(A))). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.267. (ctprfs uplo trans diag n nrhs ap b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTPRFS provides error bounds and backward error estimates for the * solution to a system of linear equations with a triangular packed * coefficient matrix. * * The solution matrix X must be computed by CTPTRS or some other * means before entering this routine. CTPRFS does not do iterative * refinement because doing so cannot improve the backward error. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangular matrix A, packed columnwise in * a linear array. The j-th column of A is stored in the array * AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. * If DIAG = 'U', the diagonal elements of A are not referenced * and are assumed to be 1. * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input) COMPLEX array, dimension (LDX,NRHS) * The solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.268. (ctptri uplo diag n ap info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTPTRI computes the inverse of a complex upper or lower triangular * matrix A stored in packed format. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) COMPLEX array, dimension (N*(N+1)/2) * On entry, the upper or lower triangular matrix A, stored * columnwise in a linear array. The j-th column of A is stored * in the array AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*((2*n-j)/2) = A(i,j) for j<=i<=n. * See below for further details. * On exit, the (triangular) inverse of the original matrix, in * the same packed storage format. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, A(i,i) is exactly zero. The triangular * matrix is singular and its inverse can not be computed. * * Further Details * =============== * * A triangular matrix A can be transferred to packed storage using one * of the following program segments: * * UPLO = 'U': UPLO = 'L': * * JC = 1 JC = 1 * DO 2 J = 1, N DO 2 J = 1, N * DO 1 I = 1, J DO 1 I = J, N * AP(JC+I-1) = A(I,J) AP(JC+I-J) = A(I,J) * 1 CONTINUE 1 CONTINUE * JC = JC + J JC = JC + N - J + 1 * 2 CONTINUE 2 CONTINUE * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.269. (ctptrs uplo trans diag n nrhs ap b ldb info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTPTRS solves a triangular system of the form * * A * X = B, A**T * X = B, or A**H * X = B, * * where A is a triangular matrix of order N stored in packed format, * and B is an N-by-NRHS matrix. A check is made to verify that A is * nonsingular. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AP (input) COMPLEX array, dimension (N*(N+1)/2) * The upper or lower triangular matrix A, packed columnwise in * a linear array. The j-th column of A is stored in the array * AP as follows: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, if INFO = 0, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the i-th diagonal element of A is zero, * indicating that the matrix is singular and the * solutions X have not been computed. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.270. (ctrcon norm uplo diag n a lda rcond work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTRCON estimates the reciprocal of the condition number of a * triangular matrix A, in either the 1-norm or the infinity-norm. * * The norm of A is computed and an estimate is obtained for * norm(inv(A)), then the reciprocal of the condition number is * computed as * RCOND = 1 / ( norm(A) * norm(inv(A)) ). * * Arguments * ========= * * NORM (input) CHARACTER*1 * Specifies whether the 1-norm condition number or the * infinity-norm condition number is required: * = '1' or 'O': 1-norm; * = 'I': Infinity-norm. * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The triangular matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of the array A contains the upper * triangular matrix, and the strictly lower triangular part of * A is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of the array A contains the lower triangular * matrix, and the strictly upper triangular part of A is not * referenced. If DIAG = 'U', the diagonal elements of A are * also not referenced and are assumed to be 1. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * RCOND (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(norm(A) * norm(inv(A))). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.271. (ctrevc side howmny select n t_ ldt vl ldvl vr ldvr mm m work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTREVC computes some or all of the right and/or left eigenvectors of * a complex upper triangular matrix T. * * The right eigenvector x and the left eigenvector y of T corresponding * to an eigenvalue w are defined by: * * T*x = w*x, y'*T = w*y' * * where y' denotes the conjugate transpose of the vector y. * * If all eigenvectors are requested, the routine may either return the * matrices X and/or Y of right or left eigenvectors of T, or the * products Q*X and/or Q*Y, where Q is an input unitary * matrix. If T was obtained from the Schur factorization of an * original matrix A = Q*T*Q', then Q*X and Q*Y are the matrices of * right or left eigenvectors of A. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'R': compute right eigenvectors only; * = 'L': compute left eigenvectors only; * = 'B': compute both right and left eigenvectors. * * HOWMNY (input) CHARACTER*1 * = 'A': compute all right and/or left eigenvectors; * = 'B': compute all right and/or left eigenvectors, * and backtransform them using the input matrices * supplied in VR and/or VL; * = 'S': compute selected right and/or left eigenvectors, * specified by the logical array SELECT. * * SELECT (input) LOGICAL array, dimension (N) * If HOWMNY = 'S', SELECT specifies the eigenvectors to be * computed. * If HOWMNY = 'A' or 'B', SELECT is not referenced. * To select the eigenvector corresponding to the j-th * eigenvalue, SELECT(j) must be set to .TRUE.. * * N (input) INTEGER * The order of the matrix T. N >= 0. * * T (input/output) COMPLEX array, dimension (LDT,N) * The upper triangular matrix T. T is modified, but restored * on exit. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= max(1,N). * * VL (input/output) COMPLEX array, dimension (LDVL,MM) * On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must * contain an N-by-N matrix Q (usually the unitary matrix Q of * Schur vectors returned by CHSEQR). * On exit, if SIDE = 'L' or 'B', VL contains: * if HOWMNY = 'A', the matrix Y of left eigenvectors of T; * VL is lower triangular. The i-th column * VL(i) of VL is the eigenvector corresponding * to T(i,i). * if HOWMNY = 'B', the matrix Q*Y; * if HOWMNY = 'S', the left eigenvectors of T specified by * SELECT, stored consecutively in the columns * of VL, in the same order as their * eigenvalues. * If SIDE = 'R', VL is not referenced. * * LDVL (input) INTEGER * The leading dimension of the array VL. LDVL >= max(1,N) if * SIDE = 'L' or 'B'; LDVL >= 1 otherwise. * * VR (input/output) COMPLEX array, dimension (LDVR,MM) * On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must * contain an N-by-N matrix Q (usually the unitary matrix Q of * Schur vectors returned by CHSEQR). * On exit, if SIDE = 'R' or 'B', VR contains: * if HOWMNY = 'A', the matrix X of right eigenvectors of T; * VR is upper triangular. The i-th column * VR(i) of VR is the eigenvector corresponding * to T(i,i). * if HOWMNY = 'B', the matrix Q*X; * if HOWMNY = 'S', the right eigenvectors of T specified by * SELECT, stored consecutively in the columns * of VR, in the same order as their * eigenvalues. * If SIDE = 'L', VR is not referenced. * * LDVR (input) INTEGER * The leading dimension of the array VR. LDVR >= max(1,N) if * SIDE = 'R' or 'B'; LDVR >= 1 otherwise. * * MM (input) INTEGER * The number of columns in the arrays VL and/or VR. MM >= M. * * M (output) INTEGER * The number of columns in the arrays VL and/or VR actually * used to store the eigenvectors. If HOWMNY = 'A' or 'B', M * is set to N. Each selected eigenvector occupies one * column. * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * The algorithm used in this program is basically backward (forward) * substitution, with scaling to make the the code robust against * possible overflow. * * Each eigenvector is normalized so that the element of largest * magnitude has magnitude 1; here the magnitude of a complex number * (x,y) is taken to be |x| + |y|. * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.272. (ctrexc compq n t_ ldt q ldq ifst ilst info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTREXC reorders the Schur factorization of a complex matrix * A = Q*T*Q**H, so that the diagonal element of T with row index IFST * is moved to row ILST. * * The Schur form T is reordered by a unitary similarity transformation * Z**H*T*Z, and optionally the matrix Q of Schur vectors is updated by * postmultplying it with Z. * * Arguments * ========= * * COMPQ (input) CHARACTER*1 * = 'V': update the matrix Q of Schur vectors; * = 'N': do not update Q. * * N (input) INTEGER * The order of the matrix T. N >= 0. * * T (input/output) COMPLEX array, dimension (LDT,N) * On entry, the upper triangular matrix T. * On exit, the reordered upper triangular matrix. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= max(1,N). * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, if COMPQ = 'V', the matrix Q of Schur vectors. * On exit, if COMPQ = 'V', Q has been postmultiplied by the * unitary transformation matrix Z which reorders T. * If COMPQ = 'N', Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max(1,N). * * IFST (input) INTEGER * ILST (input) INTEGER * Specify the reordering of the diagonal elements of T: * The element with row index IFST is moved to row ILST by a * sequence of transpositions between adjacent elements. * 1 <= IFST <= N; 1 <= ILST <= N. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Local Scalars .. * =====================================================================

8.6.2.5.273. (ctrrfs uplo trans diag n nrhs a lda b ldb x ldx ferr berr work rwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTRRFS provides error bounds and backward error estimates for the * solution to a system of linear equations with a triangular * coefficient matrix. * * The solution matrix X must be computed by CTRTRS or some other * means before entering this routine. CTRRFS does not do iterative * refinement because doing so cannot improve the backward error. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A**T * X = B (Transpose) * = 'C': A**H * X = B (Conjugate transpose) * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX array, dimension (LDA,N) * The triangular matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of the array A contains the upper * triangular matrix, and the strictly lower triangular part of * A is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of the array A contains the lower triangular * matrix, and the strictly upper triangular part of A is not * referenced. If DIAG = 'U', the diagonal elements of A are * also not referenced and are assumed to be 1. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input) COMPLEX array, dimension (LDX,NRHS) * The solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. * =====================================================================

8.6.2.5.274. (ctrsen job compq select n t_ ldt q ldq w m s sep work lwork info ) |
(packages/lapack/lapack-c.lsh) |

* Purpose * ======= * * CTRSEN reorders the Schur factorization of a complex matrix * A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in * the leading positions on the diagonal of the upper triangular matrix * T, and the leading columns of Q form an orthonormal basis of the * corresponding right invariant subspace. * * Optionally the routine computes the reciprocal condition numbers of * the cluster of eigenvalues and/or the invariant subspace. * * Arguments * ========= * * JOB (input) CHARACTER*1 * Specifies whether condition numbers are required for the * cluster of eigenvalues (S) or the invariant subspace (SEP): * = 'N': none; * = 'E': for eigenvalues only (S); * = 'V': for invariant subspace only (SEP); * = 'B': for both eigenvalues and invariant subspace (S and * SEP). * * COMPQ (input) CHARACTER*1 * = 'V': update the matrix Q of Schur vectors; * = 'N': do not update Q. * * SELECT (input) LOGICAL array, dimension (N) * SELECT specifies the eigenvalues in the selected cluster. To * select the j-th eigenvalue, SELECT(j) must be set to .TRUE.. * * N (input) INTEGER * The order of the matrix T. N >= 0. * * T (input/output) COMPLEX array, dimension (LDT,N) * On entry, the upper triangular matrix T. * On exit, T is overwritten by the reordered matrix T, with the * selected eigenvalues as the leading diagonal elements. * * LDT (input) INTEGER * The leading dimension of the array T. LDT >= max(1,N). * * Q (input/output) COMPLEX array, dimension (LDQ,N) * On entry, if COMPQ = 'V', the matrix Q of Schur vectors. * On exit, if COMPQ = 'V', Q has been postmultiplied by the * unitary transformation matrix which reorders T; the leading M * columns of Q form an orthonormal basis for the specified * invariant subspace. * If COMPQ = 'N', Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. * LDQ >= 1; and if COMPQ = 'V', LDQ >= N. * * W (output) COMPLEX array, dimension (N) * The reordered eigenvalues of T, in the same order as they * appear on the diagonal of T. * * M (output) INTEGER * The dimension of the specified invariant subspace. * 0 <= M <= N. * * S (output) REAL * If JOB = 'E' or 'B', S is a lower bound on the reciprocal * condition number for the selected cluster of eigenvalues. * S cannot underestimate the true reciprocal condition number * by more than a factor of sqrt(N). If M = 0 or N, S = 1. * If JOB = 'N' or 'V', S is not referenced. * * SEP (output) REAL * If JOB = 'V' or 'B', SEP is the estimated reciprocal * condition number of the specified invariant subspace. If * M = 0 or N, SEP = norm(T). * If JOB = 'N' or 'E', SEP is not referenced. * * WORK (workspace/output) COMPLEX array, dimension (LWORK) * If JOB = 'N', WORK is not referenced. Otherwise, * on exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. * If JOB = 'N', LWORK >= 1; * if JOB = 'E', LWORK = M*(N-M); * if JOB = 'V' or 'B', LWORK >= 2*M*(N-M). * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal size of the WORK array, returns * this value as the first entry of the WORK a